Related papers: A Stochastic Heisenberg Inequality
The Fourier transform is considered as a Henstock--Kurzweil integral. Sufficient conditions are given for the existence of the Fourier transform and necessary and sufficient conditions are given for it to be continuous. The…
The aim of this paper is to prove a logarithmic and a Hirschman-Beckner entropic uncertainty principles for the Hankel wavelet transform. Then we derive a general form of Heisenberg-type uncertainty inequality for this transformation.
Computing accurate estimates of the Fourier transform of analog signals from discrete data points is important in many fields of science and engineering. The conventional approach of performing the discrete Fourier transform of the data…
We use the abstract method of (local) martingale problems in order to give criteria for convergence of stochastic processes. Extending previous notions, the formulation we use is neither restricted to Markov processes (or semimartingales),…
In this paper, we define a new transform called the Gabor quaternionic Fourier transform (GQFT), which generalizes the classical windowed Fourier transform to quaternion valued-signals, we give several important properties such as the…
We study martingale inequalities from an analytic point of view and show that a general martingale inequality can be reduced to a pair of deterministic inequalities in a small number of variables. More precisely, the optimal bound in the…
This algorithm is designed to perform numerical transforms to convert data from the temporal domain into the spectral domain. This algorithm obtains the spectral magnitude and phase by studying the Coefficient of Determination of a series…
The final goal of the present work is to extend the Fourier transform on the Heisenberg group $\H^d,$ to tempered distributions. As in the Euclidean setting, the strategy is to first show that the Fourier transform is an isomorphism on the…
As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using the Taylor expansion, is…
We prove an exact analogue of Ingham's uncertainty principle for the group Fourier transform on the Heisenberg group. This is accomplished by explicitly constructing compactly supported functions on the Heisenberg group whose…
We here revisit Fourier analysis on the Heisenberg group H^d. Whereas, according to the standard definition, the Fourier transform of an integrable function f on H^d is a one parameter family of bounded operators on L 2 (R^d), we define (by…
In this paper, we study the stochastic Hamiltonian flow in Wasserstein manifold, the probability density space equipped with $L^2$-Wasserstein metric tensor, via the Wong--Zakai approximation. We begin our investigation by showing that the…
An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…
The paper suggests a way of stochastic integration of random integrands with respect to fractional Brownian motion with the Hurst parameter H> 1/2. The integral is defined initially on the processes that are "piecewise" predictable on a…
We introduce multi-kangaroo Markov processes and provide a general procedure for evaluating a certain type of stochastic functionals. We calculate analytically the large deviation properties. Applications include zero-crossing statistics…
In this work, we introduce a theory of stochastic integration with respect to symmetric $\alpha$-stable cylindrical L\'evy processes. Since $\alpha$-stable cylindrical L\'evy processes do not enjoy a semi-martingale decomposition, our…
We revisit the Fourier transform of a Hankel function, of considerable importance in the theory of knife edge diffraction. Our approach is based directly upon the underlying Bessel equation, which admits manipulation into an alternate…
By using the Lie's invariance infinitesimal criterion we obtain the continuous equivalence transformations of a class of nonlinear Schr\"{o}dinger equations with variable coefficients. Starting from the equivalence generators we construct…
We define Wiener integrals with respect to Yeh processes and study their properties. In particular, we obtain the martingale property of the associated stochastic processes and give a series expansion of Wiener integrals with respect to…
In this note we define and study a Hilbert space-valued stochastic integral of operator-valued functions with respect to Hilbert space-valued measures. We show that this integral generalizes the classical Ito stochastic integral of adapted…