stationary stochastic processes
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2021 ◽  
pp. 83-88
Author(s):  
S. N. NURITDINOV ◽  
A. A. MUMINOV ◽  
F. U. BOTIROV

In this paper, we study the strong non-stationary stochastic processes that take place in the phase space of self-gravitating systems at the earlier non-stationary stage of their evolution. The numerical calculations of the compulsive phase mixing process were carried out according to the model of chaotic impacts, where the initially selected phase volume experiences random pushes that are of a diverse and complex nature. The application of the method for studying random impacts on a volume element in the case of three-dimensional space is carried out.


2021 ◽  
Vol 27 (2) ◽  
Author(s):  
Daniel Alpay ◽  
Fabrizio Colombo ◽  
Irene Sabadini

AbstractWe give applications of the theory of superoscillations to various questions, namely extension of positive definite functions, interpolation of polynomials and also of R-functions; we also discuss possible applications to signal theory and prediction theory of stationary stochastic processes. In all cases, we give a constructive procedure, by way of a limiting process, to get the required results.


Entropy ◽  
2021 ◽  
Vol 23 (1) ◽  
pp. 92
Author(s):  
Agnieszka Pregowska

In the nervous system, information is conveyed by sequence of action potentials, called spikes-trains. As MacKay and McCulloch suggested, spike-trains can be represented as bits sequences coming from Information Sources (IS). Previously, we studied relations between spikes’ Information Transmission Rates (ITR) and their correlations, and frequencies. Now, I concentrate on the problem of how spikes fluctuations affect ITR. The IS are typically modeled as stationary stochastic processes, which I consider here as two-state Markov processes. As a spike-trains’ fluctuation measure, I assume the standard deviation σ, which measures the average fluctuation of spikes around the average spike frequency. I found that the character of ITR and signal fluctuations relation strongly depends on the parameter s being a sum of transitions probabilities from a no spike state to spike state. The estimate of the Information Transmission Rate was found by expressions depending on the values of signal fluctuations and parameter s. It turned out that for smaller s<1, the quotient ITRσ has a maximum and can tend to zero depending on transition probabilities, while for 1<s, the ITRσ is separated from 0. Additionally, it was also shown that ITR quotient by variance behaves in a completely different way. Similar behavior was observed when classical Shannon entropy terms in the Markov entropy formula are replaced by their approximation with polynomials. My results suggest that in a noisier environment (1<s), to get appropriate reliability and efficiency of transmission, IS with higher tendency of transition from the no spike to spike state should be applied. Such selection of appropriate parameters plays an important role in designing learning mechanisms to obtain networks with higher performance.


Author(s):  
Alwin Förster ◽  
Lars Panning-von Scheidt ◽  
Jörg Wallaschek

Abstract The present article addresses the vibrational behaviour of bladed disk assemblies with nonlinear shroud coupling under random excitation. In order to increase the service life and safety of turbine blades, intense calculations are carried out to predict the vibrational behaviour. The use of friction dampers for energy dissipation and suppression of large amplitudes makes the mechanical system nonlinear, which complicates the calculations. Depending on the stage, different types of excitation can occur in a turbine, from clearly defined deterministic to random excitation. So far, the latter problem has only been dealt with to a limited extent in the literature on turbomachinery. Nevertheless, there are in general different approaches and methods to address this problem most of which are strongly restricted with regard to the number of degrees of freedom. The focus of this paper is the application of an equivalent linearization method to calculate the stochastic response of an academic model of a bladed disk assembly under random excitation. The nonlinear contact is modelled both with an elastic Coulomb-slider and a Bouc-Wen formulation to reproduce the hysteretic character of a friction nonlinearity occurring in the presence of a friction damper. Both the excitation and the response are limited to mean-free, stationary stochastic processes, which means that the stochastic moments, do not change over time. Unlike previous papers on this topic, the calculations are performed on a full bladed disk assembly in which each segment is approximated with several degrees of freedom.


2020 ◽  
Author(s):  
Yonatan Gutman ◽  
Adam Śpiewak

<div>Wu and Verdú developed a theory of almost lossless analog compression, where one imposes various regularity conditions on the compressor and the decompressor with the input signal being modelled by a (typically infinite-entropy) stationary stochastic process. In this work we consider all stationary stochastic processes with trajectories in a prescribed set of (bi-)infinite sequences and find uniform lower and upper bounds for certain compression rates in terms of metric mean dimension and mean box dimension. An essential tool is the recent Lindenstrauss-Tsukamoto variational principle expressing metric mean dimension in terms of rate-distortion functions. We obtain also lower bounds on compression rates for a fixed stationary process in terms of the rate-distortion dimension rates and study several examples.</div>


2020 ◽  
Author(s):  
Yonatan Gutman ◽  
Adam Śpiewak

<div>Wu and Verdú developed a theory of almost lossless analog compression, where one imposes various regularity conditions on the compressor and the decompressor with the input signal being modelled by a (typically infinite-entropy) stationary stochastic process. In this work we consider all stationary stochastic processes with trajectories in a prescribed set of (bi-)infinite sequences and find uniform lower and upper bounds for certain compression rates in terms of metric mean dimension and mean box dimension. An essential tool is the recent Lindenstrauss-Tsukamoto variational principle expressing metric mean dimension in terms of rate-distortion functions. We obtain also lower bounds on compression rates for a fixed stationary process in terms of the rate-distortion dimension rates and study several examples.</div>


Author(s):  
Agnieszka Pregowska

(1) Background: In nervous system information is conveyed by a sequence of action potentials, called spikes-trains. As MacKay and McCulloch proposed, spike-trains can be represented as bits sequences coming from Information Sources. Previously, we studied relations between Information Transmission Rates (ITR) carried out by the spikes, their correlations, and frequencies. Here, we concentrate on the problem of how spikes fluctuations affect ITR. (2) Methods: The Information Theory Method developed by Shannon is applied. Information Sources are modeled as stationary stochastic processes. We assume such sources as two states Markov processes. As a spike-trains' fluctuation measure, we consider the Standard Deviation sigma, which, in fact, measures average fluctuation of spikes around the average spike frequency. (3) Results: We found that character of ITR and signal fluctuations relation strongly depends on the parameter s which is a sum of transitions probabilities from no spike state to spike state and vice versa. It turned out that for smaller s (s&lt;1) the quotient ITR\sigma has a maximum and can tend to zero depending on transition probabilities. While for s large enough (1&lt;s) the ITR\sigma is separated from 0 for each s. Similar behavior was observed also when we replaced Shannon entropy terms in Markov entropy formula by their approximation with polynomials. We also show that the ITR quotient by Variance behaves in a completely different way. (4) Conclusions: Our results show that for large transition parameter s the Information Transmission Rate by sigma will never decrease to zero. Specifically, for 1&lt;s&lt;1.7 the ITR will be always, independently on transition probabilities which form this s, above the level of fluctuations, i.e. in this case we have sigma&lt;ITR. Thus, we conclude that in a more noisy environment, to get appropriate reliability and efficiency of transmission, Information Sources with higher tendency of transition from the state no spike to spike state and vice versa should be applied.


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