Prices of financial assets (stock-market prices or currency exchange rates) obviously resemble trajectories of stochastic processes. What is known about their mathematical properties ? I know ...
Quote Wikipedia: Applications of graphical models include ... gene finding and diagnosis of diseases... Unfortunately there is no comment what are these applications... Can one comment on this ? ...
Stochastic process with Bessel function autocorrelation. (Rayleigh (Jakes) fading for radiowave propagation)
Have the stochastic following process f(t) been studied in mathematics ? It is stationary, Gaussian, f(t) - complex independent Gaussians N(0,1). The autocorrelation is given by the zeroth-order ...
I'm working on a PhD project that involves parameter estimation for diffusion processes. I'm based in a machine learning research group, and the emphasis here is strongly on "practical" research. ...
I would like to express the integral of the absolute value of a real-valued function $f$ (over a finite interval) in terms of the Fourier coefficients of $f$. Failing that, I would like to know of any ...