Results 61 to 70 of about 657,906 (289)
The random Wigner distribution of Gaussian stochastic processes with covariance in S0(ℝ2d)
Journal of Function Spaces and Applications, 2005 The paper treats time-frequency analysis of scalar-valued zero mean Gaussian stochastic processes on ℝd. We prove that if the covariance function belongs to the Feichtinger algebra S0(ℝ2d) then: (i) the Wigner distribution and the ambiguity function of ...
Patrik Wahlberg
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Screening Routine Clinical Notes for Epilepsy Surgery Candidates Using Large Language Models
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective Epilepsy surgery is severely underutilized despite proven efficacy, with substantial under‐referral of eligible patients in routine clinical practice. This study evaluated the potential role of large language models (LLMs) as decision‐support tools for screening unstructured clinical notes to identify epilepsy surgery candidates and ...
Uriel Fennig +9 more
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On Fractional Hermite–Hadamard-Type Inequalities for Harmonically s-Convex Stochastic Processes
Fractal and FractionalIn this paper, we investigate Hermite–Hadamard-type inequalities for harmonically s-convex stochastic processes via Riemann–Liouville fractional integrals. We begin by introducing the notion of harmonically s-convex stochastic processes. Subsequently, we
Rabab Alzahrani +3 more
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An Averaging Principle for Stochastic Differential Delay Equations with Fractional Brownian Motion
Abstract and Applied Analysis, 2014 An averaging principle for a class of stochastic differential delay equations (SDDEs) driven by fractional Brownian motion (fBm) with Hurst parameter in (1/2,1) is considered, where stochastic integration is convolved as the path integrals. The solutions
Yong Xu, Bin Pei, Yongge Li
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Stochastic Electrodynamics: Lessons from Regularizing the Harmonic Oscillator
Atoms, 2019 In this paper, the harmonic oscillator problem in Stochastic Electrodynamics is revisited. Using the exact shape of the Lorentz damping term prevents run-away effects.
Theodorus Maria Nieuwenhuizen
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On Some Stochastic Integrals and a Stopped Brownian Motion [PDF]
The Egyptian Statistical Journal, 1979 For every non-negative number , let X(θ ,t) be a Brownian motion Let Tθ be the first time the process drops a specified amount below its maximum to data. We study stochastic integrals of the form Y(s) = ∫[0, s] v(θ) dw(θ) ,s ≥ 0, where W(θ) = x (θ,T) and
Khairia El-Nadi
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Observer‐Based Adaptive Event‐Triggered Tracking Control for Fuzzy TS Systems With Premise Mismatch
International Journal of Adaptive Control and Signal Processing, EarlyView.This paper presents an adaptive logistic event‐triggered observer‐based tracking controller for Takagi‐Sugeno fuzzy systems under constrained inputs and network delays. Leveraging a hybrid LMI and Secretary Bird Optimization approach, this strategy significantly minimizes communication overhead and computational burden while ensuring optimal reference ...
Oussama Djadane +3 more
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Stochastic Processes and Integrals [PDF]
, 2017 Stochastic integrals with respect to Wiener process and Poisson measures are discusses, beginning from stochastic ...
Menaldi, Jose L
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dynoGP: Deep Gaussian Processes for Dynamic System Identification
International Journal of Adaptive Control and Signal Processing, EarlyView.This work introduces a novel class of deep models for system identification, dynamical deep Gaussian processes, which combine the strengths of data‐driven methods, such as those based on neural network architectures, with the ability to output a probability distribution for uncertainty representation.
Alessio Benavoli +3 more
wiley +1 more source
Risks, 2017 This paper considers an alternative way of structuring stochastic variables in a dynamic programming framework where the model structure dictates that numerical methods of solution are necessary. Rather than estimating integrals within a Bellman equation
Gaurav Khemka, Adam Butt
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