Search results for " function"

showing 10 items of 9395 documents

Cutting rules and positivity in finite temperature many-body theory

2022

Abstract For a given diagrammatic approximation in many-body perturbation theory it is not guaranteed that positive observables, such as the density or the spectral function, retain their positivity. For zero-temperature systems we developed a method [2014 Phys. Rev. B 90 115134] based on so-called cutting rules for Feynman diagrams that enforces these properties diagrammatically, thus solving the problem of negative spectral densities observed for various vertex approximations. In this work we extend this method to systems at finite temperature by formulating the cutting rules in terms of retarded N-point functions, thereby simplifying earlier approaches and simultaneously solving the issu…

Statistics and Probabilitydiagrammatic perturbation theoryspectral propertiesModeling and Simulationquantum many-body theoryGeneral Physics and AstronomyFOS: Physical sciencesnon-equilibrium Green’s functionsStatistical and Nonlinear PhysicsMathematical Physics (math-ph)Mathematical Physics
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A Random Field Approach to Transect Counts of Wildlife Populations

1991

Line transect counting of a wildlife population is considered a sampling from a planar marked point process, where the marks describe the detectability of the animals. Sampling properties of transect counts and a new density estimator are derived from a counting process, which is a shot-noise field induced by the marked point process. A general formula for the sampling variance of a transect is derived and applied to compare five common types of transects. Some stereological connections of transect sampling and density estimators are shown.

Statistics and Probabilityeducation.field_of_studyRandom fieldCounting processCovariance functionPopulationSampling (statistics)EstimatorGeneral MedicineDensity estimationStatisticsStatistics Probability and UncertaintyeducationTransectMathematicsBiometrical Journal
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Role of sub- and super-Poisson noise sources in population dynamics

2020

In this paper we present a study on pulse noise sources characterized by sub- and super-Poisson statistics. We make a comparison with their uncorrelated counterpart. i.e. pulse noise with Poisson statistics, while showing that the correlation properties of sub- and super-Poisson noise sources can be efficiently applied to population dynamics. Specifically, we consider a termite population, described by a Langevin equation in the presence of a pulse noise source, and we study its dynamics and stability properties for two models. The first one describes a population of several colonies in a new territory with adverse environmental conditions. The second one considers the development of a sing…

Statistics and Probabilityeducation.field_of_studyStochastic processCorrelation functions Fluctuation phenomena Population dynamics Stochastic processesDynamics (mechanics)PopulationShot noiseStatistical and Nonlinear PhysicsStatistical physicsStatistics Probability and UncertaintyeducationMathematicsJournal of Statistical Mechanics: Theory and Experiment
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Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver

2019

We investigate conditions for solvability and Malliavin differentiability of backward stochastic differential equations driven by a L\'evy process. In particular, we are interested in generators which satisfy a locally Lipschitz condition in the $Z$ and $U$ variable. This includes settings of linear, quadratic and exponential growths in those variables. Extending an idea of Cheridito and Nam to the jump setting and applying comparison theorems for L\'evy-driven BSDEs, we show existence, uniqueness, boundedness and Malliavin differentiability of a solution. The pivotal assumption to obtain these results is a boundedness condition on the terminal value $\xi$ and its Malliavin derivative $D\xi…

Statistics and Probabilitymatematiikkalocally Lipschitz generatormalliavin differentiability of BSDEsMalliavin-laskentaexistence and uniqueness of solutions to BSDEsBSDEs with jumpsLipschitz continuityLévy processArticleStochastic differential equationMathematics::ProbabilityModeling and Simulationquadratic BSDEsApplied mathematics60H10UniquenessDifferentiable functiondifferentiaaliyhtälötMathematics - Probabilitystokastiset prosessitMathematics
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Bayesian longitudinal models for paediatric kidney transplant recipients

2015

Chronic kidney disease is a progressive loss of renal function which results in the inability of the kidneys to properly filter waste from the blood. Renal function is usually estimated by the glomerular filtration rate (eGFR), which decreases with the worsening of the disease. Bayesian longitudinal models with covariates, random effects, serial correlation and measurement error are discussed to analyse the progression of eGFR in first transplanted children taken from a study in Valencia, Spain.

Statistics and Probabilitymedicine.medical_specialtybusiness.industryBayesian probability030232 urology & nephrologyUrologyRepeated measures designRenal functionDisease030230 surgerymedicine.diseaseRandom effects modelKidney transplant03 medical and health sciences0302 clinical medicinemedicineStatistics Probability and UncertaintybusinessKidney diseaseJournal of Applied Statistics
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Test of the Latent Dimension of a Spatial Blind Source Separation Model

2024

We assume a spatial blind source separation model in which the observed multivariate spatial data is a linear mixture of latent spatially uncorrelated random fields containing a number of pure white noise components. We propose a test on the number of white noise components and obtain the asymptotic distribution of its statistic for a general domain. We also demonstrate how computations can be facilitated in the case of gridded observation locations. Based on this test, we obtain a consistent estimator of the true dimension. Simulation studies and an environmental application in the Supplemental Material demonstrate that our test is at least comparable to and often outperforms bootstrap-bas…

Statistics and Probabilitymonimuuttujamenetelmätsignaalinkäsittelykernel functionFOS: Mathematicsspatial bootstrapMathematics - Statistics Theorymultivariate spatial dataStatistics Theory (math.ST)paikkatietoanalyysiStatistics Probability and Uncertaintyasymptotic distributionsignal number
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Spectral characteristics of steady-state Lévy flights in confinement potential profiles

2016

The steady-state correlation characteristics of superdiffusion in the form of Levy flights in one-dimensional confinement potential profiles are investigated both theoretically and numerically. Specifically, for Cauchy stable noise we calculate the steady-state probability density function for an infinitely deep rectangular potential well and for a symmetric steep potential well of the type U(x)∞x2m. For these potential profiles and arbitrary Levy index α, we obtain the asymptotic expression of the spectral power density.

