Data association is one of the fundamental problems in multi-sensor systems. Most current techniques rely on pairwise data associations which can be spurious even after the employment of outlier rejection schemes. Considering multiple pairwise associations at once significantly increases accuracy and leads to consistency. In this work, we propose two fully decentralized methods for consistent g...

‎In this paper, we study some kinds of majorizations on $textbf{M}_{n}$ and their linear or strong linear preservers. Also, we find the structure of linear or strong linear preservers which are multiplicative, i.e.  linear or strong linear preservers like $Phi $ with the property $Phi (AB)=Phi (A)Phi (B)$ for every $A,Bin textbf{M}_{n}$.

Finite simple, unipotent Bol loops have recently been identified and constructed using group theory. However, the purely group-theoretical constructions of the actual loops are indirect, somewhat arbitrary in places, and rely on computer calculations to a certain extent. In the spirit of revisionism, this paper is intended to give a more explicit combinatorial specification of the smallest simp...

Let p be a homogeneous polynomial of degree n in n variables, p(z1, . . . , zn) = p(Z), Z ∈ C. We call such a polynomial p H-Stable if p(z1, . . . , zn) 6= 0 provided the real parts Re(zi) > 0, 1 ≤ i ≤ n. This notion from Control Theory is closely related to the notion of Hyperbolicity used intensively in the PDE theory. The main theorem in this paper states that if p(x1, . . . , xn) is a homog...

The characteristic functional (c.fl.) of a doubly stochastic Poisson process (DSPP) is studied and it provides us the finite dimensional distributions of the process and so its moments. It is also studied the case of a DSPP which intensity is a narrow-band process. The Karhunen–Loève expansion of its intensity is used to obtain the probability distribution function and a decomposition of this P...

To address different uncertainties associated with patient recruitment in multicentre clinical trials a mixed Poisson model is elaborated (patients arrive at different clinical centres according to delayed doubly stochastic Poisson processes with gamma distributed rates). Analytic approach to modeling and predicting the recruitment at the initial and ongoing stages is suggested. A Bayesian appr...

We consider a class of reflected backward doubly stochastic differential equations with time delayed generator (in short RBDSDE with time delayed generator), in this case generator at time t can depend on the values of a solution in the past. Under a Lipschitz condition, we ensure the existence and uniqueness of the solution.

We introduce a constructive method, by using a doubly stochastic measure, to describe all the copulas that, in view of Sklar’s Theorem, are able to connect a bivariate distribution to its marginals. We use this to give the lower and upper optimal bounds for all the copulas that extend a given subcopula.

In this paper, we use the Yoshida approximation to prove the existence and uniqueness of a solution for the backward doubly stochastic differential equation when the generator is monotone and continuous. Before that we present the results for existence and uniqueness of an adapted solution of the backward doubly stochastic differential equation under some generals conditions.