Search results for "Characteristic function"
showing 10 items of 26 documents
A taylor series model to evaluate the interelemental effects in X-ray fluorescence analysis, applied to the iron-zirconium-diluent system
1995
A semi-empirical model has been developed to quantify the interelemental effects in X-ray fluorescence analysis. The measured X-ray fluorescence intensity has been expressed as a function of the different fluorescence elements composing the sample. this complex function has become an operative function via a Taylor series development. An explication has been given for the significance of the different terms of the series. These terms respond to mathematical functions known as characteristic functions for each chemical system. A parameter (B) has been defined which makes it possible to quantify the influence of the interelemental effect as a function of the analyte concentration (C) and that…
SHARING THE BENEFITS OF COOPERATION IN HIGH SEAS FISHERIES: A CHARACTERISTIC FUNCTION GAME APPROACH
1998
Opinion dynamics in coalitional games with transferable utilities
2014
This paper studies opinion dynamics in a large number of homogeneous coalitional games with transferable utilities (TU), where the characteristic function is a continuous-time stochastic process. For each game, which we can see as a “small world”, the players share opinions on how to allocate revenues based on the mean-field interactions with the other small worlds. As a result of such mean-field interactions among small worlds, in each game, a central planner allocates revenues based on the extra reward that a coalition has received up to the current time and the extra reward that the same coalition has received in the other games. The paper also studies the convergence and stability of op…
Analysis of neuronal networks in the visual system of the cat using statistical signals
1976
If the input signals of the visual system in the cat are statistical patterns in space and time, a complete system analysis can be carried out. What counts here as a system are the neuronal networks between retina and recording site. In the case of linearity, one obtains the temporal impulse response functions at every point in the receptive field with the aid of correlation methods. The measuring time is about one minute. Some aspects of the procedure are explained in terms of examples. The method of measurement also makes it possible to determine the characteristic function of the system in time and space between different recording sites within the cortex. It is possible to specialize th…
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…
Estimating norms inC*-algebras of discrete groups
1976
LetG be a discrete group, letK be a finite subset ofG and let χ K be the characteristic function ofK. Then χ K acts by convolution as a bounded operator onL2(G). We will prove that the norm |||χ K ||| of this operator always satisfies the following estimate: $$|||\chi _{\rm K} |||^2 \leqq k + 2\sqrt {w\left( {k - 1} \right)\left( {k - w} \right)} + \left( {k - 2} \right)\left( {k - w} \right)$$ . Here .