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Stochastic processes
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31	Gaussian multiplicative chaos and KPZ duality Julien Barral∗ , Xiong Jin† R´ emi Rhodes‡ , and Vincent Vargas‡ Abstract: This paper is concerned with the construction of atomic Gaussian multiplicative chaos and Add to Reading List Source URL: personalpages.manchester.ac.uk Language: English - Date: 2013-09-19 07:58:33 Statistics Mathematical analysis Probability Stochastic processes Normal distribution Gaussian free field Gaussian process Covariance Gaussian measure
32	Noname manuscript No. (will be inserted by the editor) Rigid Structure from Motion from a Blind Source Separation Perspective Jeff Fortuna · Aleix M. Martinez Add to Reading List Source URL: www2.ece.ohio-state.edu Language: English - Date: 2010-02-11 05:58:43 Statistics Mathematics Probability Multivariate statistics Stochastic processes Signal processing Statistical models Feature detection KarhunenLove theorem Structure from motion Differential geometry of surfaces Multivariate random variable
33	Studies in Nonlinear Dynamics & Econometrics Volume 10, Issue Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English - Date: 2009-01-27 08:13:32 Statistics Mathematical analysis Probability Mathematical finance Stochastic processes Options Markov models Autoregressive conditional heteroskedasticity Time series analysis Stochastic volatility Markov chain Time series
34	An introduction to models of evolutionary rescue Hildegard Uecker within the course Modelling in evolutionary ecology University of Vienna April 29 and May 13, 2016 Add to Reading List Source URL: www.mabs.at Language: English - Date: 2016-05-31 06:43:38 Biology Mathematical analysis Statistics Stochastic processes Evolutionary biology Sexual selection Population genetics Genetic genealogy Branching process Probability distribution GaltonWatson process Fitness
35	arXiv:1112.2537v3 [math.PR] 19 JunMinimal elements of stopping time σ-algebras Tom Fischer∗ University of Wuerzburg This version: June 21, 2012 Add to Reading List Source URL: arxiv.org Language: English - Date: 2012-06-21 01:35:19 Mathematical analysis Stochastic processes Mathematics Measure theory Analysis Probability theory Stopping time Sigma-algebra Hitting time Filtration Probability space Primitive recursive functional
36	MEAN DIMENSION AND AN EMBEDDING PROBLEM: AN EXAMPLE ELON LINDENSTRAUSS, MASAKI TSUKAMOTO Abstract. For any positive integer D, we construct a minimal dynamical system with mean dimension equal to D/2 that cannot be embed Add to Reading List Source URL: www.ma.huji.ac.il Language: English - Date: 2013-08-09 05:15:48 Mathematics Mathematical analysis Algebra Functions and mappings Stochastic processes Algebraic geometry Differential topology Embedding Order theory Mixing Ample line bundle Mean dimension
37	Different regimes of the uniaxial elongation of electrically charged viscoelastic jets due to dissipative air drag Add to Reading List Source URL: comp-phys.univie.ac.at Language: English - Date: 2015-11-19 09:54:49 Probability theory Stochastic processes Mechanics Continuum mechanics Lvy processes Physics Statistical mechanics Electrospinning Nanotechnology Brownian motion Fluid dynamics Viscoelasticity
38	Deterministic Anytime Inference for Stochastic Continuous-Time Markov Processes E. Busra Celikkaya University of California, Riverside CELIKKAE @ CS . UCR . EDU Add to Reading List Source URL: rlair.cs.ucr.edu Language: English - Date: 2015-05-14 15:50:46 Graphical models Statistics Applied mathematics Mathematics Estimation theory Bayesian network Networks Gibbs sampling Belief propagation Expectationmaximization algorithm Computation tree
39	Tiling-harmonic functions Project report Faculty mentor: Sergiy Merenkov Graduate student mentor: Vyron Vellis Team: Yilun Du, Qing Ma, Sufei Zhang May 9, 2014 Add to Reading List Source URL: www.math.illinois.edu Language: English - Date: 2014-09-10 14:55:04 Tessellation Geometry Self-dual tilings Polyhedra Honeycombs Harmonic function Square Stochastic processes Loop-erased random walk Wythoff symbol
40	STATIONARY TANGENT: THE DISCRETE AND NON-SMOOTH CASE U. KEICH Abstract. In [5] we deﬁne a stationary tangent process, or a locally optimal stationary approximation, to a real non-stationary smooth Gaussian process. Thi Add to Reading List Source URL: www.maths.usyd.edu.au Language: English - Date: 2002-12-09 16:28:18 Mathematical analysis Probability Stochastic processes Stochastic differential equations Markov models Signal processing Stationary process Derivative Spectrum Normal distribution OrnsteinUhlenbeck process Markov chain

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