E. Parzen, Stochastic Processes, San Francisco, CA: Holden-Day Inc., 1962. Home/Search Document Not in Database Summary Related Articles Check |
This paper is cited in the following contexts:
Transition Density, A New Measure of Activity in Digital Circuits - Najm (1992) (78 citations) (Correct)
....variable, we denote its mean (or expected value) by E[x] and its distribution function by F x (a) Pfx ag. Let x(t) t 2 ( Gamma1; 1) be a stochastic process [2] that takes the values 0 or 1, transitioning between them at random transition times. Such a process is called a 0 1 process (see [3], pp. 38 39) A logic signal x(t) can be thought of as a sample of a 0 1 stochastic process x(t) i.e. x(t) is one of an infinity of possible signals that comprise the family x(t) A stochastic process is said to be strict sense stationary (SSS) if its statistical properties are invariant to a ....
E. Parzen, Stochastic Processes, San Francisco, CA: Holden-Day Inc., 1962.
Transition Density, A New Measure of Activity in Digital Circuits - Najm (1992) (78 citations) (Correct)
....we denote its mean (or expected value) by E[x] and its distribution function by F x (a) 4 = Pfx ag. Let x(t) t 2 ( Gamma1; 1) be a stochastic process [2] that takes the values 0 or 1, transitioning between them at random transition times. Such a process is called a 0 1 process (see [3], pp. 38 39) A logic signal x(t) can be thought of as a sample of a 0 1 stochastic process x(t) i.e. x(t) is one of an infinity of possible signals that comprise the family x(t) A stochastic process is said to be strict sense stationary (SSS) if its statistical properties are invariant to a ....
E. Parzen, Stochastic Processes, San Francisco, CA: Holden-Day Inc., 1962.
Transition Density, A Stochastic Measure of Activity in Digital.. - Najm (1991) (34 citations) (Correct)
....for the rest of the paper. Throughout this paper, we will use bold font to represent random quantities. Let x(t) t 2 ( Gamma1; 1) be a stochastic process [1] that takes the values 0 or 1, transitioning between them at random transition times. Such a process is called a 0 1 process (see [2], pp. 38 39) A stochastic process is said to be strict sense stationary (SSS) if its statistical properties are invariant to a shift of the time origin [1] Specifically, the mean of such a process is a constant, independent of time. If a constant mean process x(t) has finite variance and is ....
E. Parzen, Stochastic Processes, San Francisco, CA: Holden-Day Inc., 1962.
Transition Density, A Stochastic Measure of Activity in.. - Farid Najm Semiconductor (1991) (34 citations) Self-citation (Stochastic) (Correct)
....foundations for the rest of the paper. Throughout this paper, we will use bold font to represent random quan tities. Let x(t) t 6 ( oo, oo) be a stochastic process [1] that takes the values 0 or 1, transitioning between them at random transition times. Such a process is called 0 3 process (see [2], pp. 38 39) A stochastic process is said to be sirict sense tionarF (SSS) if its statistical properties e invariant to a shift of the time origin [1] Specifically, the mean of such a process is a constant, independen of time. If a constant mean process x(t) h finite variance and s such hag x(t) ....
E. Paxzen Stochastic Processes, San ancisco, CA: Holden-Day Inc., 1962.
Low-pass Filter for Computing the Transition Density in Digital .. - Farid Najm (1994) (6 citations) (Correct)
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E. Parzen, Stochastic Processes, San Francisco, CA: Holden-Day Inc., 1962.
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