Related papers: Path Decomposition of Spectrally Negative Levy Pro…
This paper provides central limit theorems for the wavelet packet decomposition of stationary band-limited random processes. The asymptotic analysis is performed for the sequences of the wavelet packet coefficients returned at the nodes of…
Pathwise predictability and predictors for discrete time processes are studied in deterministic setting. It is suggested to approximate convolution sums over future times by convolution sums over past time. It is shown that all band-limited…
Detectability of failures of linear programming (LP) decoding and the potential for improvement by adding new constraints motivate the use of an adaptive approach in selecting the constraints for the underlying LP problem. In this paper, we…
We shall derive and propose several efficient overlapping domain decomposition methods for solving some typical linear inverse problems, including the identiffication of the flux, the source strength and the initial temperature in second…
The Elementary Shortest-Path Problem(ESPP) seeks a minimum cost path from s to t that visits each vertex at most once. The presence of negative-cost cycles renders the problem NP-hard. We present a probabilistic method for finding…
For a L\'evy process $X$ on a finite time interval consider the probability that it exceeds some fixed threshold $x>0$ while staying below $x$ at the points of a regular grid. We establish exact asymptotic behavior of this probability as…
Takeda-Yano determined the limit of L\'{e}vy processes conditioned to avoid zero via various random clocks in terms of Doob's $h$-transform, where the limit processes may differ according to the choice of random clocks. The purpose of this…
In this paper, we consider the problem of minimizing a smooth function, given as finite sum of black-box functions, over a convex set. In order to advantageously exploit the structure of the problem, for instance when the terms of the…
Visible or near infra-red light can be manipulated to produce bursts of coherent extreme ultraviolet (XUV) or X-rays via the relativistic high-order harmonic generation process when a laser irradiates a solid plasma target. The intensity of…
Inverse rendering methods aim to estimate geometry, materials and illumination from multi-view RGB images. In order to achieve better decomposition, recent approaches attempt to model indirect illuminations reflected from different…
Domain decomposition methods are widely used to solve sparse linear systems from scientific problems, but they are not suited to solve sparse linear systems extracted from integrated circuits. The reason is that the sparse linear system of…
Low-light image enhancement (LLIE) techniques attempt to increase the visibility of images captured in low-light scenarios. However, as a result of enhancement, a variety of image degradations such as noise and color bias are revealed.…
Let $X$ be a regular one-dimensional transient diffusion and $L^y$ be its local time at $y$. The stochastic differential equation (SDE) whose solution corresponds to the process $X$ conditioned on $[L^y_{\infty}=a]$ for a given $a\geq 0$ is…
We map the phase-space trajectories of an external-cavity semiconductor laser using phase portraits. This is both a visualization tool as well as a thoroughly quantitative approach enabling unprecedented insight into the dynamical regimes,…
For a spectrally negative L\'evy process, scale functions appear in the solution of two-sided exit problems, and in particular in relation with the Laplace transform of the first time it exits a closed interval. In this paper, we consider…
Solving the non-convex optimal power flow (OPF) problem for large-scale power distribution systems is computationally expensive. An alternative is to solve the relaxed convex problem or linear approximated problem, but these methods lead to…
The SHIELD-HIT transport code, in several versions, has been used for modeling the interaction of therapeutic beams of light nuclei with tissue-equivalent materials for a long time. All versions of the code include useful option of…
Superpixel decomposition methods are widely used in computer vision and image processing applications. By grouping homogeneous pixels, the accuracy can be increased and the decrease of the number of elements to process can drastically…
First passage problems for spectrally negative L\'evy processes with possible absorbtion or/and reflection at boundaries have been widely applied in mathematical finance, risk, queueing, and inventory/storage theory. Historically, such…
The decay of unstable states when several metastable states are available for occupation is investigated using path-integral techniques. Specifically, a method is described which allows the probabilities with which the metastable states are…