The quantification of uncertainties can be particularly challenging for problems requiring long-time integration as the structure of the random solution might considerably change over time. In this respect, dynamical low-rank approximation (DLRA) is very a ...
Understanding the diffusion patterns of sequences of interdependent events is a central question for a variety of disciplines. Temporal point processes are a class of elegant and powerful models of such sequences; these processes have become popular across ...
Landau damping of coherent modes is strongly dependent on the exact shape of the particle bunches. One often assumes that the transverse distributions in high-energy hadron colliders can be approximated by Gaussian distributions, in acceptable agreement wi ...
We study a caching problem that resembles a lossy Gray–Wyner network: A source produces vector samples from a Gaussian distribution, but the user is interested in the samples of only one component. The encoder first sends a cache message without any knowle ...
Consider a discrete-time martingale, and let V-2 be its normalized quadratic variation. As V-2 approaches 1, and provided that some Lindeberg condition is satisfied, the distribution of the rescaled martingale approaches the Gaussian distribution. For any ...
Even under flow equilibrium conditions, river bed topography continuously evolves with time, producing trains of irregular bed forms. The idea has recently emerged that the variability in the bed form geometry results from some randomness in sediment flux. ...