相关论文: Probability Density Function of Kerr Effect Phase …

We propose a simpler derivation of the probability density function of Feller Diffusion using the Fourier Transform and solving the resulting equation via the Method of Characteristics. We also discuss simulation algorithms and confirm key…

Accurate noise modelling is important for training of deep learning reconstruction algorithms. While noise models are well known for traditional imaging techniques, the noise distribution of a novel sensor may be difficult to determine a…

Weak gravitational lensing surveys are rapidly becoming important tools to probe directly the mass density fluctuations in the universe and its background dynamics. Earlier studies have shown that it is possible to model the statistics of…

We study the Langevin equation with stationary-increment Gaussian noise. We show the strong consistency and the asymptotic normality with Berry--Esseen bound of the so-called alternative estimator of the mean reversion parameter. The…

This paper is concerned with the estimation of the period of an unknown periodic function in Gaussian white noise. A class of estimators of the period is constructed by means of a penalized maximum likelihood method. A second-order…

Gaussian time-series models are often specified through their spectral density. Such models present several computational challenges, in particular because of the non-sparse nature of the covariance matrix. We derive a fast approximation of…

The density estimation is one of the core problems in statistics. Despite this, existing techniques like maximum likelihood estimation are computationally inefficient due to the intractability of the normalizing constant. For this reason an…

The explicit form for the post-Newtonian gravitational time delay of light signals propagating on the equatorial plane of a Kerr-Newman black hole is derived. Based on the null geodesic in Kerr-Newman spacetime, we adopt the iterative…

The Gaussian mixed-effects model driven by a stationary integrated Ornstein-Uhlenbeck process has been used for analyzing longitudinal data having an explicit and simple serial-correlation structure in each individual. However, the…

We present exact analytical results for the statistics of nonlinear coupled oscillators under the influence of additive white noise. We suggest a perturbative approach for analysing the statistics of such systems under the action of a…

A low-complexity model for signal quality prediction in a nonlinear fiber-optical network is developed. The model, which builds on the Gaussian noise model, takes into account the signal degradation caused by a combination of chromatic…

This paper addresses the detection of a stochastic process in noise from irregular samples. We consider two hypotheses. The \emph{noise only} hypothesis amounts to model the observations as a sample of a i.i.d. Gaussian random variables…

In fiber-optic distributed sensing, vibration signals are mostly assumed to follow Gaussian distribution for the simplicity of signal processing. However, in real applications, vibration signals often behave as non-Gaussian processes, which…

New problems arise when the standard theory of joint detection and estimation is applied to a set of signals drawn from a continuous family; decision thresholds must be determined as a function of the continuous parameter x characterizing…

The diffusion of colloids inside an active system-e.g. within a living cell or the dynamics of active particles itself (e.g. self-propelled particles) can be modeled through overdamped Langevin equation which contains an additional noise…

The Gaussian function (GF) is widely used to explain the behavior or statistical distribution of many natural phenomena as well as industrial processes in different disciplines of engineering and applied science. For example, the GF can be…

We present an expression for the shot noise power spectral density in quasi-one dimensional conductors electrostatically controlled by a gate electrode, that includes the effects of Coulomb interaction and of Pauli exclusion among charge…

One of the central goals of the newborn field of gravitational wave astronomy is to test gravity in the highly nonlinear, strong field regime characterizing the spacetime of black holes. In particular, "black hole spectroscopy" (the…

This is the second part of the two-part paper considering the communications under the bursty mixed noise composed of white Gaussian noise and colored non-Gaussian impulsive noise. In the first part, based on Gaussian distribution and…

The construction of synthetic complex-valued signals from real-valued observations is an important step in many time series analysis techniques. The most widely used approach is based on the Hilbert transform, which maps the real-valued…