English
Related papers

Related papers: Characterising lognormal fractional-Brownian-motio…

200 papers

Fractal dimension (D) is an effective parameter to represent the irregularity and fragmental property of a self-affine surface, which is common in physical vapor deposited thin films. D could be evaluated through the scaling performance of…

Materials Science · Physics 2018-01-30 Feng Feng , Binbin Liu , Xiangsong Zhang , Xiang Qian , Xinghui Li , Timing Qu , Pingfa Feng

In this article, we employ a machine learning (ML) approach for the estimations of four fundamental parameters, namely, the Hubble constant ($H_0$), matter ($\Omega_{0m}$), curvature ($\Omega_{0k}$) and vacuum ($\Omega_{0\Lambda}$)…

Cosmology and Nongalactic Astrophysics · Physics 2024-10-10 Srikanta Pal , Rajib Saha

Modelling deformation of anatomical objects observed in medical images can help describe disease progression patterns and variations in anatomy across populations. We apply a stochastic generalisation of the Large Deformation Diffeomorphic…

Statistics Theory · Mathematics 2018-12-14 Line Kühnel , Alexis Arnaudon , Tom Fletcher , Stefan Sommer

We present Fractional Diffusion Bridge Models (FDBM), a novel generative diffusion bridge framework driven by an approximation of the rich and non-Markovian fractional Brownian motion (fBM). Real stochastic processes exhibit a degree of…

The parameter (SNR) is obtained for distinguishing the Gaussian function, the distribution of random variables in the absence of cross correlation, from other functions, which makes it possible to describe collective states with strong…

Data Analysis, Statistics and Probability · Physics 2018-04-10 Vitalii Vladimirov , Elena Vladimirova

Bone adapts in response to its mechanical environment. This evolution of bone density is one of the most important mechanisms for developing fracture resistance. A finite element framework for simulating bone adaptation, commonly called…

Computational Engineering, Finance, and Science · Computer Science 2020-01-06 Karol Lewandowski , Łukasz Kaczmarczyk , Ignatios Athanasiadis , John F. Marshall , Chris J. Pearce

For a long time, many methods are developed to make temporal signal analyses based on time series. However, for geographical systems, spatial signal analyses are as important as temporal signal analyses. Nonstationary spatial and temporal…

Physics and Society · Physics 2020-12-29 Yanguang Chen , Yuqing Long

In this paper, we investigate large-scale linear systems driven by a fractional Brownian motion (fBm) with Hurst parameter $H\in [1/2, 1)$. We interpret these equations either in the sense of Young ($H>1/2$) or Stratonovich ($H=1/2$).…

Numerical Analysis · Mathematics 2026-04-01 Nahid Jamshidi , Martin Redmann

The ``Brownian bees'' model describes an ensemble of $N=$~const independent branching Brownian particles. The conservation of $N$ is provided by a modified branching process. When a particle branches into two particles, the particle which…

Statistical Mechanics · Physics 2023-02-08 Pavel Sasorov , Arkady Vilenkin , Naftali R. Smith

We call a multidimensional distribution to be decomposable with respect to a partition of two sets of coordinates if the original distribution is the product of the marginal distributions associated with these two sets. We focus on the…

Probability · Mathematics 2014-12-02 J. G. Dai , Masakiyo Miyazawa , Jian Wu

Efficiency of search for randomly distributed targets is a prominent problem in many branches of the sciences. For the stochastic process of L\'evy walks, a specific range of optimal efficiencies was suggested under variation of search…

Statistical Mechanics · Physics 2021-06-11 S. Mohsen J. Khadem , Sabine H. L. Klapp , Rainer Klages

To fully understand, analyze, and determine the behavior of dynamical systems, it is crucial to identify their intrinsic modal coordinates. In nonlinear dynamical systems, this task is challenging as the modal transformation based on the…

Machine Learning · Computer Science 2025-03-13 Abdolvahhab Rostamijavanani , Shanwu Li , Yongchao Yang

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…

Information Theory · Computer Science 2025-05-12 Alfredo De la Fuente , Saurabh Singh , Jona Ballé

A fast simulation framework for stochastic Volterra processes based on Random Fourier Features (RFF) approximation of the kernel is developed. After recalling the main properties of Volterra processes and reviewing existing numerical…

Mathematical Finance · Quantitative Finance 2026-05-26 Othmane Zarhali , Nicolas Langrené

We examine the use of a novel variant of Physics-Informed Neural Networks to predict cosmological parameters from recent supernovae and baryon acoustic oscillations (BAO) datasets. Our machine learning framework generates uncertainty…

Cosmology and Nongalactic Astrophysics · Physics 2025-12-09 Hai Siong Tan

Small-angle scattering (SAS) of X-rays, neutrons or light from ensembles of randomly oriented and placed deterministic fractal structures are studied theoretically. In the standard analysis, a very few parameters can be determined from SAS…

Soft Condensed Matter · Physics 2019-07-24 A. Yu. Cherny , E. M. Anitas , V. A. Osipov , A. I. Kuklin

Let $B = \left\{ B\left( x\right),\, x\in \mathbb{S}^{2}\right\} $ be the fractional Brownian motion indexed by the unit sphere $\mathbb{S}^{2}$ with index $0<H\leq \frac{1}{2}$, introduced by Istas \cite{IstasECP05}. We establish optimal…

Statistics Theory · Mathematics 2017-11-17 Xiaohong Lan , Yimin Xiao

Accurate segmentation of long and thin tubular structures is required in a wide variety of areas such as biology, medicine, and remote sensing. The complex topology and geometry of such structures often pose significant technical…

Image and Video Processing · Electrical Eng. & Systems 2024-07-23 Jiaxing Huang , Yanfeng Zhou , Yaoru Luo , Guole Liu , Heng Guo , Ge Yang

The sub-fractional Brownian motion (sfBm) is a stochastic process, characterized by non-stationarity in their increments and long-range dependency, considered as an intermediate step between the standard Brownian motion (Bm) and the…

Mathematical Finance · Quantitative Finance 2021-04-09 Axel A. Araneda , Nils Bertschinger

Fine-grained action detection is an important task with numerous applications in robotics and human-computer interaction. Existing methods typically utilize a two-stage approach including extraction of local spatio-temporal features…

Computer Vision and Pattern Recognition · Computer Science 2019-11-11 Khoi-Nguyen C. Mac , Dhiraj Joshi , Raymond A. Yeh , Jinjun Xiong , Rogerio S. Feris , Minh N. Do