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We show that for a voter model on {0,1}Z corresponding to a random walk with kernel p(·) and starting from unanimity to the right and opposing unanimity to the left, a tight interface between 0's and 1's exists if p(·) has second moments but does not if p( ...
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 ...
Thermal position fluctuations of a colloidal particle in an optical trap are measured with microsecond resolution using back-focal-plane interferometry. The mean-square displacement MSD(t) and power spectral density are in excellent agreement with the theo ...
In 1977, D. G. Kendall [J. Appl. Probab. 28 (1991), no. 1, 225--230; MR1090460 (92f:60135)] considered diffusions of shape induced by independent Brownian motions in Euclidean space. In this paper, we consider a different class of diffusions of shape, indu ...
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 ...
We consider the problem of estimating a fractional Brownian motion known only from its noisy samples at the integers. We show that the optimal estimator can be expressed using a digital Wiener-like filter followed by a simple time-variant correction accoun ...
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 ...
