Sentences with phrase «stochastic processes»
Stochastic processes are a mathematical concept that describes random or unpredictable events evolving over time. It is a way to model and understand how things change and develop under uncertain conditions. These processes help us analyze and predict various phenomena such as stock market fluctuations, weather patterns, or the spread of diseases, by taking into account the randomness and probability involved. Full definition
I'm really more interested in time series issues — there are lots of stochastic processes for which there is no second moment, Mandelbrot identifies lots of them.
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If you want to understand more about stationary stochastic processes I would recommend that you consult a suitable undergraduate text.
Personally I take little comfort in this, in part because my doctoral dissertation many decades ago concerned fluctuations in a threshold system (in nerve cells, but the principle applies elsewhere; in stochastic processes, it goes under the name of the «first passage time problem»).
In 2012, Vedral, Gu and others proved a similar result for another class of problems known as stochastic processes.
We investigate three methods for simultaneous estimation of the Hurst parameter (H) and the standard deviation (σ) for a Hurst - Kolmogorov stochastic process, namely the maximum likelihood method and two methods based on the variation of the standard deviation or of the variance with time scale.
Viewing the work of Shaun O'Dell at Susan Inglett Gallery last December 20th made me ponder on what the artist refers to as «a purely stochastic process».
Stochastic processes play an important role in this theory.
The first group participates in an intensive 4 - week collaborative learning experience on dynamical systems (broadly understood to include stochastic processes), modeling, and computational methods.
Education achievement in general is a very stochastic process; there is a lot of natural randomness.
chess, chess openings, refutation, applied statistics, numerical methods, Monte Carlo simulation, probability vector, trinomial stochastic process
I disagree strongly with sky's decision to view ENSO as a largely stochastic process.
Indeed, its time series is well characterized as a predominantly stochastic process with an e-folding time scale of 10 — 14 days (Feldstein 2000; Wunsch 1999; Deser et al. 2010).
The key stochastic process» core parameters have changed.
Whereas the corresponding precipitation variability can be described as a white noise stochastic process, power spectra of vertically integrated soil water exhibit significant redness on timescales of years to decades, since the predictability of soil water storage arises mostly from the integration of precipitation variability.
An alternative is an intensely data - based model using stochastic processes, where the calibrations and dependencies come from the data series themselves.
Focused on the Internet of Service (IOS), the utility token facilitates service providers» online offers and activities «by dynamically partitioning the IOS network into subspaces via a secured, bias - free stochastic process.»
H. Tyralis, and D. Koutsoyiannis, Performance evaluation and interdependence of parameter estimators of the Hurst - Kolmogorov stochastic process, European Geosciences Union General Assembly 2010, Geophysical Research Abstracts, Vol.
There is no basic randomness here, except as far as it arises from the general indeterminacy of the physical world (known as stochastic processes).
This stochastic process, which is locally random, results more globally in a high degree of stability and robustness, which is needed for cells to divide successfully.»
They constructed a real life quantum simulator of a stochastic process [Science Advances 3, e1601302 (2017)-RSB-.
The main objective is to cover the field of financial mathematics in a reasonably broad yet rigorous way, not just encompassing the replication of contingent claims in a complete market setting, but also materials drawn from financial markets, financial theory, economics, econometrics, and stochastic processes, together with related mathematical and computational techniques.
Tatiana Engel Neural dynamics and computation, neural circuit models, machine learning, stochastic processes, dynamical systems theory, decision - making, attention
It amazes me that so much of the natural variation we observe within and across species is due simply to stochastic processes in the population.
Gurinder Mickey Atwal Population genetics; bioinformatics; cancer; stochastic processes; statistical mechanics and information theory
The mathematical methodologies such as probability, statistics, stochastic processes and economic theories are integrated into finance to aid reasoning.
Equity returns are not simply a stochastic process that a singular representative investor chooses, but rather a complex set of returns depending on the strategy and tactics used by heterogeneous investors, many of whom make conspicuously inefficient choices.
Searching for what it means, stochastic (adj.) 1: RANDOM; specifically; involving a random variable < a stochastic process > 2: Involving chance or probability.
The question about uncertainty is a question about information about processes, whether understood, random variations (known as «noise» or stochastic processes), or systematic model shortcomings (biases).