SPECT 发表于 2025-3-25 06:56:50
https://doi.org/10.1007/978-3-031-00943-3weakly stationary processes; discrete parameter Markov processes; spectral representation of a stationNonporous 发表于 2025-3-25 07:51:26
Springer Nature Switzerland AG 2022Proponent 发表于 2025-3-25 11:44:18
http://reply.papertrans.cn/88/8763/876298/876298_23.pngCostume 发表于 2025-3-25 17:37:08
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Martingale Central Limit Theorem, moments that encompass a wide range of applications that extend well beyond the classical formulations for i.i.d. summands. The approach is based upon infinitesimal conditions for a stochastic process to be a Gaussian process of interest in their own right.Mucosa 发表于 2025-3-26 03:32:26
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Weakly Stationary Processes and Their Spectral Measures,Stationary stochastic processes are analyzed at the level of their first and second order characteristics, mean and covariance, using Fourier methods.山崩 发表于 2025-3-26 09:19:12
http://reply.papertrans.cn/88/8763/876298/876298_28.pngPalter 发表于 2025-3-26 16:19:02
,Birkhoff’s Ergodic Theorem,In the context of stochastic processes, ergodic theory relates the long-run “time-averages” such as the sample mean of an evolving strictly stationary process .., .., … to a “phase-average” computed as an expected value with respect to a probability distribution on the state space. This is the perspective developed in this chapter.的事物 发表于 2025-3-26 19:04:35
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