Related papers: Brownian distance covariance
In the paper "On Truncated Variation of Brownian Motion with Drift" (Bull. Pol. Acad. Sci. Math. 56 (2008), no.4, 267 - 281) we defined truncated variation of Brownian motion with drift, $W_t = B_t + \mu t, t\geq 0,$ where $(B_t)$ is a…
We present a diagrammatic formulation of a theory for the time dependence of density fluctuations in equilibrium systems of interacting Brownian particles. To facilitate derivation of the diagrammatic expansion we introduce a basis that…
Continuity of local time for Brownian motion ranks among the most notable mathematical results in the theory of stochastic processes. This article addresses its implications from the point of view of applications. In particular an extension…
Statistical models often assume that data are generated near a structured, smooth, or low-dimensional set. A common approach is to use Bayesian latent variable models, in which each observation is associated with a latent coordinate on the…
Brownian motion is a universal characteristic of colloidal particles embedded in a host medium, and it is the fingerprint of molecular transport or diffusion, a generic feature of relevance not only in Physics but also in several branches…
New sum and product uncertainty relations, containing variances of three or four observables, but not containing explicitly their covariances, are derived. One of consequences is the new inequality, giving a nonzero lower bound for the…
The movement of a particle described by Brownian motion is quantified by a single parameter, $D$, the diffusion constant. The estimation of $D$ from a discrete sequence of noisy observations is a fundamental problem in biological single…
We establish the discrete approximation to Brownian motion with varying dimension (BMVD in abbreviation) by random walks. The setting is very similar to that in [11], but here we use a different method allowing us to get rid the…
Cooperative localization is a promising solution to improve the accuracy and overcome the shortcomings of GNSS. Cooperation is often achieved by measuring the distance between users. To optimally integrate a distance measurement between two…
Fractional Brownian motion (fBm) is a centered self-similar Gaussian process with stationary increments, which depends on a parameter $H \in (0, 1)$ called the Hurst index. The use of time-changed processes in modeling often requires the…
Coalescing simple random walks in the plane form an infinite tree. A natural directed distance on this tree is given by the number of jumps between branches when one is only allowed to move in one direction. The Brownian web distance is the…
We present six new measures of nonlocal correlation for discrete multipartite quantum systems; correlance, statance, probablance, strong discordance, discordance, and diagonal discordance. The correlance measures all nonlocal correlation…
In previous work the authors defined the k-th order simplicial distance between probability distributions which arises naturally from a measure of dispersion based on the squared volume of random simplices of dimension k. This theory is…
Data cohesion, a recently introduced measure inspired by social interactions, uses distance comparisons to assess relative proximity. In this work, we provide a collection of results which can guide the development of cohesion-based methods…
We study an inertial Brownian particle moving in a symmetric periodic substrate, driven by a zero-mean biharmonic force and correlated thermal noise. The Brownian motion is described in terms of a Generalized Langevin Equation with an…
Total correlation (`TC') and dual total correlation (`DTC') are two classical ways to quantify the correlation among an $n$-tuple of random variables. They both reduce to mutual information when $n=2$. The first part of this paper sets up…
We study the motion of charged Brownian particles in an external magnetic field. It is found that a correlation appears between the components of particle velocity in the case of anisotropic friction, approaching asymptotically zero in the…
Dependence is undoubtedly a central concept in statistics. Though, it proves difficult to locate in the literature a formal definition which goes beyond the self-evident 'dependence = non-independence'. This absence has allowed the term…
Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…
Many stochastic processes in the physical and biological sciences can be modelled as Brownian dynamics with multiplicative noise. However, numerical integrators for these processes can lose accuracy or even fail to converge when the…