Stochastic dynamics of snow avalanche occurrence by superposition of Poisson processes
Related publications (46)
Graph Chatbot
Chat with Graph Search
Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.
DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.
We provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds with boundary in Hilbert spaces for stochastic partial differential equations driven by Wiener processes and Poisson random measures. ...
This paper presents a novel probabilistic framework for localizing multiple speakers with a microphone array. In this framework, the generalized cross correlation function (GCC) of each microphone pair is interpreted as a probability distribution of the ti ...
The characteristic functional is the infinite-dimensional generalization of the Fourier transform for measures on function spaces. It characterizes the statistical law of the associated stochastic process in the same way as a characteristic function specif ...
Consider a stream of status updates generated by a source, where each update is of one of two types: priority or ordinary; these updates are to be transmitted through a network to a monitor. We analyze a transmission policy that treats updates depending on ...
Shadowgraphy was employed to study snow saltation in boundary-layer wind tunnel experiments with fresh, naturally deposited snow. The shadowgraphy method allowed for a temporally and spatially high-resolution investigation of snow particle characteristics ...
In this research we study the berth allocation problem (BAP) in real time as disruptions occur. In practice, the actual arrival times and handling times of the vessels deviate from their expected or estimated values, which can disrupt the original berthing ...
We study stationary max-stable processes {n(t): t is an element of R} admitting a representation of the form n(t) = max(i is an element of N) (U-i +Y-i(t)), where Sigma(infinity)(i=1) delta U-i is a Poisson point process on R with intensity e(-u)du, and Y1 ...
We extend the classical empirical interpolation method to a weighted empirical interpolation method in order to approximate nonlinear parametric functions with weighted parameters, e.g. random variables obeying various probability distributions. A priori c ...
We propose and prove a theorem that allows the calculation of a class of functionals on Poisson point processes that have the form of expected values of sum-products of functions. In proving the theorem, we present a variant of the Campbell-Mecke theorem f ...
In recent years we are experiencing a dramatic increase in the amount of available time-series data. Primary sources of time-series data are sensor networks, medical monitoring, financial applications, news feeds and social networking applications. Availab ...