264 research outputs found

    Identification of the multiscale fractional Brownian motion with biomechanical applications

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    In certain applications, for instance biomechanics, turbulence, finance, or Internet traffic, it seems suitable to model the data by a generalization of a fractional Brownian motion for which the Hurst parameter HH is depending on the frequency as a piece-wise constant function. These processes are called multiscale fractional Brownian motions. In this contribution, we provide a statistical study of the multiscale fractional Brownian motions. We develop a method based on wavelet analysis. By using this method, we find initially the frequency changes, then we estimate the different parameters and afterwards we test the goodness-of-fit. Lastly, we give the numerical algorithm. Biomechanical data are then studied with these new tools

    Algebraic Properties of Polar Codes From a New Polynomial Formalism

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    Polar codes form a very powerful family of codes with a low complexity decoding algorithm that attain many information theoretic limits in error correction and source coding. These codes are closely related to Reed-Muller codes because both can be described with the same algebraic formalism, namely they are generated by evaluations of monomials. However, finding the right set of generating monomials for a polar code which optimises the decoding performances is a hard task and channel dependent. The purpose of this paper is to reveal some universal properties of these monomials. We will namely prove that there is a way to define a nontrivial (partial) order on monomials so that the monomials generating a polar code devised fo a binary-input symmetric channel always form a decreasing set. This property turns out to have rather deep consequences on the structure of the polar code. Indeed, the permutation group of a decreasing monomial code contains a large group called lower triangular affine group. Furthermore, the codewords of minimum weight correspond exactly to the orbits of the minimum weight codewords that are obtained from (evaluations) of monomials of the generating set. In particular, it gives an efficient way of counting the number of minimum weight codewords of a decreasing monomial code and henceforth of a polar code.Comment: 14 pages * A reference to the work of Bernhard Geiger has been added (arXiv:1506.05231) * Lemma 3 has been changed a little bit in order to prove that Proposition 7.1 in arXiv:1506.05231 holds for any binary input symmetric channe

    Definition, properties and wavelet analysis of multiscale fractional Brownian motion

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    International audienceIn some applications, for instance finance, biomechanics, turbulence or internet traffic, it is relevant to model data with a generalization of a fractional Brownian motion for which the Hurst parameter HH is depending on the frequency. In this contribution, we describe the multiscale fractional Brownian motions which present a parameter HH as a piecewise constant function of the frequency. We provide the main properties of these processes: long-memory and smoothness of the paths. Then we propose a statistical method based on wavelet analysis to estimate the different parameters and prove a functional Central Limit Theorem satisfied by the empirical variance of the wavelet coefficients

    Histoire sociale et démographie

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    Jean-Pierre Bardet, directeur d’études avec Cyril Grange, chargé de recherche au CNRS Compte rendu non communiqué

    Computer und Stadtgeschichte: das Beispiel Rouen

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    Gegenstand der Untersuchung sind Urbanisierungs- und Segregationsprozesse am Beispiel der Entwicklung der französischen Stadt Rouen im 18. Jahrhundert. Der Verfasser gibt einen kurzen Einblick in bearbeitete Quellen und Untersuchungsansatz ("Analyse der sozialen Gruppen", "maschinelle Kartierung"). (WZ

    DĂ©mographie historique

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    Jean-Pierre Bardet, directeur d’études Lorsque l’enfant grandit Le séminaire de cette année a permis d’approfondir notre réflexion en cours sur l’histoire des grands enfants et des adolescents en poursuivant un dialogue largement amorcé au cours de la précédente année et élargi à l’automne 2000 lors d’un colloque consacré à l’enfance qui a rassemblé un grand nombre de jeunes chercheurs. Au cours de cette année, trois thèmes ont été développés. Le premier a porté sur la définition des âges et ..
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