相关论文: Wavelet entropy of stochastic processes
We perform numerical simulations of the dynamical equations for free water surface in finite basin in presence of gravity. Wave Turbulence (WT) is a theory derived for describing statistics of weakly nonlinear waves in the infinite basin…
The wavelet transform, a family of orthonormal bases, is introduced as a technique for performing multiresolution analysis in statistical mechanics. The wavelet transform is a hierarchical technique designed to separate data sets into sets…
We consider renewal stochastic processes generated by non-independent events from the perspective that their basic distribution and associated generating functions obey the statistical-mechanical structure of systems with interacting…
The paper suggests a way of stochastic integration of random integrands with respect to fractional Brownian motion with the Hurst parameter H> 1/2. The integral is defined initially on the processes that are "piecewise" predictable on a…
We suggest an adaptive sampling rule for obtaining information from noisy signals using wavelet methods. The technique involves increasing the sampling rate when relatively high-frequency terms are incorporated into the wavelet estimator,…
We derive a formula for the nonequilibrium entropy of a classical stochastic field in terms of correlation functions of this field. The formalism is then applied to define the entropy of gravitational perturbations (both gravitational waves…
Nature presents multiple intriguing examples of processes which proceed at high precision and regularity. This remarkable stability is frequently counter to modelers' experience with the inherent stochasticity of chemical reactions in the…
We consider a Hamiltonian lattice field model with two conserved quantities, energy and volume, perturbed by stochastic noise preserving the two previous quantities. It is known that this model displays anomalous diffusion of energy of…
We construct fractional Brownian motion (fBm), sub-fractional Brownian motion (sub-fBm), negative sub-fractional Brownian motion (nsfBm) and the odd part of fBm in the sense of Dzhaparidze and van Zanten (2004) by means of limiting…
In this work, our aim is to reconstruct the unknown initial value from terminal data. We develop a numerical framework on nonuniform time grids for fractional wave equations under the lower regularity assumptions. Then, we introduce a…
A recent model to analyze the Center of Pressure trajectories is based on the fractional Brownian motion. By doing so, one note that standing still is describe by different mechanisms following the frequency. Previous studies exhibit the…
In this paper the whole family of fractional Brownian motions is constructed as a single Gaussian field indexed by time and the Hurst index simultaneously. The field has a simple covariance structure and it is related to two generalizations…
The overdamped motion of a Brownian particle in randomly switching piece-wise metastable linear potential shows noise enhanced stability (NES): the noise stabilizes the metastable system and the system remains in this state for a longer…
In the framework of the canonical model of hydrodynamics, where fluid is assumed to be ideal and incompressible, waves are potential, two-dimensional, and symmetric, the authors have recently reported the existence of a new type of gravity…
Quantum metrology and sensing seek advantage in estimating an unknown parameter of some quantum state or channel, using entanglement such as spin squeezing produced by one-axis twists or other quantum resources. In particular, qubit phase…
In this paper, we present several path properties, simulations, inferences, and generalizations of the weighted sub-fractional Brownian motion. A primary focus is on the derivation of the covariance function $R_{f,b}(s,t)$ for the weighted…
The major goal of the present paper is to find out the manifestation of the boundedness of fluctuations. Two different subjects are considered: (i) an ergodic Markovian process associated with a new type of large scaled fluctuations at…
In this paper we consider the dynamic Tsallis entropy and employ it for four model systems: (i) the motion of Brownian oscillator, (ii) the motion of Brownian oscillator with noise, (iii) the fluctuation of particle density in hydrodynamics…
Entropy, its production, and its change in a dynamical system can be understood from either a fully stochastic dynamic description or from a deterministic dynamics exhibiting chaotic behavior. By taking the former approach based on the…
This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…