Related papers: Characterization of Hida Measures in white noise a…
Suppose $X = (X_x, x$ in $Z^d)$ is a family of i.i.d. variables in some measurable space, $B_0$ is a bounded set in $R^d$, and for $t > 1$, $H_t$ is a measure on $tB_0$ determined by the restriction of $X$ to lattice sites in or adjacent to…
We construct a white noise theory and white noise calculus for the (multi-parameter) L\' evy sheet and its compensated Poisson random measures. The theory applies to stochastic partial differential equations subject to L\' evy noise.
The sparsity and compressibility of finite-dimensional signals are of great interest in fields such as compressed sensing. The notion of compressibility is also extended to infinite sequences of i.i.d. or ergodic random variables based on…
A denoising technique based on noise invalidation is proposed. The adaptive approach derives a noise signature from the noise order statistics and utilizes the signature to denoise the data. The novelty of this approach is in presenting a…
Variations in the electrostatic surface potential between the proof mass and electrode housing in the space-based gravitational wave mission LISA is one of the largest contributors of noise at frequencies below a few mHz. Torsion balances…
Linear functions of many independent random variables lead to classical noises (white, Poisson, and their combinations) in the scaling limit. Some singular stochastic flows and some models of oriented percolation involve very nonlinear…
This paper considers estimation of a random variable in Poisson noise with signal scaling coefficient and dark current as explicit parameters of the noise model. Specifically, the paper focuses on properties of the conditional mean…
We propose a derivation of the full counting statistics of electronic current based on a positive-operator-valued measure. Our approach justifies the Levitov-Lesovik formula in the long-time limit, but can be generalized to the detection of…
The theory of sparse stochastic processes offers a broad class of statistical models to study signals. In this framework, signals are represented as realizations of random processes that are solution of linear stochastic differential…
The issue of white-noise-aided control is considered and its availability is proved. And a noise-aiding way is developed to stabilize perturbed systems to be input-to-state stable (ISS) with respect to (w.r.t.) perturbations. To illustrate…
We propose a new methodology for denoising, variance-stabilizing and normalizing signals whose both mean and variance are parameterized by a single unknown varying parameter, such as Poisson or scaled chi-squared. Key to our methodology is…
Estimating the parameters of gravitational wave signals detected by ground-based detectors requires an understanding of the properties of the detectors' noise. In particular, the most commonly used likelihood function for gravitational wave…
Photon-limited imaging arises when the number of photons collected by a sensor array is small relative to the number of detector elements. Photon limitations are an important concern for many applications such as spectral imaging, night…
The inherent connection between noise and disturbance is one of the most fundamental features of quantum measurements. In the two well-known extreme cases a measurement either makes no disturbance but then has to be totally noisy or is as…
This paper studies the classification of high-dimensional Gaussian signals from low-dimensional noisy, linear measurements. In particular, it provides upper bounds (sufficient conditions) on the number of measurements required to drive the…
This paper proposes a method for estimating a surface that contains a given set of points from noisy measurements. More precisely, by assuming that the surface is described by the zero set of a function in the span of a given set of…
This paper contributes to the compactification approach to study mean-field control problems with Poissonian common noise. To overcome the lack of compactness and continuity issues caused by common noise, we exploit the point process…
We investigate the properties of the Wick square of Gaussian white noises through a new method to perform non linear operations on Hida distributions. This method lays in between the Wick product interpretation and the usual definition of…
In this paper, we investigate the verification of dissipativity properties for polynomial systems without an explicitly identified model but directly from noise-corrupted measurements. Contrary to most data-driven approaches for nonlinear…
In the context of non-Gaussian analysis, Schneider [27] introduced grey noise measures, built upon Mittag-Leffler functions; analogously, grey Brownian motion and its generalizations were constructed (see, for example, [25], [6], [7], [8]).…