Related papers: The Analytic Stockwell Transform and its Zeros
This paper describes a novel numerical approach to find the statistics of the non-stationary response of scalar non-linear systems excited by L\'evy white noises. The proposed numerical procedure relies on the introduction of an integral…
We consider an analytic function $f$ whose zero set forms a unit intensity Poisson process on the real line. We show that repeated differentiation causes the zero set to converge in distribution to a random translate of the integers.
In digital signal processing time-frequency transforms are used to analyze time-varying signals with respect to their spectral contents over time. Apart from the commonly used short-time Fourier transform, other methods exist in literature,…
A method for time-frequency analysis is given. The approach utilizes properties of Gaussian distribution, properties of Hermite polynomials and Fourier analysis. We begin by the definitions of a set of functions called harmonic Gaussian…
The Hilbert-Huang Transform is a novel, adaptive approach to time series analysis that does not make assumptions about the data form. Its adaptive, local character allows the decomposition of non-stationary signals with hightime-frequency…
We discuss general multi-dimensional stochastic processes driven by a system of Langevin equations with multiplicative white noise. In particular, we address the problem of how time reversal diffusion processes are affected by the variety…
Fourier Transforms is a first in a series of monographs we present on harmonic analysis. Harmonic analysis is one of the most fascinating areas of research in mathematics. Its centrality in the development of many areas of mathematics such…
We introduce and study the directional Stockwell transform as a hybrid of the directional short-time Fourier transform and the ridgelet transform. We prove an extended Parseval identity and a reconstruction formula for this transform, as…
In this article, we study the stochastic wave equation in arbitrary spatial dimension $d$, with a multiplicative term of the form $\sigma(u)=u$, also known in the literature as the Hyperbolic Anderson Model. This equation is perturbed by a…
We have analyzed the phenomenon of stochastic resonance in a system driven by non Gaussian noises. We have considered both white and colored noises. In the latter case we have obtained a consistent Markovian approximation that enables us to…
We simulate the transition from amplified spontaneous emission (ASE) to lasing in random systems with varying degrees of mode overlap. This is accomplished by solving the stochastic Maxwell-Bloch equations with the finite-difference…
We study fluctuations in the number of zeros of random analytic functions given by a Taylor series whose coefficients are independent complex Gaussians. When the functions are entire, we find sharp bounds for the asymptotic growth rate of…
We study the computation of the zero set of the Bargmann transform of a signal contaminated with complex white noise, or, equivalently, the computation of the zeros of its short-time Fourier transform with Gaussian window. We introduce the…
Using Matrix Theory as a concrete example of a fundamental holographic theory, we show that the emergent macroscopic spacetime displays a new macroscopic quantum structure, holographic geometry, and a new observable phenomenon, holographic…
It is a well established result that, in classical dynamical systems with sufficient time-scale separation, the fast chaotic degrees of freedom are well modeled by (Gaussian) white noise. In this paper, we present the stochastic dynamical…
We characterize the breaking of analyticity with respect to the replica number which occurs in random energy models via the complex zeros of the moment of the partition function. We perturbatively evaluate the zeros in the vicinity of the…
In this paper, we study the stochastic wave equations in the spatial dimension 3 driven by a Gaussian noise which is white in time and correlated in space. Our main concern is the sample path H\"older continuity of the solution both in time…
We investigate radial statistics of zeros of hyperbolic Gaussian Analytic Functions (GAF) of the form $\varphi (z) = \sum_{k\ge 0} c_k z^k$ given that $|\varphi (0)|^2=t$ and assuming coefficients $c_k$ to be independent standard complex…
This paper addresses the problem of expressing a signal as a sum of frequency components (sinusoids) wherein each sinusoid may exhibit abrupt changes in its amplitude and/or phase. The Fourier transform of a narrow-band signal, with a…
A new approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For the case of Gaussian distributed, exponentially correlated, measurement noise it is possible to extract the…