Results 11 to 20 of about 613,587 (145)
Dephasing Process of a Single Atom Interacting with a Two-Mode Field
Entropy, 2021 We consider the interaction of a qubit system with a two-mode field in the presence of multi-photon transition and phase damping effect. We use the master equation to obtain the density operator when the qubit is initially prepared in its excited state ...
Eied M. Khalil +4 more
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Kernel density estimation and transition maps of Moldavian Neolithic and Eneolithic settlement
Data in Brief, 2018 The data presented in this article are related to the research article entitled “Neo-Eneolithic settlement pattern and salt exploitation in Romanian Moldavia” (Brigand and Weller, 2018) [1]. Kernel density estimation (KDE) is used in order to move beyond
Robin Brigand, Olivier Weller
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Accuracy of discrete approximation for integral functionals of Markov processes
Modern Stochastics: Theory and Applications, 2015 The article is devoted to the estimation of the convergence rate of integral functionals of a Markov process. Under the assumption that the given Markov process admits a transition probability density differentiable in t and the derivative has an ...
Iurii Ganychenko +2 more
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Quark-Hadron Phase Transitions in Viscous Early Universe [PDF]
, 2012 Based on hot big bang theory, the cosmological matter is conjectured to undergo QCD phase transition(s) to hadrons, when the universe was about $1-10 \mu$s old.
A. Tawfik +5 more
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Adaptive estimation of the transition density of a Markov chain [PDF]
, 2006 In this paper a new estimator for the transition density $\pi$ of an homogeneous Markov chain is considered. We introduce an original contrast derived from regression framework and we use a model selection method to estimate $\pi$ under mild conditions ...
Lacour, Claire
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Least squares type estimation of the transition density of a particular hidden Markov chain [PDF]
, 2008 In this paper, we study the following model of hidden Markov chain: $Y_i=X_i+\epsilon_i$, $i=1,...,n+1$ with $(X_i)$ a real-valued stationary Markov chain and $(\epsilon_i)_{1\leq i\leq n+1}$ a noise having a known distribution and independent of the ...
Lacour, Claire
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Parameter Estimation of the Extended Vasiček Model
Walailak Journal of Science and Technology, 2011 In this paper, an estimate of the drift and diffusion parameters of the extended Vasiček model is presented. The estimate is based on the method of maximum likelihood.
Sanae RUJIVAN
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Two-photon resonance fluorescence of two interacting nonidentical quantum emitters
Physical Review Research, 2021 We study a system of two interacting, nonidentical quantum emitters driven by a coherent field. We focus on the particular condition of two-photon resonance and obtain analytical expressions for the stationary density matrix of the system and observables
Alejandro Vivas-Viaña +1 more
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Energies, 2023 Based on the total carbon emission data of 30 provinces and cities in China from 2000 to 2020, this paper used non-parametric kernel density estimation and traditional and spatial Markov probability transfer matrix methods to explore the temporal and ...
Wei Shi +7 more
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Maximum-likelihood estimation for diffusion processes via closed-form density expansions [PDF]
, 2013 This paper proposes a widely applicable method of approximate maximum-likelihood estimation for multivariate diffusion process from discretely sampled data.
Li, Chenxu
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