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Let X = {X(t); t ∈ RN} be a (N,d) fractional Brownian motion in Rd of index H ∈ (0,1). We study the local time of X for all temporal dimensions N and spatial dimensions d for which local time exist. We obtain two main results : R1. If we denote by Lx(I) th ...
Flood quantile estimation is of great importance for several types of engineering studies and policy decisions. However, practitioners must often deal with the limited availability of data and with short-length observation series. Thus, the information mus ...
Solute transport in natural formations at the regional scale is influenced by several scales of heterogeneity which correspond to the presence of several geological units called facies. As customarily assumed in stochastic theories, inside the facies the t ...
In this contribution, we study the notion of affine invariance (specifically, invariance to the shifting, scaling, and rotation of the coordinate system) as a starting point for the development of mathematical tools and approaches useful in the characteriz ...
In geostatistics, the presence of outlying data is more the rule than the exception. Moreover, the statistical analysis of data contaminated by outliers requires caution, particularly when a spatial dependence exists. In order to take into account these po ...
In the study of space-time rainfall it is particularly important to establish characteristic properties to guide both theoretical and modeling research efforts. In the present paper, new observational analyses on the scaling properties of time-evolving cum ...
It is known that extracardiac factors (nervous, humoral, and hemodynamic) participate in the power-law behavior of heart-rate variability. To assess whether intrinsic properties of cardiac tissue might also be involved, beat- rate variability was studied i ...
