Autosimilarité et anisotropie : applications en imagerie médicale

Size: px
Start display at page:

Download "Autosimilarité et anisotropie : applications en imagerie médicale"

Transcription

1 1 Autosimilarité et anisotropie : applications en imagerie médicale Hermine Biermé journées MAS, Bordeaux, 03/09/2010 ANR-09-BLAN mataim [F. Richard (MAP5)] ( Coll: INSERM U 658 [Pr. C.L. Benhamou (CHRO)], INSERM ERI-20 [Pr. F. Clavel (IGR)] hermine.bierme@mi.parisdescartes.fr

2 OUTLINES 2 Outlines 1 Fractal analysis of medical images Examples Variogram method Fractional Brownian motion modeling Stochastic modeling for images Restriction on a line Fractional Brownian field Anisotropic Gaussian field Validation for bone radiographs

3 1 FRACTAL ANALYSIS OF MEDICAL IMAGES 3 1 Fractal analysis of medical images ROI medical images = textures Goal: use texture analysis to extract diagnostically meaningful information One tool: fractal analysis to characterize texture via statistical self-similarity or scale invariance through a fractal index H (0, 1) Numerous methods and studies! [Lopes and Betrouni, 2009]

4 1 FRACTAL ANALYSIS OF MEDICAL IMAGES Examples Mammography dense breast tissue fatty breast tissue Validation of self-similarity using power spectrum method H [0.33, 0.42] [Heine et al, 2002]. Discrimination of dense H [0.55, 0.75] and fatty H [0.2, 0.35] breast tissue using WTMM method [Kestener et al, 2001]

5 1 FRACTAL ANALYSIS OF MEDICAL IMAGES 5 Trabecular bone microarchitecture Dataset of 211 high-resolution digital X-ray images of calcaneum (a heel bone) with standardized acquisition procedure [Lespessailles et al., 2007]: ROI location control case osteoporotic case Validation of self-similarity using variogram and power spectrum methods on calcaneous bone [Benhamou et al, 94], on cancellous bone [Caldwell et al, 94] Discrimination of osteoporotic cases H mean = ± (osteoporotic cases)/ H mean = ± (control cases) [Benhamou et al, 2001]

6 1 FRACTAL ANALYSIS OF MEDICAL IMAGES Variogram method Let us consider the discrete image I(k, l), 0 k n 1, 0 l n 1. Extract a line of the image I θ (k), 0 k n θ 1 for θ a direction Compute v θ (u) = 1 n θ u n θ 1 u k=0 (I θ (k + u) I θ (k)) 2, 1 u n θ 1.

7 1 FRACTAL ANALYSIS OF MEDICAL IMAGES 7 Average along a set of lines with the same direction v θ (u) and plot log v θ (u) versus log(u). Fractal index H θ = slope(θ)/2 Example on bone radiographs (211 cases): 20 average /+ std deviation 20 average /+ std deviation 20 average /+ std deviation log(v u ) 17 log(v u ) 17 log(v u ) log(u) log(u) log(u) θ = (1, 0) (horizontal) θ = (0, 1) (vertical) θ = (1, 1)/ 2 (diagonal) H θ = 0.51 ± 0.08 H θ = 0.56 ± 0.06 H θ = 0.51 ± 0.08

8 1 FRACTAL ANALYSIS OF MEDICAL IMAGES Fractional Brownian motion modeling Let (Ω, A, P) be a probability space. For H (0, 1), the fractional Brownian motion [Kolmogorov, 1940], [Mandelbrot and Van Ness, 1968] B H = {B H (t) ; t R} is a zero mean Gaussian random process such that ( t R, B H (t) : Ω R real random variable N 0, t 2H). and Cov (B H (t), B H (s)) = 1 2 ( t 2H + s 2H t s 2H). Properties : B H (0) = 0 a.s. Stationary increments: t 0 R, B H (. + t 0 ) B H (t 0 ) fdd = B H (.) Self-similarity of order H: λ > 0, B H (λ.) fdd = λ H B H (.).

9 1 FRACTAL ANALYSIS OF MEDICAL IMAGES H = 0.3 H = 0.5 H = 0.7 H= Self-similarity/Hölder regularity/fractal dimension : 2 H Numerous estimators of H. Law characterized by the variogram v H (t) = Var (B H (t)) = t 2H. ( Spectral representation B H (t) = c H R e itξ 1 ) ξ H 1/2 dw(ξ) v H (t) = c 2 H e itξ 1 2 ξ 2H 1 dξ R spectral density = c 2 H ξ 2H 1 [1/f process].

10 1 FRACTAL ANALYSIS OF MEDICAL IMAGES 10 Estimation Let us observe { I θ (k) = c θ B H ( k n) ;0 k n 1 }. V 1,u (B H ) := c2 θ n u E(V 1,u (B H )) = n 1 u k=0 c2 θ n u ( ( ) k + u B H n n 1 u k=0 v H ( u n ) B H ( k n )) 2 = c 2 θn 2H u 2H. Ergodic Theorem: V 1,u (B H ) /E(V 1,u (B H )) 1 a.s. n + Ĥ = 1 ( ) 2 log V1,u (B H ) ( u ) / log V 1,v (B H ) v Remark: ( v u ) H n =variogram at small scales = Hölder regularity spectral density at high frequencies

11 1 FRACTAL ANALYSIS OF MEDICAL IMAGES 11 Rate of convergence: asymptotic normality? P K (x) = (1 x) K = K a l x l filter of order K 1 l=0 K ( ) t + lu t R, P K(B u H)(t) = a l B H n l=0 = c H e i tξ n P R uξ i (e n stationary ergodic Gaussian process Generalized quadratic variations [Istas and Lang, 1997] ) K ξ H 1 2 dw(ξ) V K,u (B H ) = 1 n Ku n Ku+1 k=0 (P K u (B H)(k)) 2 with, E(V K,u (B H )) = c K,H n 2H u 2H. Ergodic Theorem: V K,u (B H ) /E(V K,u (B H )) n + 1 a.s.

