Relevant bibliographies by topics / Stochastic recurrence

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Stochastic recurrence'

Author: Grafiati
Published: 4 June 2021
Last updated: 8 February 2022

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Stochastic recurrence.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Journal articles on the topic "Stochastic recurrence"

1

STIASSNIE, M., A. REGEV, and Y. AGNON. "Recurrent solutions of Alber's equation for random water-wave fields." Journal of Fluid Mechanics 598 (February 25, 2008): 245–66. http://dx.doi.org/10.1017/s0022112007009998.

Full text
Abstract:
The study addresses the linear instability of narrow spectra homogeneous seas and its subsequent evolution in time, subject to inhomogeneous disturbances. Specifically, we study unidirectional spectra, where according to the kinetic equation no spectral evolution is expected. In the region of instability, recurrent evolution is discovered. This recurrence is the stochastic counterpart of the Fermi–Pasta–Ulam recurrence obtained for the cubic Schrödinger equation.
APA, Harvard, Vancouver, ISO, and other styles
2

Lv, Jingliang, Yan Zhang, and Xiaoling Zou. "Recurrence and strong stochastic persistence of a stochastic single-species model." Applied Mathematics Letters 89 (March 2019): 64–69. http://dx.doi.org/10.1016/j.aml.2018.09.007.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Teel, Andrew R. "A Recurrence Principle for Stochastic Difference Inclusions." IEEE Transactions on Automatic Control 60, no. 2 (2015): 420–35. http://dx.doi.org/10.1109/tac.2014.2339991.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Jiang, Shanshan, Lijin Wang, and Jialin Hong. "Stochastic Multi-Symplectic Integrator for Stochastic Nonlinear Schrödinger Equation." Communications in Computational Physics 14, no. 2 (2013): 393–411. http://dx.doi.org/10.4208/cicp.230212.240812a.

Full text
Abstract:
AbstractIn this paper we propose stochastic multi-symplectic conservation law for stochastic Hamiltonian partial differential equations, and develop a stochastic multi-symplectic method for numerically solving a kind of stochastic nonlinear Schrödinger equations. It is shown that the stochastic multi-symplectic method preserves the multi-symplectic structure, the discrete charge conservation law, and deduces the recurrence relation of the discrete energy. Numerical experiments are performed to verify the good behaviors of the stochastic multi-symplectic method in cases of both solitary wave an
APA, Harvard, Vancouver, ISO, and other styles
5

Subramaniyam, N. P., J. F. Donges та J. Hyttinen. "Signatures of chaotic and stochastic dynamics uncovered with ε -recurrence networks". Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 471, № 2183 (2015): 20150349. http://dx.doi.org/10.1098/rspa.2015.0349.

Full text
Abstract:
An old and important problem in the field of nonlinear time-series analysis entails the distinction between chaotic and stochastic dynamics. Recently, ε -recurrence networks have been proposed as a tool to analyse the structural properties of a time series. In this paper, we propose the applicability of local and global ε -recurrence network measures to distinguish between chaotic and stochastic dynamics using paradigmatic model systems such as the Lorenz system, and the chaotic and hyper-chaotic Rössler system. We also demonstrate the effect of increasing levels of noise on these network meas
APA, Harvard, Vancouver, ISO, and other styles
6

Fagerholm, Henrik, and Göran Högnäs. "Stability classification of a Ricker model with two random parameters." Advances in Applied Probability 34, no. 01 (2002): 112–27. http://dx.doi.org/10.1017/s0001867800011411.

Full text
Abstract:
We consider a stochastic version of the Ricker model describing the density of an unstructured isolated population. In particular, we investigate the effects of independently varying the per capita growth rate and the parameter governing density dependent feedback. We derive conditions on the distributions sufficient to guarantee different forms of stochastic stability such as null recurrence or positive recurrence. We find, for example, that null recurrence appears in two widely different scenarios: when there is a mean-zero growth rate or via a growth-catastrophe behaviour.
APA, Harvard, Vancouver, ISO, and other styles
7

Fagerholm, Henrik, and Göran Högnäs. "Stability classification of a Ricker model with two random parameters." Advances in Applied Probability 34, no. 1 (2002): 112–27. http://dx.doi.org/10.1239/aap/1019160952.

