Stochastic flows and finite block frames

DOI10.1016/J.JMAA.2007.12.015MaRDI QIDQ2481891zbMATH OpenOpenAlexFDO

Authors M. Klimek, Masaya Matsuura, Yasunori Okabe

Publication date 15 April 2008

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2007.12.015

zbMATH Keywords

block framesdegenerate flowsfluctuation-dissipation theoremminimum norm solutions

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cites work

• A geometric proof of the fluctuation-dissipation theorem for the KM₂O-Langevin equation
• Continuous and Discrete Wavelet Transforms
• scientific article; zbMATH DE number 1820665 (Why is no real title available?)
• scientific article; zbMATH DE number 1902433 (Why is no real title available?)
• Lattice filter parameterization and modeling of nonstationary processes
• Nonlinear time series analysis based upon the Fluctuation-Dissipation theorem
• On a new fluctuation-dissipation theorem for degenerate stationary flows
• On a nonlinear prediction analysis for multi-dimensional stochastic processes with its applications to data analysis
• On a nonlinear prediction problem for one-dimensional stochastic processes
• On nonlinear filtering problems for discrete time stochastic processes
• On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix
• On the theory of \(\text{KM}_2 \text{O}\)-Langevin equations for stationary flows. II: Construction theorem
• On the theory of KM\(_2\)O-Langevin equations for non-stationary and degenerate flows.
• On the theory of KM\(_2\)O-Langevin equations for stationary flows. I: Characterization theorem
• On the theory of KM\(_2\)O-Langevin equations for stationary flows. III: Extension theorem
• POLYNOMIALS IN LINEAR RANDOM FUNCTIONS
• Relations Among the Minimum Norm Coefficients for Degenerate Nonstationary Flows
• Signal processing and its applications
• The art of frame theory
• The Fitting of Time-Series Models
• The theory of KM\(_2\)O-Langevin equations and its applications to data analysis. I: Stationary analysis

Cited in

(3)

• On a time series analysis for complex phenomena based upon the theory of \(\text{KM}_2\text{O}\)-Langevin equations
• On the theory of \(\text{KM}_2 \text{O}\)-Langevin equations for stationary flows. II: Construction theorem
• Nearly orthonormal vectors and approximation of the pluricomplex Green function

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