12 1 FRACTAL ANALYSIS OF MEDICAL IMAGES 12 ( ) VK,u (B H ) n Ku E ( V K,u (B H ) ) 1 fdd = n Ku 1 1 n Ku k=0 H 2 (X u ) (k), with H 2 (x) = x 2 1 = 2th-Hermite polynomial and X u is a centered stationary Gaussian time series which admits for spectral density 2π ( P F Xu (ξ) = e iuξ) 2K ξ + 2kπ 2H 1, c K,H u 2H ie Cov(X u (k + k ), X u (k )) = 1 e ikξ F Xu (ξ)dx. 2π π Theorem:[Breuer-Major, 1983] If ( ) R P e iuξ 4K ξ 4H 2 dξ < +, then, F Xu L 2 ([ π, π]) and, as n +, ( ) VK,u (B H ) n Ku E ( V K,u (B H ) ) 1 N(0, σu) 2 with σ 2 u = 2F 2 X u (0). k Z +π

13 1 FRACTAL ANALYSIS OF MEDICAL IMAGES 13 New proof by [Nualart, Ortiz-Latorre, 2008], [Nourdin, Peccatti, 2009] + vectorial CLT from [Peccatti, Tudor, 2004] Theorem:[B., Bonami and León, 2010] Let Y (t) = ( R e itξ 1 ) f(ξ) 1/2 dw(ξ), with ( c f(ξ) = ξ + O 2H+1 ξ + 1 ξ 2H+1+γ ), Then, Ĥ = 1 ( ) 2 log VK,u (Y ) ( u ) /log V K,v (Y ) v H a.s. n + + asymptotic normality for K > H + 1/4 and γ > 1/2.

14 2 STOCHASTIC MODELING FOR IMAGES 14 2 Stochastic modeling for images {X(x); x R 2 } a zero mean Gaussian random field Spectral representation: [Bonami and Estrade, 2003] ( ) X(x) = e ix ξ 1 f(ξ) 1/2 dw(ξ), x R 2 R 2 well defined for f 0 even and R 2 min(1, ξ 2 )f(ξ)dξ < +. Properties : X(0) = 0 a.s. Stationary increments: x 0 R 2, X(. + x 0 ) X(x 0 ) fdd = X(.) Cov (X(x), X(y)) = 1 (v 2 X(x) + v X (y) v X (x y)) with v X (x) = e ix ξ 1 2 f(ξ)dξ R 2 f spectral density

15 2 STOCHASTIC MODELING FOR IMAGES Restriction on a line For all direction θ S 1, {X(tθ); t R} is a zero mean Gaussian random process with spectral density given by R θ f(τ) = f(τθ + γθ )dγ a.e. τ R Self-similarity: R θ f(τ) = c θ τ 2H 1 f(ξ) = c(arg(ξ)) ξ 2H 2, a.e. ξ R 2 R λ > 0, X(λ ) fdd = λ H X( ). Isotropy: R θ f = R θ f for all θ S 1 f is radial M O 2 (R), X(M ) fdd = X( ).

16 2 STOCHASTIC MODELING FOR IMAGES Fractional Brownian field f(ξ) = c H ξ 2H 2 a.e. ξ R 2 and x R 2, v X (x) = Var(X(x)) = x 2H. Exact method of simulation [Stein, 2002] H = 0.3 H = 0.5 H = 0.7

17 2 STOCHASTIC MODELING FOR IMAGES 17 Detectability of spots on mammograms [Grosjean, Moisan, 2009] Simulated spots with identical contrast on a real mammogram Burgess Law [Burgess et al, 2001] Link between size and contrast for human perception of opacities and mammograms

18 2 STOCHASTIC MODELING FOR IMAGES 18 Simulated spots with identical contrast WN H = 0.3 H = 0.7 radius 5 radius 10 radius 50

19 2 STOCHASTIC MODELING FOR IMAGES Anisotropic Gaussian field f(ξ) = c(arg(ξ)) ξ 2H 2 a.e. ξ R 2 x R 2, v X (x) = Var(X(x)) = C(arg(x)) x 2H. C = topothesy function [Davies and Hall, 1999] with θ, C(θ) > 0 Simulations for H = 0.4 [Coll: Moisan, Richard (MAP5)] c(θ) = 1 [π/4,3π/4] ( θ ) c(θ) = sin(θ) c(θ) = cos(θ) Identification of c [Istas, 2007] Anisotropy test for C [Coll: Bonami, León, Richard]

20 2 STOCHASTIC MODELING FOR IMAGES 20 Anisotropic self-similarity? Problem: Let θ 1 = (1, 0) and θ 2 = (0, 1). Find X such that {X(tθ 1 ); t R} =FBM of order H 1 {X(tθ 2 ); t R} =FBM of order H 2 with H 1 < H 2 Remark: It is not possible to get more than 2 different directions due to S.I. Toy example solution: X(x) = X(x 1, x 2 ) = B H1 (x 1 ) + B H2 (x 2 ) with B H1 and B H2 ind. FBMs. Then v X (x) = x 1 2H 1 + x 2 2H 2 no spectral density. Note that λ > 0, v X (λx 1, λ a x 2 ) = λ 2H 1 v X (x 1, x 2 ) with a = H 1 /H 2.

21 2 STOCHASTIC MODELING FOR IMAGES 21 Operator scaling property For a = H 1 /H 2, λ > 0, {X(λx 1, λ a x 2 ); (x 1, x 2 ) R 2 } fdd = λ H 1 {X(x 1, x 2 );(x 1, x 2 ) R 2 } A solution with spectral density f: f(λξ 1, λ a ξ 2 ) = λ β f(ξ 1, ξ 2 ), β = 2H a One example: f(ξ 1, ξ 2 ) = ( ξ ξ 2a 2 ) β/2 Theorem:[B., Meerschaert, Scheffler, 2007]: X is well defined and satisfies the operator scaling property fdd λ > 0, X(λ E ) = λ H 1 X( ), with E = a

22 2 STOCHASTIC MODELING FOR IMAGES 22 Simulations for H 2 = 0.6 H 1 = 0.55 H 1 = 0.5 H 1 = 0.45 What for other directions? If θ = (θ 1, θ 2 ) S 1 with θ 1 0 and θ 2 0, R θ f(p) + c θ p 2H 1 1 with c θ = 1 θ 1 R (s 2a + θ 2 1 ) β/2 ds v θ (t) = Var (X(tθ)) 0 d θ t 2H 1 with d θ > 0.

23 2 STOCHASTIC MODELING FOR IMAGES Validation for bone radiographs [Benhamou, B., Richard, 2009] Implementation issues Black = out of lattice. Precision of red = 1, green = 2 Estimation on oriented lines without interpolation. Precision is not the same in all directions. Accuracy of orientation analysis Precision of the image.

24 2 STOCHASTIC MODELING FOR IMAGES 24 Comparison of the index in different directions H H H H 1 H 1 H 3 H θ3 vs H θ1 H θ4 vs H θ1 H θ4 vs H θ H H H H 1 H 2 H 2 H θ2 vs H θ1 H θ3 vs H θ2 H θ4 vs H θ2 Directions: 1: θ 1 = (1, 0) (horizontal), 2: θ 2 = (0, 1) (vertical), 3: θ 3 = (1, 1)/ 2 (diagonal), 4: θ 4 = ( 1, 1)/ 2 (diagonal).

