Multiresolution Hilbert Approach to Multidimensional Gauss-Markov Processes
نویسندگان
چکیده
1 Lewis-Sigler Institute, Princeton University, Carl Icahn Laboratory, Princeton, NJ 08544, USA 2 Laboratory of Mathematical Physics, The Rockefeller University, New York, NY 10065, USA 3 Mathematical Neuroscience Laboratory, Collège de France, CIRB, 11 Place Marcelin Berthelot, CNRS UMR 7241 and INSERM U 1050, Université Pierre et Marie Curie ED, 158 and Memolife PSL, 75005 Paris, France 4 INRIA BANG Laboratory, Paris, France
منابع مشابه
Multiresolution wavelet analysis of integer scale Bessel functions
We identify multiresolution subspaces giving rise via Hankel transforms to Bessel functions. They emerge as orthogonal systems derived from geometric Hilbert-space considerations, the same way the wavelet functions from a multiresolution scaling wavelet construction arise from a scale of Hilbert spaces. We study the theory of representations of the C ∗-algebra Oν+1 arising from this multiresolu...
متن کاملMultiresolution Hidden Markov Chain Model and Unsupervised Image Segmentation
Several approaches have been proposed in the last few years to handle the problem of multiresolution image segmentation. In a Bayesian framework, models using Markov elds have been highly e ective. However the computational cost can be prohibitive. Markov tree models were therefore proposed. Although fast, these methods do not always give good results. In this article, we propose a new approach...
متن کاملSome Recent Results in Finitely Additive White Noise Theory
We present a short survey of some very recent results on the finitely additive white noise theory. We discuss the Markov property of the solution of a stochastic differential equation driven directly by a white noise, study the Radon-Nikodym derivative of the measure induced by nonlinear transformation on a Hilbert space with respect to the canonical Gauss measure thereon and obtain a represent...
متن کاملGeneralized Sampling Theorems in Multiresolution Subspaces - Signal Processing, IEEE Transactions on
It is well known that under very mild conditions on the scaling function, multiresolution subspaces are reproducing kernel Hilbert spaces (RKHS’s). This allows for the development of a sampling theory. In this paper, we extend the existing sampling theory for wavelet subspaces in several directions. We consider periodically nonuniform sampling, sampling of a function and its derivatives, oversa...
متن کاملMarkov Processes with Fixed Reciprocal
Continuing the work started in 11], in this paper we examine the construction of Gauss-Markov processes with xed reciprocal dynamics. We show how to construct Gauss-Markov processes, de-ned on a nite interval, having xed initial and end-point densities and belonging to a given reciprocal class. The problem of changing the end-point density of a Markov process, while remaining in the same recipr...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2014