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We study stochastic delay differential equations (SDDE) where the coefficients depend on the moving averages of the state process. As a first contribution, we provide sufficient conditions under which a linear path functional of the…

Probability · Mathematics 2013-10-17 Salvatore Federico , Peter Tankov

Channel uncertainty and co-channel interference are two major challenges in the design of wireless systems such as future generation cellular networks. This paper studies receiver design for a wireless channel model with both time-varying…

Information Theory · Computer Science 2009-10-15 Yan Zhu , Dongning Guo , Michael L. Honig

Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrinsic randomness of a system around its drift can be identified…

Computation · Statistics 2012-05-03 Umberto Picchini , Susanne Ditlevsen

Stochastic differential equations (SDEs) provide a natural framework for modelling intrinsic stochasticity inherent in many continuous-time physical processes. When such processes are observed in multiple individuals or experimental units,…

Computation · Statistics 2016-05-19 Gavin A. Whitaker , Andrew Golightly , Richard J. Boys , Chris Sherlock

In this paper, we develop a mathematical framework for modeling the time-variant stochastic channels of diffusive mobile MC systems. In particular, we consider a diffusive mobile MC system consisting of a pair of transmitter and receiver…

Information Theory · Computer Science 2018-07-12 Arman Ahmadzadeh , Vahid Jamali , Robert Schober

Stochastic differential equations (SDEs) are popular tools to analyse time series data in many areas, such as mathematical finance, physics, and biology. They provide a mechanistic description of the phenomeon of interest, and their…

Methodology · Statistics 2021-02-01 Théo Michelot , Richard Glennie , Catriona Harris , Len Thomas

This paper considers the performance of differential amplify-and-forward (D-AF) relaying over time-varying Rayleigh fading channels. Using the auto-regressive time-series model to characterize the time-varying nature of the wireless…

Information Theory · Computer Science 2014-03-24 M. R. Avendi , Ha H. Nguyen

In this article, we introduce a system of stochastic differential equations (SDEs) consisting of time-dependent covariates and consider both fixed and random effects set-ups. We also allow the functional part associated with the drift…

Statistics Theory · Mathematics 2017-10-16 Trisha Maitra , Sourabh Bhattacharya

There is great interest in ecology to understand how wild animals are affected by anthropogenic disturbances, such as sounds. Behavioural response studies are an important approach to quantify the impact of naval activity on marine mammals.…

Applications · Statistics 2022-12-20 Théo Michelot , Richard Glennie , Len Thomas , Nicola Quick , Catriona M. Harris

Stochastic differential equations (SDEs) provide a flexible framework for modeling temporal dynamics in partially observed systems. A central task is to calibrate such models from data, which requires inferring latent trajectories and…

Machine Learning · Statistics 2026-05-08 Yu Wang , Arnab Ganguly

Stochastic orders are binary relations defined on probability distributions which capture intuitive notions like being larger or being more variable. This paper introduces stochastic ordering of instantaneous SNRs of fading channels as a…

Information Theory · Computer Science 2016-11-17 Cihan Tepedelenlioglu , Adithya Rajan , Yuan Zhang

Large-scale fading (LSF) between interacting nodes is a fundamental element in radio communications, responsible for weakening the propagation, and thus worsening the service quality. Given the importance of channel-losses in general, and…

Information Theory · Computer Science 2014-12-30 Mouhamed Abdulla , Yousef R. Shayan

Latent neural stochastic differential equations (SDEs) have recently emerged as a promising approach for learning generative models from stochastic time series data. However, they systematically underestimate the noise level inherent in…

Machine Learning · Computer Science 2025-06-11 Linus Heck , Maximilian Gelbrecht , Michael T. Schaub , Niklas Boers

Vehicular communication channels are characterized by a non-stationary time- and frequency-selective fading process due to rapid changes in the environment. The non-stationary fading process can be characterized by assuming local…

Networking and Internet Architecture · Computer Science 2014-04-28 Laura Bernadó , Thomas Zemen , Fredrik Tufvesson , Andreas F. Molisch , Christoph F. Mecklenbräuker

Irregular sampling intervals and missing values in real-world time series data present challenges for conventional methods that assume consistent intervals and complete data. Neural Ordinary Differential Equations (Neural ODEs) offer an…

Machine Learning · Computer Science 2025-01-28 YongKyung Oh , Dong-Young Lim , Sungil Kim

The stochastic interpolant framework offers a powerful approach for constructing generative models based on ordinary differential equations (ODEs) or stochastic differential equations (SDEs) to transform arbitrary data distributions.…

Machine Learning · Computer Science 2025-07-29 Yuhao Liu , Yu Chen , Rui Hu , Longbo Huang

Machine learning for wireless systems is commonly studied using standardized stochastic channel models (e.g., TDL/CDL/UMa) because of their legacy in wireless communication standardization and their ability to generate data at scale.…

Signal Processing · Electrical Eng. & Systems 2025-12-16 João Morais , Akshay Malhotra , Shahab Hamidi-Rad , Ahmed Alkhateeb

A deep understanding of the queuing performance of wireless networks is essential for the advancement of future wireless communications. The stochastic nature of wireless channels in general gives rise to a time varying transmission rate.…

Networking and Internet Architecture · Computer Science 2016-04-05 Sebastian Schiessl , Farshad Naghibi , Hussein Al-Zubaidy , Markus Fidler , James Gross

In this paper we introduce a model, the stochastic fractional delay differential equation (SFDDE), which is based on the linear stochastic delay differential equation and produces stationary processes with hyperbolically decaying…

Probability · Mathematics 2018-06-21 Richard A. Davis , Mikkel Slot Nielsen , Victor Rohde

This paper describes the limiting behavior of linear and decision feedback equalizers (DFEs) in single/multiple antenna systems employing real/complex-valued modulation alphabets. The wideband frequency selective channel is modeled using a…

Information Theory · Computer Science 2013-07-16 Kiran Kuchi
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