Available online at ScienceDirect. Procedia Environmental Sciences 27 (2015 ) 16 20

Available online at   ScienceDirect. Procedia Environmental Sciences 27 (2015 ) 16 20 Available online at www.sciencedirect.com ScienceDirect Procedia Environmental Sciences 7 ( ) 6 Spatial Statistics : Emerging Patterns - Part Analysis of anisotropic Brownian textures and application to

More information

Claude-Laurent BENHAMOU 2

Claude-Laurent BENHAMOU 2 ESAIM: PROCEEDINGS, April 29, Vol. 26, p. 1-122 H. Ammari, Editor ANISOTROPIC TEXTURE MODELING AND APPLICATIONS TO MEDICAL IMAGE ANALYSIS Hermine BIERMÉ 1, Frédéric RICHARD 1, Mouna RACHIDI 2 and Claude-Laurent

More information

TEXTURE MODELING BY GAUSSIAN FIELDS WITH PRESCRIBED LOCAL ORIENTATION

TEXTURE MODELING BY GAUSSIAN FIELDS WITH PRESCRIBED LOCAL ORIENTATION TEXTURE MODELING BY GAUSSIAN FIELDS WITH PRESCRIBED LOCAL ORIENTATION KévinPolisano 1,Marianne Clausel 1,ValériePerrier 1,LaurentCondat 2 1 University of Grenoble-Alpes, Laboratoire JeanKuntzmann, UMR5224CNRS,Grenoble,

More information

A TURNING-BAND METHOD FOR THE SIMULATION OF ANISOTROPIC FRACTIONAL BROWNIAN FIELDS. hal , version 1-11 Oct

A TURNING-BAND METHOD FOR THE SIMULATION OF ANISOTROPIC FRACTIONAL BROWNIAN FIELDS. hal , version 1-11 Oct A TURNING-BAND METHOD FOR THE SIMULATION OF ANISOTROPIC FRACTIONAL BROWNIAN FIELDS. HERMINE BIERMÉ,, LIONEL MOISAN, AND FRÉDÉRIC RICHARD 3 Abstract. In this paper, we propose a method for simulating realizations

More information

Joint Parameter Estimation of the Ornstein-Uhlenbeck SDE driven by Fractional Brownian Motion

Joint Parameter Estimation of the Ornstein-Uhlenbeck SDE driven by Fractional Brownian Motion Joint Parameter Estimation of the Ornstein-Uhlenbeck SDE driven by Fractional Brownian Motion Luis Barboza October 23, 2012 Department of Statistics, Purdue University () Probability Seminar 1 / 59 Introduction

More information

HWT and anisotropic texture analysis

HWT and anisotropic texture analysis The hyperbolic wavelet transform : an efficient tool for anisotropic texture analysis. M.Clausel (LJK Grenoble) Joint work with P.Abry (ENS Lyon), S.Roux (ENS Lyon), B.Vedel (Vannes), S.Jaffard(Créteil)

More information

Identication of the pointwise Hölder exponent of Generalized Multifractional Brownian Motion

Identication of the pointwise Hölder exponent of Generalized Multifractional Brownian Motion Identication of the pointwise Hölder exponent of Generalized Multifractional Brownian Motion Antoine Ayache USTL (Lille) Antoine.Ayache@math.univ-lille1.fr Cassino December 2010 A.Ayache (USTL) Identication

More information

Hölder regularity for operator scaling stable random fields

Hölder regularity for operator scaling stable random fields Stochastic Processes and their Applications 119 2009 2222 2248 www.elsevier.com/locate/spa Hölder regularity for operator scaling stable random fields Hermine Biermé a, Céline Lacaux b, a MAP5 Université

More information

B. Vedel Joint work with P.Abry (ENS Lyon), S.Roux (ENS Lyon), M. Clausel LJK, Grenoble),

B. Vedel Joint work with P.Abry (ENS Lyon), S.Roux (ENS Lyon), M. Clausel LJK, Grenoble), Hyperbolic wavelet analysis of textures : global regularity and multifractal formalism B. Vedel Joint work with P.Abry (ENS Lyon), S.Roux (ENS Lyon), M. Clausel LJK, Grenoble), S.Jaffard(Créteil) Harmonic

More information

Anisotropy of Hölder Gaussian random fields: characterization, estimation, and application to image textures

Anisotropy of Hölder Gaussian random fields: characterization, estimation, and application to image textures Anisotropy of Hölder Gaussian random fields: characterization, estimation, and application to image textures Frédéric Richard To cite this version: Frédéric Richard. Anisotropy of Hölder Gaussian random

More information

From Fractional Brownian Motion to Multifractional Brownian Motion

From Fractional Brownian Motion to Multifractional Brownian Motion From Fractional Brownian Motion to Multifractional Brownian Motion Antoine Ayache USTL (Lille) Antoine.Ayache@math.univ-lille1.fr Cassino December 2010 A.Ayache (USTL) From FBM to MBM Cassino December

More information

Explicit construction of operator scaling Gaussian random fields

Explicit construction of operator scaling Gaussian random fields Explicit construction of operator scaling Gaussian random fields M.Clausel a, B.Vedel b a Laboratoire d Analyse et de Mathématiques Appliquées, UMR 8050 du CNRS, Université Paris Est, 61 Avenue du Général

More information

arxiv:math/ v1 [math.pr] 30 May 2005

arxiv:math/ v1 [math.pr] 30 May 2005 arxiv:math/0505635v1 [math.pr] 30 May 2005 POISSON MICROBALLS: SELF-SIMILARITY AND DIRECTIONAL ANALYSIS HERMINE BIERME AND ANNE ESTRADE Abstract. We study a random field obtained by counting the number

More information

Modeling and testing long memory in random fields

Modeling and testing long memory in random fields Modeling and testing long memory in random fields Frédéric Lavancier lavancier@math.univ-lille1.fr Université Lille 1 LS-CREST Paris 24 janvier 6 1 Introduction Long memory random fields Motivations Previous

More information

Topics in fractional Brownian motion

Topics in fractional Brownian motion Topics in fractional Brownian motion Esko Valkeila Spring School, Jena 25.3. 2011 We plan to discuss the following items during these lectures: Fractional Brownian motion and its properties. Topics in

More information

Explicit constructions of operator scaling Gaussian fields

Explicit constructions of operator scaling Gaussian fields Explicit constructions of operator scaling Gaussian fields Marianne Clausel-Lesourd, Béatrice Vedel To cite this version: Marianne Clausel-Lesourd, Béatrice Vedel. Explicit constructions of operator scaling

