相关论文: Modeling the Variability of Active Galactic Nuclei…

The optical light curves of many quasars show variations of tenths of a magnitude or more on time scales of months to years. This variation often cannot be described well by a simple deterministic model. We perform a Bayesian comparison of…

The power spectral density (PSD) is a central frequency-domain descriptor of stochastic processes. While PSDs have been studied for Brownian motion and a few anomalous diffusion processes, the spectral densities of active nonequilibrium…

Context. Lightcurve variability is well-suited for characterising objects in surveys with high cadence and long baseline. This is especially relevant in view of the large datasets to be produced by the Vera C. Rubin Observatory Legacy…

We introduce the elliptical Ornstein-Uhlenbeck (OU) process, which is a generalisation of the well-known univariate OU process to bivariate time series. This process maps out elliptical stochastic oscillations over time in the complex…

We consider the Ornstein-Uhlenbeck (OU) process, a stochastic process widely used in finance, physics, and biology. Parameter estimation of the OU process is a challenging problem. Thus, we review traditional tracking methods and compare…

Complex Ornstein-Uhlenbeck (OU) processes have various applications in statistical modelling. They play role e.g. in the description of the motion of a charged test particle in a constant magnetic field or in the study of rotating waves in…

We investigate the dynamics of an inertial active Ornstein-Uhlenbeck (OU) particle in the presence of stochastic resetting. Using renewal approach, we compute the mean square displacement (MSD) and position probability distribution…

The multivariate Ornstein-Uhlenbeck process is used in many branches of science and engineering to describe the regression of a system to its stationary mean. Here we present an $O(N)$ Bayesian method to estimate the drift and diffusion…

Physics, chemistry, biology or finance are just some examples out of the many fields where complex Ornstein-Uhlenbeck (OU) processes have various applications in statistical modelling. They play role e.g. in the description of the motion of…

Diesel engine particulate matter (PM) is one of the most challenging emission constituents to predict. As engines become cleaner and emissions levels drop, manufacturers need reliable methods to quantify the PM generated by production…

In recent years there have been many proposals as flexible alternatives to Gaussian based continuous time stochastic volatility models. A great deal of these models employ positive L\'evy processes. Among these are the attractive…

Strong lensed quasi-stellar objects (QSOs) are valuable probes of the universe in numerous aspects. Two of these applications, reverberation mapping and measuring time delays for determining cosmological parameters, require the source QSOs…

We analyze a portion of the SDSS photometric catalog, consisting of approximately 10,000 objects that have been spectroscopically classified into stars, galaxies, QSOs, late-type stars and unknown objects (spectroscopically unclassified…

The use of an Ornstein-Uhlenbeck (OU) process is ubiquitous in business, economics and finance to capture various price processes and evolution of economic indicators exhibiting mean-reverting properties. When structural changes happen,…

We develop a method for separating quasars from other variable point sources using SDSS Stripe 82 light curve data for ~10,000 variable objects. To statistically describe quasar variability, we use a damped random walk model parametrized by…

The Ornstein-Uhlenbeck (OU) process describes the dynamics of Brownian particles in a confining harmonic potential, thereby constituting the paradigmatic model of overdamped, mean-reverting Langevin dynamics. Despite its widespread…

In this work, we study the class of stochastic process that generalizes the Ornstein-Uhlenbeck processes, hereafter called by \emph{Generalized Ornstein-Uhlenbeck Type Process} and denoted by GOU type process. We consider them driven by the…

Active Matter models commonly consider particles with overdamped dynamics subject to a force (speed) with constant modulus and random direction. Some models include also random noise in particle displacement (Wiener process) resulting in a…

We conduct a pilot investigation to determine the optimal combination of color and variability information to identify quasars in current and future multi-epoch optical surveys. We use a Bayesian quasar selection algorithm (Richards et al.…

Identifying Active Galactic Nuclei (AGNs) through their X-ray emission is efficient, but necessarily biased against X-ray-faint objects. We aim to characterize this bias by comparing X-ray-selected AGNs to the ones identified through…