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strictly stationary

См. также в других словарях:

  • Stationary process — In the mathematical sciences, a stationary process (or strict(ly) stationary process or strong(ly) stationary process) is a stochastic process whose joint probability distribution does not change when shifted in time or space. Consequently,… …   Wikipedia

  • stationary, stationery —    The difference in spelling goes back centuries, though etymologically there isn t any basis for it. Both words come from the Latin stationarius and both originally meant standing in a fixed position. Stationers were tradesmen, usually… …   Dictionary of troublesome word

  • stationary, stationery —    The difference in spelling goes back centuries, though etymologically there isn t any basis for it. Both words come from the Latin stationarius and both originally meant standing in a fixed position. Stationers were tradesmen, usually… …   Dictionary of troublesome word

  • Time series — Time series: random data plus trend, with best fit line and different smoothings In statistics, signal processing, econometrics and mathematical finance, a time series is a sequence of data points, measured typically at successive times spaced at …   Wikipedia

  • Mixing (mathematics) — In mathematics, mixing is an abstract concept originating from physics: the attempt to describe the irreversible thermodynamic process of mixing in the everyday world: mixing paint, mixing drinks, etc. The concept appears in ergodic theory the… …   Wikipedia

  • Markov switching multifractal — In financial econometrics, the Markov switching multifractal (MSM) is a model of asset returns that incorporates stochastic volatility components of heterogeneous durations.[1][2] MSM captures the outliers, log memory like volatility persistence… …   Wikipedia

  • Michael T. Lacey — Michael Thoreau Lacey (* 26. September 1959) ist ein US amerikanischer Mathematiker, der sich mit harmonischer Analysis und Wahrscheinlichkeitstheorie beschäftigt. Lacey studierte an der University of Texas at Austin (Bachelor Abschluss 1981) und …   Deutsch Wikipedia

  • probability theory — Math., Statistics. the theory of analyzing and making statements concerning the probability of the occurrence of uncertain events. Cf. probability (def. 4). [1830 40] * * * Branch of mathematics that deals with analysis of random events.… …   Universalium

  • List of mathematics articles (S) — NOTOC S S duality S matrix S plane S transform S unit S.O.S. Mathematics SA subgroup Saccheri quadrilateral Sacks spiral Sacred geometry Saddle node bifurcation Saddle point Saddle surface Sadleirian Professor of Pure Mathematics Safe prime Safe… …   Wikipedia

  • Non-equilibrium thermodynamics — Thermodynamics …   Wikipedia

  • Ordinal number — This article is about the mathematical concept. For number words denoting a position in a sequence ( first , second , third , etc.), see Ordinal number (linguistics). Representation of the ordinal numbers up to ωω. Each turn of the spiral… …   Wikipedia

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