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This letter presents simple analytical expressions for the spatial and temporal correlation functions in channels with von Mises-Fisher (vMF) scattering. In contrast to previous results, the expressions presented here are exact and based…

Signal Processing · Electrical Eng. & Systems 2024-12-24 Kenan Turbic , Martin Kasparick , Slawomir Stanczak

An orbital-angular-momentum (OAM) mode-group multiplexing (MGM) scheme based on a graded-index ring-core fiber (GIRCF) is proposed, in which a single-input two-output (or receive diversity) architecture is designed for each MG channel and…

Signal Processing · Electrical Eng. & Systems 2018-03-14 Junwei Zhang , Guoxuan Zhu , Liu Jie , Xiong Wu , Jianbo Zhu , Cheng Du , Wenyong Luo , Siyuan Yu

Gaussian processes (GPs) are commonplace in spatial statistics. Although many non-stationary models have been developed, there is arguably a lack of flexibility compared to equipping each location with its own parameters. However, the…

Machine Learning · Statistics 2018-07-19 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

The goal of this paper is to establish a general framework for dynamic behaviors of coupled fractional-order stochastic dynamic systems of particles by using star-coupled models. In particular, the general mechanics on the dynamic behaviors…

Dynamical Systems · Mathematics 2022-10-19 Ruibin Ren , George Xianzhi Yuan

The development of intelligent and diversified ser vices in urban rail transit (URT) has resulted in an increasing de mand for high-rate communication between vehicles and ground equipment. However, existing URT communication systems strug…

Systems and Control · Electrical Eng. & Systems 2026-04-29 Zhengyuan Wu , Junhui Zhao , Qingmiao Zhang , Ming Zhang

Grant-free (GF) transmission holds promise in terms of low latency communication by directly transmitting messages without waiting for any permissions. However, collision situations may frequently happen when limited spectrum is occupied by…

Information Theory · Computer Science 2020-06-25 Chao Zhang , Yuanwei Liu , Zhijin Qin , Zhiguo Ding

Numerical modeling of wave propagation in heterogeneous media is important in many applications. Due to the complex nature, direct numerical simulations on the fine grid are prohibitively expensive. It is therefore important to develop…

Numerical Analysis · Mathematics 2016-11-26 Eric T. Chung , Yalchin Efendiev , Wing Tat Leung

Modeling the transport of deformable capsules under different flow regimens is crucial in a variety of fields, including oil rheology, blood flow and the dispersion of pollutants. The aim of this study is twofold. Firstly, a combined…

Fluid Dynamics · Physics 2019-03-11 A. Coclite , S. Ranaldo , M. D. De Tullio , P. Decuzzi , G. Pascazio

The beam squint effect, which manifests in different steering matrices in different sub-bands, has been widely considered a challenge in millimeter wave (mmWave) multiinput multi-output (MIMO) channel estimation. Existing methods either…

Signal Processing · Electrical Eng. & Systems 2023-06-21 Le Xu , Lei Cheng , Ngai Wong , Yik-Chung Wu , H. Vincent Poor

We develop a GMM approach for estimation of log-normal stochastic volatility models driven by a fractional Brownian motion with unrestricted Hurst exponent. We show that a parameter estimator based on the integrated variance is consistent…

Statistical Finance · Quantitative Finance 2026-01-16 Anine E. Bolko , Kim Christensen , Mikko S. Pakkanen , Bezirgen Veliyev

We further study the stochastic model discussed in Ref.[2] in which positive and negative particles diffuse in an asymmetric, CP invariant way on a ring. The positive particles hop clockwise, the negative counter-clockwise and…

Statistical Mechanics · Physics 2007-05-23 Peter F. Arndt , Vladimir Rittenberg

Large-scale swarm robotic systems consisting of numerous cooperative agents show considerable promise for performing autonomous tasks across various sectors. Nonetheless, traditional motion planning approaches often face a trade-off between…

Robotics · Computer Science 2024-10-15 Yunze Hu , Xuru Yang , Kangjie Zhou , Qinghang Liu , Kang Ding , Han Gao , Pingping Zhu , Chang Liu

Stochastic calculus with respect to fractional Brownian motion (fBm) has attracted a lot of interest in recent years, motivated in particular by applications in finance and Internet traffic modeling. Multifractional Brownian motion (mBm) is…

Probability · Mathematics 2011-03-29 Joachim Lebovits , Jacques Lévy Vehel

Stochastic integration w.r.t. fractional Brownian motion (fBm) has raised strong interest in recent years, motivated in particular by applications in finance and Internet traffic modelling. Since fBm is not a semi-martingale, stochastic…

Probability · Mathematics 2013-05-03 Joachim Lebovits

We analyze the effects of spatiotemporal noise on stationary pulse solutions (bumps) in neural field equations on planar domains. Neural fields are integrodifferential equations whose integral kernel describes the strength and polarity of…

Pattern Formation and Solitons · Physics 2015-04-21 Daniel Poll , Zachary P. Kilpatrick

Gaussian Mixture Models (GMMs) are one of the most potent parametric density models used extensively in many applications. Flexibly-tied factorization of the covariance matrices in GMMs is a powerful approach for coping with the challenges…

Machine Learning · Computer Science 2023-11-14 Mohammad Pasande , Reshad Hosseini , Babak Nadjar Araabi

Aiming for the sixth generation (6G) wireless communications, distributed massive multiple-input multiple-output (MIMO) systems hold significant potential for spatial multiplexing. In order to evaluate the ability of a distributed massive…

Signal Processing · Electrical Eng. & Systems 2024-11-28 Yingjie Xu , Michiel Sandra , Xuesong Cai , Sara Willhammar , Fredrik Tufvesson

In this paper, adaptive training beam sequence design for efficient channel estimation in large millimeter-wave(mmWave) multiple-input multiple-output (MIMO) channels is considered. By exploiting the sparsity in large mmWave MIMO channels…

Information Theory · Computer Science 2014-10-15 Junyeong Seo , Youngchul Sung , Gilwon Lee , Donggun Kim

The paper studies the optimal density steering problem for nonlinear continuous-time stochastic systems. To accurately capture nonlinear dynamics in high-uncertainty regions that deviate significantly from a nominal linearization point, we…

Systems and Control · Electrical Eng. & Systems 2026-04-27 Mattia Mosso , George Rapakoulias , Yue Guan , Panagiotis Tsiotras

Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is $\langle x^2(t)\rangle\simeq\mathscr{K}(t)t$ with…

Statistical Mechanics · Physics 2014-12-24 J. -H. Jeon , A. V. Chechkin , R. Metzler