Related papers: Fitting Generalized Tempered Stable distribution: …
In this paper we consider Sparse Fourier Transform (SFT) algorithms for approximately computing the best $s$-term approximation of the Discrete Fourier Transform (DFT) $\mathbf{\hat{f}} \in \mathbb{C}^N$ of any given input vector…
We present a generalized integral fluctuation theorem (GIFT) for general diffusion processes using the Feynman-Kac and Cameron-Martin-Girsanov formulas. Existing IFTs can be thought of to be its specific cases. We interpret the origin of…
Forecasting cryptocurrency prices is hindered by extreme volatility and a methodological dilemma between information-scarce univariate models and noise-prone full-multivariate models. This paper investigates a partial-multivariate approach…
Object orientation provides a flexible framework for the implementation of the convolution of arbitrary distributions of real-valued random variables. We discuss an algorithm which is based on the discrete Fourier transformation (DFT) and…
Fine-tuning flow matching models is a central challenge in settings with limited data, evolving distributions, or strict efficiency demands, where unconstrained fine-tuning can erode the accuracy and efficiency gains learned during…
In recent years there has been a growing interest in the fractional Fourier transform driven by its large number of applications. The literature in this field follows two main routes. On the one hand, the areas where the ordinary Fourier…
In this article, we develop comprehensive frequency domain methods for estimating and inferring the second-order structure of spatial point processes. The main element here is on utilizing the discrete Fourier transform (DFT) of the point…
The state-of-the-art automotive radars employ multidimensional discrete Fourier transforms (DFT) in order to estimate various target parameters. The DFT is implemented using the fast Fourier transform (FFT), at sample and computational…
Simulating the long-term dynamics of multi-scale and multi-physics systems poses a significant challenge in understanding complex phenomena across science and engineering. The complexity arises from the intricate interactions between scales…
The Fast Fourier Transform (FFT) is a fundamental tool for signal analysis, widely used across various fields. However, traditional FFT methods encounter challenges in adjusting the frequency bin interval, which may impede accurate spectral…
The paper improves the accuracy of the one-dimensional fractional Fourier transform (FRFT) by leveraging closed Newton-Cotes quadrature rules. Using the weights derived from the Composite Newton-Cotes rules of order QN, we demonstrate that…
The Fluctuation Theorem (FT) gives an analytic expression for the probability, in a nonequilibrium system of finite size observed for a finite time, that the dissipative flux will flow in the reverse direction to that required by the Second…
We demonstrate that the probability distribution of the net number of electrons passing through a quantum system in a junction obeys a steady-state fluctuation theorem (FT) which can be tested experimentally by the full counting statistics…
In Graph Signal Processing (GSP), data dependencies are represented by a graph whose nodes label the data and the edges capture dependencies among nodes. The graph is represented by a weighted adjacency matrix $A$ that, in GSP, generalizes…
Dynamical systems in nature exhibit selfsimilar fractal fluctuations and the corresponding power spectra follow inverse power law form signifying long-range space-time correlations identified as self-organized criticality. The physics of…
Stable distributions are a celebrated class of probability laws used in various fields. The $\alpha$-stable process, and its exponentially tempered counterpart, the Classical Tempered Stable (CTS) process, are also prominent examples of…
Fluctuation Theorem(FT) has been studied as far from equilibrium theorem, which relates the symmetry of entropy production. To investigate the application of this theorem, especially to biological physics, we consider the FT for tilted…
In small systems where relevant energies are comparable to thermal agitation, fluctuations are of the order of average values. In systems in thermodynamical equilibrium, the variance of these fluctuations can be related to the dissipation…
In this paper, we define a new and broad family of vector-valued random fields called tempered operator fractional operator-stable random fields (TRF, for short). TRF is typically non-Gaussian and generalizes tempered fractional stable…
This overview article concerns the notion of fractional smoothness of random variables of the form $g(X_T)$, where $X=(X_t)_{t\in [0,T]}$ is a certain diffusion process. We review the connection to the real interpolation theory, give…