Brownian Motion Process

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A. Alcaim - One of the best experts on this subject based on the ideXlab platform.

  • Automatic speaker verification based on fractional Brownian Motion Process
    Electronics Letters, 2004
    Co-Authors: Ricardo Sant'ana, R. Coelho, A. Alcaim
    Abstract:

    A novel text-independent verification system based on the fractional Brownian Motion (M_dim_fBm) for automatic speaker recognition is presented. The performance results of the M_dim_fBm were compared to those achieved with the Gaussian mixture models (GMM) classifier using the mel-cepstral coefficients. A speech database, obtained from fixed and cellular phones, uttered by 75 different speakers was used. The results have shown the superior performance of the M_dim_fBm classifier in terms of recognition accuracy. In addition, the proposed verification scheme employs a much simpler modelling structure as compared to the GMM.

  • A new classifier for speaker verification based on the fractional Brownian Motion Process
    Lecture Notes in Computer Science, 2004
    Co-Authors: Ricardo Sant Ana, R. Coelho, A. Alcaim
    Abstract:

    A novel text-independent verification system based on the fractional Brownian Motion (M―dim―fBm) for automatic speaker recognition (ASR) is presented in this paper. The performance of the proposed M―dim―fBm was compared to those achieved with the GMM (Gaussian Mixture Models) classifier using the mel-cepstral coefficients. We have used a speech database - obtained from fixed and cellular phones - uttered by 75 different speakers. The results have shown the superior performance of the M―dim―fBm classifier in terms of recognition accuracy. In addition, the proposed classifier employs a much simpler modeling structure as compared to the GMM.

  • TSD - A New Classifier for Speaker Verification Based on the Fractional Brownian Motion Process
    Text Speech and Dialogue, 2004
    Co-Authors: Ricardo Sant Ana, R. Coelho, A. Alcaim
    Abstract:

    A novel text-independent verification system based on the fractional Brownian Motion (M_dim_fBm) for automatic speaker recognition (ASR) is presented in this paper. The performance of the proposed M_dim_fBm was compared to those achieved with the GMM (Gaussian Mixture Models) classifier using the mel-cepstral coefficients. We have used a speech database – obtained from fixed and cellular phones – uttered by 75 different speakers. The results have shown the superior performance of the M_dim_fBm classifier in terms of recognition accuracy. In addition, the proposed classifier employs a much simpler modeling structure as compared to the GMM.

Ricardo Sant Ana - One of the best experts on this subject based on the ideXlab platform.

  • A new classifier for speaker verification based on the fractional Brownian Motion Process
    Lecture Notes in Computer Science, 2004
    Co-Authors: Ricardo Sant Ana, R. Coelho, A. Alcaim
    Abstract:

    A novel text-independent verification system based on the fractional Brownian Motion (M―dim―fBm) for automatic speaker recognition (ASR) is presented in this paper. The performance of the proposed M―dim―fBm was compared to those achieved with the GMM (Gaussian Mixture Models) classifier using the mel-cepstral coefficients. We have used a speech database - obtained from fixed and cellular phones - uttered by 75 different speakers. The results have shown the superior performance of the M―dim―fBm classifier in terms of recognition accuracy. In addition, the proposed classifier employs a much simpler modeling structure as compared to the GMM.

  • TSD - A New Classifier for Speaker Verification Based on the Fractional Brownian Motion Process
    Text Speech and Dialogue, 2004
    Co-Authors: Ricardo Sant Ana, R. Coelho, A. Alcaim
    Abstract:

    A novel text-independent verification system based on the fractional Brownian Motion (M_dim_fBm) for automatic speaker recognition (ASR) is presented in this paper. The performance of the proposed M_dim_fBm was compared to those achieved with the GMM (Gaussian Mixture Models) classifier using the mel-cepstral coefficients. We have used a speech database – obtained from fixed and cellular phones – uttered by 75 different speakers. The results have shown the superior performance of the M_dim_fBm classifier in terms of recognition accuracy. In addition, the proposed classifier employs a much simpler modeling structure as compared to the GMM.