More information

Multi-operator scaling random fields

Multi-operator scaling random fields Available online at www.sciencedirect.com Stochastic Processes and their Applications 121 (2011) 2642 2677 www.elsevier.com/locate/spa Multi-operator scaling random fields Hermine Biermé a, Céline Lacaux

More information

LAN property for sde s with additive fractional noise and continuous time observation

LAN property for sde s with additive fractional noise and continuous time observation LAN property for sde s with additive fractional noise and continuous time observation Eulalia Nualart (Universitat Pompeu Fabra, Barcelona) joint work with Samy Tindel (Purdue University) Vlad s 6th birthday,

More information

Uniformly and strongly consistent estimation for the Hurst function of a Linear Multifractional Stable Motion

Uniformly and strongly consistent estimation for the Hurst function of a Linear Multifractional Stable Motion Uniformly and strongly consistent estimation for the Hurst function of a Linear Multifractional Stable Motion Antoine Ayache and Julien Hamonier Université Lille 1 - Laboratoire Paul Painlevé and Université

More information

FRACTAL BEHAVIOR OF MULTIVARIATE OPERATOR-SELF-SIMILAR STABLE RANDOM FIELDS

FRACTAL BEHAVIOR OF MULTIVARIATE OPERATOR-SELF-SIMILAR STABLE RANDOM FIELDS Communications on Stochastic Analysis Vol. 11, No. 2 2017) 233-244 Serials Publications www.serialspublications.com FRACTAL BEHAVIOR OF MULTIVARIATE OPERATOR-SELF-SIMILAR STABLE RANDOM FIELDS ERCAN SÖNMEZ*

More information

A Wavelet-based Multifractal Analysis for scalar and vector fields: Application to developped turbulence

A Wavelet-based Multifractal Analysis for scalar and vector fields: Application to developped turbulence UCLA/IPAM Multiscale Geometry and Analysis in High Dimensions MGA Workshop IV, nov. 8-12, 2004 A Wavelet-based Multifractal Analysis for scalar and vector fields: Application to developped turbulence Pierre

More information

Pathwise volatility in a long-memory pricing model: estimation and asymptotic behavior

Pathwise volatility in a long-memory pricing model: estimation and asymptotic behavior Pathwise volatility in a long-memory pricing model: estimation and asymptotic behavior Ehsan Azmoodeh University of Vaasa Finland 7th General AMaMeF and Swissquote Conference September 7 1, 215 Outline

More information

Problems on Discrete & Continuous R.Vs

Problems on Discrete & Continuous R.Vs 013 SUBJECT NAME SUBJECT CODE MATERIAL NAME MATERIAL CODE : Probability & Random Process : MA 61 : University Questions : SKMA1004 Name of the Student: Branch: Unit I (Random Variables) Problems on Discrete

More information

Fixed-domain Asymptotics of Covariance Matrices and Preconditioning

Fixed-domain Asymptotics of Covariance Matrices and Preconditioning Fixed-domain Asymptotics of Covariance Matrices and Preconditioning Jie Chen IBM Thomas J. Watson Research Center Presented at Preconditioning Conference, August 1, 2017 Jie Chen (IBM Research) Covariance

More information

Scaling properties of Poisson germ-grain models

Scaling properties of Poisson germ-grain models Scaling properties of Poisson germ-grain models Ingemar Kaj Department of Mathematics Uppsala University ikaj@math.uu.se Reisensburg Workshop, Feb 2007 Purpose In spatial stochastic structure, investigate

More information

Variations and Hurst index estimation for a Rosenblatt process using longer filters

Variations and Hurst index estimation for a Rosenblatt process using longer filters Variations and Hurst index estimation for a Rosenblatt process using longer filters Alexandra Chronopoulou 1, Ciprian A. Tudor Frederi G. Viens 1,, 1 Department of Statistics, Purdue University, 15. University

More information

FEXP MODELS FOR OIL SLICK AND LOW-WIND AREAS ANALYSIS AND DISCRIMINATION IN SEA SAR IMAGES

FEXP MODELS FOR OIL SLICK AND LOW-WIND AREAS ANALYSIS AND DISCRIMINATION IN SEA SAR IMAGES FEXP MODELS FOR OIL SLICK AND LOW-WIND AREAS ANALYSIS AND DISCRIMINATION IN SEA SAR IMAGES ABSTRACT Massimo Bertacca () Fabrizio Berizzi () Enzo Dalle Mese () () Dept. of Information Engineering- University

More information

Time Series: Theory and Methods

Time Series: Theory and Methods Peter J. Brockwell Richard A. Davis Time Series: Theory and Methods Second Edition With 124 Illustrations Springer Contents Preface to the Second Edition Preface to the First Edition vn ix CHAPTER 1 Stationary

More information

Math 565: Introduction to Harmonic Analysis - Spring 2008 Homework # 2, Daewon Chung

Math 565: Introduction to Harmonic Analysis - Spring 2008 Homework # 2, Daewon Chung Math 565: Introduction to Harmonic Analysis - Spring 8 Homework #, Daewon Chung. Show that, and that Hχ [a, b] : lim H χ [a, b] a b. H χ [a, b] : sup > H χ [a, b] a b. [Solution] Let us pick < min a, b

More information

SELF-SIMILARITY PARAMETER ESTIMATION AND REPRODUCTION PROPERTY FOR NON-GAUSSIAN HERMITE PROCESSES

SELF-SIMILARITY PARAMETER ESTIMATION AND REPRODUCTION PROPERTY FOR NON-GAUSSIAN HERMITE PROCESSES Communications on Stochastic Analysis Vol. 5, o. 1 11 161-185 Serials Publications www.serialspublications.com SELF-SIMILARITY PARAMETER ESTIMATIO AD REPRODUCTIO PROPERTY FOR O-GAUSSIA HERMITE PROCESSES

More information

Handbook of Spatial Statistics Chapter 2: Continuous Parameter Stochastic Process Theory by Gneiting and Guttorp

Handbook of Spatial Statistics Chapter 2: Continuous Parameter Stochastic Process Theory by Gneiting and Guttorp Handbook of Spatial Statistics Chapter 2: Continuous Parameter Stochastic Process Theory by Gneiting and Guttorp Marcela Alfaro Córdoba August 25, 2016 NCSU Department of Statistics Continuous Parameter

More information

Gaussian Processes. 1. Basic Notions

Gaussian Processes. 1. Basic Notions Gaussian Processes 1. Basic Notions Let T be a set, and X : {X } T a stochastic process, defined on a suitable probability space (Ω P), that is indexed by T. Definition 1.1. We say that X is a Gaussian

