Phase separation and coarsening is a phenomenon commonly seen in binary physical and chemical systems that occur in nature. Often, thermal fluctuations, modelled as stochastic noise, are present in the system and the phase segregation process occurs on a surface. In this work, the segregation process is modelled via the Cahn-Hilliard-Cook model, which is a fourth-order parabolic stochastic syst...

Abstract: In this survey, a short introduction of the recent discovery of log-normally-distributed market-technical trend data will be given. The results of the statistical evaluation of typical market-technical trend variables will be presented. It will be shown that the log-normal assumption fits better to empirical trend data than to daily returns of stock prices. This enables one to mathema...

Code Division Multiple Access Communications Sang Wu Kim1 and Andrea Goldsmith Dept. of Electrical Engineering California Institute of Technology Pasadena, CA 91125 Abstract We analyze the performance of the truncated power control scheme in code division multiple access communication systems, which compensates for fading above a certain cuto fade depth. We investigate the power gain as well as...

The oft-used log-normal distribution for sol®ing many population-balance problems is in fact a degenerate case of a Hermite function expansion of the solution in log particle-size coordinate. Correcti®e capabilities of such an expansion constitute ®ast impro®ements not only o®er those using the log-normal distribution, but also o®er discretization methods in that moments other than those design...

In describing the first-order properties of laser speckle under polarized illumination conditions, it is almost an article of faith that the contrast is unity. In many processing schemes, however, the contrast defined as the quotient of the standard deviation and the mean is calculated over a localized spatial region. In such cases, this local contrast displays a distribution of values that can...

In this paper, we present an Itô type formula for a Gaussian process, in which only the one-marginals of the Gaussian process are involved. Thus, this formula is well adapted to the study of processes increasing in the convex order, in a Gaussian framework. In particular, we give conditions ensuring that processes defined as integrals, with respect to one parameter, of exponentials of two-param...

In this paper, the problem of interest is efficient estimation of log-normal means. Several existing estimators are reviewed first, including the sample mean, the maximum likelihood estimator, the uniformly minimum variance unbiased estimator and a conditional minimal mean squared error estimator. A new estimator is then proposed, and we show that it improves over the existing estimators in ter...

[1] Hydrologic analyses typically rely on a single conceptual-mathematical model. Yet hydrologic environments are open and complex, rendering them prone to multiple interpretations and mathematical descriptions. Adopting only one of these may lead to statistical bias and underestimation of uncertainty. Bayesian model averaging (BMA) [Hoeting et al., 1999] provides an optimal way to combine the ...

The lognormal (LN) and gamma-gamma (GG) distributions are compared to simulated and experimental data of the irradiance fluctuations of a Gaussian beam wave propagating through the atmosphere along a horizontal path, near the ground, in the moderate-to-strong turbulence regime. Irradiance data were collected simultaneously at three receiving apertures of different sizes. Atmospheric parameters ...

[This corrects the article DOI: 10.1186/s40064-016-2868-z.].