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Page 7164 of Mathematical Reviews Vol. , Issue 87m [page]

1987 Mathematical Reviews  
Mark Berman (Sydney) 87m:60113 Schmidt, Volker (DDR-BRGF) 87m:60114 * Qualitative and asymptotic properties of shot-noise fields. A point process approach. With German and Russian summaries.  ...  Stationary shot noise phenomenon is identified as a special PROBABILITY THEORY AND STOCHASTIC PROCESSES 7164 case corresponding to the situation when d = 1 and {z,} corre- sponds to the stationary Poisson  ... 

Self-consistent removal of sawtooth oscillations from transient plasma data by generalized singular value decomposition

T. Dudok de Wit, M. Erba, M. Mattioli, J.-L. Ségui
1998 Physics of Plasmas  
Special attention is paid to transient regimes in which the temperature is perturbed either by the laser blow-off injection of impurities or by pellet injection.  ...  Each state of the system corresponds to a point on that trajectory while the time evolution is depicted qualitatively by the way the trajectories move away these points.  ...  States that are associated with deterministic processes tend to cluster in reproducible trajectories [17] whereas stochastic processes (e.g. incoherent noise) merely yield clouds of scattered points  ... 
doi:10.1063/1.872796 fatcat:flvdbhlqevdnjffcpi4zjbjrri

Nonstationary self-similar Gaussian processes as scaling limits of power-law shot noise processes and generalizations of fractional Brownian motion

Guodong Pang, Murad S. Taqqu
2019 High Frequency  
We study shot noise processes with Poisson arrivals and non-stationary noises.  ...  Motivated by these processes, we introduce new classes of self-similar Gaussian processes with non-stationary increments, via the time-domain integral representation, which are natural generalizations  ...  In [50] , a cluster shot noise model is studied where the noises depend on the same 'cluster mark' within each cluster.  ... 
doi:10.1002/hf2.10028 fatcat:g7alrhkvfff33jtp2lgqeyq2na

Catastrophe Insurance Modeled by Shot-Noise Processes

Thorsten Schmidt
2014 Risks  
Abstract: Shot-noise processes generalize compound Poisson processes in the following way: a jump (the shot) is followed by a decline (noise).  ...  We give a general account of shot-noise processes with time-inhomogeneous drivers inspired by recent results in credit risk.  ...  P is given by Y (t, u)ν(t, du)dt Preserving Independent Increments For tractability reasons one often considers shot-noise processes driven by a marked point process which has independent increments.  ... 
doi:10.3390/risks2010003 fatcat:4lblmtivazhytlwdtq47oytwnm

On the modelling of multivariate counts with Cox processes and dependent shot noise intensities [article]

Benjamin Avanzi, Gregory Clive Taylor, Bernard Wong, Xinda Yang
2020 arXiv   pre-print
Specifically, we develop a multivariate Cox process with shot noise intensities to jointly model the arrival process of counts (e.g. insurance claims).  ...  The dependency structure is introduced via multivariate shot noise _intensity_ processes which are connected with the help of L\'evy copulas.  ...  Earlier versions of this paper were presented at the 20 th International Congress on Insurance  ... 
arXiv:2004.11169v2 fatcat:zepgr4cizfcj5lubmwueolh6q4

Application of continuous measurement theory to the current through quantum dots

József Zsolt Bernád, András Bodor, Tamás Geszti, Lajos Diósi
2008 Physical Review B  
Applied to a double dot, our formalism easily confirms previous results on quantum Zeno effect, driven by growing ammeter performance gamma.  ...  That gives a correct account for the mean current through the external tunnel barriers but neglects shot noise introduced by charge partitioning on those barriers.  ...  Asymmetry of the opposite sign has no marked effect on QZE.  ... 
doi:10.1103/physrevb.77.073311 fatcat:2bwu2q5go5b7hb5pjxdz7lyvty

Directionally convex ordering of random measures, shot noise fields, and some applications to wireless communications

Bartłomiej Błaszczyszyn, D. Yogeshwaran
2009 Advances in Applied Probability  
Further operations on Cox point processes such as position-dependent marking and displacement of points are shown to preserve the order.  ...  Numerous applications of this result are shown, in particular to comparison of various Cox processes and some performance measures of wireless networks, in both of which shot noise fields appear as key  ...  Acknowledgements DY was supported by a grant from EADS, France. This work has greatly benefitted from discussions with Professor Francois Baccelli.  ... 
doi:10.1017/s0001867800003499 fatcat:ynoy5qqqdrexfegayf6vym44oa

Page 913 of Mathematical Reviews Vol. , Issue 87b [page]

1987 Mathematical Reviews  
A multidimensional shot noise is a random field v = (v(t));cra of the type v(t) = >>; f(t — zi, 6;), where the z; are the points of a stationary point process VW in R*%, the “marks” ; are i.i.d. and independent  ...  Denote by yz, the measure in- duced by €, on C[0, 00).  ... 