More information

Stabilization and Acceleration of Algebraic Multigrid Method

Stabilization and Acceleration of Algebraic Multigrid Method Stabilization and Acceleration of Algebraic Multigrid Method Recursive Projection Algorithm A. Jemcov J.P. Maruszewski Fluent Inc. October 24, 2006 Outline 1 Need for Algorithm Stabilization and Acceleration

More information

Malliavin calculus and central limit theorems

Malliavin calculus and central limit theorems Malliavin calculus and central limit theorems David Nualart Department of Mathematics Kansas University Seminar on Stochastic Processes 2017 University of Virginia March 8-11 2017 David Nualart (Kansas

More information

Karhunen-Loève decomposition of Gaussian measures on Banach spaces

Karhunen-Loève decomposition of Gaussian measures on Banach spaces Karhunen-Loève decomposition of Gaussian measures on Banach spaces Jean-Charles Croix GT APSSE - April 2017, the 13th joint work with Xavier Bay. 1 / 29 Sommaire 1 Preliminaries on Gaussian processes 2

More information

Simulation of stationary fractional Ornstein-Uhlenbeck process and application to turbulence

Simulation of stationary fractional Ornstein-Uhlenbeck process and application to turbulence Simulation of stationary fractional Ornstein-Uhlenbeck process and application to turbulence Georg Schoechtel TU Darmstadt, IRTG 1529 Japanese-German International Workshop on Mathematical Fluid Dynamics,

More information

Rough paths methods 1: Introduction

Rough paths methods 1: Introduction Rough paths methods 1: Introduction Samy Tindel Purdue University University of Aarhus 216 Samy T. (Purdue) Rough Paths 1 Aarhus 216 1 / 16 Outline 1 Motivations for rough paths techniques 2 Summary of

More information

Statistical study of spatial dependences in long memory random fields on a lattice, point processes and random geometry.

Statistical study of spatial dependences in long memory random fields on a lattice, point processes and random geometry. Statistical study of spatial dependences in long memory random fields on a lattice, point processes and random geometry. Frédéric Lavancier, Laboratoire de Mathématiques Jean Leray, Nantes 9 décembre 2011.

More information

Stein s method and weak convergence on Wiener space

Stein s method and weak convergence on Wiener space Stein s method and weak convergence on Wiener space Giovanni PECCATI (LSTA Paris VI) January 14, 2008 Main subject: two joint papers with I. Nourdin (Paris VI) Stein s method on Wiener chaos (ArXiv, December

More information

PARAMETER ESTIMATION FOR FRACTIONAL BROWNIAN SURFACES

PARAMETER ESTIMATION FOR FRACTIONAL BROWNIAN SURFACES Statistica Sinica 2(2002), 863-883 PARAMETER ESTIMATION FOR FRACTIONAL BROWNIAN SURFACES Zhengyuan Zhu and Michael L. Stein University of Chicago Abstract: We study the use of increments to estimate the

More information

ON A LOCALIZATION PROPERTY OF WAVELET COEFFICIENTS FOR PROCESSES WITH STATIONARY INCREMENTS, AND APPLICATIONS. II. LOCALIZATION WITH RESPECT TO SCALE

ON A LOCALIZATION PROPERTY OF WAVELET COEFFICIENTS FOR PROCESSES WITH STATIONARY INCREMENTS, AND APPLICATIONS. II. LOCALIZATION WITH RESPECT TO SCALE Albeverio, S. and Kawasaki, S. Osaka J. Math. 5 (04), 37 ON A LOCALIZATION PROPERTY OF WAVELET COEFFICIENTS FOR PROCESSES WITH STATIONARY INCREMENTS, AND APPLICATIONS. II. LOCALIZATION WITH RESPECT TO

More information

Adaptive wavelet decompositions of stochastic processes and some applications

Adaptive wavelet decompositions of stochastic processes and some applications Adaptive wavelet decompositions of stochastic processes and some applications Vladas Pipiras University of North Carolina at Chapel Hill SCAM meeting, June 1, 2012 (joint work with G. Didier, P. Abry)

More information

Self-Similar Anisotropic Texture Analysis: the Hyperbolic Wavelet Transform Contribution

Self-Similar Anisotropic Texture Analysis: the Hyperbolic Wavelet Transform Contribution IEEE TRANS ON IMAGE PROCESSING Self-Similar Anisotropic Texture Analysis: the Hyperbolic Wavelet Transform Contribution SG Roux () M Clausel () B Vedel (3) S Jaffard () P Abry () IEEE Fellow () Physics

More information

MULTIDIMENSIONAL WICK-ITÔ FORMULA FOR GAUSSIAN PROCESSES

MULTIDIMENSIONAL WICK-ITÔ FORMULA FOR GAUSSIAN PROCESSES MULTIDIMENSIONAL WICK-ITÔ FORMULA FOR GAUSSIAN PROCESSES D. NUALART Department of Mathematics, University of Kansas Lawrence, KS 6645, USA E-mail: nualart@math.ku.edu S. ORTIZ-LATORRE Departament de Probabilitat,

More information

ELEMENTS OF PROBABILITY THEORY

ELEMENTS OF PROBABILITY THEORY ELEMENTS OF PROBABILITY THEORY Elements of Probability Theory A collection of subsets of a set Ω is called a σ algebra if it contains Ω and is closed under the operations of taking complements and countable

More information

An adaptive numerical scheme for fractional differential equations with explosions

An adaptive numerical scheme for fractional differential equations with explosions An adaptive numerical scheme for fractional differential equations with explosions Johanna Garzón Departamento de Matemáticas, Universidad Nacional de Colombia Seminario de procesos estocásticos Jointly

More information

An Itô s type formula for the fractional Brownian motion in Brownian time

An Itô s type formula for the fractional Brownian motion in Brownian time An Itô s type formula for the fractional Brownian motion in Brownian time Ivan Nourdin and Raghid Zeineddine arxiv:131.818v1 [math.pr] 3 Dec 13 December 4, 13 Abstract Let X be a two-sided) fractional

More information

PROBABILITY: LIMIT THEOREMS II, SPRING HOMEWORK PROBLEMS

PROBABILITY: LIMIT THEOREMS II, SPRING HOMEWORK PROBLEMS PROBABILITY: LIMIT THEOREMS II, SPRING 15. HOMEWORK PROBLEMS PROF. YURI BAKHTIN Instructions. You are allowed to work on solutions in groups, but you are required to write up solutions on your own. Please

More information

Outline. Virtual Clinical Trials. Psychophysical Discrimination of Gaussian Textures. Psychophysical Validation

Outline. Virtual Clinical Trials. Psychophysical Discrimination of Gaussian Textures. Psychophysical Validation Phantom Realism in Virtual (pre-) Clinical Trials: A Statistical Properties Perspective Craig Abbey Phantom Realism What is the goal? What can we do? Outline Statistical Properties Power spectra Virtual

