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We introduce the wavelet scattering spectra which provide non-Gaussian models of time-series having stationary increments. A complex wavelet transform computes signal variations at each scale. Dependencies across scales are captured by the…

Data Analysis, Statistics and Probability · Physics 2023-06-21 Rudy Morel , Gaspar Rochette , Roberto Leonarduzzi , Jean-Philippe Bouchaud , Stéphane Mallat

The purpose of this paper is to analyze the distribution distance between random vectors derived from the magnitude of the analytic wavelet transform of the squared envelopes of Gaussian processes and their large-scale limits. When the…

Probability · Mathematics 2024-09-05 Gi-Ren Liu

We study an inverse random obstacle scattering problems in $\mathbb{R}^2$ where the scatterer is formulated by a Gaussian process defined on the angular parameter domain. Equipped with a modified covariance function which is mathematically…

Numerical Analysis · Mathematics 2026-02-02 Zhiqi Sun , Xiang Xu , Yiwen Lin

This article investigates general scaling settings and limit distributions of functionals of filtered random fields. The filters are defined by the convolution of non-random kernels with functions of Gaussian random fields. The case of…

Probability · Mathematics 2018-12-19 Tareq Alodat , Nikolai Leonenko , Andriy Olenko

We analyze the scattering transform with the quadratic nonlinearity (STQN) of Gaussian processes without depth limitation. STQN is a nonlinear transform that involves a sequential interlacing convolution and nonlinear operators, which is…

Probability · Mathematics 2021-08-20 Gi-Ren Liu , Yuan-Chung Sheu , Hau-Tieng Wu

In numerous applications data are observed at random times and an estimated graph of the spectral density may be relevant for characterizing and explaining phenomena. By using a wavelet analysis, one derives a nonparametric estimator of the…

Statistics Theory · Mathematics 2009-11-27 Jean-Marc Bardet , Pierre Bertrand

Second-order phase transitions are characterised by critical scaling and universality. The singular behaviour of thermodynamic quantities at the transition, in particular, is determined by critical exponents of the universality class of the…

A nonlinear electromagnetic scattering problem is studied in the presence of bound states in the radiation continuum. It is shown that the solution is not analytic in the nonlinear susceptibility and the conventional perturbation theory…

Mathematical Physics · Physics 2012-03-12 Friends Remy Ndangali , Sergei V. Shabanov

We discuss the requirements of good statistics for quantifying non-Gaussianity in the Cosmic Microwave Background. The importance of rotational invariance and statistical independence is stressed, but we show that these are sometimes…

Astrophysics · Physics 2011-05-10 Pedro G. Ferreira , Joao Magueijo , Joseph Silk

Scattering moments provide nonparametric models of random processes with stationary increments. They are expected values of random variables computed with a nonexpansive operator, obtained by iteratively applying wavelet transforms and…

Methodology · Statistics 2015-03-17 Joan Bruna , Stéphane Mallat , Emmanuel Bacry , Jean-François Muzy

We establish the convergence of the densities of a sequence of nonlinear functionals of an underlying Gaussian process to the density of a Gamma distribution. The key idea of our work is a new density formula for random variables in the…

Probability · Mathematics 2025-11-17 Solesne Bourguin , Thanh Dang , Yaozhong Hu

Motivated by analyzing complicated and non-stationary time series, we study a generalization of the scattering transform (ST) that includes broad neural activation functions, which is called neural activation ST (NAST). On the whole, NAST…

Machine Learning · Statistics 2020-11-24 Gi-Ren Liu , Yuan-Chung Sheu , Hau-Tieng Wu

Primordial non-Gaussianity introduces a scale-dependent variation in the clustering of density peaks corresponding to rare objects. This variation, parametrized by the bias, is investigated on scales where a linear perturbation theory is…

Cosmology and Nongalactic Astrophysics · Physics 2011-04-22 Sirichai Chongchitnan , Joseph Silk

Primordial non-Gaussianity, in particular the coupling of modes with widely different wavelengths, can have a strong impact on the large-scale clustering of tracers through a scale-dependent bias with respect to matter. We demonstrate that…

Cosmology and Nongalactic Astrophysics · Physics 2013-06-26 Fabian Schmidt

In this paper, we characterize the convergence of the (rescaled logarithmic) empirical spectral distribution of wavelet random matrices. We assume a moderately high-dimensional framework where the sample size $n$, the dimension $p(n)$ and,…

Probability · Mathematics 2024-01-08 Patrice Abry , Gustavo Didier , Oliver Orejola , Herwig Wendt

Let $G$ be a non--linear function of a Gaussian process $\{X_t\}_{t\in\mathbb{Z}}$ with long--range dependence. The resulting process $\{G(X_t)\}_{t\in\mathbb{Z}}$ is not Gaussian when $G$ is not linear. We consider random wavelet…

Probability · Mathematics 2013-11-28 Marianne Clausel , François Roueff , Murad S. Taqqu , Ciprian A. Tudor

This paper investigates the asymptotic expansion for the maximum rate of fixed-length codes over a parallel Gaussian channel with feedback under the following setting: A peak power constraint is imposed on every transmitted codeword, and…

Information Theory · Computer Science 2017-07-11 Silas L. Fong , Vincent Y. F. Tan

We study the evolution of higher-order nonclassicality and entanglement criteria in atmospheric fluctuating-loss channels. By formulating input-output relations for the matrix of moments, we investigate the influence of such channels on the…

Quantum Physics · Physics 2017-01-25 M. Bohmann , J. Sperling , A. A. Semenov , W. Vogel

In this paper we develop non-asymptotic Gaussian approximation results for the sampling distribution of suprema of empirical processes when the indexing function class $\mathcal{F}_n$ varies with the sample size $n$ and may not be Donsker.…

Statistics Theory · Mathematics 2023-09-06 Alexander Giessing

The point process of vertices of an iteration infinitely divisible or more specifically of an iteration stable random tessellation in the Euclidean plane is considered. We explicitly determine its covariance measure and its pair-correlation…

Probability · Mathematics 2011-04-05 Tomasz Schreiber , Christoph Thaele
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