When does a stationary distribution exist and is it unique?

Nov 30, 2020 ... It is initially unknown what the parameter process corresponds to biologically, hence the moniker 'hidden' state. Nevertheless, the information ... Mar 22, 2011 ... ... stochastic process is present in commodity prices. In addition, we build a dynamic stochastic general equilibrium model with informational ... 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 ... Feb 8, 2012 ... ... informational privacy is the high uncertainty about ... stochastic processes, which fit into the Binomial Option Pricing Model (BOPM). ... stochastic process, whether the original process is Markovian or not. ... information sharing called "informational coherence". Informational coherence, in ... Mar 17, 2025 ... ... stochastic process governed by statistical mechanics. These ... The toroidal model acknowledges that energy and information distributions follow ... Some informational properties of Markov pure-jump processes. Časopis pro ... bedded associated process, which is a bivariate discrete-time Markov process. This paper deals with the problem of establishing conditions under which, in the independent Gaussian case, a stochastic process can be considered to be ... Nov 11, 2016 ... We consider stochastic dynamics of interacting systems and , which are not necessarily Markov processes. We consider a discrete time k (=1, …, N) ... Apr 28, 2024 ... It is shown that Bayesian updates can be characterized as additional informational drift in the underlying asset's stochastic process.