What are the implications of stationarity for the analysis of stochastic processes?

Apr 15, 2025 ... ... stochastic process. We introduce an informational taxonomy to profile these correlations via a suite of multivariate information measures. Dec 28, 2020 ... Even if the price arguably does, the volume certainly does not. There are however a set of stochastic processes that deal with these jumps. Jump ... ... Stochastic Processes and their Ap- plications, 74 (2) 195-201, 1998. 21 ... gineering and Informational Science, 18 (4) 493-502, 2004. 26. Zazanis ... ... Stochastic Markov Processes in Reliability”, (with A. Ay, J. Landon and S. Ozekici), 2021, Probability in the Engineering and Informational Sciences, Vol. Jul 13, 2022 ... This paper proposes a novel model of sequential information design, namely the Markov persuasion processes (MPPs), in which a sender, with informational ... ... Random Bridge market information process. This is the first attempt to ... Stochastic Processes and Their Applications, 121, 856-884. https://doi.org ... Mar 1, 2018 ... ... stochastic process. This has recently been verified experimentally ... & Crutchfield, J. P. Information anatomy of stochastic equilibria. Next, in Section 3, we model the HVAC problem as a Partially Observable Markov Decision Process (POMDP) with environment dependency. Section 4 shows that the ... Apr 28, 2024 ... It is shown that Bayesian updates can be characterized as additional informational drift in the underlying asset's stochastic process. Jun 25, 2014 ... ... information theory. if you want to casually learn information theory, just study probability, stochastic processes, and thermodynamics.