7 days ago · A new simulation algorithm is developed for generating non-Gaussian processes with a specified marginal distribution function and covariance function. It ...
Jun 12, 2024 · Model. (2006). M.D. Shields et al. A simple and efficient methodology to approximate a general non-Gaussian stationary stochastic process by a translation ...
Jun 15, 2024 · Modelling and simulation of non-Gaussian processes. Ph. D. Dissertation ... methodology to approximate a general non-Gaussian stationary stochastic process.
Jun 28, 2024 · Abstract. We study zero sets of twisted stationary Gaussian random functions on the com- plex plane, i.e., Gaussian random functions that are stochastically ...
4 days ago · We propose a new methodology for inference in stochastic non-linear dynamical systems exhibiting oscillatory behaviour that can be applied even if the system ...
Jun 30, 2024 · Abstract. This article introduces a novel approach to forecasting gold prices over an extended period by leverag- ing a sophisticated stochastic process.
Jun 17, 2024 · We introduce and investigate the effects of a new class of stochastic resetting protocol called subsystem resetting, whereby a subset of the system ...
6 days ago · We propose a novel non-parametric learning paradigm for the identification of drift and diffusion coefficients of multi-dimensional non-linear stochastic ...
Jun 27, 2024 · We investigate what can be concluded about a quantum system when sequential quantum measurements of its observable—a prominent example of the so-called quan ...
Jun 28, 2024 · Brownian motion is the random motion of particles suspended in a medium (a liquid or a gas). 2-dimensional random walk of a silver adatom on an Ag(111) ...