Related papers: Some applications of Rice formulas to waves
We use Rice formulae in order to compute the moments of some level functionals which are linked to problems in oceanography and optics: the number of specular points in one and two dimensions, the distribution of the normal angle of level…
The conditional value of a stationary random process, given the level-upcrossing of another dependent stationary random process, is considered. Assuming that both processes are weakly non-Gaussian, an analytical approximation for the…
We explore the use of correlation with simple functions to get lower bounds for arithmetic quantities. In particular, we apply this idea to the power moments of the error term when counting visible lattice points in large spheres.
Spherical distributions, in particular, the von Mises-Fisher distribution, are often used for problems using or modelling directional data. Since expectation and variance-covariance matrices follow from the first and second moments of the…
The potential applications of boundary functionals of random processes, such as the extreme values of these processes, the moment of first reaching a fixed level, the value of the process at the moment of reaching the level, the moment of…
We extend Rice Formula to a process which is the sum of two independent processes: a smooth process and a pure jump process with finitely many jumps. Formulas for the mean number of both continuous and discontinuous crossings through a…
We present formulas for the (raw and central) moments and absolute moments of the normal distribution. We note that these results are not new, yet many textbooks miss out on at least some of them. Hence, we believe that it is worthwhile to…
The small perturbations method has been extensively used for waves scattering by rough surfaces. The standard method developped by Rice is difficult to apply when we consider second and third order of scattered fields as a function of the…
Ratios of random variables often appear in probability and statistical applications. We aim to approximate the moments of such ratios under several dependence assumptions. Extending the ideas in Collomb [C. R. Acad. Sci. Paris 285 (1977)…
We prove functional limit theorems for lattice point counting for affine and congruence lattices using the method of moments. Our main tools are higher moment formulae for Siegel transforms on the corresponding homogeneous spaces, which we…
We use moment techniques to construct a converging hierarchy of optimization problems to lower bound the ground state energy of interacting particle systems. We approximate (from below) the infinite dimensional optimization problems in this…
Under ray-optical light transport, the classical ray serves as a linear and local "point query" of light's behaviour. Linearity and locality are crucial to the formulation of sophisticated path tracing and sampling techniques, that enable…
The theory of modular forms and spherical harmonic analysis are applied to establish new best bounds towards the counting and equidistribution of rational points on spheres and other higher dimensional ellipsoids, in what may be viewed as a…
We obtain for the Kempner series (i.e. harmonic series where certain digits are excluded from all denominators, for example the digit 9 in base 10) new representations as geometrically convergent series. The coefficients for these…
We derive and prove an explicit formula for the sum of the fractional parts of certain geometric series. Although the proof is straightforward, we have been unable to locate any reference to this result. This summation formula allows us to…
The intensity function and Ripley's K-function have been used extensively in the literature to describe the first and second moment structure of spatial point sets. This has many applications including describing the statistical structure…
The Riccati equation method is used for study the oscillatory and non oscillatory behavior of solutions of systems of two first order linear two by two dimensional matrix differential equations. An integral and an interval oscillatory…
In analogy to a characterisation of operator matrices generating $C_0$-semigroups due to R. Nagel (\cite{[Na89]}), we give conditions on its entries in order that a $2\times 2$ operator matrix generates a cosine operator function. We apply…
The operations of linear algebra, calculus, and statistics are routinely applied to measurement scales but certain mathematical conditions must be satisfied in order for these operations to be applicable. We call attention to the conditions…
We develop a general framework based on the functional derivative to extract nonlinear dynamical response functions from the temporal evolution of physical quantities, without explicitly computing multipoint correlation functions. We…