Probability, random processes, and the statistical description of dynamics
The paper provides an elementary introduction to probability, random processes and their characteristics for beginners. At first the authors introduce and explain a basic terminology from probability theory: the probability measure, the random variable, the joint and conditional probability, the statistical independence. After that they consider such elements of a theory of random processes as time series, Markov process, noise, stationary process, dynamical measure, ergodicity and mixing. Different methods to characterize probability measures and random processes are discussed: moments, correlation functions, power spectra, entropy and information, linear and nonlinear statistics. The authors present also a description of chaotic properties of dynamic systems in terms of various dimensions: Hausdorff dimension, information dimension, embedding dimension, Lyapunov dimension, metric entropy. For the entire collection see [Zbl 0974.00042].
- Probability, statistics and computation in dynamical systems
- Probability and stochastic processes
- Probability, ergodicity, irreversibility and dynamical systems
- Probability and random processes
- scientific article; zbMATH DE number 7225149
- Probability and random processes
- Probability theory and stochastic processes
- Probability theory and stochastic processes
- Probability dynamics
- Probability, random processes, and ergodic properties
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