Cylindrical probability measures are finitely additive measures on Banach spaces that have sigma-additive projections to Euclidean spaces of all dimensions. They are naturally associated to notions of weak (cylindrical) random variable and hence weak (cylindrical) stochastic processes. In this paper we focus on cylindrical Lévy processes. These have (weak) Lévy-Itô decompositions and an associa...

Due to large amount of frames, similarity between frames and temporal attacks (frame dropping, frame averaging, frame swapping etc.), video watermarking process is more difficult than image watermarking. Current image watermarking methods are not adequate to solve these difficulties. We propose a novel uncompressed video watermarking system based on Hidden Markov Model (HMM) and Artificial Neur...

We consider the eecient estimation, via simulation, of very low buuer overrow probabilities in certain acyclic ATM queueing networks. We apply the theory of eeective bandwidths and Markov additive processes to derive an asymptotically optimal simulation scheme for estimating such probabilities for a single queue with multiple independent sources, each of which may be either a Markov modulated p...