Search results for "Log-normal distribution"
showing 10 items of 19 documents
Design of measurement-based correlation models for shadow fading
2010
This paper deals with the design of measurement-based correlation models for shadow fading. Based on the correlation model, we design a simulation model using the sumof-sinusoids (SOS) method to enable the simulation of spatial lognormal processes characterizing real-world shadow fading scenarios. The model parameters of the simulation model are computed by applying the L p -norm method (LPNM). This method facilitates an excellent fitting of the simulation model's autocorrelation function (ACF) to that of measured channels. Our study includes an evaluation of all important statistical quantities of the proposed measurement-based simulation model, such as the probability density function (PD…
On the statistical properties of the capacity of OSTBC Nakagami-lognormal MIMO channels
2010
This article presents a thorough statistical analysis of the capacity of orthogonal space-time block coded (OSTBC) Nakagami-lognormal (NLN) multiple-input multipleoutput (MIMO) channels. The NLN channel model allows to study the joint effects of fast fading and shadowing on the statistical properties of the channel capacity. We have derived exact analytical expressions for the probability density function (PDF), cumulative distribution function (CDF), level-crossing rate (LCR), and average duration of fades (ADF) of the capacity of NLN MIMO channels. It is observed that an increase in the MIMO dimension1 or a decrease in the severity of fading results in an increase in the mean channel capa…
The Influence of the Severity of Fading and Shadowing on the Statistical Properties of the Capacity of Nakagami-Lognormal Channels
2008
This paper deals with the study of the statistical properties of the capacity of Nakagami-lognormal (NLN) channels for various fading environments. Specifically, the impact of shadowing and the severity of fading on the channel capacity is investigated. We have derived analytical expressions for the probability density function (PDF), cumulative distribution function (CDF), level-crossing rate (LCR), and average duration of fades (ADF) of the channel capacity. These results are analyzed for different levels of shadowing and for various fading conditions, corresponding to different terrestrial environments. It is observed that the severity of fading and shadowing has a significant influence …
Statistical mechanics of fullerene coalescence growth
2006
Among the different carbon allotropes fullerenes are exceptionally intriguing for their spheroidal topology out of pentagons and hexagons. However, the dominant formation mode is still ambiguous. Here, we analyze the fullerene formation process by the statistical analysis of fullerene sizes produced in a laser-induced microplasma finding that a simple two-parameter lognormal distribution describes impressively well the cluster frequencies under various conditions. Our findings clearly reveal coalescent growth following a classical collision dynamics and disagree with several earlier assumptions.
On the first- and second-order statistics of the capacity of N*Nakagami-m channels for applications in cooperative networks
2012
This article deals with the derivation and analysis of the statistical properties of the instantaneous channel capacitya of N*Nakagami-m channels, which has been recently introduced as a suitable stochastic model for multihop fading channels. We have derived exact analytical expressions for the probability density function (PDF), cumulative distribution function (CDF), level-crossing rate (LCR), and average duration of fades (ADF) of the instantaneous channel capacity of N*Nakagami-m channels. For large number of hops, we have studied the first-order statistics of the instantaneous channel capacity by assuming that the fading amplitude of the channel can approximately be modeled as a lognor…
On the world distribution of income
2015
In this paper we demonstrate that the size distribution of the world income may be reasonably approximated by a log-normal distribution rather then by a power law, as has previously been believed. This result has been shown to be quite persistent as we move from 1985 to 2011.
Annual runoff regional frequency analysis in Sicily
2009
Abstract This paper performs annual runoff frequency analysis in Sicily, Italy using the index runoff method. Homogeneous regions, not necessarily defined by geographical boundaries but sharing common features from a morphologic and climatic standpoint, have been identified. For each region a single probability distribution function can be fitted to the available annual runoff data scaled by the index runoff. Starting from an initial dataset of 105 hydrometric stations, 57 stations have been selected using heuristic criteria associated with the Hosking and Wallis’s discordancy measure. The Mantel tests have been then applied to find out the physical and morphological parameters best correla…
Response spectrum analysis of frame structures: reliability-based comparison between complete quadratic combination and damping-adjusted combination
2019
In the framework of seismic design of structures, response spectrum analysis (RSA) is the most commonly used approach in practice. The most popular combination rule is the complete quadratic combination (CQC) which is also prescribed by the most of seismic design codes and is based on the assumptions that the seismic acceleration is a white noise process and the peak factor ratios associated to the total and modal responses are unitary. Recently, the damping adjusted combination (DAC) rule has been developed for base-isolated structures to overcome the aforementioned simplified assumptions. Although it has been proved that the simplifications about peak factors lead to noticeable errors in …
Simulating Term Structure of Interest Rates with Arbitrary Marginals
2007
Decision models under uncertainty need to be feeded with scenarios of the interest rate curve. Such scenarios have to comply, as close as possible, with the empirical distribution of each rate. Simulation models of the term structure usually assume that the conjugate distribution of the interest rates is lognormal. Dynamic models, like vector auto-regression, implicitly postulate that the logarithm of the interest rates is normally distributed. Statistical analyses have, however, shown that stationary transformations (yield changes) of the interest rates are substantially leptokurtic, thus posing serious doubts on the reliability of the available models. We propose in this paper a vector au…
Simulating term structure of interest rates with arbitrary marginals
2011
Decision models under uncertainty rely their analysis on scenarios of the economic factors. A key economic factor is the term structure of interest rates (yields). Simulation models of the yield curve usually assume that the conjugate distribution of the interest rates is lognormal. Dynamic models, like vector auto-regression, implicitly postulate that the logarithm of the interest rates is normally distributed. Statistical analyses have, however, shown that stationary transformations (yield changes) of the interest rates are substantially leptokurtic, thus posing serious doubts on the reliability of the available models. We propose in this paper a VARTA model (Biller and Nelson, 2003) to s…