Robustness-evaluation of a stochastic dynamic system and the instant equivalent extreme-value event

2018 ◽  
Vol 113 ◽  
pp. 33-37
Author(s):  
Luchuan Ding ◽  
Wouter Botte ◽  
Ruben Van Coile ◽  
Robby Caspeele
Keyword(s):  
Dynamic System ◽  
Extreme Value ◽  
Stochastic Dynamic ◽  
Stochastic Dynamic System

scholarly journals Some causal connections between stochastic dynamic systems

Filomat ◽  
2013 ◽  
Vol 27 (5) ◽  
pp. 865-873
Author(s):  
Ljiljana Petrovic
Keyword(s):  
Dynamic System ◽  
Hilbert Spaces ◽  
Dynamic Systems ◽  
Stochastic Dynamic ◽  
Realization Problem ◽  
Stochastic Dynamic System ◽  
Causal Connections ◽  
Causality Relationship ◽  
Stochastic Dynamic Systems

In this paper we consider a problem that follows directly from realization problem: how to find Markovian representations , even minimall, for a given family of Hilbert spaces, understood as outputs of a stochastic dynamic system S1, provided it is in a certain causality relationship with another family of Hilbert spaces , i. e. with some informations about states of a stochastic dynamic system S2. This paper is continuation of the papers Gill and Petrovic [7] and Petrovic [16,17].

scholarly journals Markovian extensions and reductions of a family ofσ-algebras

1984 ◽  
Vol 7 (3) ◽  
pp. 523-528 ◽  
Author(s):  
Jelena Bulatovic Gill
Keyword(s):  
Dynamic System ◽  
The Other ◽  
Stochastic Dynamic ◽  
Realization Problem ◽  
Stochastic Dynamic System ◽  
Flow Of Information

In the first part of this paper different properties of two special realizations of a stochastic dynamic system, as well as relationships between the realization problem and a problem derived from it are investigated. In the second part, solutions of the following two problems (that follow directly from the realization problem) are given: how to find the minimal (resp. maximal) markovlan flow of information (understood as a family ofσ-algebras) that contains (resp. is contained in) given output of a system, and is such that each of these two flows of information is equally predictable by the other one.

Sign in / Sign up

Export Citation Format

Share Document