What is probability theory?

Jul 30, 2018 ... Correlated stochastic process (colored noises) with f − k power spectrum (⁠ 0 < k ≤ 3 ⁠) is characterized by intermediate permutation entropy ... stochastic volatility process (Andersen (1992b)). We now turn to the issue of nonstationarity. So far, we have assumed that volume is stationary. This ignores ... We present a novel and simple method to numerically calculate Fisher information matrices for stochastic chemical kinetics models. The first one for obtaining concentration of Markov chains is to establish transport- entropy inequalities in the process level. This was begun again by Marton ... ... Informational Sciences (PEIS), 3, 223-236. Sigman, K., (1990). One ... Independent Sampling of a Stochastic Process Stoch. Proc. Appls., 74, 151 ... May 23, 2022 ... Emergence and information in stochastic and deterministic processes. For systems composed of (or defined by) stochastic processes, emergence ... We explore the effect on investment quantity in this real option regulation under various assumptions on the stochastic process for revenues. On the one ... The dynamic features are governed by the information flow, modeled as a stochastic volatility process, and generalize standard ARCH specifications. This paper deals with the problem of establishing conditions under which, in the independent Gaussian case, a stochastic process can be considered to be ... Mar 22, 2011 ... ... stochastic process is present in commodity prices. In addition, we build a dynamic stochastic general equilibrium model with informational ...