Related papers: Gamma Noise Analysis
The study of multidimensional stochastic processes involves complex computations in intricate functional spaces. In particular, the diffusion processes, which include the practically important Gauss-Markov processes, are ordinarily defined…
Let $\MM$ be the space of finite measures on a Locally compact Polish space, and let $\BG$ be the Gamma distribution on $\MM$ with intensity measure $\nu\in \MM$. Let $\nn^{ext}$ be the extrinsic derivative with tangent bundle $T\MM=…
In this article, we construct a global martingale solution to a general nonlinear Schr\"{o}dinger equation with linear multiplicative noise in the Stratonovich form. Our framework includes many examples of spatial domains like…
We point out necessary and sufficient conditions of uniform consistency of nonparametric sets of alternatives for widespread nonparametric tests. Nonparametric sets of alternatives can be defined both in terms of distribution function and…
We study a class of stochastic semilinear damped wave equations driven by additive Wiener noise. Owing to the damping term, under appropriate conditions on the nonlinearity, the solution admits a unique invariant distribution. We apply…
In this paper, we study the 2D stochastic quasi-geostrophic equation on $\mathbb{T}^2$ for general parameter $\alpha\in(0,1)$ and multiplicative noise. We prove the existence of weak solutions and Markov selections for multiplicative noise…
In this paper, we study the existence of solution for stochastic evolution equations with almost sectorial operators and possibly a non dense domain. Such problems cover several types of evolution equations, we are interested here in…
While nonlinear optical spectroscopy is becoming more commonly used to study the excited states of nonlinear-optical systems, a general theory of inhomogeneous broadening is rarely applied in lieu of either a simple Lorentzian or Gaussian…
In the enduring, fruitful research on spectral differential equations with polynomial eigenfunctions, Koornwinder's generalized Laguerre polynomials are playing a prominent role. Being orthogonal on the positive half-line with respect to…
This paper proves Strichartz estimates for the Schrodinger Equation with a potential term and white noise dispersion in dimension $1$. We also explore dispersive estimates using previous results in the field.
We investigate the fluctuations of linear spectral statistics of a Wigner matrix $W\_N$ deformed by a deterministic diagonal perturbation $D\_N$, around a deterministic equivalent which can be expressed in terms of the free convolution…
We consider a simple quantum system subjected to a classical random force. Under certain conditions it is shown that the noise-averaged Wigner function of the system follows an integro-differential stochastic Liouville equation. In the…
We consider the inverse problem of reconstructing general solutions to the Helmholtz equation on some domain $\Omega$ from their values at scattered points $x_1,\dots,x_n\subset \Omega$. This problem typically arises when sampling acoustic…
The problem of distributed estimation of a parametric physical field is stated as a maximum likelihood estimation problem. Sensor observations are distorted by additive white Gaussian noise. Prior to data transmission, each sensor quantizes…
We interpret the forward Maxwell equation with up to third order induced polarizations and get so called nonlinear wave equation in frequency domain (NWEF), which is based on Maxwell wave equation and using slowly varying spectral amplitude…
In this paper, we derive the analytical behavior of the limiting spectral distribution of non-central covariance matrices of the "general information-plus-noise" type, as studied in [14]. Through the equation defining its Stieltjes…
This paper is concerned with orthonormal systems in real intervals, given with zero Dirichlet boundary conditions. More specifically, our interest is in systems with a skew-symmetric differentiation matrix (this excludes orthonormal…
The traditional wave equation models wave propagation in an ideal conducting medium. For characterizing the wave propagation in inhomogeneous media with frequency dependent power-law attenuation, the space-time fractional wave equation…
It is shown that a large class of systems of non-linear wave equations, based on the good-bad-ugly model, admit formal solutions with polyhomogeneous expansions near null infinity. A particular set of variables is introduced which allows us…
The space based gravitational wave detector LISA is expected to observe a large population of Galactic white dwarf binaries whose collective signal is likely to dominate instrumental noise at observational frequencies in the range 10^{-4}…