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Found 1,551 Documents (Results 1–100)

The Slepian model based independent interval approximation of persistency and zero-level exceedance distributions. arXiv:2401.01805

Preprint, arXiv:2401.01805 [math.PR] (2024).
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On spectral properties of stationary random processes connected by a special random time change. (English. Russian original) Zbl 1515.60085

J. Math. Sci., New York 273, No. 5, 871-883 (2023); translation from Zap. Nauchn. Semin. POMI 501, 315-334 (2021).
MSC:  60G10 60G55 60G22
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Prediction problem for continuous time stochastic processes with periodically correlated increments observed with noise. arXiv:2401.08642

Preprint, arXiv:2401.08642 [math.ST] (2023).
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Minimax interpolation of continuous time stochastic processes with periodically correlated increments observed with noise. arXiv:2307.02676

Preprint, arXiv:2307.02676 [math.ST] (2023).
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Filtering problem for sequences with periodically stationary multiseasonal increments with spectral densities allowing canonical factorizations. arXiv:2304.13683

Preprint, arXiv:2304.13683 [math.ST] (2023).
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Simulation of stochastic processes with given reliability and accuracy. (English) Zbl 1515.60084

Moklyachuk, Mikhail (ed.), Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. Math. Res. Dev., 415-452 (2022).
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Estimation of multidimensional stationary stochastic sequences from observations in special sets of points. (English) Zbl 1515.60083

Moklyachuk, Mikhail (ed.), Stochastic processes. Fundamentals and emerging applications. New York, NY: Nova Science Publishers. Math. Res. Dev., 249-307 (2022).
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Banach space valued weak second order stochastic processes. (English) Zbl 1489.60054

Swift, Randall J. (ed.) et al., Stochastic processes and functional analysis. New perspectives. AMS special session celebrating M. M. Rao’s many mathematical contributions as he turns 90 years old. University of California, Riverside, California, November 9–10, 2019. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 774, 71-96 (2021).
MSC:  60G10 46E25
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Random harmonic processes with new properties. (English) Zbl 1483.60055

Karapetyants, Alexey N. (ed.) et al., Operator theory and harmonic analysis. OTHA 2020, Part II – probability-analytical models, methods and applications. Based on the international conference on modern methods, problems and applications of operator theory and harmonic analysis. Cham: Springer. Springer Proc. Math. Stat. 358, 243-252 (2021).
MSC:  60G10 62M15
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