نتایج جستجو برای: wiener process

تعداد نتایج: 1318629  

2001
IGOR CHUESHOV JINQIAO DUAN BJÖRN SCHMALFUSS

The two-layer quasigeostrophic flow model is an intermidi-ate system between the single-layer 2D barotropic flow model and the continuously stratified, 3D baroclinic flow model. This model is widely used to investigate basic mechanisms in geophysical flows, such as baro-clinic effects, the Gulf Stream and subtropical gyres. The wind forcing acts only on the top layer. We consider the two-layer ...

Journal: :The Annals of Probability 1993

Journal: :CoRR 2016
Alon Kipnis Andrea J. Goldsmith Yonina C. Eldar

The minimal distortion attainable in recovering the waveform of a continuous-time Wiener process from an encoded version of its uniform samples is considered. We first introduce a combined sampling and source coding problem for the Wiener process under uniform sampling, and prove an associated source coding theorem that characterizes the minimal distortion from samples. We then derive a closed-...

Journal: :Journal of Statistical Mechanics: Theory and Experiment 2021

Sine-Wiener noise is increasingly adopted in realistic stochastic modeling for its bounded nature. However, many features of the SW are still unexplored. In this paper, firstly, properties and integral process explored as parameter $D$ tends to infinite. It found that although distribution quite different from Gaussian white noise, shows similarities with Wiener process. Inspired by process, wh...

2017
Yin Sun Yury Polyanskiy Elif Uysal-Biyikoglu

In this paper, we consider a problem of samplinga Wiener process, with samples forwarded to a remote esti-mator via a channel with queueing and random delay. Theestimator reconstructs a real-time estimate of the signal fromcausally received samples. Motivated by recent research onAge-of-Information, we study the optimal sampling strategyfor minimizing the mean square est...

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