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We investigate the random flight process that arises as the Boltzmann-Grad limit of a random scatterer Lorentz gas with variable scatterer density in a gravitational field. For power function densities we show how the parameters of the…

Probability · Mathematics 2016-05-10 Krzysztof Burdzy , Douglas Rizzolo

Spectra of ordered eigenvalues of finite Random Matrices are interpreted as a time series. Dataadaptive techniques from signal analysis are applied to decompose the spectrum in clearly differentiated trend and fluctuation modes, avoiding…

Chaotic Dynamics · Physics 2013-12-12 Ruben Fossion , Gamaliel Torres Vargas , Juan Carlos López Vieyra

We introduce the concept of Randomly Modulated Gaussian Processes as a unifying framework for modeling, analyzing and classifying anomalous diffusion models in heterogeneous media. This formulation incorporates correlations in the…

Biological Physics · Physics 2026-03-16 Yann Lanoiselée , Denis S. Grebenkov , Gianni Pagnini

Interference of randomly scattered classical waves naturally leads to familiar speckle patterns, where the wave intensity follows an exponential distribution while the wave field itself is described by a circularly symmetric complex normal…

Analysis of PDEs · Mathematics 2025-10-13 Guillaume Bal , Anjali Nair

We obtain the tail probability of generalized sub-Gaussian canonical processes. It can be viewed as a variant of the Bernstein-type inequality in the i.i.d case, and we further get a tighter bound of concentration inequality through…

Probability · Mathematics 2024-02-02 Yiming Chen , Yuxuan Wang , Kefan Zhu

We investigate cooperative radar and communications signaling. While each system typically considers the other system a source of interference, by considering the radar and communications operations to be a single joint system, the…

Information Theory · Computer Science 2016-11-15 Daniel W. Bliss

Gaussian processes retain the linear model either as a special case, or in the limit. We show how this relationship can be exploited when the data are at least partially linear. However from the perspective of the Bayesian posterior, the…

Methodology · Statistics 2008-07-13 Robert B. Gramacy , Herbert K. H. Lee

Bayesian inference provides a principled way of estimating the parameters of a stochastic process that is observed discretely in time. The overdamped Brownian motion of a particle confined in an optical trap is generally modelled by the…

Data Analysis, Statistics and Probability · Physics 2017-02-01 Sudipta Bera , Shuvojit Paul , Rajesh Singh , Dipanjan Ghosh , Avijit Kundu , Ayan Banerjee , R. Adhikari

The distribution function for the intensity of radiation propagating in a random medium is analyzed for arbitrary multiplicity of scattering (for arbitrary relation between the distance of propagation and mean free path), including as…

Condensed Matter · Physics 2007-05-23 Eugene Kogan , Moshe Kaveh

Aggregated data is commonplace in areas such as epidemiology and demography. For example, census data for a population is usually given as averages defined over time periods or spatial resolutions (cities, regions or countries). In this…

Machine Learning · Statistics 2020-02-20 Fariba Yousefi , Michael Thomas Smith , Mauricio A. Álvarez

An end-to-end learning approach is proposed for the joint design of transmitted waveform and detector in a radar system. Detector and transmitted waveform are trained alternately: For a fixed transmitted waveform, the detector is trained…

Signal Processing · Electrical Eng. & Systems 2019-12-03 Wei Jiang , Alexander M. Haimovich , Osvaldo Simeone

Radar has long been a common sensor on autonomous vehicles for obstacle ranging and speed estimation. However, as a robust sensor to all-weather conditions, radar's capability has not been well-exploited, compared with camera or LiDAR.…

Computer Vision and Pattern Recognition · Computer Science 2021-05-12 Yizhou Wang , Gaoang Wang , Hung-Min Hsu , Hui Liu , Jenq-Neng Hwang

In this paper, the challenging task of target detection in sea clutter is addressed. We analyze the statistical properties of the signals which have been received from the scene and based on that, we model the amplitude of the signals that…

Signal Processing · Electrical Eng. & Systems 2026-01-27 Shahrokh Hamidi

Pseudo-variograms appear naturally in the context of multivariate Brown-Resnick processes, and are a useful tool for analysis and prediction of multivariate random fields. We give a necessary and sufficient criterion for a matrix-valued…

Statistics Theory · Mathematics 2021-12-07 Christopher Dörr , Martin Schlather

Scattering moments provide nonparametric models of random processes with stationary increments. They are expected values of random variables computed with a nonexpansive operator, obtained by iteratively applying wavelet transforms and…

Methodology · Statistics 2015-03-17 Joan Bruna , Stéphane Mallat , Emmanuel Bacry , Jean-François Muzy

Real-world signals typically span across multiple dimensions, that is, they naturally reside on multi-way data structures referred to as tensors. In contrast to standard ``flat-view'' multivariate matrix models which are agnostic to data…

Signal Processing · Electrical Eng. & Systems 2019-12-04 Bruno Scalzo Dees , Anh-Huy Phan , Danilo P. Mandic

We review the random matrix theory describing elastic scattering through zero-dimensional ballistic cavities (having chaotic classical dynamics) and quasi-one dimensional disordered systems. In zero dimension, general symmetry…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 Jean-Louis Pichard

Processes with almost periodic covariance functions have spectral mass on lines parallel to the diagonal in the two-dimensional spectral plane. Methods have been given for estimation of spectral mass on the lines of spectral concentration…

Statistics Theory · Mathematics 2008-06-30 Keh-Shin Lii , Murray Rosenblatt

This work presents the estimation of the parameters of an experimental setup, which is modeled as a system with three degrees of freedom, composed by a shaft, two rotors, and a DC motor, that emulates a drilling process. A Bayesian…

Methodology · Statistics 2021-07-29 Mario Germán Sandoval , Americo Cunha , Rubens Sampaio

We present a perturbation theory by extending a prescription due to Feynman for computing the probability density function for the random flight motion. The method can be applied to a wide variety of otherwise difficult circumstances. The…

Classical Physics · Physics 2007-05-23 S. Tim Hatamian