What is the power spectral density of a stochastic process?

Aug 28, 2020 ... ... process' informational content, but it does not address how this ... process (partly regular, partly stochastic), the golden mean process. the entropy rate of a stochastic process (message or sequence is seen as a succession of events). (The "rate of self-information" can also be defined for a ... Apr 15, 2025 ... ... stochastic process. We introduce an informational taxonomy to profile these correlations via a suite of multivariate information measures. Jul 30, 2018 ... Correlated stochastic process (colored noises) with f − k power spectrum (⁠ 0 < k ≤ 3 ⁠) is characterized by intermediate permutation entropy ... Jul 1, 2007 ... ... stochastic process to the representative discrete stochastic function. ... The new original informational description of the process of ... Gaussian stochastic process with mean. Er|θ. [∆ϑ(r)] = 1 n !i f [bi + #i(θ)] ... Information-theoretic asymptotics of Bayes methods. IEEE Trans- actions ... ... process, Positive dependence, Restarting property, Stochastic properties", ... Informational Sciences. https://doi.org/10.1017/S0269964824000111. An ... ... information flow, modeled as a stochastic volatility process, and generalize standard autoregressive conditional heteroskedasticity specifications ... General Information (Catalog listing). 01:640:478 Markov chains for discrete-time models, Poisson processes, Markov chains for continuous-time models, ... Mar 15, 2023 ... Abstract. Some mathematical models of informational signals and methods of the diagnostic system construction is considered. Different type of ...