相关论文: Statistics of the Mesoscopic Field
Skewness is often present in a wide range of spatial prediction problems, and modeling it in the spatial context remains a challenging problem. In this study a skew-Gaussian random field is considered. The skew-Gaussian random field is…
The absence of self averaging in mesoscopic systems is a consequence of long-range intensity correlation. Microwave measurements suggest and diagrammatic calculations confirm that the correlation function of the normalized intensity with…
We report the observation of nonexponential decay of pulsed microwave transmission through quasi-one-dimensional random dielectric media that signals the breakdown of the diffusion model of transport for temporally coherent extended waves.…
We study non-Gaussian random fields constructed by the selection normal distribution, and we term them selection Gaussian random fields. The selection Gaussian random field can capture skewness, multi-modality, and to some extend heavy…
We study the probability distribution $F(u)$ of the maximum of smooth Gaussian fields defined on compact subsets of $\R^d$ having some geometric regularity. Our main result is a general formula for the density of $F$. Even though this is an…
Fourier methods are fundamental tools to analyze random fields. Statistical structures of homogeneous Gaussian random fields are completely characterized by the power spectrum. In non-Gaussian random fields, polyspectra, higher-order…
The point spread function (PSF) of a translation invariant imaging system is its impulse response, which cannot always be measured directly. This is the case in high energy X-ray radiography, and it must be estimated from images of…
A Gaussian distribution of cosmic microwave background temperature fluctuations is a generic prediction of inflation. Upcoming high-resolution maps of the microwave background will allow detailed tests of Gaussianity down to small angular…
We consider the signed density of the extremal points of (two-dimensional) scalar fields with a Gaussian distribution. We assign a positive unit charge to the maxima and minima of the function and a negative one to its saddles. At first, we…
We provide theoretical procedures and practical recipes to simulate non-Gaussian correlated, homogeneous random fields with prescribed marginal distributions and cross-correlation structure, either in a N-dimensional Cartesian space or on…
We consider a scalar field governed by an advection-diffusion equation (or a more general evolution equation) with rapidly fluctuating, Gaussian distributed random coefficients. In the white noise limit, we derive the closed evolution…
Considerable efforts have been devoted to statistical modeling and the characterization of channels in a range of statistical models for fading channels. In this paper, we consider a unified approach to model wireless channels by the…
The main result of this paper is a semi-analytic approximation for the chord distribution functions of three-dimensional models of microstructure derived from Gaussian random fields. In the simplest case the chord functions are equivalent…
Gaussian quasi-likelihood estimation of the parameter $\theta$ in the square-root diffusion process is studied under high frequency sampling. Different from the previous study of Overbeck and Ryd\'{e}n(1998) under low-frequency sampling,…
Statistical properties of coherent radiation propagating in a quasi - 1D random media is studied in the framework of random matrix theory. Distribution functions for the total transmission coefficient and the angular transmission…
The relation between microscopic and macroscopic entities in the generally covariant theories is considered, and it is argued that a sensible definition of the macroscopic averages requires a restriction of the allowed transformations of…
We have measured pulsed microwave transmission through quasi-1D samples with lengths up to three localization lengths. For times approaching four times the diffusion time \tau_D, transmission is diffusive in accord with the self-consistent…
Transfer-matrix methods are used to study the probability distributions of spin-spin correlation functions $G$ in the two-dimensional random-field Ising model, on long strips of width $L = 3 - 15$ sites, for binary field distributions at…
As a step towards a more accurate modelling of redshift-space distortions in galaxy surveys, we develop a general description of the probability distribution function of galaxy pairwise velocities within the framework of the so-called…
This study explores a Gaussian quasi-likelihood approach for estimating parameters of diffusion processes with Markovian regime switching. Assuming the ergodicity under high-frequency sampling, we will show the asymptotic normality of the…