processes, a stationary sequence is a random sequence whose joint probability distribution is invariant over time. If a random sequence X j is stationary then...
1 KB (214 words) - 03:43, 13 March 2024
Central limit theorem (section Independent sequences)
{\textstyle X_{n}=Y_{n}-Y_{n-1}} where Y n {\textstyle Y_{n}} are another stationary sequence. There is a stronger version of the theorem: the assumption E [...
67 KB (9,171 words) - 16:52, 28 April 2025
Iterative method (redirect from Stationary iterative method)
2\})} Linear stationary iterative methods are also called relaxation methods. Krylov subspace methods work by forming a basis of the sequence of successive...
11 KB (1,546 words) - 15:43, 10 January 2025
Markov chain (redirect from Markov sequence)
stationary state that is the limit of the sequence of distributions for some initial distribution. The values of a stationary distribution π i {\displaystyle \textstyle...
96 KB (12,900 words) - 21:01, 27 April 2025
{\displaystyle (X_{n},n\in {\mathbb {N}})} be a strictly stationary ϕ {\displaystyle \phi } -mixing sequence, for which E ( X 0 2 ) < ∞ {\displaystyle \mathbb...
3 KB (538 words) - 16:42, 24 March 2025
generally converge if the sample sequence comes from sampling almost any stationary process, in which case the sample sequence is not square summable, and...
6 KB (785 words) - 20:38, 15 February 2025
process also gives rise to a sequence of conditional entropies, comprising more and more random variables. For strongly stationary stochastic processes, the...
5 KB (784 words) - 18:08, 6 November 2024
Y_{n}=X_{1}X_{2}\cdots X_{n}} be the product of the first n elements of an ergodic stationary sequence of random k × k {\displaystyle k\times k} matrices. With Furstenberg...
17 KB (1,754 words) - 16:46, 1 October 2024
Khinchin–Kolmogorov theorem, states that the autocorrelation function of a wide-sense-stationary random process has a spectral decomposition given by the power spectral...
14 KB (1,803 words) - 06:35, 14 April 2025
multiple particularly dangerous situation (PDS) watches issued across the sequence. On May 19, strong tornadoes occurred with isolated supercells in Colorado...
94 KB (9,868 words) - 02:58, 25 May 2025
Ordinal number (redirect from Transfinite sequence)
classes are stationary, and stationary classes are unbounded, but there are stationary classes that are not closed and stationary classes that have no closed...
48 KB (6,703 words) - 16:44, 23 May 2025
time-invariant (LTI) filtering of an observed noisy process, assuming known stationary signal and noise spectra, and additive noise. The Wiener filter minimizes...
17 KB (2,991 words) - 17:26, 8 May 2025
Diamond principle (redirect from Diamond sequence)
there exists a ◊-sequence, a family of sets Aα ⊆ α for α < ω1 such that for any subset A of ω1 the set of α with A ∩ α = Aα is stationary in ω1. There are...
7 KB (692 words) - 12:12, 13 February 2024
theorem Behrens–Fisher problem Linnik, Yu.V. (1971), Independent and stationary sequences of random variables, Series of Monographs and Textbooks on Pure and...
7 KB (463 words) - 03:56, 30 October 2024
Rosenblatt, M. Stationary Sequences and Random Fields Birkhauser, ISBN 0-8176-3264-6. Grenander Ulf, Rosenblatt M. Statistical Analysis of Stationary Time Series...
5 KB (497 words) - 17:53, 10 September 2022
whose underlying dynamics are given by a stationary finite Markov chain. An information source is a sequence of random variables ranging over a finite...
2 KB (238 words) - 03:32, 13 March 2024
Addison-Wesley. Ibragimov, I.; Linnik, Yu (1971). Independent and Stationary Sequences of Random Variables. Wolters-Noordhoff Publishing Groningen, The...
8 KB (1,233 words) - 00:18, 30 April 2025
A music sequencer (or audio sequencer or simply sequencer) is a device or application software that can record, edit, or play back music, by handling...
70 KB (5,049 words) - 13:30, 13 May 2025
released, it strikes the stationary spheres, compressing them and thereby transmitting a pressure wave through the stationary spheres, which creates a...
27 KB (3,661 words) - 02:59, 22 April 2025
Time series (redirect from Time sequence)
Most commonly, a time series is a sequence taken at successive equally spaced points in time. Thus it is a sequence of discrete-time data. Examples of...
43 KB (5,025 words) - 15:47, 14 March 2025
Time (redirect from Sequence of events)
the future. It is a component quantity of various measurements used to sequence events, to compare the duration of events (or the intervals between them)...
123 KB (14,106 words) - 11:30, 24 May 2025
Video (redirect from 8-field sequence)
in sequence. When displaying a natively progressive broadcast or recorded signal, the result is the optimum spatial resolution of both the stationary and...
35 KB (3,708 words) - 12:36, 23 May 2025
software Static analysis Stationary distribution Stationary ergodic process Stationary process Stationary sequence Stationary subspace analysis Statistic...
87 KB (8,280 words) - 23:04, 12 March 2025
This sequence differs considerably from previous versions: it is incorporated into the film's narrative; it begins with Bond standing stationary (although...
33 KB (4,665 words) - 04:00, 20 May 2025
{\displaystyle a^{J}} as the original sequence c J {\displaystyle c^{J}} is required before defining the stationary wavelet transform. a j − 1 = H [ J −...
11 KB (1,595 words) - 20:07, 23 May 2025
}\mathrm {E} [-\log c(n,n,X)]} exist and are equal for any stationary process including the stationary ergodic process X. Denote it as H. Argue that both c...
23 KB (3,965 words) - 09:57, 31 March 2025
{\displaystyle X_{n}} outside the stationary distribution and initialize another process Y n {\displaystyle Y_{n}} inside the stationary distribution. Couple these...
6 KB (971 words) - 07:54, 22 June 2024
Bootstrapping (statistics) (redirect from Stationary bootstrap)
known as the stationary bootstrap. Other related modifications of the moving block bootstrap are the Markovian bootstrap and a stationary bootstrap method...
69 KB (9,407 words) - 17:54, 23 May 2025
obtaining a sequence of random samples from a probability distribution from which direct sampling is difficult. New samples are added to the sequence in two...
30 KB (4,556 words) - 09:14, 9 March 2025
process with stationary increments with Hurst index H > 0.5, its increments (consecutive differences of the process) is a stationary LRD sequence. This also...
9 KB (1,135 words) - 12:01, 26 February 2025