Full text
Abstract:
We consider a stochastic version of the Ricker model describing the density of an unstructured isolated population. In particular, we investigate the effects of independently varying the per capita growth rate and the parameter governing density dependent feedback. We derive conditions on the distributions sufficient to guarantee different forms of stochastic stability such as null recurrence or positive recurrence. We find, for example, that null recurrence appears in two widely different scenarios: when there is a mean-zero growth rate or via a growth-catastrophe behaviour.
APA, Harvard, Vancouver, ISO, and other styles
8

Hiraki, Takamasa, Kohei Fukuoka, Makiko Mori, et al. "Application of Genome-Wide DNA Methylation Analysis to Differentiate a Case of Radiation-Induced Glioblastoma From Late-Relapsed Medulloblastoma." Journal of Neuropathology & Experimental Neurology 80, no. 6 (2021): 552–57. http://dx.doi.org/10.1093/jnen/nlab043.

Full text
Abstract:
Abstract Recurrent medulloblastoma can be difficult to diagnose with conventional diagnostic methods because other lesions mimic tumor relapse, particularly at later stages. We report 2 cases of medulloblastoma, both of which seemed to develop late recurrences. Case 1 was a 6-year-old girl who had a medulloblastoma with focal desmoplasia. She was in complete remission for 9 years after treatment but developed an intradural lesion in her thoracic spine, which was pathologically confirmed as tumor recurrence by biopsy. Case 2 was a 10-year-old girl who had a nonmetastatic medulloblastoma. She de
APA, Harvard, Vancouver, ISO, and other styles
9

Mikosch, Thomas, Gennady Samorodnitsky, and Laleh Tafakori. "Fractional Moments of Solutions to Stochastic Recurrence Equations." Journal of Applied Probability 50, no. 04 (2013): 969–82. http://dx.doi.org/10.1017/s0021900200013747.

Full text
Abstract:
In this paper we study the fractional moments of the stationary solution to the stochastic recurrence equationXt=AtXt−1+Bt,t∈Z, where ((At,Bt))t∈Zis an independent and identically distributed bivariate sequence. We derive recursive formulae for the fractional moments E|X0|p,p∈R. Special attention is given to the case whenBthas an Erlang distribution. We provide various approximations to the moments E|X0|pand show their performance in a small numerical study.
APA, Harvard, Vancouver, ISO, and other styles
10

Ramdani, Sofiane, Frédéric Bouchara, Julien Lagarde, and Annick Lesne. "Recurrence plots of discrete-time Gaussian stochastic processes." Physica D: Nonlinear Phenomena 330 (September 2016): 17–31. http://dx.doi.org/10.1016/j.physd.2016.04.017.

Full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Dissertations / Theses on the topic "Stochastic recurrence"

1

Mata, May Anne Estrera. "Avian influenza epidemic recurrence and approximate stochastic models." Thesis, University of British Columbia, 2017. http://hdl.handle.net/2429/61410.

Full text
Abstract:
This thesis is mainly concerned with avian flu epidemic recurrence, its current paradigm, and further mathematical research. Generally, this thesis aims to characterise the recurrent pattern of epidemics simulated by stochastic avian flu models using mathematical techniques. Of particular interest here are the stochastic fluctuations observed in recurrent epidemics. This thesis has two main parts. The first part presents a thorough analysis of a simple stochastic avian flu model to provide insight into the role of different transmission routes in its recurrent dynamics. Recent modelling wo
APA, Harvard, Vancouver, ISO, and other styles
2

Aytaç, Hale. "Extreme Values and Recurrence for Deterministic and Stochastic Dynamics." Phd thesis, Toulon, 2013. http://tel.archives-ouvertes.fr/tel-00929727.

