Search results for " distribution."

showing 10 items of 4588 documents

Representation of Stationary Multivariate Gaussian Processes Fractional Differential Approach

2011

In this paper, the fractional spectral moments method (H-FSM) is used to generate stationary Gaussian multivariate processes with assigned power spectral density matrix. To this aim, firstly the N-variate process is expressed as sum of N fully coherent normal random vectors, and then, the representation in terms of HFSM is used.

symbols.namesakeMathematical analysissymbolsRepresentation (systemics)Applied mathematicsMultivariate normal distributionMultivariate Processes Fractional Calculus Fractional Spectral MomentsFractional differentialSettore ICAR/08 - Scienza Delle CostruzioniGaussian processMathematicsProceedings of the 6th International Conference on Computational Stochastic Mechanics(CSM-6)
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Modelling Systemic Cojumps with Hawkes Factor Models

2013

Instabilities in the price dynamics of a large number of financial assets are a clear sign of systemic events. By investigating a set of 20 high cap stocks traded at the Italian Stock Exchange, we find that there is a large number of high frequency cojumps. We show that the dynamics of these jumps is described neither by a multivariate Poisson nor by a multivariate Hawkes model. We introduce a Hawkes one factor model which is able to capture simultaneously the time clustering of jumps and the high synchronization of jumps across assets.

symbols.namesakeMultivariate statisticsStock exchangeEconometricssymbolsEconomicsPoisson distributionSynchronizationTime clusteringFactor analysisSign (mathematics)SSRN Electronic Journal
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Convergence of Measures

2020

One focus of probability theory is distributions that are the result of an interplay of a large number of random impacts. Often a useful approximation can be obtained by taking a limit of such distributions, for example, a limit where the number of impacts goes to infinity. With the Poisson distribution, we have encountered such a limit distribution that occurs as the number of very rare events when the number of possibilities goes to infinity (see Theorem 3.7). In many cases, it is necessary to rescale the original distributions in order to capture the behavior of the essential fluctuations, e.g., in the central limit theorem. While these theorems work with real random variables, we will a…

symbols.namesakeProbability theoryWeak convergencesymbolsLimit (mathematics)Statistical physicsPoisson distributionConvergence of measuresRandom variableBrownian motionMathematicsCentral limit theorem
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Riesz-Fischer Maps, Semi-frames and Frames in Rigged Hilbert Spaces

2021

In this note we present a review, some considerations and new results about maps with values in a distribution space and domain in a σ-finite measure space X. Namely, this is a survey about Bessel maps, frames and bases (in particular Riesz and Gel’fand bases) in a distribution space. In this setting, the Riesz-Fischer maps and semi-frames are defined and new results about them are obtained. Some examples in tempered distributions space are examined.

symbols.namesakePure mathematicsDistribution (mathematics)Settore MAT/05 - Analisi MatematicasymbolsHilbert spaceRigged Hilbert spaceSpace (mathematics)Measure (mathematics)Frames Bases Distributions Rigged Hilbert spaceBessel functionDomain (mathematical analysis)Mathematics
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Regularity of a Degenerated Convolution Semi-Group Without to Use the Poisson Process

2011

We translate in semi-group theory our regularity result for a degenerated convolution semi-group got by the Malliavin Calculus of Bismut type for Poisson processes.

symbols.namesakePure mathematicsMathematics::ProbabilityGroup (mathematics)symbolsPoisson processType (model theory)Poisson distributionMalliavin calculusMathematicsConvolution
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Quenched and annealed free energies

1984

This paper gives a simple exposition of the Nishimori method to solve certain quenched, random bond spin-glass models. It allows a transparent physical interpretation in terms of annealed systems. As an application a special solution of the Sherrington-Kirkpatrick model with a discrete probability distribution is obtained and shown to agree with the solution for the Gaussian case. This substantiates the claim that the averaged free energy does not depend on the details of the probability distribution Expose simple de la methode de Nishimori pour resoudre certains modeles de verres de spin avec interactions aleatoires. Interpretation transparente en termes de systemes recuits. Presentation d…

symbols.namesakeSpin glassCondensed matter physicsChemistrySpecial solutionGaussiansymbolsProbability distributionFree energiesIsing modelCondensed Matter::Disordered Systems and Neural NetworksMathematical physicsJournal de Physique
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How to Improve the Reliability of Chord?