Statistics and Probabilityrigorous results in statistical mechanicSettore FIS/02 - Fisica Teorica Modelli E Metodi MatematiciSteady stateMathematical analysisCauchy distributionstochastic processes (theory)Statistical and Nonlinear PhysicsProbability density functionrigorous results in statistical mechanics; stochastic particle dynamics; stochastic processes (theory); Statistical and Nonlinear Physics; Statistics and Probability; Statistics Probability and UncertaintyType (model theory)01 natural sciencesNoise (electronics)010305 fluids & plasmasstochastic particle dynamicLévy flight0103 physical sciencesStatistics Probability and Uncertainty010306 general physicsStatistical and Nonlinear PhysicPower densityMathematicsJournal of Statistical Mechanics: Theory and Experiment
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Probabilistic response of linear structures equipped with nonlinear damper devices (PIS method)

2008

Passive control introducing energy absorbing devices into the structure has received considerable attention in recent years. Unfortunately the constitutive law of viscous fluid dampers is highly nonlinear, and even supposing that the structure behaves linearly, the whole system has inherent nonlinear properties. Usually the analysis is performed by a stochastic linearization technique (SLT) determining a linear system equivalent to the nonlinear one, in a statistical sense. In this paper the effect of the non-Gaussianity of the response due to the inherent nonlinearity of the damper device will be studied in detail via the Path Integral Solution (PIS) method. A systematic study is conducted…

Steady stateMechanical EngineeringLinear systemConstitutive equationAerospace EngineeringOcean EngineeringStatistical and Nonlinear PhysicsProbability density functionCondensed Matter PhysicsDisplacement (vector)DamperNonlinear systemNuclear Energy and EngineeringControl theoryLinearizationCivil and Structural EngineeringMathematicsProbabilistic Engineering Mechanics
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Anomalous diffusion and nonlinear relaxation phenomena in stochastic models of interdisciplinary physics

2020

The study of nonlinear dynamical systems in the presence of both Gaussian and non-Gaussian noise sources is the topic of this research work. In particular, after shortly present new theoretical results for statistical characteristics in the framework of Markovian theory, we analyse four different physical systems in the presence of Levy noise source. (a) The residence time problem of a particle subject to a non-Gaussian noise source in arbitrary potential profile was analyzed and the exact analytical results for the statistical characteristics of the residence time for anomalous diffusion in the form of Levy flights in fully unstable potential profile was obtained. Noise enhanced stability …

Steady-state probability density function (PDF)Settore FIS/02 - Fisica Teorica Modelli E Metodi MatematiciIdeal Chua memristorMemory devicesAnomalous diffusionLevy flightsBarrier crossing eventCorrelation time
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Gaia DR2 reveals a star formation burst in the disc 2-3 Gyr ago

2019

We use Gaia DR2 magnitudes, colours and parallaxes for stars with G<12 to explore a 15-dimensional space that includes simultaneously the initial mass function (IMF) and a non-parametric star formation history (SFH) for the Galactic disc. This inference is performed by combining the Besancon Galaxy Model fast approximate simulations (BGM FASt) and an approximate Bayesian computation algorithm. We find in Gaia DR2 data an imprint of a star formation burst 2-3 Gyr ago, in the Galactic thin disc domain, and a present star formation rate (SFR) of about 1 Msun. Our results show a decreasing trend of the SFR from 9-10 Gyr to 6-7 Gyr ago. This is consistent with the cosmological star formation …

Stellar massFOS: Physical sciencesPerturbation (astronomy)AstrophysicsAstrophysics::Cosmology and Extragalactic Astrophysicsmass function -galaxiesstar formation rate01 natural sciencesdisk -Galaxy0103 physical sciencesGalaxy formation and evolutionAstrophysics::Solar and Stellar Astrophysicsluminosity functionDisc010303 astronomy & astrophysicsComputingMilieux_MISCELLANEOUSAstrophysics::Galaxy AstrophysicsPhysicsstellar content -Hertzsprung-Russell and C-M diagramsstars010308 nuclear & particles physicsStar formationDiscos (Astrofísica)Astronomy and Astrophysicsstellar initial mass functioninteractionsGalaxiesAstrophysics - Astrophysics of GalaxiesStarsGalaxyRedshiftevolution -Galaxystar formation historyGalàxiesEstelsStarsGalaxyGalaxies evolutionDisks (Astrophysics)[PHYS.ASTR.GA]Physics [physics]/Astrophysics [astro-ph]/Galactic Astrophysics [astro-ph.GA]Space and Planetary ScienceAstrophysics of Galaxies (astro-ph.GA)galaxy mergeEvolució de les galàxiesAstrophysics::Earth and Planetary Astrophysics[PHYS.ASTR]Physics [physics]/Astrophysics [astro-ph]
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