Related papers: Asymptotic analysis of synchrosqueezing transform …
Stochastic differential equations have proved to be a valuable governing framework for many real-world systems which exhibit ``noise'' or randomness in their evolution. One quality of interest in such systems is the shape of their…
This paper deals with the modeling of non-stationary signals, from the point of view of signal synthesis. A class of random, non-stationary signals, generated by synthesis from a random timescale representation, is introduced and studied.…
The characterization of non-stationary signals requires joint time and frequency information. However, time (t) and frequency (omega) being non-commuting variables there cannot be a joint probability density in the (t,omega) plane and the…
This paper considers inference for conditional moment inequality models using a multiscale statistic. We derive the asymptotic distribution of this test statistic and use the result to propose feasible critical values that have a simple…
Planetary turbulent flows are observed to self-organize into large scale structures such as zonal jets and coherent vortices. One of the simplest models of planetary turbulence is obtained by considering a barotropic flow on a beta-plane…
The design and performance of a fully-synchronous multi-GHz analog transient waveform recorder I.C. ("SST") with fast and flexible trigger capabilities is presented. The SST's objective is to provide multi-GHz sample rates with…
In the first part of the paper we study stochastic integrals of a nonrandom function with respect to a nonorthogonal Hilbert noise defined on a semiring of subsets of an arbitrary nonempty set. In the second part we apply this construction…
Time series measured from real-world systems are generally noisy, complex and display statistical properties that evolve continuously over time. Here, we present a method that combines wavelet analysis and non-stationary surrogates to…
Stochastic systems feature, in general, both coherent dynamics and incoherent transitions between different states. We propose a method to identify the coherent part in the full counting statistics for the transitions. The proposal is…
It is by now established that, remarkably, the addition of noise to a nonlinear system may sometimes facilitate, rather than hamper the detection of weak signals. This phenomenon, usually referred to as stochastic resonance, was originally…
In this study, a path-based Statistical Static Timing Analysis (SSTA) is formulated as a problem within the statistics of correlated extremes. For extreme value statistics with correlations, a novel approach to studying such systems, when…
In this work, we provide a specifc trigonometric stochastic numerical method for linear oscillators with high constant frequencies, driven by a nonlinear time-varying force and a random force. We present some theoretical considerations and…
A validated simulation model primarily requires performing an appropriate input analysis mainly by determining the behavior of real-world processes using probability distributions. In many practical cases, probability distributions of the…
A new method is introduced for analysis of interactions between time-dependent coupled oscillators, based on the signals they generate. It distinguishes unsynchronized dynamics from noise-induced phase slips, and enables the evolution of…
In this work, we propose a novel approach for the continuous-time control synthesis of nonlinear systems under nested signal temporal logic (STL) specifications. While the majority of existing literature focuses on control synthesis for STL…
We study statistical inference for small-noise-perturbed multiscale dynamical systems under the assumption that we observe a single time series from the slow process only. We construct estimators for both averaging and homogenization…
This paper considers the problem of testing if a sequence of means $(\mu_t)_{t =1,\ldots ,n }$ of a non-stationary time series $(X_t)_{t =1,\ldots ,n }$ is stable in the sense that the difference of the means $\mu_1$ and $\mu_t$ between the…
The dynamics of coupled Stuart-Landau oscillators play a central role in the study of synchronization phenomena. Previous works have focused on linearly coupled oscillators in different configurations, such as all-to-all or generic complex…
Time-series analysis is critical for a diversity of applications in science and engineering. By leveraging the strengths of modern gradient descent algorithms, the Fourier transform, multi-resolution analysis, and Bayesian spectral…
In this article we study transformations of Gaussian field by stochastic flow on the plane. A stochastic flow is a solution to the equation with interaction whose coefficients depend on the occupation measure of the field. We consider…