Concept

Moment (probabilités)

Publications associées (116)

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Wavelet analysis of the Besov regularity of Levy white noise

Julien René Pierre Fageot, Shayan Aziznejad

We characterize the local smoothness and the asymptotic growth rate of the Levy white noise. We do so by characterizing the weighted Besov spaces in which it is located. We extend known results in two ways. First, we obtain new bounds for the local smoothn ...

2020

Optimal lower bounds on hitting probabilities for stochastic heat equations in spatial dimension k >= 1

Robert Dalang, Fei Pu

We establish a sharp estimate on the negative moments of the smallest eigenvalue of the Malliavin matrix gamma z of Z := (u(s, y), u(t , x) - u(s, y)), where u is the solution to a system of d non-linear stochastic heat equations in spatial dimension k >= ...

UNIV WASHINGTON, DEPT MATHEMATICS2020

Exploring the Contribution of Proprioceptive Reflexes to Balance Control in Perturbed Standing

Auke Ijspeert, Anne Daniëlle Koelewijn

Humans control balance using different feedback loops involving the vestibular system, the visual system, and proprioception. In this article, we focus on proprioception and explore the contribution of reflexes based on force and length feedback to standin ...

FRONTIERS MEDIA SA2020

A method and system for deriving particle characteristics is described. The method comprises imaging the movement of at least one free-floating particle in a liquid environment at at least one moment in time, determining for at least one moment in time a m ...

2020

The aim of this review-style paper is to provide a concise, self-contained and unified presentation of the construction and main properties of Gaussian multiplicative chaos (GMC) measures for log-correlated fields in 2D in the subcritical regime. By consid ...

POLYMAT2020

Polynomial Jump-Diffusion Models

Damir Filipovic, Martin Larsson

We develop a comprehensive mathematical framework for polynomial jump-diffusions in a semimartingale context, which nest affine jump-diffusions and have broad applications in finance. We show that the polynomial property is preserved under polynomial trans ...

2020

Depuis que le train du Péloponnèse fonctionne à nouveau, il est possible d’atteindre le centre-ville de Patras en seulement quinze minutes depuis sa périphérie. Cette nouvelle voie me fait découvrir des quartiers entiers et arpenter la ville d’une manière ...

2019

The static and dynamic structural heterogeneities of B-DNA: extending Calladine-Dickerson rules

John Maddocks, Daiva Petkeviciute, Marco Pasi

We present a multi-laboratory effort to describe the structural and dynamical properties of duplex B-DNA under physiological conditions. By processing a large amount of atomistic molecular dynamics simulations, we determine the sequence-dependent structura ...

Oxford University Press (OUP)2019

Using Uncertainty Data in Chance-Constrained Trajectory Planning

Maryam Kamgarpour

We consider the problem of trajectory planning in an environment comprised of a set of obstacles with uncertain locations. While previous approaches model the uncertainties with a prescribed Gaussian distribution, we consider the realistic case in which th ...

IEEE2019

Quantifying uncertainties in contact mechanics of rough surfaces using the multilevel Monte Carlo method

Fabio Nobile, Sebastian Krumscheid, Valentine Ginette Madeleine Rey

We quantify the effect of uncertainties on quantities of interest related to contact mechanics of rough surfaces. Specifically, we consider the problem of frictionless non adhesive normal contact between two semi infinite linear elastic solids subject to u ...

2019