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We present a systematic study of the statistics of the occupation time and related random variables for stochastic processes with independent intervals of time. According to the nature of the distribution of time intervals, the probability…
A fast and practical method is described for calculating the microlensed flux variance of an arbitrary source by uncorrelated stars. The required inputs are the mean convergence and shear due to the smoothed potential of the lensing galaxy,…
In a previous paper, we reviewed theoretically some of the available processing schemes for X-ray wavefront sensing based on random modulation. We here show experimental applications of the technique for characterising both refractive and…
Time reversal invariance can be summarized as follows: no difference can be measured if a sequence of events is run forward or backward in time. Because price time series are dominated by a randomness that hides possible structures and…
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…
We develop flexible methods of deriving variational inference for models with complex latent variable structure. By splitting the variables in these models into "global" parameters and "local" latent variables, we define a class of…
The problem of measuring an unbounded system attribute near a singularity has been discussed. Lenses have been introduced as formal objects to study increasingly precise measurements around the singularity and a specific family of lenses…
We investigate fractional moments and expectations of power means of complex-valued random variables by using fractional calculus. We deal with both negative and positive orders of the fractional derivatives. The one-dimensional…
Complex-valued Gaussian processes are used in Bayesian frequency-domain system identification as prior models for regression. If each realization of such a process were an $H_\infty$ function with probability one, then the same model could…
Unsteady Aerodynamic Shape Optimization presents new challenges in terms of sensitivity analysis of time-dependent objective functions. In this work, we consider periodic unsteady flows governed by the URANS equations. Hence, the resulting…
The use of Gaussian process models is typically limited to datasets with a few tens of thousands of observations due to their complexity and memory footprint. The two most commonly used methods to overcome this limitation are 1) the…
Normal human heart rate shows complex fluctuations in time, which is natural, since heart rate is controlled by a large number of different feedback control loops. These unpredictable fluctuations have been shown to display fractal…
This paper contributes to the multivariate analysis of marked spatio-temporal point process data by introducing different partial point characteristics and extending the spatial dependence graph model formalism. Our approach yields a…
The fractional calculus of variations is now a subject under strong research. Different definitions for fractional derivatives and integrals are used, depending on the purpose under study. In this paper the fractional operators are defined…
Variable selection for Gaussian process models is often done using automatic relevance determination, which uses the inverse length-scale parameter of each input variable as a proxy for variable relevance. This implicitly determined…
We study the statistics of the horizontal component of atmospheric boundary layer wind speed. Motivated by its non-stationarity, we investigate which parameters remain constant or can be regarded as being piece-wise constant and explain how…
We present a framework for inference for spatial processes that have actual values imperfectly represented by data. Environmental processes represented as spatial fields, either at fixed time points, or aggregated over fixed time periods,…
Single spacecraft missions do not measure the pristine solar wind continuously because of the spacecrafts' orbital trajectory. The infrequent spatiotemporal cadence of measurement fundamentally limits conclusions about solar…
A moderate deviation principle for nonlinear functions of Gaussian processes is established. The nonlinear functions need not be locally bounded. Especially, the logarithm is allowed. (Thus, small deviations of the process are relevant.)…
For more than half a century, moments have attracted lot ot interest in the pattern recognition community.The moments of a distribution (an object) provide several of its characteristics as center of gravity, orientation, disparity, volume.…