Full text
Abstract:
In this work, we study the statistical properties of deterministic and stochastic dynamical systems. We are particularly interested in extreme values and recurrence. We prove the existence of Extreme Value Laws (EVLs) and Hitting Time Statistics (HTS)/ ReturnTime Statistics (RTS) for systems with decay of correlations against L1 observables. We also carry out the study of the convergence of Rare Event Point Processes (REPP). In the first part, we investigate the problem for deterministic dynamics and completely characterise the extremal behaviour of expanding systems by giving a dichotomy rely
APA, Harvard, Vancouver, ISO, and other styles
3

Rocha, Josué Macario de Figueirêdo. "Passeio aleatório unidimensional com ramificação em um meio aleatório K-periódico." Universidade de São Paulo, 2001. http://www.teses.usp.br/teses/disponiveis/45/45133/tde-19042014-222336/.

Full text
Abstract:
Neste trabalho estudamos um passeio aleatório, unidimensional com ramificação em Z+ em um meio aleatório não identicamente distribuído. Definimos recorrência e transiência para este processo e apresentamos um critério de classificação.<br>We study a \"supercritical\" branching random walk on Z+ in a one-dimensional non i.i.d. random environment, which considers both the branching mechanism and the step transition. Criteria of (strong) recurrence and transience are presented for this model.
APA, Harvard, Vancouver, ISO, and other styles
4

Nassar, Elma. "Modèles probabilistes de l'évolution d'une population dans un environnement variable." Thesis, Aix-Marseille, 2016. http://www.theses.fr/2016AIXM4710/document.

Full text
Abstract:
On étudie une équation différentielle stochastique animée par un processus ponctuel de Poisson, qui modélise un changement continu de lénvironnement d'une population et la fixation stochastique de mutations bénéfiques pour compenser ce changement. La probabilité de fixation d'une mutation augmente dès que le retard phénotypique $X_t$ entre la population et l'optimum augmente. On suppose que les mutations favorables se fixent instantanément induisant un saut adaptatif. En premier lieu, on a étudié le comportement à long terme de la solution de cette équation sachant qu'on ne considère qu'un seu
APA, Harvard, Vancouver, ISO, and other styles
5

Sölch, Maximilian. "Detecting anomalies in robot time series data using stochastic recurrent networks." Thesis, KTH, Optimeringslära och systemteori, 2015. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-180473.

Full text
Abstract:
This thesis proposes a novel anomaly detection algorithm for detect-ing anomalies in high-dimensional, multimodal, real-valued time se-ries data. The approach, requiring no domain knowledge, is based on Stochastic Recurrent Networks (STORNs), a universal distribution approximator for sequential data leveraging the power of Recurrent Neural Networks (RNNs) and Variational Auto-Encoders (VAEs). The detection algorithm is evaluated on real robot time series data in order to prove that the method robustly detects anomalies off- and on-line.<br>Detta arbete förslår en ny detektionsalgoritm för anom
APA, Harvard, Vancouver, ISO, and other styles
6

Eklund, Love. "Scenario Reduction in Debt Simulations Using Recurrent Autoencoders : Finding Meaningful Patterns in Stochastic Processes." Thesis, KTH, Skolan för elektroteknik och datavetenskap (EECS), 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-301308.

Full text
Abstract:
This thesis studies how improvements can be made to a simulation model used to analyse debt portfolios. Today, the simulation model needs to evaluate a portfolio over a large sample of scenarios to get accurate results. This can be time-consuming if the portfolios consist of many different and complex securities. The proposed improvement method uses recurrent neural network autoencoders together with clustering for scenario reduction. Different architectures of the networks and a different number of hidden features are tested, to study what impact this has on the performance of the method. The
APA, Harvard, Vancouver, ISO, and other styles
7

Mattos, César Lincoln Cavalcante. "Recurrent gaussian processes and robust dynamical modeling." reponame:Repositório Institucional da UFC, 2017. http://www.repositorio.ufc.br/handle/riufc/25604.

