Characterization of stationary distribut
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Gustavo Stolovitzky; Emily S.C. Ching
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Article
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1999
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Elsevier Science
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English
β 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