Related papers: Filtering of Continuous Time Periodically Correlat…
In order to choose a numerical method for solving the time dependent equations of radiative transport, we obtain an exact solution for the time dependent radiation field in a one dimensional infinite medium with monochromatic, isotropic…
Optimal linear prediction (aka. kriging) of a random field $\{Z(x)\}_{x\in\mathcal{X}}$ indexed by a compact metric space $(\mathcal{X},d_{\mathcal{X}})$ can be obtained if the mean value function $m\colon\mathcal{X}\to\mathbb{R}$ and the…
We are concerned with the linearized, isotropic and homogeneous elastic scattering problem by (possibly many) small rigid obstacles of arbitrary Lipschitz regular shapes in 3D. Based on the Foldy-Lax approximation, valid under a sufficient…
Linear response time-dependent density functional theory is used to study low-lying electronic continuum states of targets that can bind an extra electron. Exact formulas to extract scattering amplitudes from the susceptibility are derived…
Identifying an appropriate covariance function is one of the primary interests in spatial and spatio-temporal statistics because it allows researchers to analyze the dependence structure of the random process. For this purpose, spatial…
This paper first presents necessary and sufficient conditions for the solvability of discrete time, mean-field, stochastic linear-quadratic optimal control problems. Then, by introducing several sequences of bounded linear operators, the…
In this paper, we study shearing spherically symmetric homogeneous density fluids in comoving coordinates. It is found that the expansion of the four-velocity of a perfect fluid is homogeneous, whereas its shear is generated by an arbitrary…
We study non-parametric regression estimates for random fields. The data satisfies certain strong mixing conditions and is defined on the regular $N$-dimensional lattice structure. We show consistency and obtain rates of convergence. The…
Sampling of a spatiotemporal field for environmental sensing is of interest. Traditionally, a few fixed stations or sampling locations aid in the reconstruction of the spatial field. Recently, there has been an interest in mobile sensing…
Driven by a wide range of applications, many principal subspace estimation problems have been studied individually under different structural constraints. This paper presents a unified framework for the statistical analysis of a general…
We consider the problem of numerical approximation of integrals of random fields over a unit hypercube. We use a stratified Monte Carlo quadrature and measure the approximation performance by the mean squared error. The quadrature is…
We consider the problem of predicting values of a random process or field satisfying a linear model $y(x)=\theta^\top f(x) + \varepsilon(x)$, where errors $\varepsilon(x)$ are correlated. This is a common problem in kriging, where the case…
As a contribution to the inverse scattering problem for classical chaotic systems, we show that one can select sequences of intervals of continuity, each of which yields the information about period, eigenvalue and symmetry of one unstable…
The estimation of parameters in the frequency spectrum of a seasonally persistent stationary stochastic process is addressed. For seasonal persistence associated with a pole in the spectrum located away from frequency zero, a new…
We propose a new autocorrelation measure for functional time series that we term spherical autocorrelation. It is based on measuring the average angle between lagged pairs of series after having been projected onto the unit sphere. This new…
We consider the estimation of the slope function in functional linear regression, where scalar responses are modeled in dependence of random functions. Cardot and Johannes [J. Multivariate Anal. 101 (2010) 395-408] have shown that a…
Interpreting measurements requires a physical theory, but the theory's accuracy may vary across the experimental domain. To optimize experimental design, and so to ensure that the substantial resources necessary for modern experiments are…
The ability to measure polarisation, spectrum, temporal dynamics, and spatial amplitude and phase of optical beams is essential to study fundamental phenomena in laser dynamics, telecommunications and nonlinear optics. Current…
We consider a diffusion $(\xi_t)_{t\ge 0}$ with some $T$-periodic time dependent input term contained in the drift: under an unknown parameter $\vth\in\Theta$, some discontinuity - an additional periodic signal - occurs at times…
This paper is concerned with a problem of robust filtering for a finite-dimensional linear discrete time invariant system with two output signals, one of which is directly observed while the other has to be estimated. The system is assumed…