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Distributions characterized through conditional expectations

✍ Scribed by K. Balasubramanian; Aloke Dey


Book ID
110649279
Publisher
Springer
Year
1997
Tongue
English
Weight
228 KB
Volume
45
Category
Article
ISSN
0026-1335

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Characterization of stationary distribut
✍ Gustavo Stolovitzky; Emily S.C. Ching πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 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