Search results for "Log-normal distribution"
showing 9 items of 19 documents
A Highly Flexible Trajectory Model Based on the Primitives of Brownian Fields—Part II: Analysis of the Statistical Properties
2016
In the first part of our paper, we have proposed a highly flexible trajectory model based on the primitives of Brownian fields (BFs). In this second part, we study the statistical properties of that trajectory model in depth. These properties include the autocorrelation function (ACF), mean, and the variance of the path along each axis. We also derive the distribution of the angle-of-motion (AOM) process, the incremental traveling length process, and the overall traveling length. It is shown that the path process is in general non-stationary. We show that the AOM and the incremental traveling length processes can be modeled by the phase and the envelope of a complex Gaussian process with no…
The best fit for the observed galaxy Counts-in-Cell distribution function
2017
The Sloan Digital Sky Survey (SDSS) is the first dense redshift survey encompassing a volume large enough to find the best analytic probability density function that fits the galaxy Counts-in-Cells distribution $f_V(N)$, the frequency distribution of galaxy counts in a volume $V$. Different analytic functions have been previously proposed that can account for some of the observed features of the observed frequency counts, but fail to provide an overall good fit to this important statistical descriptor of the galaxy large-scale distribution. Our goal is to find the probability density function that better fits the observed Counts-in-Cells distribution $f_V(N)$. We have made a systematic stud…
Design and Simulation of Measurement-Based Correlation Models for Shadow Fading
2011
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 sum-of-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 Lp-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 (PDF…
PARETO OR LOG-NORMAL? BEST FIT AND TRUNCATION IN THE DISTRIBUTION OF ALL CITIES*
2015
In the literature, the distribution of city size is a controversial issue with two common contenders: the Pareto and the log-normal. While the first is most accredited when the distribution is truncated above a certain threshold, the latter is usually considered a better representation for the untruncated distribution of all cities. In this paper, we reassess the empirical evidence on the best-fitting distribution in relation to the truncation point issue. Specifically, we provide a comparison among four recently proposed approaches and alternative definitions of U.S. cities. Our results highlight the importance to look at issue of the best-fitting distribution together with the truncation …
Large deviations results for subexponential tails, with applications to insurance risk
1996
AbstractConsider a random walk or Lévy process {St} and let τ(u) = inf {t⩾0 : St > u}, P(u)(·) = P(· | τ(u) < ∞). Assuming that the upwards jumps are heavy-tailed, say subexponential (e.g. Pareto, Weibull or lognormal), the asymptotic form of the P(u)-distribution of the process {St} up to time τ(u) is described as u → ∞. Essentially, the results confirm the folklore that level crossing occurs as result of one big jump. Particular sharp conclusions are obtained for downwards skip-free processes like the classical compound Poisson insurance risk process where the formulation is in terms of total variation convergence. The ideas of the proof involve excursions and path decompositions for Mark…
Statistics of return times for weighted maps of the interval
2000
For non markovian, piecewise monotonic maps of the interval associated to a potential, we prove that the law of the entrance time in a cylinder, when renormalized by the measure of the cylinder, converges to an exponential law for almost all cylinders. Thanks to this result, we prove that the fluctuations of Rn, first return time in a cylinder, are lognormal.
An Exact Solution for the Level-Crossing Rate of Shadow Fading Processes Modelled by Using the Sum-of-Sinusoids Principle
2008
Published version of an article in the journal: Wireless Personal Communications. The original publication is available at Springerlink. http://dx.doi.org/10.1007/s11277-008-9512-3 The focus of this paper is on the higher order statistics of spatial simulation models for shadowing processes. Such processes are generally assumed to follow the lognormal distribution. The proposed spatial simulation model is derived from a non-realizable lognormal reference model with given correlation properties by using Rice's sum-of-sinusoids. Both exact and approximate expressions are presented for the level-crossing rate (LCR) and the average duration of fades (ADF) of the simulation model. It is pointed …
A Study of the Influence of Shadowing on the Statistical Properties of the Capacity of Mobile Radio Channels
2008
Article from the journal: Wireless Personal Communications The original publication is available at www.springerlink.com : http://dx.doi.org/10.1007/s11277-008-9545-7 This paper studies the influence of shadowing on the statistical properties of the channel capacity. The problem is addressed by using a Suzuki process as an appropriate statistical channel model for land mobile terrestrial channels. Using this model, exact solutions for the probability density function (PDF), cumulative distribution function (CDF), level-crossing rate (LCR), and average duration of fades (ADF) of the channel capacity are derived. The results are studied for different levels of shadowing, corresponding to diff…
A measurement-based trajectory model for drifted motions towards a target zone
2016
Trajectory models have numerous applications in the area of wiewlwss communications. The aim of this paper is to develop an empirical trajectory model for drifted motions. Recently, a highly flexible trajectory model based on the primitives of Brownian fields (TramBrown) was proposed by A. Borhani and M. Patzold. This paper provides an empirical proof for TramBrown using global positioning system (GPS) data collected from real life user traces drifting to a particular target point or a zone. The recorded location coordinates of the mobile user are processed to compute the total travelling length and the angle-of-motion (AOM) along the drifted trajectory. It is shown that the probability den…