Asymptotic Dissipativity of Random Processes with Impulse Perturbation in the Poisson Approximation Scheme*
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DOI: 10.1007/s10559-018-0021-4
Abstract: The authors analyze asymptotic dissipation of pre-limit normalized stochastic evolutionary system in ergodic Markov environment, which significantly influences the behavior of the limiting process. read more here.
Keywords: asymptotic dissipativity; dissipativity random; processes impulse; impulse perturbation ... See more keywords
High excursions of Bessel and related random processes
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DOI: 10.1016/j.spa.2020.02.002
Abstract: Abstract Asymptotic behavior of large excursions probabilities is evaluated for Euclidean norm of a wide class of Gaussian non-stationary vector processes with independent identically distributed components. It is assumed that the components have means zero… read more here.
Keywords: bessel related; high excursions; related random; excursions bessel ... See more keywords
Periodically correlated random processes: Application in early diagnostics of mechanical systems
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DOI: 10.1016/j.ymssp.2016.06.022
Abstract: Abstract The covariance and spectral characteristics of periodically correlated random processes (PCRP) are used to describe the state of rotary mechanical systems and in their fault detection. The methods for estimation of mean function, covariance… read more here.
Keywords: correlated random; periodically correlated; processes application; mechanical systems ... See more keywords
Numerical Generation of Compound Random Processes with an Arbitrary Autocorrelation Function
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DOI: 10.1142/s0219477518500013
Abstract: The generation of non-Gaussian random processes with a given autocorrelation function (ACF) is addressed. The generation is based on a compound process with two components. Both components are solutions of appropriate stochastic differential equations (SDEs).… read more here.
Keywords: generation; random processes; random; autocorrelation function ... See more keywords
Smooth predictions for age-period-cohort models: a comparison between splines and random process
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DOI: 10.1186/s12874-025-02629-8
Abstract: Age-Period-Cohort (APC) models are well used in the context of modelling health and demographic data to produce smooth predictions of each time trend. When producing smooth predictions in the context of APC models, there are… read more here.
Keywords: age period; smooth predictions; penalised splines; splines random ... See more keywords
Preface to the Special Issue on “Probability, Statistics and Random Processes”
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DOI: 10.3390/math13182933
Abstract: Probability, statistics, and the modeling of random processes are well-established yet actively developing domains of science, with numerous contemporary applications in finance, economics, engineering, physics, biology, and many other areas [...] read more here.
Keywords: special issue; preface special; issue probability; probability statistics ... See more keywords