相关论文: Measures of Variance on Windowed Gaussian Processe…
We derive the equations of celestial mechanics governing the variations of the orbital elements under a stochastic perturbation generalizing the classical Gauss equations. Explicit formulas are given for the semi-major axis, the…
Extracted event data from information systems often contain a variety of process executions making the data complex and difficult to comprehend. Unlike current research which only identifies the variability over time, we focus on other…
The goal of this research is to derive an approach to assess uncertainty in an arbitrary volume conditioned by sampling data, without using geostatistical simulation. We have accomplished this goal by deriving an numerical tool suitable for…
The aim of this paper is first the detection of multiple abrupt changes of the long-range dependence (respectively self-similarity, local fractality) parameters from a sample of a Gaussian stationary times series (respectively time series,…
The ionized interstellar medium disperses pulsar radio signals, resulting in a stochastic time-variable delay known as the dispersion measure (DM) noise. In the wideband paradigm of pulsar timing, we measure a DM together with a time of…
We compute bias, variance, and approximate confidence intervals for the efficiency of a random selection process under various special conditions that occur in practical data analysis. We consider the following cases: a) the number of…
We show how frequency fluctuations of a vibrational mode can be separated from other sources of phase noise. The method is based on the analysis of the time dependence of the complex amplitude of forced vibrations. The moments of the…
Financial markets are prominent examples for highly non-stationary systems. Sample averaged observables such as variances and correlation coefficients strongly depend on the time window in which they are evaluated. This implies severe…
We find that the conditional statistics of temperature difference at fixed values of the locally averaged temperature dissipation rate in turbulent convection become Gaussian in the regime where the mixing dynamics is expected to be driven…
Fractional calculus represents a natural tool for describing relativistic phenomena in pseudo-Euclidean space-time. In this study, Fractional modified special relativity is presented. We obtain fractional generalized relation for the time…
A multifractal random walk (MRW) is defined by a Brownian motion subordinated by a class of continuous multifractal random measures $M[0,t], 0\le t\le1$. In this paper we obtain an extension of this process, referred to as multifractal…
Here, we study the microlensing of radially pulsating stars. Discerning and characterizing the properties of distant, faint pulsating stars is achievable through high-cadence microlensing observations. Combining stellar variability period…
We propose a new test for distinguishing observationally cosmological models based on seed-like primordial perturbations (like cosmic strings or textures), from models based on Gaussian fluctuations. We investigate analytically the {\it…
A Gaussian fluctuation formula is proved for linear statistics of complex random matrices in the case that the statistic is rotationally invariant. For a general linear statistic without this symmetry, Coulomb gas theory is used to predict…
The first step when investigating time varying data is the detection of any reliable changes in star brightness. This step is crucial to decreasing the processing time by reducing the number of sources processed in later, slower steps.…
The process $(G_t)_{t\in[0,T]}$ is referred to as a fractional Gaussian process if the first-order partial derivative of the difference between its covariance function and that of the fractional Brownian motion $(B^H_t)_{t\in[0,T ]}$ is a…
Multivariate tempered stable random measures (ISRMs) are constructed and their corresponding space of integrable functions is characterized in terms of a quasi-norm utilizing the so-called Rosinski measure of a tempered stable law. In the…
In this work, I derive the time-dependent probability density function of classical observables using the Hamiltonian mechanics approach, extending the notion of fluctuation theorems for any observables. In particular, the time-dependent…
In the case of gravitationally-lensed quasars, it is well-known that there is a time delay between occurrence of the intrinsic variabilities in each split image. Generally, the source of variabilities has a finite size, and there are time…
Many engineering systems are subject to spatially distributed uncertainty, i.e. uncertainty that can be modeled as a random field. Altering the mean or covariance of this uncertainty will in general change the statistical distribution of…