English
Related papers

Related papers: Weighted tensorized fractional Brownian textures

200 papers

We investigate experimentally and theoretically thin layers of colloid particles held adjacent to a solid substrate by gravity. Epifluorescence, confocal, and holographic microscopy, combined with Monte Carlo and hydrodynamic simulations,…

We develop the tensor renormalization group (TRG) algorithm for statistical systems with open boundaries, which allows us to investigate not only the bulk but also the boundary property, such as the surface magnetization. We demonstrate…

Statistical Mechanics · Physics 2019-08-02 Shumpei Iino , Satoshi Morita , Naoki Kawashima

This work presents a new procedure to extract features of grey-level texture images based on the discrete Schroedinger transform. This is a non-linear transform where the image is mapped as the initial probability distribution of a wave…

Computer Vision and Pattern Recognition · Computer Science 2016-12-09 João B. Florindo , Odemir M. Bruno

The Davenport spectrum is a modification of the classical Kolmogorov spectrum for the inertial range of turbulence that accounts for non-scaling low frequency behavior. Like the classical fractional Brownian motion vis-\`a-vis the…

Statistics Theory · Mathematics 2018-08-16 B. Cooper Boniece , Gustavo Didier , Farzad Sabzikar

We introduce the idea of {\it collisional models} for Brownian particles, in which a particle is sequentially placed in contact with distinct thermal environments and external forces. Thermodynamic properties are exactly obtained,…

Statistical Mechanics · Physics 2020-10-07 Angel L. L. Stable , Carlos E. F. Noa , William G. C. Oropesa , C. E. Fiore

Meerschaert and Sabzikar [12], [13] introduced tempered fractional Brownian/stable motion (TFBM/TFSM) by including an exponential tempering factor in the moving average representation of FBM/FSM. The present paper discusses another tempered…

Probability · Mathematics 2017-02-24 Farzad Sabzikar , Donatas Surgailis

In this paper, we attempt to shed light on a new class of nonstationary random fields which exhibit, what we call, local invariant nonstationarity. We argue that the local invariant property has a special interaction with a new generalized…

Statistics Theory · Mathematics 2016-03-14 Ethan Anderes , Joe Guinness

Financial markets have long since been modeled using stochastic methods such as Brownian motion, and more recently, rough volatility models have been built using fractional Brownian motion. This fractional aspect brings memory into the…

Statistical Finance · Quantitative Finance 2024-07-01 Patrick Geraghty

We study well-posedness of sweeping processes with stochastic perturbations generated by a fractional Brownian motion and convergence of associated numerical schemes. To this end, we first prove new existence, uniqueness and approximation…

Classical Analysis and ODEs · Mathematics 2015-05-07 Adrian Falkowski , Leszek Slominski

A self consistent field theory for compressible polymer mixtures is developed by introducing elements of classical density functional theory into the framework of the Helfand theory. It is then applied to study free surfaces of binary (A,B)…

Condensed Matter · Physics 2009-10-28 F. Schmid

Dynamic particle-scale numerical simulations are used to show that the shear thickening observed in dense colloidal, or Brownian, suspensions is of a similar nature to that observed in non-colloidal suspensions, i.e., a stress-induced…

Soft Condensed Matter · Physics 2015-12-04 Romain Mari , Ryohei Seto , Jeffrey F. Morris , Morton M. Denn

We consider fractional Brownian motion with the Hurst parameters from (1/2,1). We found that the increment of a fractional Brownian motion can be represented as the sum of a two independent Gaussian processes one of which is smooth in the…

Probability · Mathematics 2015-10-14 Nikolai Dokuchaev

We propose a spatially continuous and temporally discrete model for pattern formation in vertically vibrated granular layers. The grain transfer and the grain mobility transitions are introduced qualitatively, but explicitly. This model…

Pattern Formation and Solitons · Physics 2007-05-23 Tae-Wook Ko , Seong-Ok Jeong , Hie-Tae Moon

We review the construction of Lagrangians for higher spin fields of mixed symmetry in the framework of graded geometry. The main advantage of the graded formalism in this context is that it provides universal expressions, in the sense that…

High Energy Physics - Theory · Physics 2024-06-11 Athanasios Chatzistavrakidis , Georgios Karagiannis , Peter Schupp

The goal of this paper is to define and study a notion of fractional Brownian motion on a Lie group. We define it as at the solution of a stochastic differential equation driven by a linear fractional Brownian motion. We show that this…

Probability · Mathematics 2007-05-23 F. Baudoin , L. Coutin

In this paper we deduce new characterizations for bivariate Bessel-Potential spaces defined on the unit square via B-spline quarklets. For that purpose in a first step we use univariate boundary adapted quarklets to describe univariate…

Functional Analysis · Mathematics 2024-03-22 Marc Hovemann

In this paper, we explore a new type of global symmetries$-$the fermionic higher-form symmetries. They are generated by topological operators with fermionic parameter, which act on fermionic extended objects. We present a set of field…

High Energy Physics - Theory · Physics 2023-10-10 Yi-Nan Wang , Yi Zhang

In attempting to quantify statistically the density structure of the interstellar medium, astronomers have considered a variety of fractal models. Here we argue that, to properly characterise a fractal model, one needs to define precisely…

Astrophysics of Galaxies · Physics 2020-02-14 M. L. Bates , A. P. Whitworth , O. D. Lomax

Approximations of fractional Brownian motion using Poisson processes whose parameter sets have the same dimensions as the approximated processes have been studied in the literature. In this paper, a special approximation to the…

Statistics Theory · Mathematics 2012-01-05 Yuqiang Li , Hongshuai Dai

Centered weighted composition operators on $L^2$-spaces are characterized. The characterization is obtained without the assumption that the operator is a product of a multiplication and a composition operator. The concept of spectrally…

Functional Analysis · Mathematics 2026-04-20 Piotr Budzyński
‹ Prev 1 3 4 5 6 7 10 Next ›