Korrelationstheorie der stationären stochastischen Prozesse

  title={Korrelationstheorie der station{\"a}ren stochastischen Prozesse},
  author={A. Khintchine},
  journal={Mathematische Annalen},
Non-stationary analysis of rogue wave probability over a shoal
Saulo Mendes, 2, ∗ Alberto Scotti, † Maura Brunetti, 2, ‡ and Jerome Kasparian 2, § Group of Applied Physics, University of Geneva, Chemin de Pinchat 22, 1211 Geneva 4, Switzerland Institute forExpand
Negligent killing of scientific concepts: the stationarity case
Abstract In scientific vocabulary, the term “process” is used to denote change in time. Even a stationary process describes a system changing in time, rather than a static one that keeps a constantExpand
Prediction and Filtering of Stationary Processes: Yaglom’s Method and Minimax Filtering
The aim of this work is to give a basic introduction to the theory of stationary stochastic processes, particularly to the somewhat specialized problem of prediction and ltering of such processes, and to present Yaglom’s method to solving the problems considered in Wiener's book. Expand
Analyse et Estimations Spectrales des Processus alpha-Stables non-Stationnaires
Dans cette these une nouvelle representation spectrale des processus symetriques alpha-stables est introduite. Elle est basee sur une propriete de pseudo-additivite de la covariation et l'integraleExpand
Testing for neglected nonlinearity in regression models : A collection of new tests based on the theory of random ... elds ¤
Within the framework of the ‡exible regression model approach proposed by Hamilton (2000), we demonstrate the use of the theory of random ...elds as a building block for a battery of new tests forExpand
Stationary Fourier hyperprocesses
On definit des hyperprocessus de Fourier stationnaires comme une extension de fonctions aleatoires stationnaires et de distributions aleatoires stationnaires d'une maniere semblable a Ito
A direct spectral estimation method for laser Doppler data using quantization of arrival times
This paper presents a method for estimating the autocorrelation function and the power spectral density from laser Doppler data with discretized arrival times. The method can be realized by directExpand
A time series analysis of price formation in power markets
Half a Century with Probability Theory: Some Personal Recollections
Acoustic Characterization of Rooms Using Reverberation Time Estimation Based on Supervised Learning Algorithm
An automatic procedure for estimating the reverberation time based on the use of artificial neural networks was developed and the results returned by the predictive model suggest using this methodology to estimate the reverberations of any closed space, using simple audio recordings without having to perform standard measurements or calculate the integration explicitly. Expand


The Method of Spectral Reduction in Classical Dynamics.
  • A. Khintchine
  • Computer Science, Medicine
  • Proceedings of the National Academy of Sciences of the United States of America
  • 1933
Proof of the Quasi-Ergodic Hypothesis.
  • J. Neumann
  • Physics, Medicine
  • Proceedings of the National Academy of Sciences of the United States of America
  • 1932
The quasi-ergodic hypothesis of classical Hamiltonian dynamics is generalized with the aid of the reduction of Hamiltonian systems to Hilbert space, and with the use of certain methods of the authors' closely connected with recent investigations of the algebra of linear transformations in this space. Expand
Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung
ZusammenfassungEin physikalischer Prozeß (die Änderung eines physikalischen Systems) heißt stochastisch-definit, wenn aus der Kenntnis des ZustandesX0 des Systems in einem gewissen Zeitmomentt0 dieExpand