Related papers: Amplitude and phase variation of point processes
In this paper, we investigate the impact of interconnect and device process variations on voltage fluctuations in power grids. We consider random variations in the power grid's electrical parameters as spatial stochastic processes and…
Amplitude fluctuations of the pairing field are responsible together with phase fluctuations for the pseudogap phenomena in high temperature superconductors. Here we present the more detailed theory of the amplitude and phase fluctuations…
The nonparametric volatility estimation problem of a scalar diffusion process observed at equidistant time points is addressed. Using the spectral representation of the volatility in terms of the invariant density and an eigenpair of the…
This paper addresses the problem of expressing a signal as a sum of frequency components (sinusoids) wherein each sinusoid may exhibit abrupt changes in its amplitude and/or phase. The Fourier transform of a narrow-band signal, with a…
We investigate the fluctuations around the average density profile in the weakly asymmetric exclusion process with open boundaries in the steady state. We show that these fluctuations are given, in the macroscopic limit, by a centered…
We focus on various measures of the fluctuations of the sequence of intervals between beats of the human heart, and how such fluctuations can be used to assess the presence or likelihood of cardiovascular disease. We examine sixteen such…
The estimation of the covariance function of a stochastic process, or signal, is of integral importance for a multitude of signal processing applications. In this work, we derive closed-form expressions for the variance of covariance…
This paper considers the relative frequencies of distinct types of individuals in multitype branching processes. We prove that the frequencies are asymptotically multivariate normal when the initial number of ancestors is large and the time…
We consider the class of simple Brown-Resnick max-stable processes whose spectral processes are continuous exponential martingales. We develop the asymptotic theory for the realized power variations of these max-stable processes, that is,…
We show that colliding vortex beams instead of (approximate) plane waves can lead to a direct measurement of how the overall phase of the plane wave scattering amplitude changes with the scattering angle. Since vortex beams are coherent…
The paper algorithmizes the problem of regime change point identification for data measured in a system exhibiting impulsive behaviors. This is a fundamental challenge for annotation of measurement data relevant, e.g., for designing…
It is well-known that adaptive homodyne estimation of continuously varying optical phase provides superior accuracy in the phase estimate as compared to adaptive or non-adaptive static estimation. However, most phase estimation schemes rely…
An efficient estimator is constructed for the quadratic covariation or integrated co-volatility matrix of a multivariate continuous martingale based on noisy and nonsynchronous observations under high-frequency asymptotics. Our approach…
We study the phase transition phenomenon inherent in the shuffled (permuted) regression problem, which has found numerous applications in databases, privacy, data analysis, etc. In this study, we aim to precisely identify the locations of…
We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal…
We present a detailed investigation of the anomalous gravitational amplitude in a simple two-dimensional model with Weyl fermions. We employ a mathematical strategy that completely avoids any regularization prescription for handling…
This article considers a nonparametric method for detecting change points in non-stationary time series. The proposed method will divide the time series into several segments so that between two adjacent segments, the normalized spectral…
Spatial variables can be observed in many different forms, such as regularly sampled random fields (lattice data), point processes, and randomly sampled spatial processes. Joint analysis of such collections of observations is clearly…
Some probabilistic aspects of the number variance statistic are investigated. Infinite systems of independent Brownian motions and symmetric alpha-stable processes are used to construct new examples of processes which exhibit both divergent…
Amplitude filtering is concerned with identifying basis-states in a superposition whose amplitudes are greater than a specified threshold; probability filtering is defined analogously for probabilities. Given the scarcity of qubits, the…