Related papers: Wavelet methods to study the pointwise regularity …
The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In addition, these systems can show dynamic heterogeneities due…
This work introduces a formulation of resolvent analysis that uses wavelet transforms rather than Fourier transforms in time. Under this formulation, resolvent analysis may extend to turbulent flows with non-stationary mean states; the…
Fractional Brownian motion is a non-Markovian Gaussian process indexed by the Hurst exponent $H\in [0,1]$, generalising standard Brownian motion to account for anomalous diffusion. Functionals of this process are important for practical…
Point processes are stochastic models generating interacting points or events in time, space, etc. Among characteristics of these models, first-order intensity and conditional intensity functions are often considered. We focus on…
We consider inverse problems in Hilbert spaces under correlated Gaussian noise and use a Bayesian approach to find their regularised solution. We focus on mildly ill-posed inverse problems with the noise being generalised derivative of…
A classification for Brownian motions on metric graphs, that is, right continuous strong Markov processes which behave like a one-dimensional Brownian motion on the edges and feature effects like Walsh skewness, stickiness and jumps at the…
We present a novel procedure where a stationary point process is regularized through the convolution with a continuous random field with stationary increments, in the sense that the dependency between distant points is weakened; and the…
We present a method of solving partial differential equations on the $n$-dimensional unit sphere using methods based on the continuous wavelet transform derived from approximate identities. We give an explicit analytical solution to the…
We investigate the long time behavior of a system of viscoelastic particles modeled with the homogeneous Boltzmann equation. We prove the existence of a universal Maxwellian intermediate asymptotic state and explicit the rate of convergence…
We prove precise almost sure lower path regularity results for a wide class of stochastic processes in all space dimensions $d\geq 1$. Examples include Gaussian processes, in particular, fractional Brownian motions with Hurst index $H\in…
A modification of the saddle point method is proposed for computation of non-stationary wave processes (pulses) in waveguides. The dispersion diagram of the waveguide is continued analytically. A set of possible saddle points on the…
General relativity predicts that gravitational waves are described by two polarisation states: the plus $+$ state and cross $\times$ state. However, alternate theories of gravity allow up to six polarisations. We employ the…
In this paper the whole family of fractional Brownian motions is constructed as a single Gaussian field indexed by time and the Hurst index simultaneously. The field has a simple covariance structure and it is related to two generalizations…
We consider additive functionals of systems of random measures whose initial configuration is given by a Poisson point process, and whose individual components evolve according to arbitrary Markovian or non-Markovian measure valued…
Wavelet thresholding generally assumes independent, identically distributed normal errors when estimating functions in a nonparametric regression setting. VisuShrink and SureShrink are just two of the many common thresholding methods based…
A recent model to analyze the Center of Pressure trajectories is based on the fractional Brownian motion. By doing so, one note that standing still is describe by different mechanisms following the frequency. Previous studies exhibit the…
We study the fBm by use of convolution of the standard white noise with a certain distribution. This brings some simplifications and new results.
In this paper, we investigate the stochastic counterpart of the generalized Wright analysis introduced in Beghin et al.~ in Integral Equations and Operator Theory, {\bf 97}, 2025. We define a new class of non-Gaussian and non-Markovian…
We suggest an adaptive sampling rule for obtaining information from noisy signals using wavelet methods. The technique involves increasing the sampling rate when relatively high-frequency terms are incorporated into the wavelet estimator,…
The non-stationary dynamics of a bouncing ball, comprising of both periodic as well as chaotic behavior, is studied through wavelet transform. The multi-scale characterization of the time series displays clear signature of self-similarity,…