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ASYMPTOTIC STATISTICAL ANALYSIS OF STATIONARY ERGODIC TIME SERIES
"... It is shown how to construct asymptotically consistent efficient algorithms for various statistical problems concerning stationary ergodic time series. The considered problems include clustering, hypothesis testing, changepoint estimation and others. The presented approach is based on empirical ..."
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It is shown how to construct asymptotically consistent efficient algorithms for various statistical problems concerning stationary ergodic time series. The considered problems include clustering, hypothesis testing, changepoint estimation and others. The presented approach is based on empirical
WEAK KAM THEORY TOPICS IN THE STATIONARY ERGODIC SETTING
, 907
"... Abstract. We perform a qualitative analysis of the critical equation associated with a stationary ergodic Hamiltonian through a stochastic version of the metric method, where the notion of closed random stationary set, issued from stochastic geometry, plays a major role. Our purpose is to give an ap ..."
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Cited by 7 (3 self)
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Abstract. We perform a qualitative analysis of the critical equation associated with a stationary ergodic Hamiltonian through a stochastic version of the metric method, where the notion of closed random stationary set, issued from stochastic geometry, plays a major role. Our purpose is to give
It is not enough to assume stationary ergodic sources for analyzing universal coding. (Correspondence)
, 1998
"... Currently, the most popular model in information theory is that of stationary ergodic sources, and the properties of any universal coding are actually being analyzed in the framework of the model. We show that it is not enough because the set of sequences that can be compressed well but cannot be ge ..."
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Currently, the most popular model in information theory is that of stationary ergodic sources, and the properties of any universal coding are actually being analyzed in the framework of the model. We show that it is not enough because the set of sequences that can be compressed well but cannot
GLOBAL SUPPORT PROPERTIES OF STATIONARY ERGODIC PROCESSES
"... Nelson [7] has made the deep observation that a variety of quantum fields analytically continued to imaginary time are represented by stationary, ergodic, generalized Markov processes (see also [12, 14]). Recently, there has been some interest in determining the support properties of the measure in ..."
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Nelson [7] has made the deep observation that a variety of quantum fields analytically continued to imaginary time are represented by stationary, ergodic, generalized Markov processes (see also [12, 14]). Recently, there has been some interest in determining the support properties of the measure
Stationary Ergodic Jackson Networks: Results and CounterExamples
, 1996
"... This paper gives a survey of recent results on generalized Jackson networks, where classical exponential or i.i.d. assumptions on services and routings are replaced by stationary and ergodic assumptions. We first show that the most basic features of the network may exhibit unexpected behavior. Sever ..."
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Cited by 8 (1 self)
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This paper gives a survey of recent results on generalized Jackson networks, where classical exponential or i.i.d. assumptions on services and routings are replaced by stationary and ergodic assumptions. We first show that the most basic features of the network may exhibit unexpected behavior
BEARDWOODHALTONHAMMERSLEY THEOREM FOR STATIONARY ERGODIC SEQUENCES: CONSTRUCTION OF A COUNTEREXAMPLE
"... Abstract. We construct a stationary ergodic process {X1, X2, X3...} such that each Xt, 1 ≤ t < ∞, has the uniform distribution on the unit square and the length Ln of the shortest path through {X1, X2,..., Xn} is not asymptotic to a constant times the square root of n. In other words, we show tha ..."
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Abstract. We construct a stationary ergodic process {X1, X2, X3...} such that each Xt, 1 ≤ t < ∞, has the uniform distribution on the unit square and the length Ln of the shortest path through {X1, X2,..., Xn} is not asymptotic to a constant times the square root of n. In other words, we show
Asymptotic redundancy of the MTF scheme for stationary ergodic sources
 IEEE Trans. Inf. Theory
, 2005
"... © 2005 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other ..."
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Cited by 1 (0 self)
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© 2005 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be
Uniqueness of Stationary Ergodic Fixed Point for A./M/K Node
, 1993
"... this paper we prove that Poisson processes are the only stationary ergodic fixed points of ./M/K nodes, K . The proof technique is quite dependent on the exponential seiver assumption, so a new idea will be necessary to study more general quasireversible nodes. Unfortunately at the moment of writing ..."
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Cited by 1 (0 self)
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this paper we prove that Poisson processes are the only stationary ergodic fixed points of ./M/K nodes, K . The proof technique is quite dependent on the exponential seiver assumption, so a new idea will be necessary to study more general quasireversible nodes. Unfortunately at the moment
Ruin Probability With Claims Modeled By A Stationary Ergodic Stable Process
, 1999
"... . For a random walk with negative drift we study the exceedance probability (ruin probability) of a high threshold. The steps of this walk (claim sizes) constitute a stationary ergodic stable process. We study how ruin occurs in this situation and evaluate the asymptotic behavior of the ruin probabi ..."
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Cited by 12 (7 self)
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. For a random walk with negative drift we study the exceedance probability (ruin probability) of a high threshold. The steps of this walk (claim sizes) constitute a stationary ergodic stable process. We study how ruin occurs in this situation and evaluate the asymptotic behavior of the ruin
StronglyConsistent Nonparametric Forecasting and Regression for Stationary Ergodic Sequences
"... Let {(Xi,Yi)} be a stationary ergodic time series with (X,Y) values in the product space Rd ⊗ R. This study offers what is believed to be the first strongly consistent (with respect to pointwise, leastsquares, and uniform distance) algorithm for inferring m(x) = E[Y0X0 = x] under the presumption t ..."
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Let {(Xi,Yi)} be a stationary ergodic time series with (X,Y) values in the product space Rd ⊗ R. This study offers what is believed to be the first strongly consistent (with respect to pointwise, leastsquares, and uniform distance) algorithm for inferring m(x) = E[Y0X0 = x] under the presumption
Results 1  10
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30,816