相关论文: Set estimation from reflected Brownian motion

We extend existing connections between random walks, branching processes, and spatial branching processes, and their respective scaling limits, to include processes in dependent random environments. More specifically, we prove new scaling…

We present a new simple method for rounding a semidefinite programming relaxation of a constraint satisfaction problem. We apply it to the problem of approximate angular synchronization. Specifically, we are given directed distances on a…

The trace of a Markov process is the time changed process of the original process on the support of the Revuz measure used in the time change. In this paper, we will concentrate on the reflecting Brownian motions on certain closed strips.…

The Skorokhod Embedding problem is well understood when the underlying process is a Brownian motion. We examine the problem when the underlying is the simple symmetric random walk and when no external randomisation is allowed. We prove that…

Skeletonization is a popular shape analysis technique that models an object's interior as opposed to just its boundary. Fitting template-based skeletal models is a time-consuming process requiring much manual parameter tuning. Recently,…

The stationary reflected Brownian motion in a three-quarter plane has been rarely analyzed in the probabilistic literature, in comparison with the quarter plane analogue model. In this context, our main result is to prove that the…

We study the error in approximating the minimum of a Brownian motion on the unit interval based on finitely many point evaluations. We construct an algorithm that adaptively chooses the points at which to evaluate the Brownian path. In…

In this article we obtain uniform estimates on the absorption of Brownian motion by porous interfaces surrounding a compact set. An important ingredient is the construction of certain resonance sets, which are hard to avoid for Brownian…

This paper studies a problem of Bayesian parameter estimation for a sequence of scaled counting processes whose weak limit is a Brownian motion with an unknown drift. The main result of the paper is that the limit of the posterior…

This paper studies the problem of recursively estimating the weighted adjacency matrix of a network out of a temporal sequence of binary-valued observations. The observation sequence is generated from nonlinear networked dynamics in which…

We study random walks on sub-Riemannian manifolds using the framework of retractions, i.e., approximations of normal geodesics. We show that such walks converge to the correct horizontal Brownian motion if normal geodesics are approximated…

We investigate random compact sets with random functions defined thereon, such as polynomials, rational functions, the pluricomplex Green function and the Siciak extremal function. One surprising consequence of our study is that randomness…

This paper introduces an indoor localization method using fixed reflector objects within the environment, leveraging a base station (BS) equipped with Angle of Arrival (AoA) and Time of Arrival (ToA) measurement capabilities. The…

Given a linear dynamical system, we consider the problem of constructing an approximate system using only a subset of the sensors out of the total set such that the observability Gramian of the new system is approximately equal to that of…

Species range maps (SRMs) are essential tools for research and policy-making in ecology, conservation, and environmental management. However, traditional SRMs rely on the availability of environmental covariates and high-quality species…

The precise and continuous tracking of millimetric-sized walkers --such as ants-- is quite important in behavioral studies. However, due to technical limitations, most studies concentrate on trajectories within arenas no more than 100 times…

Density dependence occurs at the individual level and thus is greatly influenced by spatial local heterogeneity in habitat conditions. However, density dependence is often evaluated at the population level, leading to difficulties or even…

We analyze the convergence to equilibrium of one-dimensional reflected Brownian motion (RBM) and compute a number of related initial transient formulae. These formulae are of interest as approximations to the initial transient for queueing…

In this investigation we focus on the problem of mapping the ground reflectivity with multiple laser scanners mounted on mobile robots/vehicles. The problem originates because regions of the ground become populated with a varying number of…

The times of Brownian local minima, maxima and their union are three distinct examples of local, stationary, dense, random countable sets associated with classical Wiener noise. Being local means, roughly, determined by the local behavior…