Search results for " density"
showing 10 items of 2709 documents
Is there an absolutely continuous random variable with equal probability density and cumulative distribution functions in its support? Is it unique? …
2014
This paper inquires about the existence and uniqueness of a univariate continuous random variable for which both cumulative distribution and density functions are equal and asks about the conditions under which a possible extrapolation of the solution to the discrete case is possible. The issue is presented and solved as a problem and allows to obtain a new family of probability distributions. The different approaches followed to reach the solution could also serve to warn about some properties of density and cumulative functions that usually go unnoticed, helping to deepen the understanding of some of the weapons of the mathematical statistician’s arsenal.
On the use of fractional calculus for the probabilistic characterization of random variables
2009
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 function (PDF) or by its Fourier transform, namely the characteristic function (CF). The CF can be further expressed by a Taylor series involving the moments of the random variable. However, in some circumstances, the moments do not exist and the Taylor expansion of the CF is useless. This happens for example in the case of $\alpha$--stable random variables. Here, the problem of representing the CF or the PDF of random variables (r.vs) is examined by introducing fractional calculus. Two very remarkable results are o…
Path integral solution for non-linear system enforced by Poisson White Noise
2008
Abstract In this paper the response in terms of probability density function of non-linear systems under Poisson White Noise is considered. The problem is handled via path integral (PI) solution that may be considered as a step-by-step solution technique in terms of probability density function. First the extension of the PI to the case of Poisson White Noise is derived, then it is shown that at the limit when the time step becomes an infinitesimal quantity the Kolmogorov–Feller (K–F) equation is fully restored enforcing the validity of the approximations made in obtaining the conditional probability appearing in the Chapman Kolmogorov equation (starting point of the PI). Spectral counterpa…
A method for the probabilistic analysis of nonlinear systems
1995
Abstract The probabilistic description of the response of a nonlinear system driven by stochastic processes is usually treated by means of evaluation of statistical moments and cumulants of the response. A different kind of approach, by means of new quantities here called Taylor moments, is proposed. The latter are the coefficients of the Taylor expansion of the probability density function and the moments of the characteristic function too. Dual quantities with respect to the statistical cumulants, here called Taylor cumulants, are also introduced. Along with the basic scheme of the method some illustrative examples are analysed in detail. The examples show that the proposed method is an a…
Probabilistic response of nonlinear systems under combined normal and Poisson white noise via path integral method
2011
In this paper the response in terms of probability density function of nonlinear systems under combined normal and Poisson white noise is considered. The problem is handled via a Path Integral Solution (PIS) that may be considered as a step-by-step solution technique in terms of probability density function. A nonlinear system under normal white noise, Poissonian white noise and under the superposition of normal and Poisson white noise is performed through PIS. The spectral counterpart of the PIS, ruling the evolution of the characteristic functions is also derived. It is shown that at the limit when the time step becomes an infinitesimal quantity an equation ruling the evolution of the pro…
Applications of the Conceptual Density Functional Theory Indices to Organic Chemistry Reactivity.
2016
Indexación: Web of Science Theoretical reactivity indices based on the conceptual Density Functional Theory (DFT) have become a powerful tool for the semiquantitative study of organic reactivity. A large number of reactivity indices have been proposed in the literature. Herein, global quantities like the electronic chemical potential μ, the electrophilicity ω and the nucleophilicity N indices, and local condensed indices like the electrophilic and nucleophilic Parr functions, as the most relevant indices for the study of organic reactivity, are discussed. http://www.mdpi.com/1420-3049/21/6/748
Dynamic Self-Consistent Field Approach for Studying Kinetic Processes in Multiblock Copolymer Melts
2020
The self-consistent field theory is a popular and highly successful theoretical framework for studying equilibrium (co)polymer systems at the mesoscopic level. Dynamic density functionals allow one to use this framework for studying dynamical processes in the diffusive, non-inertial regime. The central quantity in these approaches is the mobility function, which describes the effect of chain connectivity on the nonlocal response of monomers to thermodynamic driving fields. In a recent study [Mantha et al, Macromolecules 53, 3409 (2020)], we have developed a method to systematically construct mobility functions from reference fine-grained simulations. Here we focus on melts of linear chains …
Levy flights in confining environments: Random paths and their statistics
2013
We analyze a specific class of random systems that are driven by a symmetric L\'{e}vy stable noise. In view of the L\'{e}vy noise sensitivity to the confining "potential landscape" where jumps take place (in other words, to environmental inhomogeneities), the pertinent random motion asymptotically sets down at the Boltzmann-type equilibrium, represented by a probability density function (pdf) $\rho_*(x) \sim \exp [-\Phi (x)]$. Since there is no Langevin representation of the dynamics in question, our main goal here is to establish the appropriate path-wise description of the underlying jump-type process and next infer the $\rho (x,t)$ dynamics directly from the random paths statistics. A pr…
Nondestructive full-field imaging XANES-PEEM analysis of cosmic grains
2006
For chemical analysis of submicron particles, mass spectrometric methods have the disadvantage of being destructive. Thus, a nondestructive elemental and chemical mapping with a high spatial resolution prior to mass analysis is extremely valuable to precharacterize the sample. Here, first results are presented of combined XANES (x-ray absorption near-edge structure) and PEEM (photoemission electron microscopy) measurements on a cosmic grain fraction from the Murchison meteorite. This nondestructive full-field imaging method is well suited for a quantitative analysis and for a preselection prior to detailed mass spectrometric investigations with isotopic resolution/selectivity. A spectral un…
Charged oxygen interstitials in corundum: first principles simulations
2016
Combining supercell models and hybrid B3PW exchange-correlation functionals, ab initio simulations on quasi-stable configurations of interstitial ions in α-Al2O3 (corundum) crystals and possible migration trajectories have been modelled. We have studied crystalline distortion around migrating including interatomic distances and the effective atomic charges, as well as redistributions of the electronic density. Unlike neutral interstitial atom Oi studied by us previously, migrating ion does not form dumbbells with the nearest regular oxygen ions, due to the strong Coulomb interaction with the nearest cations as well as stronger repulsion between and adjacent regular ions. We have also estima…