More information

PROBABILITY: LIMIT THEOREMS II, SPRING HOMEWORK PROBLEMS

PROBABILITY: LIMIT THEOREMS II, SPRING HOMEWORK PROBLEMS PROBABILITY: LIMIT THEOREMS II, SPRING 218. HOMEWORK PROBLEMS PROF. YURI BAKHTIN Instructions. You are allowed to work on solutions in groups, but you are required to write up solutions on your own. Please

More information

Econometrics II - EXAM Outline Solutions All questions have 25pts Answer each question in separate sheets

Econometrics II - EXAM Outline Solutions All questions have 25pts Answer each question in separate sheets Econometrics II - EXAM Outline Solutions All questions hae 5pts Answer each question in separate sheets. Consider the two linear simultaneous equations G with two exogeneous ariables K, y γ + y γ + x δ

More information

Exact Moduli of Continuity for Operator-Scaling Gaussian Random Fields

Exact Moduli of Continuity for Operator-Scaling Gaussian Random Fields Exact Moduli of Continuity for Operator-Scaling Gaussian Random Fields YUQIANG LI,,, WENSHENG WANG, and YIMIN XIAO, School of Finance and Statistics, East China Normal University, Shanghai 200241, China

More information

Massachusetts Institute of Technology Department of Electrical Engineering and Computer Science : Discrete-Time Signal Processing

Massachusetts Institute of Technology Department of Electrical Engineering and Computer Science : Discrete-Time Signal Processing Massachusetts Institute of Technology Department of Electrical Engineering and Computer Science 6.34: Discrete-Time Signal Processing OpenCourseWare 006 ecture 8 Periodogram Reading: Sections 0.6 and 0.7

More information

Recent Developments on Fractal Properties of Gaussian Random Fields

Recent Developments on Fractal Properties of Gaussian Random Fields Recent Developments on Fractal Properties of Gaussian Random Fields Yimin Xiao Abstract We review some recent developments in studying fractal and analytic properties of Gaussian random fields. It is shown

More information

arxiv: v1 [math.pr] 7 May 2013

arxiv: v1 [math.pr] 7 May 2013 The optimal fourth moment theorem Ivan Nourdin and Giovanni Peccati May 8, 2013 arxiv:1305.1527v1 [math.pr] 7 May 2013 Abstract We compute the exact rates of convergence in total variation associated with

More information

Lecture 4: Stochastic Processes (I)

Lecture 4: Stochastic Processes (I) Miranda Holmes-Cerfon Applied Stochastic Analysis, Spring 215 Lecture 4: Stochastic Processes (I) Readings Recommended: Pavliotis [214], sections 1.1, 1.2 Grimmett and Stirzaker [21], section 9.4 (spectral

More information

Convergence of the long memory Markov switching model to Brownian motion

Convergence of the long memory Markov switching model to Brownian motion Convergence of the long memory Marov switching model to Brownian motion Changryong Bae Sungyunwan University Natércia Fortuna CEF.UP, Universidade do Porto Vladas Pipiras University of North Carolina February

More information

4 Derivations of the Discrete-Time Kalman Filter

4 Derivations of the Discrete-Time Kalman Filter Technion Israel Institute of Technology, Department of Electrical Engineering Estimation and Identification in Dynamical Systems (048825) Lecture Notes, Fall 2009, Prof N Shimkin 4 Derivations of the Discrete-Time

More information

Stochastic Processes. M. Sami Fadali Professor of Electrical Engineering University of Nevada, Reno

Stochastic Processes. M. Sami Fadali Professor of Electrical Engineering University of Nevada, Reno Stochastic Processes M. Sami Fadali Professor of Electrical Engineering University of Nevada, Reno 1 Outline Stochastic (random) processes. Autocorrelation. Crosscorrelation. Spectral density function.

More information

Maximum Likelihood Drift Estimation for Gaussian Process with Stationary Increments

Maximum Likelihood Drift Estimation for Gaussian Process with Stationary Increments Austrian Journal of Statistics April 27, Volume 46, 67 78. AJS http://www.ajs.or.at/ doi:.773/ajs.v46i3-4.672 Maximum Likelihood Drift Estimation for Gaussian Process with Stationary Increments Yuliya

More information

MFE6516 Stochastic Calculus for Finance

MFE6516 Stochastic Calculus for Finance MFE6516 Stochastic Calculus for Finance William C. H. Leon Nanyang Business School December 11, 2017 1 / 51 William C. H. Leon MFE6516 Stochastic Calculus for Finance 1 Symmetric Random Walks Scaled Symmetric

More information

I. Introduction. A New Method for Inverting Integrals Attenuated Radon Transform (SPECT) D to N map for Moving Boundary Value Problems

I. Introduction. A New Method for Inverting Integrals Attenuated Radon Transform (SPECT) D to N map for Moving Boundary Value Problems I. Introduction A New Method for Inverting Integrals Attenuated Radon Transform (SPECT) D to N map for Moving Boundary Value Problems F(k) = T 0 e k2 t+ikl(t) f (t)dt, k C. Integrable Nonlinear PDEs in

More information

ECE534, Spring 2018: Solutions for Problem Set #5

ECE534, Spring 2018: Solutions for Problem Set #5 ECE534, Spring 08: s for Problem Set #5 Mean Value and Autocorrelation Functions Consider a random process X(t) such that (i) X(t) ± (ii) The number of zero crossings, N(t), in the interval (0, t) is described

More information

Calculus First Semester Review Name: Section: Evaluate the function: (g o f )( 2) f (x + h) f (x) h. m(x + h) m(x)

Calculus First Semester Review Name: Section: Evaluate the function: (g o f )( 2) f (x + h) f (x) h. m(x + h) m(x) Evaluate the function: c. (g o f )(x + 2) d. ( f ( f (x)) 1. f x = 4x! 2 a. f( 2) b. f(x 1) c. f (x + h) f (x) h 4. g x = 3x! + 1 Find g!! (x) 5. p x = 4x! + 2 Find p!! (x) 2. m x = 3x! + 2x 1 m(x + h)

More information

An optimality result about sample path properties of Operator Scaling Gaussian Random Fields

An optimality result about sample path properties of Operator Scaling Gaussian Random Fields Annals of the University of Bucharest (mathematical series) 4 (LXII) (23), 36 395 An optimality result about sample path properties of Operator Scaling Gaussian Random Fields Marianne Clausel and Béatrice

More information

Interactions of Information Theory and Estimation in Single- and Multi-user Communications

