To aid the analysis of two-dimensional stationary processes, three different models are considered, derived from the second-order stochastic partial differential equation. Their correlation functions ...

A. G. Miamee, An Algorithm for Determining the Generating Function and the Linear Predictor of an Infinite Dimensional Stationary Stochastic Process, Sankhyā: The Indian Journal of Statistics, Series ...

Content: Stochastic processes in discrete and continuous time; Markov chains: Markov property, Chapman-Kolmogorov equation, classification of states, stationary distribution, examples of infinite ...

Quasi-stationary distributions (QSDs) offer a compelling framework for understanding the long-term behaviour of Markov processes that possess an absorbing state. In many natural and engineered ...

Auto-Regressive (AR) Process A stationary stochastic process where the current value of the time series is related to the past p values, where p is any integer, is called an AR (p) process. When ...

Natural processes, such as rain falling, the motion of groups of insects or birds, or the random movement of smoke particles in air may be described as stochastic. Compare: AMBIENCE, GAUSSIAN NOISE, ...