Search results for "stochastic"

Multiband variability studies and novel broadband SED modeling of Mrk 501 in 2009

2017

Astronomy and astrophysics 603, A31 (2017). doi:10.1051/0004-6361/201629540

Empirical Study on the Relationship between the Cross-Correlation among Stocks and the Stocks' Volatility Clustering

2013

In this paper we discuss univariate and multivariate statistical properties of volatility with the aim of understanding how these two aspects are interrelated. Specifically, we focus on the relationship between the cross-correlation among stock's volatilities and the volatility clustering. Volatility clustering is related to the memory property of the volatility time-series and therefore to its predictability. Our results show that there exists a relationship between the level of predictability of any volatility time-series and the amount of its inter-dependence with other assets. In all considered cases, the more the asset is linked to other assets, the more its volatility keeps memory of …

An optimal local active noise control method based on stochastic finite element models

2013

A new method is presented to obtain a local active noise control that is optimal in stochastic environment. The method uses numerical acoustical modeling that is performed in the frequency domain by using a sequence of finite element discretizations of the Helmholtz equation. The stochasticity of domain geometry and primary noise source is considered. Reference signals from an array of microphones are mapped to secondary loudspeakers, by an off-line optimized linear mapping. The frequency dependent linear mapping is optimized to minimize the expected value of error in a quiet zone, which is approximated by the numerical model and can be interpreted as a stochastic virtual microphone. A leas…

Stochastic response of fractional visco-elastic beams

2012

Deterministic folding in stiff elastic membranes.

2008

Crumpled membranes have been found to be characterized by complex patterns of spatially seemingly random facets separated by narrow ridges of high elastic energy. We demonstrate by numerical simulations that compression of stiff elastic membranes with small randomness in their initial configurations leads to either random ridge configurations (high entropy) or nearly deterministic folds (low elastic energy). For folding with symmetric ridge configurations to appear in part of the crumpling processes, the crumpling rate must be slow enough. Folding stops when the thickness of the folded structure becomes important, and crumpling continues thereafter as a random process.

Directionlets: Anisotropic Multidirectional representation with separable filtering

2006

In spite of the success of the standard wavelet transform (WT) in image processing in recent years, the efficiency of its representation is limited by the spatial isotropy of its basis functions built in the horizontal and vertical directions. One-dimensional (1-D) discontinuities in images (edges and contours) that are very important elements in visual perception, intersect too many wavelet basis functions and lead to a nonsparse representation. To efficiently capture these anisotropic geometrical structures characterized by many more than the horizontal and vertical directions, a more complex multidirectional (M-DIR) and anisotropic transform is required. We present a new lattice-based pe…

Search for anisotropic gravitational-wave backgrounds using data from Advanced LIGO and Advanced Virgo's first three observing runs

2021

We report results from searches for anisotropic stochastic gravitational-wave backgrounds using data from the first three observing runs of the Advanced LIGO and Advanced Virgo detectors. For the first time, we include Virgo data in our analysis and run our search with a new efficient pipeline called {\tt PyStoch} on data folded over one sidereal day. We use gravitational-wave radiometry (broadband and narrow band) to produce sky maps of stochastic gravitational-wave backgrounds and to search for gravitational waves from point sources. A spherical harmonic decomposition method is employed to look for gravitational-wave emission from spatially-extended sources. Neither technique found eviden…

The MLE of the mean of the exponential distribution based on grouped data is stochastically increasing

2016

This paper refers to the problem stated by Balakrishnan et al. (2002). They proved that maximum likelihood estimator (MLE) of the exponential mean obtained from grouped samples is stochastically ordered provided that the sequence of the successive distances between inspection times is decreasing. In this paper we show that the assumption of monotonicity of the sequence of distances can be dropped.

Event-by-event picture for the medium-induced jet evolution

2016

We discuss the evolution of an energetic jet which propagates through a dense quark-gluon plasma and radiates gluons due to its interactions with the medium. Within perturbative QCD, this evolution can be described as a stochastic branching process, that we have managed to solve exactly. We present exact, analytic, results for the gluon spectrum (the average gluon distribution) and for the higher n-point functions, which describe correlations and fluctuations. Using these results, we construct the event-by-event picture of the gluon distribution produced via medium-induced gluon branching. In contrast to what happens in a usual QCD cascade in vacuum, the medium-induced branchings are quasi-…

Quantum and classical dynamics of heavy quarks in a quark-gluon plasma

2018

We derive equations for the time evolution of the reduced density matrix of a collection of heavy quarks and antiquarks immersed in a quark gluon plasma. These equations, in their original form, rely on two approximations: the weak coupling between the heavy quarks and the plasma, the fast response of the plasma to the perturbation caused by the heavy quarks. An additional semi-classical approximation is performed. This allows us to recover results previously obtained for the abelian plasma using the influence functional formalism. In the case of QCD, specific features of the color dynamics make the implementation of the semi-classical approximation more involved. We explore two approximate…