55 citations · 163 across the 5 of their papers we have counts for
5 papers
A Novel Exact Representation of Stationary Colored Gaussian Processes (Fractional Differential Approach)
Giulio Cottone, Mario Di Paola, Roberta Santoro
A novel representation of functions, called generalized Taylor form, is applied to the filtering of white noise processes. It is shown that every Gaussian colored noise can be expr…
On the use of fractional calculus for the probabilistic characterization of random variables
Giulio Cottone, Mario Di Paola
In this paper, the classical problem of the probabilistic characterization of a random variable is re-examined. A random variable is usually described by the probability density fu…
Fractional Spectral Moments for Digital Simulation of Multivariate Wind Velocity Fields
Giulio Cottone, Mario Di Paola
In this paper, a method for the digital simulation of wind velocity fields by Fractional Spectral Moment function is proposed. It is shown that by constructing a digital filter who…
Statistics of non-linear stochastic dynamical systems under Lévy noises by a convolution quadrature approach
Giulio Cottone
This paper describes a novel numerical approach to find the statistics of the non-stationary response of scalar non-linear systems excited by Lévy white noises. The proposed numeri…
Fractional calculus approach to the statistical characterization of random variables and vectors
Giulio Cottone, Mario Di Paola, Ralf Metzler
Fractional moments have been investigated by many authors to represent the density of univariate and bivariate random variables in different contexts. Fractional moments are indeed…