Search results for "Bernoulli process"

showing 5 items of 5 documents

Integration of a Dirac comb and the Bernoulli polynomials

2016

Abstract For any positive integer n , we consider the ordinary differential equations of the form y ( n ) = 1 − Ш + F where Ш denotes the Dirac comb distribution and F is a piecewise- C ∞ periodic function with null average integral. We prove the existence and uniqueness of periodic solutions of maximal regularity. Above all, these solutions are given by means of finite explicit formulae involving a minimal number of Bernoulli polynomials. We generalize this approach to a larger class of differential equations for which the computation of periodic solutions is also sharp, finite and effective.

Bernoulli differential equationDifferential equations[ MATH ] Mathematics [math]Differential equationGeneral MathematicsBernoulli polynomials010102 general mathematicsMathematical analysisDirac combPiecewise-smooth01 natural sciencesDirac comb010305 fluids & plasmasBernoulli polynomialsPeriodic functionsymbols.namesakeDistribution (mathematics)Ordinary differential equation0103 physical sciencessymbols[MATH]Mathematics [math]0101 mathematicsBernoulli processMathematicsMSC: 34A36 37B55 11B68 70G60
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Modelling the occurrence of rainy days under a typical Mediterranean climate

2014

The statistical inference of the alternation of wet and dry periods in daily rainfall records can be achieved through the modelling of inter-arrival time-series, IT, defined as the succession of times elapsed from a rainy day and the one immediately preceding it. In this paper, under the hypothesis that ITs are independent and identically distributed random variables, a modelling framework based on a generalisation of the commonly adopted Bernoulli process is introduced. Within this framework, the capability of three discrete distributions, belonging to the Hurwitz–Lerch-Zeta family, to reproduce the main statistical features of IT time-series was tested. These distributions namely Lerch-se…

Independent and identically distributed random variablesHurwitz–Lerch Zeta probabilitydistributions Inter-arrival times Rain probabilitySeries (mathematics)Inter-arrival timesbusiness.industrySeasonalitymedicine.diseaseRain probabilityDistribution (mathematics)SkewnessHurwitz-Lerch Zeta probability distributionsStatisticsStatistical inferencemedicineSettore AGR/08 - Idraulica Agraria E Sistemazioni Idraulico-ForestaliBernoulli processbusinessWater Science and TechnologyMathematicsSubdivisionAdvances in Water Resources
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Bell's inequality violation for entangled generalized Bernoulli states in two spatially separate cavities

2005

We consider the entanglement of orthogonal generalized Bernoulli states in two separate single-mode high-$Q$ cavities. The expectation values and the correlations of the electric field in the cavities are obtained. We then define, in each cavity, a dichotomic operator expressible in terms of the field states which can be, in principle, experimentally measured by a probe atom that ``reads'' the field. Using the quantum correlations of couples of these operators, we construct a Bell's inequality which is shown to be violated for a wide range of the degree of entanglement and which can be tested in a simple way. Thus the cavity fields directly show quantum non-local properties. A scheme is als…

PhysicsQuantum PhysicsBell stateField (physics)Cavity quantum electrodynamicsFOS: Physical sciencesQuantum entanglementSettore FIS/03 - Fisica Della MateriaAtomic and Molecular Physics and OpticsEntanglementBernoulli's principleOperator (computer programming)Cavity radiation fieldBell's theoremQuantum mechanicsBell's inequalityBernoulli processQuantum Physics (quant-ph)Quantum
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Robust Estimation for Discrete Markov System with Time-Varying Delay and Missing Measurements

2013

This paper addresses theℋ∞filtering problem for time-delayed Markov jump systems (MJSs) with intermittent measurements. Within network environment, missing measurements are taken into account, since the communication channel is supposed to be imperfect. A Bernoulli process is utilized to describe the phenomenon of the missing measurements. The original system is transformed into an input-output form consisting of two interconnected subsystems. Based on scaled small gain (SSG) theorem and proposed Lyapunov-Krasovskii functional (LKF), the scaled small gains of the subsystems are analyzed, respectively. New conditions for the existence of theℋ∞filters are established, and the correspondingℋ∞f…

Scheme (programming language)EngineeringArticle Subjectbusiness.industrylcsh:MathematicsGeneral MathematicsGeneral EngineeringMarkov systemslcsh:QA1-939Filter designlcsh:TA1-2040Control theoryFiltering problemVDP::Matematikk og Naturvitenskap: 400::Matematikk: 410::Anvendt matematikk: 413ImperfectBernoulli processlcsh:Engineering (General). Civil engineering (General)businesscomputercomputer.programming_languageMarkov jumpMathematical Problems in Engineering
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A matrix-valued Bernoulli distribution

2006

AbstractMatrix-valued distributions are used in continuous multivariate analysis to model sample data matrices of continuous measurements; their use seems to be neglected for binary, or more generally categorical, data. In this paper we propose a matrix-valued Bernoulli distribution, based on the log-linear representation introduced by Cox [The analysis of multivariate binary data, Appl. Statist. 21 (1972) 113–120] for the Multivariate Bernoulli distribution with correlated components.

Statistics and ProbabilityNumerical AnalysisDISCRETEMODELSMatrix t-distributionMultivariate normal distributionMatrix-valued distributionsBINARYNormal-Wishart distributionBinomial distributionBernoulli distributionCategorical distributionStatisticsApplied mathematicsBernoulli processStatistics Probability and UncertaintyCorrelated multivariate binary responsesMathematicsMultivariate stable distributionMultivariate Bernoulli distributionJournal of Multivariate Analysis
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