Concept

Long-range dependence

Related publications (29)

Discrete stochastic heat equation driven by fractional noise

We consider the parabolic Anderson model on

\mathbb{Z}^d

driven by fractional noise. We prove that it has a mild solution given by Feynman-Kac representation which coincides with the partition function of a directed polymer in a fractional Brownian envir ...

EPFL2014

A Unified Formulation of Gaussian Versus Sparse Stochastic Processes-Part II: Discrete-Domain Theory

Michaël Unser, Arash Amini, Pouya Dehghani Tafti, Hagay Kirshner

This paper is devoted to the characterization of an extended family of continuous-time autoregressive moving average (CARMA) processes that are solutions of stochastic differential equations driven by white Levy innovations. These are completely specified ...

Ieee-Inst Electrical Electronics Engineers Inc2014

Contributions to Spatial Statistics

Emeric Rolland Georges Thibaud

This thesis proposes some contributions to the spatial modelling of species distributions and extreme values. Predictive models are increasingly used to model the distribution of species and to estimate the potential effects of global change on biodiversit ...

EPFL2014

Fractional Brownian motion and anomalous diffusion in vibrated granular materials

Daniele Mari, Gérard Gremaud, Alessandro Luigi Sellerio

We propose a new approach to the study of diffusion dynamics in vibrated granular systems. The dynamic of a granular material is mainly defined by dry friction interactions. This type of interaction is difficult to model for a large quantity of particles. ...

2012

The autocorrelation function for island areas on self-affine surfaces

Jean-François Molinari, Guillaume Anciaux, Srinivasa Babu Ramisetti

The spatial distribution of regions that lie above contours of constant height through a self-affine surface is studied as a function of the Hurst exponent H. If the surface represents a landscape, these regions correspond to islands. When the surface repr ...

2011

Bedload transport on steep slope: a stochastic framework.

Christophe Ancey, Joris Heyman, François Mettra

Among the recent experimental studies focusing on the stochastic nature of bedload transport, some results are particularly intriguing: in experiments in which tagged particles (tracers) are tracked, the statistical moments of the time evolution of particl ...

2011

Fractional Brownian Models For Vector Field Data

Michaël Unser, Pouya Dehghani Tafti

In this note we introduce a vector generalization of fractional Brownian motion. Our definition takes into account directional properties of vector fields-such as divergence, rotational behaviour, and interactions with coordinate transformations-that have ...

Ieee Service Center, 445 Hoes Lane, Po Box 1331, Piscataway, Nj 08855-1331 Usa2010

Fractional Brownian Models for Vector Field Data

Michaël Unser, Pouya Dehghani Tafti

In this note we introduce a vector generalization of fractional Brownian motion. Our definition takes into account directional properties of vector fields—such as divergence, rotational behaviour, and interactions with coordinate transformations—that have ...

IEEE2010

Fractional Brownian Vector Fields

Michaël Unser, Pouya Dehghani Tafti

This work puts forward an extended definition of vector fractional Brownian motion (fBm) using a distribution theoretic formulation in the spirit of Gel′fand and Vilenkin's stochastic analysis. We introduce random vector fields that share the statistical i ...

SIAM2010

Time-Intensity Superposition for Photoinitiated Polymerization of Fluorinated and Hyperbranched Acrylate Nanocomposites

Sara Dalle Vacche, Valérie Geiser

The validity of the time-intensity superposition principle for the photoinitiated polymerization of nanocomposites based on a monofunctional fluorinated acrylate and on a multifunctional hyperbranched polyether acrylate was investigated in this work. Maste ...

2010

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Discrete stochastic heat equation driven by fractional noise

Kamran Kalbasi

We consider the parabolic Anderson model on

\mathbb{Z}^d

EPFL2014