相关论文: Measures of Variance on Windowed Gaussian Processe…
The defect of a function $f:M\rightarrow \mathbb{R}$ is defined as the difference between the measure of the positive and negative regions. In this paper, we begin the analysis of the distribution of defect of random Gaussian spherical…
This text surveys different probabilistic aspects of a model which is used to describe the evolution of an object that falls apart randomly as time passes. Each point of view yields useful techniques to establish properties of such random…
For wall turbulence, moments of velocity fluctuations are known to be logarithmic functions of the height from the wall. This logarithmic scaling is due to the existence of a characteristic velocity and to the nonexistence of any…
By use of window functions, time-frequency analysis tools like Short Time Fourier Transform overcome a shortcoming of the Fourier Transform and enable us to study the time- frequency characteristics of signals which exhibit transient os-…
Trends in terrestrial temperature variability are perhaps more relevant for species viability than trends in mean temperature. In this paper, we develop methodology for estimating such trends using multi-resolution climate data from polar…
Many records in environmental sciences exhibit asymmetric trajectories and there is a need for simple and tractable models which can reproduce such features. In this paper we explore an approach based on applying both a time change and a…
The Gaia mission has observed over 2 billion stars repeatedly across the entire sky over 10 years, revealing the many astronomical objects that vary on human timescales from seconds to years. Its repeated astrometric, photometric,…
An approach is suggested for treating multiscale fluctuations in macromolecular systems. The emphasis is on the statistical properties of such fluctuations. The approach is illustrated by a macromolecular system with mesoscopic fluctuations…
We study number density distribution and the behavior of time correlation functions in the density of grains for a quasi-two dimensional system of vibrated grains. We study the system at various packing fractions, from low to high. At low…
In power system operation, characterizing the stochastic nature of wind power is an important albeit challenging issue. It is well known that distributions of wind power forecast errors often exhibit significant variability with respect to…
This paper introduces an axiomatic basis for measuring the energy characteristic of vibrating dynamical systems. The basic approach is to compare non-modulated vs. modulated waveforms in measuring energy during the vibratory motion $m(t)$…
We study the persistence probability for some discrete-time, time-reversible processes. In particular, we deduce the persistence exponent in a number of examples: first, we deal with random walks in random sceneries (RWRS) in any dimension…
We consider a $\mathbb{R}^d$-valued branching random walk with a stationary and ergodic environment $\xi=(\xi_n)$ indexed by time $n\in\mathbb{N}$. Let $Z_n$ be the counting measure of particles of generation $n$. With the help of the…
A large variety of problems in statistical physics use a Gaussian distribution as a starting point. For the problem of intermittency in fluid turbulence, the Gaussian approximation is not a useful beginning. We find that the Cramer's rate…
Microfading Spectrometry (MFS) is a method for assessing light sensitivity color (spectral) variations of cultural heritage objects. The MFS technique provides measurements of the surface under study, where each point of the surface gives…
Fractal properties are usually characterized by means of various statistical tools which deal with spatial average quantities. Here we focus on the determination of fluctuations around the average counts and we develop a test for the study…
The general relationship between an arbitrary frequency distribution and the expectation value of the frequency distributions of its samples is discussed. A wide set of measurable quantities ("invariant moments") whose expectation value…
Many phenomena such as stellar variability, stellar explosions, behavior of different kind of X-ray and gamma-ray sources, processes in active galactic nuclei and other astrophysical objects show stochastic features. Brief description of…
We show that scaling arguments are very useful to analyze the dynamics of periodically modulated noisy systems. Information about the behavior of the relevant quantities, such as the signal-to-noise ratio, upon variations of the noise…
Consider a system of particles evolving as independent and identically distributed (i.i.d.) random walks. Initial fluctuations in the particle density get translated over time with velocity $\vec{v}$, the common mean velocity of the random…