R. Coelho - One of the best experts on this subject based on the ideXlab platform.

  • Automatic speaker verification based on fractional Brownian Motion Process
    Electronics Letters, 2004
    Co-Authors: Ricardo Sant'ana, R. Coelho, A. Alcaim
    Abstract:

    A novel text-independent verification system based on the fractional Brownian Motion (M_dim_fBm) for automatic speaker recognition is presented. The performance results of the M_dim_fBm were compared to those achieved with the Gaussian mixture models (GMM) classifier using the mel-cepstral coefficients. A speech database, obtained from fixed and cellular phones, uttered by 75 different speakers was used. The results have shown the superior performance of the M_dim_fBm classifier in terms of recognition accuracy. In addition, the proposed verification scheme employs a much simpler modelling structure as compared to the GMM.

  • A new classifier for speaker verification based on the fractional Brownian Motion Process
    Lecture Notes in Computer Science, 2004
    Co-Authors: Ricardo Sant Ana, R. Coelho, A. Alcaim
    Abstract:

    A novel text-independent verification system based on the fractional Brownian Motion (M―dim―fBm) for automatic speaker recognition (ASR) is presented in this paper. The performance of the proposed M―dim―fBm was compared to those achieved with the GMM (Gaussian Mixture Models) classifier using the mel-cepstral coefficients. We have used a speech database - obtained from fixed and cellular phones - uttered by 75 different speakers. The results have shown the superior performance of the M―dim―fBm classifier in terms of recognition accuracy. In addition, the proposed classifier employs a much simpler modeling structure as compared to the GMM.

  • TSD - A New Classifier for Speaker Verification Based on the Fractional Brownian Motion Process
    Text Speech and Dialogue, 2004
    Co-Authors: Ricardo Sant Ana, R. Coelho, A. Alcaim
    Abstract:

    A novel text-independent verification system based on the fractional Brownian Motion (M_dim_fBm) for automatic speaker recognition (ASR) is presented in this paper. The performance of the proposed M_dim_fBm was compared to those achieved with the GMM (Gaussian Mixture Models) classifier using the mel-cepstral coefficients. We have used a speech database – obtained from fixed and cellular phones – uttered by 75 different speakers. The results have shown the superior performance of the M_dim_fBm classifier in terms of recognition accuracy. In addition, the proposed classifier employs a much simpler modeling structure as compared to the GMM.

Chihoon Lee - One of the best experts on this subject based on the ideXlab platform.

  • A geometric drift inequality for a reflected fractional Brownian Motion Process on the positive orthant
    Journal of Applied Probability, 2011
    Co-Authors: Chihoon Lee
    Abstract:

    We study a d-dimensional reflected fractional Brownian Motion (RFBM) Process on the positive orthant S = R+d, with drift r0 ∈ Rd and Hurst parameter H ∈ (½, 1). Under a natural stability condition on the drift vector r0 and reflection directions, we establish a geometric drift towards a compact set for the 1-skeleton chain Z of the RFBM Process Z; that is, there exist β, b ∈ (0, ∞) and a compact set C ⊂ S such that ΔV(x):= Ex[V(Z(1))] - V(x) ≤ -βV(x) + b1C(x), x ∈ S, for an exponentially growing Lyapunov function V : S → [1, ∞). For a wide class of Markov Processes, such a drift inequality is known as a necessary and sufficient condition for exponential ergodicity. Indeed, similar drift inequalities have been established for reflected Processes driven by standard Brownian Motions, and our result can be viewed as their fractional Brownian Motion counterpart. We also establish that the return times to the set C itself are geometrically bounded. Motivation for this study is that RFBM appears as a limiting workload Process for fluid queueing network models fed by a large number of heavy-tailed ON/OFF sources in heavy traffic.

  • On the Return Time for a Reflected Fractional Brownian Motion Process on the Positive Orthant
    Journal of Applied Probability, 2011
    Co-Authors: Chihoon Lee
    Abstract:

    We consider a d-dimensional reflected fractional Brownian Motion (RFBM) Process on the positive orthant S = R + d , with drift r 0 ∈ R d and Hurst parameter H ∈ (½, 1). Under a natural stability condition on the drift vector r 0 and reflection directions, we establish a return time result for the RFBM Process Z; that is, for some δ, κ > 0, sup x∈B E x [τ B (δ)] < ∞, where B = {x ∈ S : |x| ≤ κ} and τ B (δ) = inf{t ≥ δ : Z(t) ∈ B}. Similar results are known for reflected Processes driven by standard Brownian Motions, and our result can be viewed as their FBM counterpart. Our motivation for this study is that RFBM appears as a limiting workload Process for fluid queueing network models fed by a large number of heavy-tailed ON/OFF sources in heavy traffic.

Jae Gil Choi - One of the best experts on this subject based on the ideXlab platform.