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   Articles with "sample path" as a keyword



Sample path regularity of non-autonomous uniformly parabolic SPDEs

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recommendations! Published in 2024 at "Stochastics and Partial Differential Equations: Analysis and Computations"

DOI: 10.1007/s40072-025-00366-z

Abstract: We consider a stochastic PDE driven by a parabolic second order partial differential operator with non-constant coefficients and with a nonlinear random external forcing given by a Gaussian noise that is white in time and… read more here.

Keywords: sample path; path regularity; non autonomous; autonomous uniformly ... See more keywords

Random coefficient continuous systems: Testing for extreme sample path behavior

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recommendations! Published in 2019 at "Journal of Econometrics"

DOI: 10.1016/j.jeconom.2019.01.002

Abstract: This paper studies a continuous time dynamic system with a random persistence parameter. The exact discrete time representation is obtained and related to several discrete time random coefficient models currently in the literature. The model… read more here.

Keywords: coefficient continuous; continuous systems; sample path; extreme sample ... See more keywords

Measuring Sample Path Causal Influences With Relative Entropy

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recommendations! Published in 2020 at "IEEE Transactions on Information Theory"

DOI: 10.1109/tit.2019.2945290

Abstract: We present a sample path dependent measure of causal influence between time series. The proposed causal measure is a random sequence, a realization of which enables identification of specific patterns that give rise to high… read more here.

Keywords: path causal; measuring sample; path; sample path ... See more keywords

Confidence Regions for Steady-State Probabilities and Additive Functionals Based on a Single Sample Path of an Ergodic Markov Chain

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recommendations! Published in 2024 at "Mathematics"

DOI: 10.3390/math12233641

Abstract: Discrete, finite-state Markov chains are applied in many different fields. When a system is modeled as a discrete, finite-state Markov chain, the asymptotic properties of the system, such as the steady-state distribution, are often estimated… read more here.

Keywords: markov chain; sample path; based single; steady state ... See more keywords