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Wiener process

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  • Wiener process — In mathematics, the Wiener process is a continuous time stochastic process named in honor of Norbert Wiener. It is often called Brownian motion, after Robert Brown. It is one of the best known Lévy processes (càdlàg stochastic processes with… …   Wikipedia

  • Generalized Wiener process — In statistics, a generalized Wiener process (named after Norbert Wiener) is a continuous time random walk with drift and random jumps at every point in time. Formally::a(x,t) dt + b(x,t) eta sqrt{dt}where a and b are deterministic functions, t is …   Wikipedia

  • Wiener — is German for Viennese, but may also refer to: * A hot dog, from German Wiener Würstchen , meaning Viennese small sausage * A slang term for penis Wiener is the surname of: * Alexander S. Wiener (1907 76), leader in the fields of forensic… …   Wikipedia

  • Wiener sausage — For the food sometimes called a Wiener (sausage), see hot dog or Vienna sausage. In the mathematical field of probability, the Wiener sausage is a neighborhood of the trace of a Brownian motion up to a time t , given by taking all points within a …   Wikipedia

  • Wiener filter — In signal processing, the Wiener filter is a filter proposed by Norbert Wiener during the 1940s and published in 1949.ref|Wiener1949 Its purpose is to reduce the amount of noise present in a signal by comparison with an estimation of the desired… …   Wikipedia

  • Wiener–Khinchin theorem — The Wiener–Khinchin theorem (also known as the Wiener–Khintchine theorem and sometimes as the Wiener–Khinchin–Einstein theorem or the Khinchin–Kolmogorov theorem) states that the power spectral density of a wide sense stationary random process is …   Wikipedia

  • Wiener, Norbert — born Nov. 26, 1894, Columbia, Mo., U.S. died March 18, 1964, Stockholm, Swed. U.S. mathematician. He earned a Ph.D. from Harvard at 18. He joined the faculty of MIT in 1919. His work on generalized harmonic analysis and Tauberian theorems (which… …   Universalium

  • Wiener's tauberian theorem — In mathematics, Wiener s tauberian theorem is a 1932 result of Norbert Wiener. It put the capstone on the field of tauberian theorems in summability theory, on the face of it a chapter of real analysis, by showing that most of the known results… …   Wikipedia

  • Norbert Wiener — Born November 26, 1894(1894 11 26) Columbia, Missouri, U.S …   Wikipedia

  • Ornstein–Uhlenbeck process — Not to be confused with Ornstein–Uhlenbeck operator. In mathematics, the Ornstein–Uhlenbeck process (named after Leonard Ornstein and George Eugene Uhlenbeck), is a stochastic process that, roughly speaking, describes the velocity of a massive… …   Wikipedia

  • Classical Wiener space — In mathematics, classical Wiener space is the collection of all continuous functions on a given domain (usually a sub interval of the real line), taking values in a metric space (usually n dimensional Euclidean space). Classical Wiener space is… …   Wikipedia

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