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Lyapunov criteria for discrete linear system with noise

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#control-theory #linear-control #lyapunov-functions #discrete-time
54
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Monte Carlo simulation for economic growth

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#statistics #sampling #monte-carlo #discrete-time
110
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Should discrete and continuous time models give the same results?

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#discrete-mathematics #exponential-function #discrete-time #continuous-variables
27
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Is this the proper approach to Discrete Time Fourier Transform of a derivative of a signal?

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#derivatives #fourier-transform #discrete-time
62
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Discrete State Space eigenvalues: approach unity as loop rate increases?

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#eigenvalues-eigenvectors #discrete-time
71
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What is the equivalent formulation for the Logistic Growth model in a population dynamics/branching processes setting?

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#probability #stochastic-processes #dynamical-systems #discrete-time #population-dynamics
69
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Discrete time Fourier transform (DTFT)

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#fourier-analysis #fourier-transform #signal-processing #discrete-time
29
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In search of vector autoregression models supporting uniform bounds on coordinate-wise derivatives

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#lipschitz-functions #time-series #regression-analysis #discrete-time #vector-auto-regression
66
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Limiting distribution of a Markov Chain with period 3

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#probability #solution-verification #markov-chains #discrete-time
182
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Girsanov theorem for discrete-time stochastic processes

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#probability #stochastic-processes #discrete-time
27
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Are non-constant polynomial means a special case of seasonality?

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#intuition #substitution #time-series #discrete-calculus #discrete-time
36
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How should I interpret parameters of the SARIMA model in time series analysis?

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#intuition #mathematical-modeling #signal-processing #time-series #discrete-time
22
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Average time of random walk's maximum/minimum

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#maxima-minima #random-walk #discrete-time
256
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Determine $f(x)$ knowing $f(x)+f(x+\varepsilon)$

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#numerical-methods #signal-processing #discrete-time #deconvolution
44
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Can anyone explain how the $\text{(magnitude)}^2$ can be calculated with multiplying $\frac{1}{1-ae^{jw}}$ from this DTFT?

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#complex-analysis #complex-numbers #fourier-analysis #fourier-transform #discrete-time

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