Probability, Random Processes, and Ergodic Properties

DOI10.1007/978-1-4419-1090-5zbMATH Open1191.60007OpenAlexW4205710519MaRDI QIDQ3182202FDOQ3182202

Robert M. Gray

Publication date: 6 October 2009

Full work available at URL: https://doi.org/10.1007/978-1-4419-1090-5

zbMATH Keywords

dynamical systemssubadditive ergodic theoremergodic decompositionsasymptotically mean stationary processesOrnstein process distance

Mathematics Subject Classification ID

Information theory (general) (94A15) Stationary stochastic processes (60G10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Measure-preserving transformations (28D05) Probabilistic measure theory (60A10)

Cited In (30)

• One-sided asymptotically mean stationary channels
• Automated and distributed statistical analysis of economic agent-based models
• Universal regression with adversarial responses
• Ergodic theorems for dynamic imprecise probability kinematics
• Ergodicity Conditions for Controlled Stochastic Nonlinear Systems under Information Constraints: A Volume Growth Approach
• Fractional Brownian motion time-changed by gamma and inverse gamma process
• Ergodic theorems for capacity preserving \(\mathbb{Z}_+^d\)-actions
• Induced transformations of recurrent a.m.s. dynamical systems
• Title not available (Why is that?)
• The Asymptotic Behavior of INAR (p) Models
• Ergodic theorems for lower probabilities
• Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
• On modeling of carbon nanotubes reinforced materials and on influence of carbon nanotubes spatial distribution on mechanical behavior of structural elements
• Learning the fundamentals in a stationary environment
• Thermo-elastic properties of random composites with unidirectional anisotropic short-fibers and interphases
• Uniqueness and ergodicity of stationary directed polymers on \(\mathbb{Z}^2\)
• Ambiguity and robust statistics
• ON DISCRETE STOCHASTIC PROCESSES WITH DISJUNCTIVE OUTCOMES
• Maximum likelihood estimation in hidden Markov models with inhomogeneous noise
• An infinitary propositional probability logic
• Joint distribution of Busemann functions in the exactly solvable corner growth model
• An approach of randomness of a sample based on its weak ergodic limit
• Computational mechanics of input-output processes: structured transformations and the \(\epsilon\)-transducer
• ESTIMATION OF A HIGH-DIMENSIONAL COUNTING PROCESS WITHOUT PENALTY FOR HIGH-FREQUENCY EVENTS
• Compressibility analysis of asymptotically mean stationary processes
• Morozov principle for Kullback-Leibler residual term and Poisson noise
• Title not available (Why is that?)
• Title not available (Why is that?)
• Distributionally robust stochastic programs with side information based on trimmings
• A vector-valued almost sure invariance principle for Sinai billiards with random scatterers

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