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Information-Theoretic Capacity and Error Exponents of Stationary Point Processes under Random Additive Displacements
Information-Theoretic Capacity Error Exponents of Stationary Point Processes
2011/2/25
This paper studies the Shannon regime for the random displacement of stationary point processes. Let each point of some initial stationary point process in Rn give rise to one daughter point, the loca...
A Random Matrix Approach to VARMA Processes
VARMA random matrix theory free random variables Wishart ensemble covariance matrix historical estimation
2010/4/27
We apply random matrix theory to derive spectral density of large sample covariance matrices generated by multivariate VMA(q), VAR(q) and VARMA(q1,q2) processes. In particular, we consider a limit whe...