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In the present paper, the problem of selecting priors for continuous-time processes is approached using the MaxEnt paradigm. First, assuming stationarity and Gaussianity, a suitable definition of differential entropy rate is introduced. Second, it is obser ...
Signal detection is one of the basic problems in statistical communication theory, and has many applications to contemporary technology, whether in engineering, medical science, or the environment. The most difficult problems are those involving random sig ...
This paper addresses the problem of robust exponential filtering for discrete uncertain systems with mixed stochastic and deterministic uncertainties, in addition to unmodelled nonlinearities and measurement and process noises with bounded variances. ...
This paper presents general methods for obtaining power spectra of a large class of signals and random fields driven by an underlying point processes, in particular spatial shot noises with random impulse response and arbitrary basic stationary point proce ...
3-D geological models are built with data collected in the field such as boreholes, geophysical measurements, pilot shafts or geological mapping. Unfortunately, these data are always limited in number. It implies that geological information is sparse and s ...
We find that the probabilistic bound on delay in the article by Goyal et al. in 1997 is incorrect. The problem originates from: 1) the difference between stationary and Palm probabilities and 2) treating the arrival counting process over some random time i ...
We find that the probabilistic bound on delay in [1] is incorrect. The problem originates from: (1) the difference between stationary and Palm probabilities, and (2) treating the arrival counting process over some random time intervals as if the time inter ...
We consider a stochastic differential equation in which the noise is the sum of a white noise, a Poisson noise and a continuous time Markov chain. The probability densities governing the dynamics solve high order partial differential equations and the solu ...
We introduce a new set of probabilistic analysis tools based on the analysis of And-Or trees with random inputs. These tools provide a unifying, intuitive, and powerful framework for carrying out the analysis of several previously studied random processes ...
The tendency to ergodicity of transport through heterogeneous stratified formations by a flow tilted with respect to the bedding is examined in this note. The idealized model of evenly stratified formations resembles recharge areas in naturally layered sed ...
