Skip to main content Accessibility help

We use cookies to distinguish you from other users and to provide you with a better experience on our websites. Close this message to accept cookies or find out how to manage your cookie settings.

Close cookie message
×
  1. Home
  2. Search

Refine search

Refine search

Access:
Content type:
Publication date:
Apply   From and To filters
Subject: Show more
Journals Show more
Publishers: Show more
Societies Show more
Series: Show more
Collections: Show more

Actions for selected content:

Select all | Deselect all
  • View selected items
  • Export citations
  • Download PDF (zip)
  • Save to Kindle
  • Save to Dropbox
  • Save to Google Drive

Save Search

You can save your searches here and later view and run them again in "My saved searches".

Please provide a title, maximum of 40 characters.
Cancel
×

2 results

  • 4 - Deterministic and Random Functions

  • Chunyan Li, Louisiana State University
  • Book:
    Time Series Data Analysis in Oceanography
    Published online:
    21 April 2022
    Print publication:
    05 May 2022, pp 78-89

  • Summary

    This chapter discusses some basic concepts quantifying the characteristics of functions with random fluctuations. Deterministic functions are discussed first in order to introduce functions with randomness and ways to quantify them. The concepts of phase space, ensemble mean, ergodic process, moments, covariance functions, and correlation functions are discussed briefly.

  • Stochastic barriers for the Wiener process

  • C. Park, J. A. Beekman
  • Journal:
    Journal of Applied Probability / Volume 20 / Issue 2 / June 1983
    Published online by Cambridge University Press:
    14 July 2016, pp. 338-348
    Print publication:
    June 1983

  • Let {W(t), 0 ≦ t < ∞} be the standard Wiener process. The probabilities of the type P[sup0≦t ≦ TW(t) − f(t) ≧ 0] have been extensively studied when f(t) is a deterministic function. This paper discusses the probabilities of the type P{sup0≦t ≦ TW(t) − [f(t) + X(t)] ≧ 0} when X(t) is a stochastic process. By taking compound Poisson processes as X(t), the paper gives procedures for finding such probabilities.