Publications associées à Conditioning (probability)

An extension of the stochastic sewing lemma and applications to fractional stochastic calculus

We give an extension of Le's stochastic sewing lemma. The stochastic sewing lemma proves convergence in

L_m

of Riemann type sums

\sum _{[s,t] \in \pi } A_{s,t}

for an adapted two-parameter stochastic process A, under certain conditions on the moments o ...

Cambridge Univ Press2024

What’s the Frequency, Kenneth?: Sublinear Fourier Sampling Off the Grid

Volkan Cevher, Yen-Huan Li

We design a sublinear Fourier sampling algorithm for a case of sparse off-grid frequency recovery. These are signals with the form f(t)=∑kj=1ajeiωjt+ν^ , t∈Z ; i.e., exponential polynomials with a noise term. The frequencies {ω j } satisfy ω j ∈ [η,2π − η ...

Springer Verlag2015

High Resolution Air Pollution Maps in Urban Environments Using Mobile Sensor Networks

Alcherio Martinoli, Ali Marjovi, Adrian Arfire

We propose three modeling methods using a mobile sensor network to generate high spatio-temporal resolution air pollution maps for urban environments. In our deployment in Lausanne (Switzerland), dedicated sensing nodes are anchored to the public buses and ...

IEEE2015

Adaptive polynomial approximation by means of random discrete least squares

Giovanni Migliorati

We address adaptive multivariate polynomial approximation by means of the discrete least-squares method with random evaluations, to approximate in the L2 probability sense a smooth function depending on a random variable distributed according to a given pr ...

Springer2015

Conditional Density Models for Asset Pricing

Damir Filipovic

We model the dynamics of asset prices and associated derivatives by consideration of the dynamics of the conditional probability density process for the value of an asset at some specified time in the future. In the case where the asset is driven by Browni ...

World Scientific Publishing2012

Conditional probabilities in the excursion set theory: generic barriers and non-Gaussian initial conditions

Andrea De Simone, Michele Maggiore

The excursion set theory, where density perturbations evolve stochastically with the smoothing scale, provides a method for computing the dark matter halo mass function. The computation of the mass function is mapped into the so-called first-passage time p ...

Blackwell Publishing Ltd, Oxford2011

Fragmentation and the Bose-glass phase transition of the disordered one-dimensional Bose gas

Vincenzo Savona, Luca Fontanesi

We investigate the superfluid-insulator quantum phase transition in a disordered one-dimensional Bose gas in the mean-field limit by studying the probability distribution of the density. The superfluid phase is characterized by a vanishing probability to h ...

2011