Results 31 to 40 of about 57,267 (303)
Sojourn times of Gaussian random fields [PDF]
, 2023 This paper is concerned with the asymptotic analysis of sojourn times of random fields with continuous sample paths. Under a very general framework we show that there is an interesting relationship between tail asymptotics of sojourn times and that of ...
Hashorva, Enkelejd +3 more
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Horizontal small-scale variability of water vapor in the atmosphere: implications for intercomparison of data from different measuring systems [PDF]
Atmospheric Measurement Techniques, 2022 Water vapor concentration structures in the atmosphere are well approximated horizontally by Gaussian random fields at small scales (≲6 km). These Gaussian random fields have a spatial correlation in accordance with a structure function with a two-thirds
X. Calbet +5 more
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Gaussian Fields and Random Packing
Journal of Statistical Physics, 2003 Consider sequential packing of unit balls in a large cube, as in the Renyi car-parking model, but in any dimension and with Poisson input. We show after suitable rescaling that the spatial distribution of packed balls tends to that of a Gaussian field in the thermodynamic limit. We prove analogous results for related applied models, including ballistic
Baryshnikov, Yu., Yukich, J. E.
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Deep Gaussian Markov Random Fields
CoRR, 2020 Gaussian Markov random fields (GMRFs) are probabilistic graphical models widely used in spatial statistics and related fields to model dependencies over spatial structures. We establish a formal connection between GMRFs and convolutional neural networks (CNNs).
Per Sidén, Fredrik Lindsten
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Calendar Spread Exchange Options Pricing with Gaussian Random Fields
Risks, 2018 Most of the models leading to an analytical expression for option prices are based on the assumption that underlying asset returns evolve according to a Brownian motion with drift.
Donatien Hainaut
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On Circulant Embedding for Gaussian Random Fields in R
Journal of Statistical Software, 2013 The high-dimensionality typically associated with discretized approximations to Gaussian random fields is a considerable hinderance to computationally efficient methods for their simulation.
Tilman M. Davies, David Bryant
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Tail Bounds for ℓ1 Norm of Gaussian Random Matrices with Applications
Journal of Mathematics, 2022 As major components of the random matrix theory, Gaussian random matrices have been playing an important role in many fields, because they are both unitary invariant and have independent entries and can be used as models for multivariate data or ...
Xianjie Gao +2 more
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Correlations and screening of topological charges in Gaussian random fields [PDF]
, 2003 Two-point topological charge correlation functions of several types of geometric singularity in Gaussian random fields are calculated explicitly, using a general scheme: zeros of n-dimensional random vectors, signed by the sign of their Jacobian ...
Dennis, MR +2 more
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Spatial Warped Gaussian Processes: Estimation and Efficient Field Reconstruction
Entropy, 2021 A class of models for non-Gaussian spatial random fields is explored for spatial field reconstruction in environmental and sensor network monitoring.
Gareth W. Peters +3 more
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Journal of Computational and Applied Mathematics, 2009 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
M. T. Alodat, Mohammad Y. Al-Rawwash
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