Full text
Abstract:
MATTOS, C. L. C. Recurrent gaussian processes and robust dynamical modeling. 2017. 189 f. Tese (Doutorado em Engenharia de Teleinformática)–Centro de Tecnologia, Universidade Federal do Ceará, Fortaleza, 2017.<br>Submitted by Renato Vasconcelos (ppgeti@ufc.br) on 2017-09-09T02:26:38Z No. of bitstreams: 1 2017_tes_clcmattos.pdf: 5961013 bytes, checksum: fc44d8b852e28fa0e1ebe0c87389c0da (MD5)<br>Rejected by Marlene Sousa (mmarlene@ufc.br), reason: Prezado César; Prezado Pedro: Existe uma orientação para que normalizemos as dissertações e teses da UFC, em suas paginas pré-textuais e lista de re
APA, Harvard, Vancouver, ISO, and other styles
8

Yang, Jidong. "Road crack condition performance modeling using recurrent Markov chains and artificial neural networks." [Tampa, Fla.] : University of South Florida, 2004. http://purl.fcla.edu/fcla/etd/SFE0000567.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Pesee, Chatchai. "Stochastic Modelling of Financial Processes with Memory and Semi-Heavy Tails." Queensland University of Technology, 2005. http://eprints.qut.edu.au/16057/.

Full text
Abstract:
This PhD thesis aims to study financial processes which have semi-heavy-tailed marginal distributions and may exhibit memory. The traditional Black-Scholes model is expanded to incorporate memory via an integral operator, resulting in a class of market models which still preserve the completeness and arbitragefree conditions needed for replication of contingent claims. This approach is used to estimate the implied volatility of the resulting model. The first part of the thesis investigates the semi-heavy-tailed behaviour of financial processes. We treat these processes as continuous-t
APA, Harvard, Vancouver, ISO, and other styles
10

Bernardi, Davide. "Detecting Single-Cell Stimulation in Recurrent Networks of Integrate-and-Fire Neurons." Doctoral thesis, Humboldt-Universität zu Berlin, 2019. http://dx.doi.org/10.18452/20560.

Full text
Abstract:
Diese Arbeit ist ein erster Versuch, mit Modellbildung und mathematischer Analyse die Experimente zu verstehen, die zeigten, dass die Stimulation eines einzelnen Neurons im Cortex eine Verhaltensreaktion auslösen kann. Dieser Befund stellt die verbreitete Ansicht infrage, dass viele Neurone nötig sind, um Information zuverlässig kodieren zu können. Der Ausgangspunkt der vorliegenden Untersuchung ist die Stimulation einer zufällig ausgewählten Zelle in einem Zufallsnetzwerk exzitatorischer und inhibitorischer Neuronmodelle. Es wird dann nach einem plausiblen Ausleseverfahren gesucht, das die Ei
APA, Harvard, Vancouver, ISO, and other styles
More sources

Books on the topic "Stochastic recurrence"

1

Lucarini, V. Extremes and recurrence in dynamical systems. John Wiley & Sons, Inc., 2016.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
2

Baccelli, François. Elements of queueing theory: Palm-Martingale calculus and stochastic recurrences. Springer-Verlag, 1994.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
3

Pierre, Brémaud, ed. Elements of queueing theory: Palm-martingale calculus and stochastic recurrences. 2nd ed. Springer, 2003.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
4

Baccelli, F. Elements of queueing theory: Palm-Martingale calculus and stochastic recurrences. Springer-Verlag, 1994.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
5

Todd, Mike, Mark Holland, Valerio Lucarini, Davide Faranda, and Matthew Nicol. Extremes and Recurrence in Dynamical Systems. Wiley & Sons, Incorporated, John, 2016.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
6

Todd, Mike, Mark Holland, Valerio Lucarini, Davide Faranda, and Matthew Nicol. Extremes and Recurrence in Dynamical Systems. Wiley & Sons, Incorporated, John, 2016.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
7

