Displaying similar documents to “Editorial - Spring School Mons Random differential equations and gaussian fields”

Prediction problems

Nguyen Van Thu

Similarity:

CONTENTSIntroduction......................................................................................................................................... 5I. Prediction of strictly stationary random fields.................................................................................... 6II. Prediction of stationary-in-norm fields in Banach spaces of random variables........................ 23 § 1. Banach spaces of random variables...................................................................................

Random fields and random sampling

Sandra Dias, Maria da Graça Temido (2019)

Kybernetika

Similarity:

We study the limiting distribution of the maximum value of a stationary bivariate real random field satisfying suitable weak mixing conditions. In the first part, when the double dimensions of the random samples have a geometric growing pattern, a max-semistable distribution is obtained. In the second part, considering the random field sampled at double random times, a mixture distribution is established for the limiting distribution of the maximum.

Sparse recovery with pre-Gaussian random matrices

Simon Foucart, Ming-Jun Lai (2010)

Studia Mathematica

Similarity:

For an m × N underdetermined system of linear equations with independent pre-Gaussian random coefficients satisfying simple moment conditions, it is proved that the s-sparse solutions of the system can be found by ℓ₁-minimization under the optimal condition m ≥ csln(eN/s). The main ingredient of the proof is a variation of a classical Restricted Isometry Property, where the inner norm becomes the ℓ₁-norm and the outer norm depends on probability distributions.

Properties of local-nondeterminism of Gaussian and stable random fields and their applications

Yimin Xiao (2006)

Annales de la faculté des sciences de Toulouse Mathématiques

Similarity:

In this survey, we first review various forms of local nondeterminism and sectorial local nondeterminism of Gaussian and stable random fields. Then we give sufficient conditions for Gaussian random fields with stationary increments to be strongly locally nondeterministic (SLND). Finally, we show some applications of SLND in studying sample path properties of ( N , d ) -Gaussian random fields. The class of random fields to which the results are applicable includes fractional Brownian motion, the...

Generalized q-deformed Gaussian random variables

Marek Bożejko, Hiroaki Yoshida (2006)

Banach Center Publications

Similarity:

We produce generalized q-Gaussian random variables which have two parameters of deformation. One of them is, of course, q as for the usual q-deformation. We also investigate the corresponding Wick formulas, which will be described by some joint statistics on pair partitions.