Interactions of Information Theory and Estimation in Single- and Multi-user Communications Interactions of Information Theory and Estimation in Single- and Multi-user Communications Dongning Guo Department of Electrical Engineering Princeton University March 8, 2004 p 1 Dongning Guo Communications

More information

Advanced Heat and Mass Transfer by Amir Faghri, Yuwen Zhang, and John R. Howell

Advanced Heat and Mass Transfer by Amir Faghri, Yuwen Zhang, and John R. Howell Advanced Heat and Mass Transfer by Amir Faghri, Yuwen Zhang, and John R. Howell 9.2 The Blackbody as the Ideal Radiator A material that absorbs 100 percent of the energy incident on it from all directions

More information

Hierarchical Nearest-Neighbor Gaussian Process Models for Large Geo-statistical Datasets

Hierarchical Nearest-Neighbor Gaussian Process Models for Large Geo-statistical Datasets Hierarchical Nearest-Neighbor Gaussian Process Models for Large Geo-statistical Datasets Abhirup Datta 1 Sudipto Banerjee 1 Andrew O. Finley 2 Alan E. Gelfand 3 1 University of Minnesota, Minneapolis,

More information

Stochastic Processes

Stochastic Processes Elements of Lecture II Hamid R. Rabiee with thanks to Ali Jalali Overview Reading Assignment Chapter 9 of textbook Further Resources MIT Open Course Ware S. Karlin and H. M. Taylor, A First Course in Stochastic

More information

Controlled Diffusions and Hamilton-Jacobi Bellman Equations

Controlled Diffusions and Hamilton-Jacobi Bellman Equations Controlled Diffusions and Hamilton-Jacobi Bellman Equations Emo Todorov Applied Mathematics and Computer Science & Engineering University of Washington Winter 2014 Emo Todorov (UW) AMATH/CSE 579, Winter

More information

ANISOTROPIC MEASURES OF THIRD ORDER DERIVATIVES AND THE QUADRATIC INTERPOLATION ERROR ON TRIANGULAR ELEMENTS

ANISOTROPIC MEASURES OF THIRD ORDER DERIVATIVES AND THE QUADRATIC INTERPOLATION ERROR ON TRIANGULAR ELEMENTS SIAM J. SCI. COMPUT. Vol. 29, No. 2, pp. 756 78 c 2007 Society for Industrial and Applied Mathematics ANISOTROPIC MEASURES OF THIRD ORDER DERIVATIVES AND THE QUADRATIC INTERPOLATION ERROR ON TRIANGULAR

More information

In terms of measures: Exercise 1. Existence of a Gaussian process: Theorem 2. Remark 3.

In terms of measures: Exercise 1. Existence of a Gaussian process: Theorem 2. Remark 3. 1. GAUSSIAN PROCESSES A Gaussian process on a set T is a collection of random variables X =(X t ) t T on a common probability space such that for any n 1 and any t 1,...,t n T, the vector (X(t 1 ),...,X(t

More information

Linear SPDEs driven by stationary random distributions

Linear SPDEs driven by stationary random distributions Linear SPDEs driven by stationary random distributions aluca Balan University of Ottawa Workshop on Stochastic Analysis and Applications June 4-8, 2012 aluca Balan (University of Ottawa) Linear SPDEs with

More information

Symmetry and Separability In Spatial-Temporal Processes

Symmetry and Separability In Spatial-Temporal Processes Symmetry and Separability In Spatial-Temporal Processes Man Sik Park, Montserrat Fuentes Symmetry and Separability In Spatial-Temporal Processes 1 Motivation In general, environmental data have very complex

More information

Rough paths methods 4: Application to fbm

Rough paths methods 4: Application to fbm Rough paths methods 4: Application to fbm Samy Tindel Purdue University University of Aarhus 2016 Samy T. (Purdue) Rough Paths 4 Aarhus 2016 1 / 67 Outline 1 Main result 2 Construction of the Levy area:

More information

Positive Definite Functions on Spheres

Positive Definite Functions on Spheres Positive Definite Functions on Spheres Tilmann Gneiting Institute for Applied Mathematics Heidelberg University, Germany t.gneiting@uni-heidelberg.de www.math.uni-heidelberg.de/spatial/tilmann/ International

More information

Modelling Non-linear and Non-stationary Time Series

Modelling Non-linear and Non-stationary Time Series Modelling Non-linear and Non-stationary Time Series Chapter 2: Non-parametric methods Henrik Madsen Advanced Time Series Analysis September 206 Henrik Madsen (02427 Adv. TS Analysis) Lecture Notes September

More information

A Class of Fractional Stochastic Differential Equations

A Class of Fractional Stochastic Differential Equations Vietnam Journal of Mathematics 36:38) 71 79 Vietnam Journal of MATHEMATICS VAST 8 A Class of Fractional Stochastic Differential Equations Nguyen Tien Dung Department of Mathematics, Vietnam National University,

More information

Excursion Reflected Brownian Motion and a Loewner Equation

Excursion Reflected Brownian Motion and a Loewner Equation and a Loewner Equation Department of Mathematics University of Chicago Cornell Probability Summer School, 2011 and a Loewner Equation The Chordal Loewner Equation Let γ : [0, ) C be a simple curve with

More information

Signals and Spectra (1A) Young Won Lim 11/26/12

Signals and Spectra (1A) Young Won Lim 11/26/12 Signals and Spectra (A) Copyright (c) 202 Young W. Lim. Permission is granted to copy, distribute and/or modify this document under the terms of the GNU Free Documentation License, Version.2 or any later

More information

QUALIFYING EXAM IN SYSTEMS ENGINEERING

QUALIFYING EXAM IN SYSTEMS ENGINEERING QUALIFYING EXAM IN SYSTEMS ENGINEERING Written Exam: MAY 23, 2017, 9:00AM to 1:00PM, EMB 105 Oral Exam: May 25 or 26, 2017 Time/Location TBA (~1 hour per student) CLOSED BOOK, NO CHEAT SHEETS BASIC SCIENTIFIC

More information

Gibbs point processes : modelling and inference

Gibbs point processes : modelling and inference Gibbs point processes : modelling and inference J.-F. Coeurjolly (Grenoble University) et J.-M Billiot, D. Dereudre, R. Drouilhet, F. Lavancier 03/09/2010 J.-F. Coeurjolly () Gibbs models 03/09/2010 1

More information

arxiv: v1 [math.pr] 8 Jun 2014

arxiv: v1 [math.pr] 8 Jun 2014 FRACTIONAL BROWNIAN MOTION IN A NUTSELL GEORGIY SEVCENKO arxiv:1461956v1 [mathpr] 8 Jun 214 Abstract This is an extended version of the lecture notes to a mini-course devoted to fractional Brownian motion

