The text deals with the problem of detecting anomalies on a background of multi-dimensional images. We synthesized a detection algorithm based on the use of doubly stochastic models of random fields and which requires pre-filtering the image. We propose to use the modified Kalman filter. We also investigated an efficiency of extended signals detection on real images. It is shown that the result...

Since Pardoux and Peng firstly studied the following nonlinear backward stochastic differential equations in 1990. The theory of BSDE has been widely studied and applied, especially in the stochastic control, stochastic differential games, financial mathematics and partial differential equations. In 1994, Pardoux and Peng came up with backward doubly stochastic differential equations to give th...

In this paper we describe the DCEL system: a geometric software package which implements a polyhedral programming environment. This package enables fast proto-typing of geometric algorithms for polyhedra or for polyhedral surfaces. We provide an overview of the system's functionality and demonstrate its use in several applications.

We generalize the classical notion of majorization in Rn to a majorization order for functions defined on a partially ordered set P . In this generalization we use inequalities for partial sums associated with ideals in P . Basic properties are established, including connections to classical majorization. Moreover, we investigate transfers (given by doubly stochastic matrices), complexity issue...

The polytope Q, of the convex combinations of the permutation matrices of order n is well known (Birkhoff’s theorem) to be the polytope of doubly stochastic matrices of order n. In particular it is easy to decide whether a matrix of order n belongs to Q,. . check to see that the entries are nonnegative and that all row and columns sums equal 1. Now the permutations z of { 1, 2, . . . . n} are i...

We prove a general theorem that the L2ρ(R ;R) ⊗ L2ρ(R ;R) valued solution of an infinite horizon backward doubly stochastic differential equation, if exists, gives the stationary solution of the corresponding stochastic partial differential equation. We prove the existence and uniqueness of the L2ρ(R ;R)⊗Lρ(R ;R) valued solutions for backward doubly stochastic differential equations on finite a...

In this study, we give a characterization of all torsion units which are in the unit group of ZS3 integral group ring of symmetric group S3, and classify conjugate classes of these units. We used the group of all doubly stochastic matrices in GL(3,Z) in this classification. The investigation of torsion units is not restricted with this study, and the classification of torsion units of bigger or...

This paper is intended to give a probabilistic representation for stochastic viscosity solution of semi-linear reflected stochastic partial differential equations with nonlinear Neumann boundary condition. We use its connection with reflected generalized backward doubly stochastic differential equations. AMS Subject Classification: 60H15; 60H20

In this paper we study the solvability of backward doubly stochastic differential equations (BDSDEs for short) with polynomial growth coefficients and their connections with SPDEs. The corresponding SPDE is in a very general form, which may depend on the derivative of the solution. We use Wiener-Sobolev compactness arguments to derive a strongly convergent subsequence of approximating SPDEs. Fo...

Two sequential camera source identification methods are proposed. Sequential tests implement a log-likelihood ratio test in an incremental way, thus enabling a reliable decision with a minimal number of observations. One of our methods adapts Goljan et al.’s to sequential operation. The second, which offers better performance in terms of error probabilities and average number of test observatio...