De facto, signal processing is the interpolation and extrapolation of a sequence of
observations viewed as a realization of a stochastic process. Its role in applied statistics …

For the peakedness comparison between two Gaussian random fields about their mean
functions, a necessary and sufficient condition is derived in this paper in terms of their …

Resilience to uncertainties must be ensured in air traffic management. Unexpected events
can either be disruptive, like thunderstorms or the famous volcano ash cloud resulting from …

This paper addresses the problem of regression to reconstruct functions, which are
observed with superimposed errors at random locations. We address the problem in …

We consider the family of finite signed measures on the complex plane ℂ C with compact
support, of finite logarithmic energy and with zero total mass. We show directly that the …

For a Dirichlet form (E, F) (E,F) on L 2 (E; m), let G (E)= X u; u∈ F e G(E)={X_u;u∈F_e\} be
the Gaussian field indexed by the extended Dirichlet space F e F_e. We first solve the …

Two‐sample hypothesis testing, as a fundamental problem in statistical inference, seeks to
detect the difference between two probability measures and has numerous real‐world …

A scheme combining the classical method of steps with expansion of the state space
(MSSSE) was earlier proposed for an analysis of systems of stochastic ordinary differential …

It is shown in this paper that the probability measures generated by selfsimilar Gaussian
random fields are mutually singular, whenever they have different scaling parameters. So …

This paper studies the problem of equivalence of Gaussian measures induced by Gaussian
random fields (GRFs) with stationary increments and proves a sufficient condition for the …