More information

A Quadratic ARCH( ) model with long memory and Lévy stable behavior of squares

A Quadratic ARCH( ) model with long memory and Lévy stable behavior of squares A Quadratic ARCH( ) model with long memory and Lévy stable behavior of squares Donatas Surgailis Vilnius Institute of Mathematics and Informatics onatas Surgailis (Vilnius Institute of Mathematics A Quadratic

More information

Scaling exponents for certain 1+1 dimensional directed polymers

Scaling exponents for certain 1+1 dimensional directed polymers Scaling exponents for certain 1+1 dimensional directed polymers Timo Seppäläinen Department of Mathematics University of Wisconsin-Madison 2010 Scaling for a polymer 1/29 1 Introduction 2 KPZ equation

More information

Interest Rate Models:

Interest Rate Models: 1/17 Interest Rate Models: from Parametric Statistics to Infinite Dimensional Stochastic Analysis René Carmona Bendheim Center for Finance ORFE & PACM, Princeton University email: rcarmna@princeton.edu

More information

CLASSIFICATION AND PRINCIPLE OF SUPERPOSITION FOR SECOND ORDER LINEAR PDE

CLASSIFICATION AND PRINCIPLE OF SUPERPOSITION FOR SECOND ORDER LINEAR PDE CLASSIFICATION AND PRINCIPLE OF SUPERPOSITION FOR SECOND ORDER LINEAR PDE 1. Linear Partial Differential Equations A partial differential equation (PDE) is an equation, for an unknown function u, that

More information

SAMPLE PATH AND ASYMPTOTIC PROPERTIES OF SPACE-TIME MODELS. Yun Xue

SAMPLE PATH AND ASYMPTOTIC PROPERTIES OF SPACE-TIME MODELS. Yun Xue SAMPLE PATH AND ASYMPTOTIC PROPERTIES OF SPACE-TIME MODELS By Yun Xue A DISSERTATION Submitted to Michigan State University in partial fulfillment of the requirements for the degree of DOCTOR OF PHILOSOPHY

More information

DICOM Correction Item

DICOM Correction Item DICOM Correction Item Correction Number CP-687 Log Summary: of Modification Addition Name of Standard DICOM PS 3.16 2007 Rationale for Correction: When the Diagnostic X-Ray Radiation Dose Reporting SOP

More information

Lower Tail Probabilities and Normal Comparison Inequalities. In Memory of Wenbo V. Li s Contributions

Lower Tail Probabilities and Normal Comparison Inequalities. In Memory of Wenbo V. Li s Contributions Lower Tail Probabilities and Normal Comparison Inequalities In Memory of Wenbo V. Li s Contributions Qi-Man Shao The Chinese University of Hong Kong Lower Tail Probabilities and Normal Comparison Inequalities

More information

Journal of Statistical Software

Journal of Statistical Software JSS Journal of Statistical Software November 2007, Volume 23, Issue 1. http://www.jstatsoft.org/ On Fractional Gaussian Random Fields Simulations Alexandre Brouste Université du Maine Jacques Istas Sophie

More information

UCSD ECE153 Handout #40 Prof. Young-Han Kim Thursday, May 29, Homework Set #8 Due: Thursday, June 5, 2011

UCSD ECE153 Handout #40 Prof. Young-Han Kim Thursday, May 29, Homework Set #8 Due: Thursday, June 5, 2011 UCSD ECE53 Handout #40 Prof. Young-Han Kim Thursday, May 9, 04 Homework Set #8 Due: Thursday, June 5, 0. Discrete-time Wiener process. Let Z n, n 0 be a discrete time white Gaussian noise (WGN) process,

More information

UCSD ECE 153 Handout #46 Prof. Young-Han Kim Thursday, June 5, Solutions to Homework Set #8 (Prepared by TA Fatemeh Arbabjolfaei)

UCSD ECE 153 Handout #46 Prof. Young-Han Kim Thursday, June 5, Solutions to Homework Set #8 (Prepared by TA Fatemeh Arbabjolfaei) UCSD ECE 53 Handout #46 Prof. Young-Han Kim Thursday, June 5, 04 Solutions to Homework Set #8 (Prepared by TA Fatemeh Arbabjolfaei). Discrete-time Wiener process. Let Z n, n 0 be a discrete time white

More information

Jim Lambers MAT 460/560 Fall Semester Practice Final Exam

Jim Lambers MAT 460/560 Fall Semester Practice Final Exam Jim Lambers MAT 460/560 Fall Semester 2009-10 Practice Final Exam 1. Let f(x) = sin 2x + cos 2x. (a) Write down the 2nd Taylor polynomial P 2 (x) of f(x) centered around x 0 = 0. (b) Write down the corresponding

More information

Statistical signal processing

Statistical signal processing Statistical signal processing Short overview of the fundamentals Outline Random variables Random processes Stationarity Ergodicity Spectral analysis Random variable and processes Intuition: A random variable

More information

Gabor wavelet analysis and the fractional Hilbert transform

Gabor wavelet analysis and the fractional Hilbert transform Gabor wavelet analysis and the fractional Hilbert transform Kunal Narayan Chaudhury and Michael Unser (presented by Dimitri Van De Ville) Biomedical Imaging Group, Ecole Polytechnique Fédérale de Lausanne

More information

arxiv: v1 [cond-mat.stat-mech] 13 Apr 2008

arxiv: v1 [cond-mat.stat-mech] 13 Apr 2008 Cross-correlation of long-range correlated series Sergio Arianos and Anna Carbone Physics Department, Politecnico di Torino, arxiv:84.64v [cond-mat.stat-mech] 3 Apr 8 Corso Duca degli Abruzzi 4, 9 Torino,

More information

Quantitative stable limit theorems on the Wiener space

Quantitative stable limit theorems on the Wiener space Quantitative stable limit theorems on the Wiener space by Ivan Nourdin, David Nualart and Giovanni Peccati Université de Lorraine, Kansas University and Université du Luxembourg Abstract: We use Malliavin

More information

b n x n + b n 1 x n b 1 x + b 0

b n x n + b n 1 x n b 1 x + b 0 Math Partial Fractions Stewart 7.4 Integrating basic rational functions. For a function f(x), we have examined several algebraic methods for finding its indefinite integral (antiderivative) F (x) = f(x)

More information

A limit theorem for the moments in space of Browian local time increments

A limit theorem for the moments in space of Browian local time increments A limit theorem for the moments in space of Browian local time increments Simon Campese LMS EPSRC Durham Symposium July 18, 2017 Motivation Theorem (Marcus, Rosen, 2006) As h 0, L x+h t L x t h q dx a.s.

More information