Results 41 to 50 of about 1,634 (85)
Representation of self-similar Gaussian processes [PDF]
, 2014 We develop the canonical Volterra representation for a self-similar Gaussian process by using the Lamperti transformation of the corresponding stationary Gaussian process, where this latter one admits a canonical integral representation under the ...
Yazigi, Adil
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, 2011 Let SH and S̃H be two independent d-dimensional sub-fractional Brownian motions with indices H ∈ (0, 1). Assume d ≥ 2, we investigate the intersection local time of subfractional Brownian motions ℓT=∫0T∫0TδStH-S̃sHdsdt,T>0, where δ denotes the Dirac ...
Guangjun Shen
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Towards the Modeling of Neuronal Firing by Gaussian Processes [PDF]
, 2003 This paper focuses on the outline of some computational methods for the approximate solution of the integral equations for the neuronal firing probability density and an algorithm for the generation of sample-paths in order to construct histograms ...
Di Nardo, E. +3 more
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The Multiparameter Fractional Brownian Motion
, 2006 We define and study the multiparameter fractional Brownian motion. This process is a generalization of both the classical fractional Brownian motion and the multiparameter Brownian motion, when the condition of independence is relaxed. Relations with the
Herbin, Erick, Merzbach, Ely
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An asymptotic formula for the variance of the number of zeroes of a stationary Gaussian process. [PDF]
Probab Theory Relat Fields, 2023 Assaf E, Buckley J, Feldheim N.
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Discrimination between Gaussian process models: active learning and static constructions. [PDF]
Stat Pap (Berl), 2023 Yousefi E +4 more
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Pandemic-type failures in multivariate Brownian risk models. [PDF]
Extremes (Boston), 2022 Dȩbicki K, Hashorva E, Kriukov N.
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Kaniadakis Functions beyond Statistical Mechanics: Weakest-Link Scaling, Power-Law Tails, and Modified Lognormal Distribution. [PDF]
Entropy (Basel), 2022 Hristopulos DT, Baxevani A.
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Density of imaginary multiplicative chaos via Malliavin calculus. [PDF]
Probab Theory Relat Fields, 2022 Aru J, Jego A, Junnila J.
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Maximum expected entropy transformed Latin hypercube designs. [PDF]
J Appl Stat, 2021 Sheng C, Tan MHY, Zou L.
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