Stochastic process

About: Stochastic process is a research topic. Over the lifetime, 31227 publications have been published within this topic receiving 898736 citations. The topic is also known as: random process & stochastic processes.

Stochastic Synchronization of Markovian Jump Neural Networks With Time-Varying Delay Using Sampled Data

Abstract: In this paper, the problem of sampled-data synchronization for Markovian jump neural networks with time-varying delay and variable samplings is considered. In the framework of the input delay approach and the linear matrix inequality technique, two delay-dependent criteria are derived to ensure the stochastic stability of the error systems, and thus, the master systems stochastically synchronize with the slave systems. The desired mode-independent controller is designed, which depends upon the maximum sampling interval. The effectiveness and potential of the obtained results is verified by two simulation examples.

The prediction theory of multivariate stochastic processes: I. The regularity condition

Abstract: Content s Seite

Basic properties of SLE

Abstract: SLEκ is a random growth process based on Loewner’s equation with driving parameter a one-dimensional Brownian motion running with speed κ. This process is intimately connected with scaling limits of percolation clusters and with the outer boundary of Brownian motion, and is conjectured to correspond to scaling limits of several other discrete processes in two dimensions.

Consensus Conditions of Multi-Agent Systems With Time-Varying Topologies and Stochastic Communication Noises

Abstract: This paper investigates the average-consensus problem of first-order discrete-time multi-agent networks in uncertain communication environments. Each agent can only use its own and neighbors' information to design its control input. To attenuate the communication noises, a distributed stochastic approximation type protocol is used. By using probability limit theory and algebraic graph theory, consensus conditions for this kind of protocols are obtained: (A) For the case of fixed topologies, a necessary and sufficient condition for mean square average-consensus is given, which is also sufficient for almost sure consensus. (B) For the case of time-varying topologies, sufficient conditions for mean square average-consensus and almost sure consensus are given, respectively. Especially, if the network switches between jointly-containing-spanning-tree, instantaneously balanced graphs, then the designed protocol can guarantee that each individual state converges, both almost surely and in mean square, to a common random variable, whose expectation is right the average of the initial states of the whole system, and whose variance describes the static maximum mean square error between each individual state and the average of the initial states of the whole system.