What is smoothing of stochastic processes?

The analysis of the stochastic process reveals the properties of the informational cascade and the informational avalanche. 4.1. Optimal trading strategy. ... stochastic time series. We dissect the uncertainty of a single observation ... process's internal information dynamics. The measures scale with the ... If the stochastic process representing the belief over f is sufficiently regular, then Equation (1) can be approximated arbitrarily well with finitely many ... Jul 30, 2018 ... Correlated stochastic process (colored noises) with f − k power spectrum (⁠ 0 < k ≤ 3 ⁠) is characterized by intermediate permutation entropy ... ... stochastic processes or theoretical models. With the development of transfer ... In the bivariate case, information flow from process J to process I is ... ), Arbitrage, Credit and Informational Risks, (pp. 53-86). Singapore: World ... Stochastic Processes and their Applications, 129(4), 1229-1258. [More ... becomes surprisingly non-trivial (at least in continuous time). (More on these stochastic control aspects: Part I of the arXiv preprint: “On the informational ... General Information (Catalog listing). 01:640:478 Markov chains for discrete-time models, Poisson processes, Markov chains for continuous-time models, ... Dec 19, 2024 ... Although Thermodynamics, Information Theory, Brownian motion and Stochastic Physical Process share commonalities in handling energy, information ... Jul 25, 2023 ... The aggregated stochastic processes can be used to decribe evolution processes with group information observed, for example, the underlying ...