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It is proved that harmonic functions are characterized by harmonicity of their spherical means, for which purpose the iterated spherical means are used. The similar characterization of solutions to the modified Helmholtz equation…

Analysis of PDEs · Mathematics 2021-10-12 Nikolay Kuznetsov

Transient signals are often composed of a series of modes that have multivalued time-dependent instantaneous frequency (IF), which brings challenges to the development of signal processing technology. Fortunately, the group delay (GD) of…

Signal Processing · Electrical Eng. & Systems 2022-02-23 Haoran Dong , Gang Yu

We present a proposal of a set-up to measure the work distribution due to an arbitrary unitary process acting on the spatial transverse degrees of freedom of a light beam. Hermite-Gaussian optical modes representing a quantum harmonic…

In the context of time-subordinated Brownian motion models, Fourier theory and methodology are proposed to modelling the stochastic distribution of time increments. Gaussian Variance-Mean mixtures and time-subordinated models are reviewed…

Mathematical Finance · Quantitative Finance 2025-10-21 Rohan Shenoy , Peter Kempthorne

In this work we review the application of the theory of Gaussian processes to the modeling of noise in pulsar-timing data analysis, and we derive various useful and optimized representations for the likelihood expressions that are needed in…

General Relativity and Quantum Cosmology · Physics 2014-11-19 Rutger van Haasteren , Michele Vallisneri

A characteristic feature of functional data is the presence of phase variability in addition to amplitude variability. Existing functional regression methods do not handle time variability in an explicit and efficient way. In this paper we…

Methodology · Statistics 2014-04-22 Daniel Gervini

Complex-valued Gaussian processes are used in Bayesian frequency-domain system identification as prior models for regression. If each realization of such a process were an $H_\infty$ function with probability one, then the same model could…

Systems and Control · Electrical Eng. & Systems 2022-11-30 Alex Devonport , Peter Seiler , Murat Arcak

This paper shows that the concept of complex frequency, originally introduced to characterize the dynamics of signals with complex values, constitutes a generalization of eigenvalues when applied to the states of linear time-invariant (LTI)…

Systems and Control · Electrical Eng. & Systems 2026-05-22 Nikolas Sofos , Federico Milano

A new approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For the case of Gaussian distributed, exponentially correlated, measurement noise it is possible to extract the…

Data Analysis, Statistics and Probability · Physics 2013-05-29 Bernd Lehle

We describe a method to compute thermodynamic quantities in the harmonic approximation for identical bosons and fermions in an external confining field. We use the canonical partition function where only energies and their degeneracies…

Quantum Physics · Physics 2012-02-16 J. R. Armstrong , N. T. Zinner , D. V. Fedorov , A. S. Jensen

We describe a method for analyzing the phase space structures of Hamiltonian systems. This method is based on a time-frequency decomposition of a trajectory using wavelets. The ridges of the time-frequency landscape of a trajectory, also…

Chaotic Dynamics · Physics 2009-11-07 C. Chandre , S. Wiggins , T. Uzer

The construction of synthetic complex-valued signals from real-valued observations is an important step in many time series analysis techniques. The most widely used approach is based on the Hilbert transform, which maps the real-valued…

Machine Learning · Statistics 2017-12-08 Luca Ambrogioni , Eric Maris

A Gaussian operator basis provides a means to formulate phase-space simulations of the real- and imaginary-time evolution of quantum systems. Such simulations are guaranteed to be exact while the underlying distribution remains…

Computational Physics · Physics 2012-04-04 M. Ogren , K. V. Kheruntsyan , J. F. Corney

Two algorithms are proposed to simulate space-time Gaussian random fields with a covariance function belonging to an extended Gneiting class, the definition of which depends on a completely monotone function associated with the spatial…

Computation · Statistics 2019-12-05 Denis Allard , Xavier Emery , Céline Lacaux , Christian Lantuéjoul

Frequency is a central concept in Mathematics, Physics, and Signal Processing. It is the main tool for describing the oscillatory behavior of signals, which is usually argued to be the manifestation of some of their key features, depending…

Signal Processing · Electrical Eng. & Systems 2021-05-28 Móises Soto-Bajo , Andrés Fraguela Collar , Javier Herrera Vega , Raúl Felipe-Sosa

Context: Several approaches to estimate frequency, phase and amplitude errors in time series analyses were reported in the literature, but they are either time consuming to compute, grossly overestimating the error, or are based on…

Astrophysics · Physics 2009-11-13 T. Kallinger , P. Reegen , W. W. Weiss

It is a consensus in signal processing that the Gaussian kernel and its partial derivatives enable the development of robust algorithms for feature detection. Fourier analysis and convolution theory have central role in such development. In…

Computer Vision and Pattern Recognition · Computer Science 2016-05-03 Paulo Sérgio Silva Rodrigues , Gilson Antonio Giraldi

A new algorithm for estimating the time-varying frequency of a noiseless sinusoidal signal is considered. It is assumed that the amplitude and frequency of the sinusoidal signal are unknown functions of time, but are solutions of linear…

Dynamical Systems · Mathematics 2021-10-13 A. A. Bobtsov , N. A. Nikolaev , O. V. Oskina , S. I. Nizovtsev

The frequency-domain properties of nonstationary functional time series often contain valuable information. These properties are characterized through its time-varying power spectrum. Practitioners seeking low-dimensional summary measures…

Methodology · Statistics 2021-03-12 Pramita Bagchi , Scott A. Bruce

Assessment of voice signals has long been performed with the assumption of periodicity as this facilitates analysis. Near periodicity of normal voice signals makes short-time harmonic modeling an appealing choice to extract vocal feature…

Audio and Speech Processing · Electrical Eng. & Systems 2022-02-10 Takeshi Ikuma , Andrew J. McWhorter , Lacey Adkins , Melda Kunduk