Baccelli, Francois, and Pierre Bremaud. Elements of Queuing Theory: Palm-Martingale Calculus and Stochastic Recurrences (Applications of Mathematics). Springer-Verlag Telos, 1994.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
8

Gat, Yves Le. Recurrent Event Modeling Based on the Yule Process: Application to Water Network Asset Management. Wiley & Sons, Incorporated, John, 2016.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
9

Gat, Yves Le. Recurrent Event Modeling Based on the Yule Process: Application to Water Network Asset Management. Wiley & Sons, Incorporated, John, 2015.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
10

Gat, Yves Le. Recurrent Event Modeling Based on the Yule Process: Application to Water Network Asset Management. Wiley & Sons, Incorporated, John, 2015.

Find full text
APA, Harvard, Vancouver, ISO, and other styles

Book chapters on the topic "Stochastic recurrence"

1

Haas, Peter J. "Recurrence." In Stochastic Petri Nets. Springer New York, 2002. http://dx.doi.org/10.1007/0-387-21552-2_5.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Yin, G. George, and Chao Zhu. "Recurrence." In Stochastic Modelling and Applied Probability. Springer New York, 2009. http://dx.doi.org/10.1007/978-1-4419-1105-6_3.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Meyn, Sean P., and Richard L. Tweedie. "Transience and Recurrence." In Markov Chains and Stochastic Stability. Springer London, 1993. http://dx.doi.org/10.1007/978-1-4471-3267-7_8.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Meyn, Sean P., and Richard L. Tweedie. "Harris and Topological Recurrence." In Markov Chains and Stochastic Stability. Springer London, 1993. http://dx.doi.org/10.1007/978-1-4471-3267-7_9.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Robert, Philippe. "Recurrence and Transience of Markov Chains." In Stochastic Networks and Queues. Springer Berlin Heidelberg, 2003. http://dx.doi.org/10.1007/978-3-662-13052-0_8.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Yin, G. George, and Chao Zhu. "Positive Recurrence: Weakly Connected Ergodic Classes." In Stochastic Modelling and Applied Probability. Springer New York, 2009. http://dx.doi.org/10.1007/978-1-4419-1105-6_10.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Javors’kyj, I., R. Yuzefovych, I. Matsko, and I. Kravets. "The Stochastic Recurrence Structure of Geophysical Phenomena." In Applied Condition Monitoring. Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-16330-7_4.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Veretennikov, Alexander. "On Positive Recurrence of One-Dimensional Diffusions with Independent Switching." In Recent Developments in Stochastic Methods and Applications. Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-83266-7_18.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Brummelhuis, Raymond. "Auto-tail Dependence Coefficients for Stationary Solutions of Linear Stochastic Recurrence Equations and for GARCH(1,1)." In Seminar on Stochastic Analysis, Random Fields and Applications VI. Springer Basel, 2011. http://dx.doi.org/10.1007/978-3-0348-0021-1_20.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Lu, Shuixiu, Sebastian Oberst, Guoqiang Zhang, and Zongwei Luo. "Novel Order Patterns Recurrence Plot-Based Quantification Measures to Unveil Deterministic Dynamics from Stochastic Processes." In Contributions to Statistics. Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-26036-1_5.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Conference papers on the topic "Stochastic recurrence"

