Search results for "Cumulative distribution function"
showing 10 items of 48 documents
A comparative study of rainfall erosivity estimation for southern Italy and southeastern Australia
1999
Abstract In this paper, using Sicilian and Australian rainfall intensity data, a comparison between different estimators (modified Fournier index F, FF index) of the rainfall erosivity factor in the USLE was made. The relationship between the modified Fournier index and the mean annual rainfall, P, was theoretically derived. The K constant, linking the FF index and P, and its cumulative distribution function (CDF) were used to establish hydrological similitude among different geographical regions of southern Italy and southeastern Australia. To predict the erosion risk for an event of given average recurrence interval, the probability distribution of the annual value F a.j of the Arnoldus i…
On the Statistical Properties of Phase Crossings and Random FM Noise in Double Rayleigh Fading Channels
2016
In this paper, we study the statistics of phase processes and random frequency modulation (FM) noise encountered in double Rayleigh fading channels. The Rayleigh processes making up the double Rayleigh channel are assumed to be independent but not necessarily identically distributed. The Doppler power spectral densities of these processes are supposed to be symmetric about the carrier frequency. Under these fading conditions, we derive first an expression for the joint probability density function (jpdf) of the phase process and its rate of change. Capitalizing on this jpdf formula, we then investigate the probability density function (pdf) and cumulative distribution function (cdf) of rand…
Statistical Properties of Double Hoyt Fading With Applications to the Performance Analysis of Wireless Communication Systems
2018
In this paper, we investigate the statistical properties of double Hoyt fading channels, where the overall received signal is determined by the product of two statistically independent but not necessarily identically distributed single Hoyt processes. Finite-range integral expressions are first derived for the probability density function (PDF), cumulative distribution function (CDF), level-crossing rate (LCR), and average duration of fades of the envelope fading process. A closed-form approximate solution is also deduced for the LCR by making use of the Laplace approximation theorem. Applying the derived PDF of the double Hoyt channel, we then provide analytical expressions for the average…
On the Statistical Analysis of Equal Gain Combining over Multiple Double Rice Fading Channels in Cooperative Networks
2010
This article analyzes the statistical properties of narrowband mobile-to-mobile (M2M) fading channels with equal gain combining (EGC) under line-of-sight (LOS) propagation conditions. Here, we study a dual-hop amplify-and-forward (AF)relay network. It is assumed that there can exist LOS components in the transmission links between the source mobile station and the destination mobile station via K mobile relays. In order to cater for asymmetric fading conditions in the relay links, the received signal envelope at the output of the equal gain (EG) combiner is thus modeled as a sum of K double Rice processes. These processes are considered to be independent but not necessarily identically dist…
Evaluation of the shakedown limit load multiplier for stochastic seismic actions
2017
A new approach for the evaluation of the shakedown limit load multiplier for structures subjected to a combination of quasi-statically variable loads and seismic actions is presented. The common case of frame structures constituted by elastic perfectly plastic material is considered. The acting load history during the lifetime of the structure will be defined as a suitable combination of never ending quasi-statical loads, variable within an appropriate given domain, and stochastic seismic actions occurring for limited time interval. The proposed approach utilizes the Monte Carlo method in order to generate a suitable large number of seismic acceleration histories and the corresponding shake…
Spline Histogram Method for Reconstruction of Probability Density Functions of Clusters of Galaxies
2003
We describe the spline histogram algorithm which is useful for visualization of the probability density function setting up a statistical hypothesis for a test. The spline histogram is constructed from discrete data measurements using tensioned cubic spline interpolation of the cumulative distribution function which is then differentiated and smoothed using the Savitzky-Golay filter. The optimal width of the filter is determined by minimization of the Integrated Square Error function. The current distribution of the TCSplin algorithm written in f77 with IDL and Gnuplot visualization scripts is available from this http URL
A theory for long-memory in supply and demand
2004
Recent empirical studies have demonstrated long-memory in the signs of orders to buy or sell in financial markets [2, 19]. We show how this can be caused by delays in market clearing. Under the common practice of order splitting, large orders are broken up into pieces and executed incrementally. If the size of such large orders is power law distributed, this gives rise to power law decaying autocorrelations in the signs of executed orders. More specifically, we show that if the cumulative distribution of large orders of volume v is proportional to v to the power -alpha and the size of executed orders is constant, the autocorrelation of order signs as a function of the lag tau is asymptotica…
Multifractal fits to the observed main belt asteroid distribution
2002
Dohnanyi's (1969) theory predicts that a collisional system such as the asteroidal population of the main belt should rapidly relax to a power-law stationary size distribution of the kind $N(m)\propto m^{-\alpha}$, with $\alpha$ very close to 11/6, provided all the collisional response parameters are independent on size. The actual asteroid belt distribution at observable sizes, instead, does not exhibit such a simple fractal size distribution. We investigate in this work the possibility that the corresponding cumulative distribution may be instead fairly fitted by multifractal distributions. This multifractal behavior, in contrast with the Dohnany fractal distribution, is related to the re…
System Times and Channel Availability for Secondary Transmissions in CRNs: A Dependability Theory based Analysis
2017
[EN] Reliability is of fundamental importance for the performance of secondary networks in cognitive radio networks (CRNs). To date, most studies have focused on predicting reliability parameters based on prior statistics of traffic patterns from user behavior. In this paper, we define a few reliability metrics for channel access in multichannel CRNs that are analogous to the concepts of reliability and availability in classical dependability theory. Continuous-time Markov chains are employed to model channel available and unavailable time intervals based on channel occupancy status. The impact on user access opportunities based on channel availability is investigated by analyzing the stead…
On the Statistical Properties of the Capacity of Spatially Correlated Nakagami-M MIMO Channels
2008
This paper studies the statistical properties of the channel capacity of spatially correlated Nakagami-m multiple- input multiple-output (MIMO) channels. We have derived closed- form expressions for the probability density function (PDF), the cumulative distribution function (CDF), the level-crossing rate (LCR), and the average duration of fades (ADF) of the lower bound on the channel capacity. In order to study the impact of the spatial correlation on the channel capacity, the analysis of the statistical properties of the channel capacity is carried out for different receiver antenna spacings. It is observed that the antenna spacing has a significant influence on the spread and maximum val…