What is the role of randomness in the natural world?

... informational divergence between two Markov processes at ... Markov chains defined by a memoryless stochastic matrix correspond in fact to an iid process. Draws upon concepts from stochastic processes, queuing theory, and optimization. E. Modiano No textbook information available. 6.7460 Essential Coding Theory Let ξ , η be two random functions (= stationary (generalized) Gaussian random processes). The Gelfand–Pinsker–Yaglom functional (Formula (2.58) from [10]) for ... This paper develops a subordinated stochastic process model for asset prices, where the directing process is identified as information. Motivated by recent. Probability in the Engineering and Informational Sciences, vol. 12, 1998 ... BOOK: Stochastic-Process Limits, published by Springer in 2002 (602 pages). Oct 1, 2017 ... Convection processes have also been proposed to be represented through stochastic parameterizations (Christensen et al. 2015). Some climate ... ... Informational Sciences (PEIS), 3, 223-236. Sigman, K., (1990). One ... Independent Sampling of a Stochastic Process Stoch. Proc. Appls., 74, 151 ... This paper deals with the problem of establishing conditions under which, in the independent Gaussian case, a stochastic process can be considered to be ... 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 ... their work to capture GARCH features in equilibrium prices, by directly incorporating stochastic volatility in the (short-lived) private information process.) ...