2008

In this paper we focus on Chord P2P protocol and we study the process of unexpected departures of nodes from this system. Each of such departures may effect in losing any information and in classical versions of this protocol the probability of losing some information is proportional to the quantity of information put into this system. This effect can be partially solved by gathering in the protocol multiple copies (replicas) of information. The replication mechanism was proposed by many authors. We present a detailed analysis of one variant of blind replication and show that this solution only partially solves the problem. Next we propose two less obvious modifications of the Chord protoco…

symbols.namesakeTheoretical computer scienceSource codemedia_common.quotation_subjectComputerSystemsOrganization_COMPUTER-COMMUNICATIONNETWORKSHash functionsymbolsPareto distributionChord (peer-to-peer)Algorithmmedia_commonMathematics
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Model selection using limiting distributions of second-order blind source separation algorithms

2015

Signals, recorded over time, are often observed as mixtures of multiple source signals. To extract relevant information from such measurements one needs to determine the mixing coefficients. In case of weakly stationary time series with uncorrelated source signals, this separation can be achieved by jointly diagonalizing sample autocovariances at different lags, and several algorithms address this task. Often the mixing estimates contain close-to-zero entries and one wants to decide whether the corresponding source signals have a relevant impact on the observations or not. To address this question of model selection we consider the recently published second-order blind identification proced…

ta112Series (mathematics)Estimation theoryModel selectionasymptotic normalitypattern identificationAsymptotic distributionInformation Criteriaoint diagonalization SOBI AsympBlind signal separationMatrix (mathematics)Control and Systems EngineeringSOBISignal Processingjoint diagonalizationComputer Vision and Pattern RecognitionElectrical and Electronic EngineeringAlgorithmSoftwareMixing (physics)MathematicsSignal Processing
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Functional inequalities for generalized inverse trigonometric and hyperbolic functions

2014

Various miscellaneous functional inequalities are deduced for the so-called generalized inverse trigonometric and hyperbolic functions. For instance, functional inequalities for sums, difference and quotient of generalized inverse trigonometric and hyperbolic functions are given, as well as some Gr\"unbaum inequalities with the aid of the classical Bernoulli inequality. Moreover, by means of certain already derived bounds, bilateral bounding inequalities are obtained for the generalized hypergeometric ${}_3F_2$ Clausen function.

ta113Pure mathematicsGeneralized inverseBernoulli's inequalityGeneralized inverse trigonometric functions; Generalized inverse hyperbolic functions; Functional inequalities; Generalized hypergeometric 3F2 functionApplied MathematicsHyperbolic functionMathematics::Classical Analysis and ODEsHypergeometric distributionClausen functionMathematics - Classical Analysis and ODEsBounding overwatchClassical Analysis and ODEs (math.CA)FOS: MathematicsTrigonometry33B99 26D15 33C20 33C99AnalysisQuotientMathematicsJournal of Mathematical Analysis and Applications
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Context–content systems of random variables : The Contextuality-by-Default theory

2016

Abstract This paper provides a systematic yet accessible presentation of the Contextuality-by-Default theory. The consideration is confined to finite systems of categorical random variables, which allows us to focus on the basics of the theory without using full-scale measure-theoretic language. Contextuality-by-Default is a theory of random variables identified by their contents and their contexts, so that two variables have a joint distribution if and only if they share a context. Intuitively, the content of a random variable is the entity the random variable measures or responds to, while the context is formed by the conditions under which these measurements or responses are obtained. A …

ta113Theoretical computer scienceComputer scienceApplied Mathematicscouplings05 social sciencesta111Probabilistic logicContext (language use)01 natural sciencesMeasure (mathematics)050105 experimental psychologyconnectednessKochen–Specker theoremrandom variablesJoint probability distribution0103 physical sciences0501 psychology and cognitive sciencescontextualityNegative number010306 general physicsCategorical variableRandom variableGeneral PsychologyJournal of Mathematical Psychology
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