A random field approach to Bitterlich sampling

A. Penttinen
1988 Annales Academiae Scientiarum Fennicae Series A I Mathematica  
Our general approach to these problems is by means of an induced shot-noise rarrdom field.  ...  Therefore, in Chapters 2 and 3, we concentrate on the link between the initial marked point process (describing the forest) and the corresponding shot-noise random field which we call here "relascope process  ... 
doi:10.5186/aasfm.1988.1319 fatcat:so5xt4eynnai5lrv7glnfxdhme

Long Memory in Nonlinear Processes [article]

Rohit Deo , Philippe Soulier
2007 arXiv   pre-print
For example, series of returns on financial assets typically tend to show zero correlation, whereas their squares or absolute values exhibit long memory.  ...  A popular class of such models is the autoregressive fractionally integrated moving average (ARFIMA) which is a linear process. However, there is also a need for nonlinear long memory models.  ...  Shot noise processes General forms of the shot-noise process have been considered for a long time; see for instance [Tak54] , [Dal71] .  ... 
arXiv:0706.1836v1 fatcat:fzocckpjofadtjuddiw4hgshru

Likelihood-based inference for clustered line transect data

Rasmus Waagepetersen, Tore Schweder
2006 Journal of Agricultural Biological and Environmental Statistics  
To quantify the clustering we model line transect data as independent thinnings of spatial shot-noise Cox processes.  ...  Uncertainty is addressed using parametric bootstrap or by consideration of posterior distributions in a Bayesian setting.  ...  In addition to being an example of a shot noise G Cox process (see Appendix A), our shot-noise Cox process is moreover an example of a Neyman-Scott process with negative binomial numbers of points in each  ... 
doi:10.1198/108571106x130557 fatcat:ep3ln2nw4jbrpd2pkicnkgffz4

Reflection imaging of complex geology in a crystalline environment using virtual-source seismology: case study from the Kylylahti polymetallic mine, Finland

M. Chamarczuk, M. Malinowski, M. Malinowski, D. Draganov, E. Koivisto, S. Heinonen, S. Rötsä
2022 Solid Earth  
Based on the PSD and beamforming results, we created 10 d subset of AN recordings that were dominated by multi-azimuth high-velocity arrivals.  ...  Next, we produce 994 virtual-source gathers by applying seismic interferometry processing by cross-correlating AN at all receivers, resulting in full 3D VSS.  ...  This paper was edited by Juan Alcalde and reviewed by two anonymous referees.  ... 
doi:10.5194/se-13-705-2022 doaj:5cc06c628cf84885804bfe7049126617 fatcat:khamtielofey5fighejqpivkue

The ARMA Point Process and its Estimation [article]

Spencer Wheatley, Michael Schatz, Didier Sornette
2018 arXiv   pre-print
We introduce the ARMA (autoregressive-moving-average) point process, which is a Hawkes process driven by a Neyman-Scott process with Poisson immigration.  ...  It contains both the Hawkes and Neyman-Scott process as special cases and naturally combines self-exciting and shot-noise cluster mechanisms, useful in a variety of applications.  ...  To overcome this difficulty and enable MLE for the ARMA point process, we derive an MCEM (Monte-Carlo expectationmaximization) algorithm, extended from the spatial point process literature on shot noise  ... 
arXiv:1806.09948v1 fatcat:vbeej4cra5dwhfhiy7exij7o4m

Stochastic noise in atomic force microscopy

Aleksander Labuda, Martin Lysy, William Paul, Yoichi Miyahara, Peter Grütter, Roland Bennewitz, Mark Sutton
2012 Physical Review E  
In this article, the power spectral density (PSD), used to quantify stationary stochastic processes, is introduced in the context of a thorough noise analysis of the light source used to detect cantilever  ...  The result demonstrates that mechanical vibrations of the AFM can cause a logarithmic velocity dependence of friction and induce multiple slip events in the atomic stick-slip process, as well as predicts  ...  The differential-mode noise may be limited by 1/f noise, rather than shot noise, and the drive electronics may set the common-mode noise limit far above the shot noise or even source-induced noise.  ... 
doi:10.1103/physreve.86.031104 pmid:23030863 fatcat:cxbsoqnorfbtbpfor5hcrfqyru

Seismoelectric data processing for surface surveys of shallow targets

Seth S. Haines, Antoine Guitton, Biondo Biondi
2007 Geophysics  
Mapping to the linear radon domain with an inverse process incorporating a sparseness constraint provides good separation of signal from noise, though it is ineffective on noise that shows the same dip  ...  The utility of the seismoelectric method relies on development of data processing methods to extract the signal of interest from background and source-generated coherent noise that may be several orders-of-magnitude  ...  This paper has been considerably improved by comments from Associate Editor John Bradford and reviewer Karl Butler, along with two anonymous reviewers.  ... 
doi:10.1190/1.2424542 fatcat:vws2hc4spnhz7iauc4k3ayybmu
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