Stationary Processes and Prediction Theory. (AM-44)
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Publication:5568428
DOI10.1515/9781400881604zbMATH Open0178.53002OpenAlexW2566326075MaRDI QIDQ5568428FDOQ5568428
Authors: Hillel Furstenberg
Publication date: 1960
Full work available at URL: https://doi.org/10.1515/9781400881604
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Prediction theory (aspects of stochastic processes) (60G25) Stationary stochastic processes (60G10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Cited In (52)
- \(S\)-adic sequences: a bridge between dynamics, arithmetic, and geometry
- A class of flows with quasi discrete spectrum
- Predictive sets
- Title not available (Why is that?)
- Disjointness in ergodic theory, minimal sets, and a problem in diophantine approximation
- Some remarks on filtering and prediction of stationary processes
- Algebraic integration theory
- Prediction of weakly stationary sequences on polynomial hypergroups
- Prediction of functions of a stationary process
- Stationarity as a path property
- Topological Wiener-Wintner ergodic theorem with polynomial weights
- The \(S\)-adic Pisot conjecture on two letters
- An ergodic correspondence principle, invariant means and applications
- Wiener’s contributions to generalized harmonic analysis, prediction theory and filter theory
- Intrinsically ergodic systems
- Title not available (Why is that?)
- Title not available (Why is that?)
- Number of visits in arbitrary sets for \(\phi\)-mixing dynamics
- COMPONENTS OF PREDICTION ERRORS FOR A STATIONARY PROCESS WITH ESTIMATED PARAMETERS
- Van der Corput inequality for real line and Wiener-Wintner theorem for amenable groups
- Geometry, dynamics, and arithmetic of $S$-adic shifts
- Subshifts of finite type and sofic systems
- Lattices and multi-dimensional words
- Interval exchange transformations
- Rational approximations, multidimensional continued fractions, and lattice reduction
- Multidimensional continued fractions and symbolic codings of toral translations
- Title not available (Why is that?)
- On regularity of functions of Markov chains
- Maximal Lyapunov exponents for random matrix products
- Generalizations of Sturmian sequences associated with \(\boldsymbol{N}\)-continued fraction algorithms
- On universal algorithms for classifying and predicting stationary processes
- The Hölder property for the spectrum of translation flows in genus two
- Distribution of values of bounded generalized polynomials
- Title not available (Why is that?)
- On a Theorem of Furstenberg and the Structure of Topologically Ergodic Measures
- Hölder regularity for the spectrum of translation flows
- The homology core of matchbox manifolds and invariant measures
- Prediction law of mixed Gaussian Volterra processes
- Performance of discrete-time predictors of continuous-time stationary processes
- Title not available (Why is that?)
- Prediction problems for square-transformed stationary processes
- Juxtaposing combinatorial and ergodic properties of large sets of integers
- A divergent Teichmüller geodesic with uniquely ergodic
- Inference in stochastic processes-III
- Stark-gleichverteilte Folgen in kompakten Gruppen
- A decision theoretic approach to time series analysis
- Entropy and nonlinear prediction
- On Sarnak's conjecture and Veech's question for interval exchanges
- A spectral cocycle for substitution systems and translation flows
- NONSTATIONARY MIXING AND THE UNIQUE ERGODICITY OF ADIC TRANSFORMATIONS
- Non-regular g-measures and variable length memory chains
- Induced Flows
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