Search results for "Characteristic function"
showing 6 items of 26 documents
A consistent modification of a test for independence based on the empirical characteristic function
1998
A modification of a test for independence based on the empirical characteristic function is investigated. The initial test is not consistent in the general case. The modification makes the test always consistent and asymptotically distribution free. It is based on a special transformation of the data.
Fractional calculus approach to the statistical characterization of random variables and vectors
2009
Fractional moments have been investigated by many authors to represent the density of univariate and bivariate random variables in different contexts. Fractional moments are indeed important when the density of the random variable has inverse power-law tails and, consequently, it lacks integer order moments. In this paper, starting from the Mellin transform of the characteristic function and by fractional calculus method we present a new perspective on the statistics of random variables. Introducing the class of complex moments, that include both integer and fractional moments, we show that every random variable can be represented within this approach, even if its integer moments diverge. A…
Non-periodic Discrete Splines
2015
Discrete Splines with different spans were introduced in Sect. 3.3.1. This chapter focuses on a special case of discrete splines whose spans are powers of 2. These splines are discussed in more detail. The Zak transform provides an integral representation of such splines. Discrete exponential splines are introduced. Generators of the discrete-spline spaces are described whose properties are similar to properties of polynomial-spline spaces generators. Interpolating discrete splines provide efficient tools for upsampling 1D and 2D signals. An algorithm for explicit computation of discrete splines is described.
On the Statistical Properties of Equal Gain Combining over Mobile-to-Mobile Fading Channels in Cooperative Networks
2010
Paper presented at the 2010 IEEE International Conference on Communications (ICC), Cape Town. Personal use of this material is permitted. Permission from IEEE must be obtained for all other users, including reprinting/ republishing this material for advertising or promotional purposes, creating new collective works for resale or redistribution to servers or lists, or reuse of any copyrighted components of this work in other works. Paper also available from the publisher: http://dx.doi.org/10.1109/ICC.2010.5501898 This article deals with the statistical analysis of equal gain combining (EGC) over mobile-to-mobile (M2M) fading channels in a dual-hop amplify-and-forward relay network. Here, we…
Stationary and Nontationary Response Probability Density Function of a Beam under Poisson White Noise
2011
In this paper an approximate explicit probability density function for the analysis of external oscillations of a linear and geometric nonlinear simply supported beam driven by random pulses is proposed. The adopted impulsive loading model is the Poisson White Noise , that is a process having Dirac’s delta occurrences with random intensity distributed in time according to Poisson’s law. The response probability density function can be obtained solving the related Kolmogorov-Feller (KF) integro-differential equation. An approximated solution, using path integral method, is derived transforming the KF equation to a first order partial differential equation. The method of characteristic is the…
Non-linear systems under parametric alpha-stable LÉVY WHITE NOISES
2005
In this study stochastic analysis of nonlinear dynamical systems under a-stable, multiplicative white noise has been performed. Analysis has been conducted by means of the Ito rule extended to the case of α-stable noises. In this context the order of increments of Levy process has been evaluated and differential equations ruling the evolutions of statistical moments of either parametrically and external dynamical systems have been obtained. The extended Ito rule has also been used to yield the differential equation ruling the evolution of the characteristic function for parametrically excited dynamical systems. The Fourier transform of the characteristic function, namely the probability den…