[PDF] Top 20 Bounds and asymptotic expansions for the distribution of the maximum of a smooth stationary gaussian process
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Bounds and asymptotic expansions for the distribution of the maximum of a smooth stationary gaussian process
... R´ esum´ e . Dans cet article nous utilisons la m´ ethode de Rice (Rice, 1944-1945) pour trouver un en- cadrement de la fonction de r´ epartition du maximum d’un processus Gaussien stationnaire r´egulier. Nous d´ ... Voir le document complet
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Semi-parametric estimation of the variogram of a Gaussian process with stationary increments
... k a k f (kδ n ) is an estimation of the M th derivative of the function f at ...zero. The order of the simplest sequence: −1, 1 is M = ...is the optimal ... Voir le document complet
30
Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments
... j a j f (jδ n ) is an estimation of the M th derivative of the function f at ...zero. The order of the simplest sequence: (−1, 1) is M = ...is the optimal ... Voir le document complet
42
A Gaussian Process Regression Model for Distribution Inputs
... obtain Gaussian processes indexed by probability measures. We provide a class of covariances which are functions of the Monge-Kantorovich distance, corresponding to stationary ... Voir le document complet
19
Asymptotic normality of the Quasi Maximum Likelihood Estimator for multidimensional causal processes
... restrict the set of the parameters in such a way that we only assume finite moments of orders 2 or 4 on ξ 0 , which are necessary conditions for con- sistency or ... Voir le document complet
30
Maximum likelihood estimation for a bivariate Gaussian process under fixed domain asymptotics
... into the following parts. In Section 2 we characterize the equivalence of Gaussian measures, and describe which covariance parameters are ...establish the strong consistency ... Voir le document complet
31
Asymptotic approximation of the likelihood of stationary determinantal point processes
... are a class of repulsive point pro- cesses on R d with many statistical ...expression of their density is known, this expression is too complicated to be used directly for maximum ... Voir le document complet
33
On the asymptotic distribution of GLR for impropriety of complex signals
... freedom and noncentral parameter µ. This parameter is a measure of the discrimination between H 0 and H 1 .... A general expression of this parameter which depends on K is ... Voir le document complet
18
Maximum likelihood estimation for a bivariate Gaussian process under fixed domain asymptotics
... establish the microergodicity or non-microergodicity of covariance parameters, and to pro- vide asymptotic results for estimators of microergodic ...1 and the ... Voir le document complet
31
Matching of asymptotic expansions for the wave propagation in media with thin slot
... to the wave length λ: we think for instance to highly oscillating coefficients, thin layers, thin screens, wires or thin slots, which is the topic we address in this ...work. For the ... Voir le document complet
4
Significant edges in the case of a non-stationary Gaussian noise
... smoothing of the image followed by a statistical hypothesis testing on the ...as a zero-crossing of the Laplacian, it is said to be a significant edge point if ... Voir le document complet
30
The Maximum Degree of a Random Delaunay Triangulation in a Smooth Convex
... Devillers and R. Hemsley 2. The bound only gives the ...given for a set of points generated by a Poisson ...see the problems that arise near the boundary, we ... Voir le document complet
3
Asymptotic expansions for functionals processes
... Unite´ de recherche INRIA Lorraine, Technopoˆle de Nancy-Brabois, Campus scientifique, 615 rue du Jardin Botanique, BP 101, 54600 VILLERS LE`S NANCY Unite´ de recherche INRIA Rennes, Iri[r] ... Voir le document complet
30
Matching of asymptotic expansions for wave propagation in media with thin slots. I. The asymptotic expansion
... made of the junction of a half-space (containing possibly scatterers) with a thin ...slot. The Neumann boundary condition is considered along the boundary on the ... Voir le document complet
34
Matching of asymptotic expansions for the wave propagation in media with thin slot
... Matching of asymptotic expansions for the wave propagation in media with thin slot – p.11/29.. The different steps of the method[r] ... Voir le document complet
80
Minimal redundant digit expansions in the gaussian integers
... to the result of Katai and Szab6 we have to consider# = -n+I for n > 1; without loss of generality we may assume ~3 = -n + ...properties of minimal expansions in ... Voir le document complet
13
A Wavelet Whittle estimator of the memory parameter of a non-stationary Gaussian time series
... 4.1. The ideal Shannon wavelet case. The so-called Shannon wavelet ψ S is such that its Fourier transform ˆ ψ S satisfies | ˆ ψ S (ξ)| 2 = 1 for |ξ| ∈ [π, 2π] and is zero ...) for ... Voir le document complet
34
On a first hit distribution of the running maximum of Brownian motion
... rst the case without drift in Section 2, and then apply Gir- sanov's theorem to nd the distribution for Brownian motion with drift µ 6= 0 in Section ...3. The proof for ... Voir le document complet
25
Asymptotic localization of stationary states in the nonlinear Schrödinger equation
... consider the problem of the one-dimensional Anderson localization [1, 2] for the nonlinear Schr¨odinger equation (NLSE) [3, 4, ...spite of the extensive research, many ... Voir le document complet
11
Matching of asymptotic expansions for the wave propagation in media with thin slot
... Matching of asymptotic expansions for the wave propagation in media with thin slot.. AG Analysis und Numerik, 2005, Baal, Switzerland..[r] ... Voir le document complet
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