Search results for "Gauss"
showing 10 items of 701 documents
Models and methods for space and space-time interactions in complex point processes with applications on earthquakes
Joint second-order parameter estimation for spatio-temporal log-Gaussian Cox processes
2018
We propose a new fitting method to estimate the set of second-order parameters for the class of homogeneous spatio-temporal log-Gaussian Cox point processes. With simulations, we show that the proposed minimum contrast procedure, based on the spatio-temporal pair correlation function, provides reliable estimates and we compare the results with the current available methods. Moreover, the proposed method can be used in the case of both separable and non-separable parametric specifications of the correlation function of the underlying Gaussian Random Field. We describe earthquake sequences comparing several Cox model specifications.
On the asymptotic behaviour of gaussian spherical integrals
1983
Assessing Transfer Entropy in cardiovascular and respiratory time series: A VARFI approach
2021
In the study of complex biomedical systems represented by multivariate stochastic processes, such as the cardiovascular and respiratory systems, an issue of great relevance is the description of the system dynamics spanning multiple temporal scales. Recently, the quantification of multiscale complexity based on linear parametric models, incorporating autoregressive coefficients and fractional integration, encompassing short term dynamics and long-range correlations, was extended to multivariate time series. Within this Vector AutoRegressive Fractionally Integrated (VARFI) framework formalized for Gaussian processes, in this work we propose to estimate the Transfer Entropy, or equivalently G…
On the Influence of Walking People on the Doppler Spectral Characteristics of Indoor Channels
2017
Author´s accepted manuscript © 2017 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works. When modelling mobile radio channels with moving scatterers, it is generally assumed that the angles of departure (AODs), angles of arrival (AOAs), and the speed of the scatterers are time-invariant. However, this assumption is violated as the AODs and AOAs vary with the positions of t…
Phase retrieval of vitreous floaters: simulation experiment
2020
Knowledge of the structure of vitreous floaters is crucial to evaluate the need for surgical removal of these floaters. We simulated the phase retrieval of microstructures simulating vitreous floaters by an algorithm PhaseLift and investigate the effects of various parameters on the retrieved phase. The object under test was modulated and the coded diffraction patterns were calculated. Next, PhaseLift was used to retrieve the phase. In the current study, we simulate the effect of Gaussian and Poison noise on the phase retrieval of pure phase objects. We apply an iterative algorithm PhaseLift for phase retrieval as this algorithm requires a very few modulating masks and is able to retrieve t…
Special Functions for the Study of Economic Dynamics: The Case of the Lucas-Uzawa Model
2004
The special functions are intensively used in mathematical physics to solve differential systems. We argue that they should be most useful in economic dynamics, notably in the assessment of the transition dynamics of endogenous growth models. We illustrate our argument on the Lucas-Uzawa model, which we solve by the means of Gaussian hypergeometric functions. We show how the use of Gaussian hypergeometric functions allows for an explicit representation of the equilibrium dynamics of the variables in level. In contrast to the preexisting approaches, our method is global and does not rely on dimension reduction.
A Self-Contained Biometric Sensor for Ubiquitous Authentication
2007
This paper describes a real-life behavior framework in simulation game based on Probabilistic State Machine (PSM) with Gaussian random distribution. According to the dynamic environment information, NPC can generate behavior planning autonomously associated with defined FSM. After planning process, we illuminate Gaussian probabilistic function for real-life action simulation in time and spatial domains. The expected value of distribution is estimated during behavior planning process and variance is determined by NPC personality in order to realize real life behavior simulation. We experiment the framework and Gaussian PSM on a restaurant simulation game. Furthermore we give some suggestions…
On the autocorrelation function of Rice processes for unsymmetrical doppler power spectral densities
2010
In this paper, we derive an analytical expression for the ACF of Rice processes in the general case of unsymmetrical Doppler power spectral densities. This expression, which is obtained based on the multidimensional Gaussian distribution approach, is shown to cover the ACF of Rayleigh processes as a special case. Various numerical examples are presented to illustrate the impact of the channel parameters on the ACF. Computer simulations, considering the von Mises distribution for the angle of arrivals, are also performed to check the validity of the analytical result. Finally, the analysis of the covariance spectrum is addressed.
Non-Stationary Probabilistic Response of Linear Systems Under Non-Gaussian Input
1991
The probabilistic characterization of the response of linear systems subjected to non-normal input requires the evaluation of higher order moments than two. In order to obtain the equations governing these moments, in this paper the extension of the Ito’s differential rule for linear systems excited by non-normal delta correlated processes is presented. As an application the case of the delta correlated compound Poisson input process is treated.