Zobrazeno 1 - 10
of 122
pro vyhledávání: '"Malyarenko, Anatoliy"'
We consider two types of entropy, namely, Shannon and R\'{e}nyi entropies of the Poisson distribution, and establish their properties as the functions of intensity parameter. More precisely, we prove that both entropies increase with intensity. While
Externí odkaz:
http://arxiv.org/abs/2403.08805
This paper is devoted to the study of the properties of entropy as a function of the Hurst index, which corresponds to the fractional Gaussian noise. Since the entropy of the Gaussian vector depends on the determinant of the covariance matrix, and th
Externí odkaz:
http://arxiv.org/abs/2301.13378
This contribution deals with an extension to our developed novel cubature methods of degrees 5 on Wiener space. In our previous studies, we have shown that the cubature formula is exact for all multiple Stratonovich integrals up to dimension equal to
Externí odkaz:
http://arxiv.org/abs/2204.10692
In this paper, we review the history, current state-of-art, and physical applications of the spectral theory of two classes of random functions. One class consists of homogeneous and isotropic random fields defined on a Euclidean space and taking val
Externí odkaz:
http://arxiv.org/abs/2112.04826