Search results for "PROB"
showing 10 items of 8859 documents
Recent applications of point process methods in forestry statistics
2000
Forestry statistics is an important field of applied statistics with a long tradition. Many forestry problems can be solved by means of point processes or marked point processes. There, the "points" are tree locations and the "marks" are tree characteristics such as diameter at breast height or degree of damage by environmental factors. Point pro- cess characteristics are valuable tools for exploratory data analysis in forestry, for describing the variability of forest stands and for under- standing and quantifying ecological relationships. Models of point pro- cesses are also an important basis of modern single-tree modeling, that gives simulation tools for the investigation of forest stru…
Tests for real and complex unit roots in vector autoregressive models
2014
The article proposes new tests for the number of real and complex unit roots in vector autoregressive models. The tests are based on the eigenvalues of the sample companion matrix. The limiting distributions of the eigenvalues converging to the unit eigenvalues turn out to be of a non-standard form and expressible in terms of Brownian motions. The tests are defined such that the null distributions related to eigenvalues +/-1 are the same. The tests for the unit eigenvalues with nonzero imaginary part are defined independently of the angular frequency. When the tests are adjusted for deterministic terms, the null distributions usually change. Critical values are tabulated via simulations. Al…
Dynamics of Pattern Formation in Biomimetic Systems
2008
This paper is an attempt to conceptualize pattern formation in self-organizing systems and, in particular, to understand how structures, oscillations or waves arise in a steady and homogenous environment, a phenomenon called symmetry breaking. The route followed to develop these ideas was to couple chemical oscillations produced by Belousov-Zhabotinsky reaction with confined reaction environments, the latter being an essential requirement for any process of Life. Special focus was placed on systems showing organic or lipidic compartments, which represent more reliable biomimetic matrices.
Malliavin calculus of Bismut type without probability
2007
We translate in semigroup theory Bismut's way of the Malliavin calculus.
A semiparametric approach to estimate reference curves for biophysical properties of the skin
2006
Reference curves which take one covariable into account such as the age, are often required in medicine, but simple systematic and efficient statistical methods for constructing them are lacking. Classical methods are based on parametric fitting (polynomial curves). In this chapter, we describe a new methodology for the estimation of reference curves for data sets, based on nonparametric estimation of conditional quantiles. The derived method should be applicable to all clinical or more generally biological variables that are measured on a continuous quantitative scale. To avoid the curse of dimensionality when the covariate is multidimensional, a new semiparametric approach is proposed. Th…
A Calvin Bestiary
2017
This paper compares a number of mathematical models for the Calvin cycle of photosynthesis and presents theorems on the existence and stability of steady states of these models. Results on five-variable models in the literature are surveyed. Next a number of larger models related to one introduced by Pettersson and Ryde-Pettersson are discussed. The mathematical nature of this model is clarified, showing that it is naturally defined as a system of differential-algebraic equations. It is proved that there are choices of parameters for which this model admits more than one positive steady state. This is done by analysing the limit where the storage of sugars from the cycle as starch is shut d…
A finite-difference method for numerical solution of the steady-state nernst—planck equations with non-zero convection and electric current density
1986
Abstract A computer algorithm has been developed for digital simulation of ionic transport through membranes obeying the Nernst—Planck and Poisson equations. The method of computation is quite general and allows the treatment of steady-state electrodiffusion equations for multiionic environments, the ionic species having arbitrary valences and mobilities, when convection and electric current are involved. The procedure provides a great flexibility in the choice of suitable boundary conditions and avoids numerical instabilities which are so frequent in numerical methods. Numerical results for concentration and electric potential gradient profiles are presented in the particular case of the t…
Study of the thermo-mechanical performances of the IFMIF-EVEDA Lithium Test Loop target assembly
2012
Abstract Within the framework of the IFMIF R&D program and in close cooperation with ENEA-Brasimone, at the Department of Energy of the University of Palermo a research campaign has been launched to investigate the thermo-mechanical behavior of the target assembly under both steady state and start-up transient conditions. A theoretical approach based on the finite element method (FEM) has been followed and a well-known commercial code has been adopted. A realistic 3D FEM model of the target assembly has been set-up and optimized by running a mesh independency analysis. A proper set of loads and boundary conditions, mainly concerned with radiation heat transfer between the target assembly ex…
Probabilistic response of linear structures equipped with nonlinear damper devices (PIS method)
2008
Passive control introducing energy absorbing devices into the structure has received considerable attention in recent years. Unfortunately the constitutive law of viscous fluid dampers is highly nonlinear, and even supposing that the structure behaves linearly, the whole system has inherent nonlinear properties. Usually the analysis is performed by a stochastic linearization technique (SLT) determining a linear system equivalent to the nonlinear one, in a statistical sense. In this paper the effect of the non-Gaussianity of the response due to the inherent nonlinearity of the damper device will be studied in detail via the Path Integral Solution (PIS) method. A systematic study is conducted…
Statistics of residence time for Lévy flights in unstable parabolic potentials
2020
We analyze the residence time problem for an arbitrary Markovian process describing nonlinear systems without a steady state. We obtain exact analytical results for the statistical characteristics of the residence time. For diffusion in a fully unstable potential profile in the presence of Lévy noise we get the conditional probability density of the particle position and the average residence time. The noise-enhanced stability phenomenon is observed in the system investigated. Results from numerical simulations are in very good agreement with analytical ones.