1

Mononen, Tommi, and Petri Myllymaki. "On recurrence formulas for computing the stochastic complexity." In 2008 International Symposium on Information Theory and Its Applications (ISITA). IEEE, 2008. http://dx.doi.org/10.1109/isita.2008.4895423.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Baccelli, François, and Miguel Canales. "Parallel simulation of stochastic petri nets using recurrence equations." In the 1992 ACM SIGMETRICS joint international conference. ACM Press, 1992. http://dx.doi.org/10.1145/133057.133156.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Blanchet, Jose, Henrik Hult, and Kevin Leder. "Importance sampling for stochastic recurrence equations with heavy tailed increments." In 2011 Winter Simulation Conference - (WSC 2011). IEEE, 2011. http://dx.doi.org/10.1109/wsc.2011.6148074.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Teel, Andrew R. "On a recurrence principle for a class of stochastic hybrid systems." In 2014 American Control Conference - ACC 2014. IEEE, 2014. http://dx.doi.org/10.1109/acc.2014.6859396.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Teel, A. R., J. Hespanha, and A. Subbaraman. "Stochastic difference inclusions: Results on recurrence and asymptotic stability in probability." In 2012 IEEE 51st Annual Conference on Decision and Control (CDC). IEEE, 2012. http://dx.doi.org/10.1109/cdc.2012.6425860.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Velasquez, Alvaro. "Steady-State Policy Synthesis for Verifiable Control." In Twenty-Eighth International Joint Conference on Artificial Intelligence {IJCAI-19}. International Joint Conferences on Artificial Intelligence Organization, 2019. http://dx.doi.org/10.24963/ijcai.2019/784.

Full text
Abstract:
In this paper, we introduce the Steady-State Policy Synthesis (SSPS) problem which consists of finding a stochastic decision-making policy that maximizes expected rewards while satisfying a set of asymptotic behavioral specifications. These specifications are determined by the steady-state probability distribution resulting from the Markov chain induced by a given policy. Since such distributions necessitate recurrence, we propose a solution which finds policies that induce recurrent Markov chains within possibly non-recurrent Markov Decision Processes (MDPs). The SSPS problem functions as a gener
APA, Harvard, Vancouver, ISO, and other styles
7

Possieri, Corrado, and Andrew R. Teel. "Weak reachability and strong recurrence for stochastic directed graphs in terms of auxiliary functions." In 2016 IEEE 55th Conference on Decision and Control (CDC). IEEE, 2016. http://dx.doi.org/10.1109/cdc.2016.7798828.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Subbaraman, A., and A. R. Teel. "A Krasovskii-LaSalle function based recurrence principle for a class of stochastic hybrid systems." In 2014 IEEE 53rd Annual Conference on Decision and Control (CDC). IEEE, 2014. http://dx.doi.org/10.1109/cdc.2014.7039740.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Eatock, Julie, Yen Ting Lin, Eugene TY Chang, Tobias Galla, and Richard H. Clayton. "Assessing measures of atrial fibrillation clustering via stochastic models of episode recurrence and disease progression." In 2015 Computing in Cardiology Conference (CinC). IEEE, 2015. http://dx.doi.org/10.1109/cic.2015.7408637.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Rios, Ricardo Araujo, and Rodrigo Fernandes de Mello. "AN EMPIRICAL APPROACH USING SPECTRAL AND RECURRENCE ANALYSIS TO ESTIMATE TIME SERIES STOCHASTIC AND DETERMINISTIC COMPONENTS." In Conferência Brasileira de Dinâmica, Controle e Aplicações. SBMAC, 2011. http://dx.doi.org/10.5540/dincon.2011.001.1.0038.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Reports on the topic "Stochastic recurrence"

1

Perdigão, Rui A. P., and Julia Hall. Spatiotemporal Causality and Predictability Beyond Recurrence Collapse in Complex Coevolutionary Systems. Meteoceanics, 2020. http://dx.doi.org/10.46337/201111.

Full text
Abstract:
Causality and Predictability of Complex Systems pose fundamental challenges even under well-defined structural stochastic-dynamic conditions where the laws of motion and system symmetries are known. However, the edifice of complexity can be profoundly transformed by structural-functional coevolution and non-recurrent elusive mechanisms changing the very same invariants of motion that had been taken for granted. This leads to recurrence collapse and memory loss, precluding the ability of traditional stochastic-dynamic and information-theoretic metrics to provide reliable information about the n
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the extended bibliographies on the topic 'Stochastic recurrence' for particular source types:
Journal articles Dissertations / Theses
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography