Improving the Nyquist Rate for Complex Stationary Process Sampling

2002 ◽  
Vol 1 (1) ◽  
pp. 33-51
Author(s):  
Bernard Lacaze
Keyword(s):  
Stationary Process ◽  
Nyquist Rate

The study of the process of evolution of the jet under outflow of water from the supercritical state through a thin nozzle

2016 ◽  
Vol 11 (1) ◽  
pp. 66-71 ◽  
Author(s):  
R.Kh. Bolotnova ◽  
V.A. Korobchinskaya
Keyword(s):  
Stationary Process ◽  
Supercritical State ◽  
System Of Differential Equations ◽  
Jet Formation ◽  
Cylindrical Coordinates ◽  
Initial Stage ◽  
Supersonic Regime ◽  
Water Outflow ◽  
Thin Nozzle ◽  
Supercritical Temperature

The dynamics of the water outflow from the initial supercritical state through a thin nozzle is studied. To describe the initial stage of non-stationary process outflow the system of differential equations of conservation of mass, momentum and energy in a two-dimensional cylindrical coordinates with axial symmetry is used. The spatial distribution of pressure and velocity of jet formation was received. It was established that a supersonic regime of outflow at supercritical temperature of 650 K is formed, which have a qualitative agreement for the velocity compared with the Bernoulli analytical solution and the experimental data.

Stability of stochastic differential equations driven by multifractional Brownian motion

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Oussama El Barrimi ◽  
Youssef Ouknine
Keyword(s):  
Brownian Motion ◽  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Stationary Process ◽  
Strong Stability ◽  
Pathwise Uniqueness ◽  
Uniqueness Property ◽  
Selection Theorem ◽  
Multifractional Brownian Motion ◽  
Stability Results

Abstract Our aim in this paper is to establish some strong stability results for solutions of stochastic differential equations driven by a Riemann–Liouville multifractional Brownian motion. The latter is defined as a Gaussian non-stationary process with a Hurst parameter as a function of time. The results are obtained assuming that the pathwise uniqueness property holds and using Skorokhod’s selection theorem.

Sampling, data transmission, and the Nyquist rate

1967 ◽  
Vol 55 (10) ◽  
pp. 1701-1706 ◽  
Author(s):  
H.J. Landau
Keyword(s):  
Data Transmission ◽  
Nyquist Rate

Properties and applications of stochastic processes with stationarynth-order increments

1974 ◽  
Vol 6 (3) ◽  
pp. 512-523 ◽  
Author(s):  
B. Picinbono
Keyword(s):  
Stochastic Processes ◽  
Stationary Process ◽  
General Description ◽  
Linear Filtering ◽  
Stationary Increments ◽  
Physical Problems

Many physical problems are described by stochastic processes with stationary increments. We present a general description of such processes. In particular we give an expression of a process in terms of its increments and we show that there are two classes of processes: diffusion and asymptotically stationary. Moreover, we show that thenth increments are given by a linear filtering of an arbitrary stationary process.

scholarly journals Extreme value theory for piecewise contracting maps with randomly applied stochastic perturbations

2016 ◽  
Vol 16 (03) ◽  
pp. 1660015 ◽  
Author(s):  
Davide Faranda ◽  
Jorge Milhazes Freitas ◽  
Pierre Guiraud ◽  
Sandro Vaienti
Keyword(s):  
Extreme Value Theory ◽  
Stationary Process ◽  
Higher Dimensions ◽  
Value Theory ◽  
Extreme Value ◽  
Extremal Index ◽  
Limiting Distributions ◽  
Stochastic Perturbations

We consider globally invertible and piecewise contracting maps in higher dimensions and perturb them with a particular kind of noise introduced by Lasota and Mackey. We got random transformations which are given by a stationary process: in this framework we develop an extreme value theory for a few classes of observables and we show how to get the (usual) limiting distributions together with an extremal index depending on the strength of the noise.

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