Related papers: Tempered fractional Brownian motion: wavelet estim…
The basic principles of the correlation femtoscopy, including its correspondence to the Hanbury Brown and Twiss intensity interferometry, are re-examined. The main subject of the paper is an analysis of the correlation femtoscopy when the…
This paper proposes a fast time-domain boundary element method (TDBEM) to solve three-dimensional transient electromagnetic scattering problems regarding perfectly electric conductors in the classical marching-on-in-time manner. The…
We investigate first and second order fluctuations of additive functionals of a fractional Brownian motion (fBm) of the form \begin{align}\label{eq:abstractmain} Z_n=\left\{\int_{0}^{t}f(n^{H}(B_{s}-\lambda))ds\ ; t\geq 0 \right\}…
The aim of this research is to identify an efficient model to describe the fluctuations around the trend of the soil temperatures monitored in the volcanic caldera of the Campi Flegrei area in Naples (Italy). The study focuses on the data…
Linear Fractional Stable Motion (LFSM) of Hurst parameter $H$ and of stability parameter $\al$, is one of the most classical extensions of the well-known Gaussian Fractional Brownian Motion (FBM), to the setting of heavy-tailed stable…
In this paper, a generalized Brownian motion model has been applied to describe the relative particle dispersion problem in more realistic turbulent flows. The fluctuating pressure forces acting on a fluid particle are taken to be a colored…
In this paper, we define a tempered space-time fractional negative binomial process (TSTFNBP) by subordinating the fractional Poisson process with an independent tempered Mittag-Leffler L\'{e}vy subordinator. We study its distributional…
This paper proposes a novel framework for manifold-valued regression and establishes its consistency as well as its contraction rate. It assumes a predictor with values in the interval $[0,1]$ and response with values in a compact…
Magnetohydrodynamic (MHD) turbulence in the solar wind is observed to show the spectral behavior of classical Kolmogorov fluid turbulence over an inertial subrange and departures from this at short wavelengths, where energy should be…
Bifractional Brownian motion (bfBm) is a centered Gaussian process with covariance \[ R^{(H,K)}(s,t)= 2^{-K} \left( \left(|s|^{2H}+|t|^{2H} \right)^{K}-|t-s|^{2HK}\right), \qquad s,t\in R. \] We study the existence of bfBm for a given pair…
Statistical analysis of financial data most focused on testing the validity of Brownian motion (Bm). Analysis performed on several time series have shown deviation from the Bm hypothesis, that is at the base of the evaluation of many…
The Fourier Basis Density Model (FBM) was recently introduced as a flexible probability model for band-limited distributions, i.e. ones which are smooth in the sense of having a characteristic function with limited support around the…
Properties of mixed fractional Brownian motion has been discussed by Cheridito (2001) and Zili (2006). We have proposed an estimator of volatility parameter for a model driven by MFBM. In our article we have shown that the estimator has…
This paper deals with the identification of the multivariate fractional Brownian motion, a recently developed extension of the fractional Brownian motion to the multivariate case. This process is a $p$-multivariate self-similar Gaussian…
This work defines two classes of processes, that we term {\it tempered fractional multistable motion} and {\it tempered multifractional stable motion}. They are extensions of fractional multistable motion and multifractional stable motion,…
A new extension of the sub-fractional Brownian motion, and thus of the Brownian motion, is introduced. It is a linear combination of a finite number of sub-fractional Brownian motions, that we have chosen to call the mixed sub-fractional…
This paper introduces Targeted Function Balancing (TFB), a covariate balancing weights framework for estimating the average treatment effect of a binary intervention. TFB first regresses an outcome on covariates, and then selects weights…
Wave turbulence in a thin elastic plate is experimentally investigated. By using a Fourier transform profilometry technique, the deformation field of the plate surface is measured simultaneously in time and space. This enables us to compute…
A fully quantum treatment of Einstein's Brownian motion is given, showing in particular the role played by the two original requirements of translational invariance and connection between dynamics of the Brownian particle and atomic nature…
Small-scale magnetic turbulence observed by the Cluster spacecraft in the plasma sheet is investigated by means of a wavelet estimator suitable for detecting distinct scaling characteristics even in noisy measurements. The spectral…