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Conditional expectations of stationary processes

โœ Scribed by Bruno Scarpellini


Book ID
104792758
Publisher
Springer
Year
1981
Tongue
English
Weight
995 KB
Volume
56
Category
Article
ISSN
1432-2064

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Characterization of stationary distribut
โœ Gustavo Stolovitzky; Emily S.C. Ching ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 67 KB

We present a general formalism to characterize the probability density function of a set of dynamic variables in a stationary process using conditional expectations of kinematic observables on those variables. The formalism is exemplified with stochastic processes such as general Gaussian random pro