Abstract In this paper, we derive explicit formulas for the first-passage probabilities of process S ( t ) = W − + 1), where is Brownian motion, linear and piece-wise barriers on arbitrary intervals [0, T ]. Previously, were known only cases a constant barrier or ≤ 1. The results are used to power familiar test change-point detection in Wiener process.

Abstract In a recent paper, Philcox, Goodman and Slepian obtain an explicit solution of the elliptic Kepler’s equation (KE) as quotient two contour integrals along Jordan curve $$ \mathcal {C} = {C}(M,e)$$ C = ( M , e ...

GRACE spherical harmonics are well-adapted for representation of hydrological signals in river drainage basins large size such as the Amazon or Mississippi basins. However, when one needs to study smaller basins, comes up against low spatial resolution solutions harmonics. To overcome this limitation, we propose a new approach based on Slepian functions which can reduce energy loss by integrati...

The answer given to my Letter to the Editor' was quite unsatisfactory.2 By going to a doubly connected region containing the plasma' the requirements for nuclear fusion for practical power applications may be met. Other important papers and books make the same mistake of omitting from their equations the term -nmivi* Vv.4 5 1 Slepian, J., Physics of Fluids, 3, 490 (1960). 2 Simon, A., Physics o...

The main purpose of this paper is to extend to a situation involving matrix valued orthogonal polynomials and spherical functions, a result that traces its origin and its importance to work of Claude Shannon in laying the mathematical foundations of information theory and to a remarkable series of papers by D. Slepian, H. Landau and H. Pollak. To our knowledge, this is the first example showing...

Distributed video codec (DVC) has been developed to construct a simple encoder that utilizes information theory for distributed sources in the circumstance of mobile multimedia communication. In the DVC codec, an efficient algorithm to generate side information (SI) is one of the most important techniques to improve the coding performance. We propose a scheme to increase the quality of SI frame...

We consider the following combinatorial version of the Slepian–Wolf coding scheme. Two isolated Senders are given binary strings X and Y respectively; the length of each string is equal to n, and the Hamming distance between the strings is at most γn. The Senders compress their strings and communicate the results to the Receiver. Then the Receiver must reconstruct both strings X and Y . The aim...

Hyperspectral imagery is usually highly correlated, in some cases within each spectral band, but in particular across neighboring frequency bands. In this paper, we propose to use distributed source coding (DSC) to exploit this correlation with an eye to a more efficient hardware implementation. The theoretical underpinnings of DSC are laid out in the pioneering work of Slepian and Wolf, and Wy...

We describe a method to encode fingerprint biometrics securely for use, e.g., in encryption or access control. The system is secure because the stored data suffices to validate a probe fingerprint but not to recreate the original fingerprint biometric. Therefore, a breach in database security does not lead to the loss of biometric data. We present a model for a secure biometric system for which...

arc, with two end-plates energized by a common negative voltage referred to the central arc. Note that these are actually experimental results for a real central uranium arc, operating at about 50 volts, for more than 100 tests, at total arc currents of 1-100 amperes. The floating cylinder was about 4 feet in diameter, and the negatively energized circular end-plates were separated by about 3 f...