Search results for "PROBA"
showing 10 items of 3964 documents
Modal analysis for random response of MDOF systems
1990
The usefulness of the mode-superposition method of multidegrees of freedom systems excited by stochastic vector processes is here presented. The differential equations of moments of every order are written in compact form by means of the Kronecker algebra; then the method for integration of these equations is presented for both classically and non-classically damped systems, showing that the fundamental operator available for evaluating the response in the deterministic analysis is also useful for evaluating the response in the stochastic analysis.
Itô-Stratonovitch Formula for the Wave Equation on a Torus
2010
We give an Ito-Stratonovitch formula for the wave equation on a torus, where we have no stochastic process associated to this partial differential equation. This gives a generalization of the classical Ito-Stratonovitch equation for diffusion in semi-group theory established by ourself in [18], [20].
Convergence of Measures
2020
One focus of probability theory is distributions that are the result of an interplay of a large number of random impacts. Often a useful approximation can be obtained by taking a limit of such distributions, for example, a limit where the number of impacts goes to infinity. With the Poisson distribution, we have encountered such a limit distribution that occurs as the number of very rare events when the number of possibilities goes to infinity (see Theorem 3.7). In many cases, it is necessary to rescale the original distributions in order to capture the behavior of the essential fluctuations, e.g., in the central limit theorem. While these theorems work with real random variables, we will a…
Regularity of a Degenerated Convolution Semi-Group Without to Use the Poisson Process
2011
We translate in semi-group theory our regularity result for a degenerated convolution semi-group got by the Malliavin Calculus of Bismut type for Poisson processes.
Quenched and annealed free energies
1984
This paper gives a simple exposition of the Nishimori method to solve certain quenched, random bond spin-glass models. It allows a transparent physical interpretation in terms of annealed systems. As an application a special solution of the Sherrington-Kirkpatrick model with a discrete probability distribution is obtained and shown to agree with the solution for the Gaussian case. This substantiates the claim that the averaged free energy does not depend on the details of the probability distribution Expose simple de la methode de Nishimori pour resoudre certains modeles de verres de spin avec interactions aleatoires. Interpretation transparente en termes de systemes recuits. Presentation d…
How many longitudinal covariate measurements are needed for risk prediction?
2014
Abstract Objective In epidemiologic follow-up studies, many key covariates, such as smoking, use of medication, blood pressure, and cholesterol, are time varying. Because of practical and financial limitations, time-varying covariates cannot be measured continuously, but only at certain prespecified time points. We study how the number of these longitudinal measurements can be chosen cost-efficiently by evaluating the usefulness of the measurements for risk prediction. Study Design and Setting The usefulness is addressed by measuring the improvement in model discrimination between models using different amounts of longitudinal information. We use simulated follow-up data and the data from t…
Anomaly Detection Algorithms for the Sleeping Cell Detection in LTE Networks
2015
The Sleeping Cell problem is a particular type of cell degradation in Long-Term Evolution (LTE) networks. In practice such cell outage leads to the lack of network service and sometimes it can be revealed only after multiple user complains by an operator. In this study a cell becomes sleeping because of a Random Access Channel (RACH) failure, which may happen due to software or hardware problems. For the detection of malfunctioning cells, we introduce a data mining based framework. In its core is the analysis of event sequences reported by a User Equipment (UE) to a serving Base Station (BS). The crucial element of the developed framework is an anomaly detection algorithm. We compare perfor…
IMEX schemes for pricing options under jump–diffusion models
2014
We propose families of IMEX time discretization schemes for the partial integro-differential equation derived for the pricing of options under a jump-diffusion process. The schemes include the families of IMEX-midpoint, IMEX-CNAB and IMEX-BDF2 schemes. Each family is defined by a convex combination parameter [email protected]?[0,1], which divides the zeroth-order term due to the jumps between the implicit and explicit parts in the time discretization. These IMEX schemes lead to tridiagonal systems, which can be solved extremely efficiently. The schemes are studied through Fourier stability analysis and numerical experiments. It is found that, under suitable assumptions and time step restric…
Evaluating the performance of artificial neural networks for the classification of freshwater benthic macroinvertebrates
2014
Abstract Macroinvertebrates form an important functional component of aquatic ecosystems. Their ability to indicate various types of anthropogenic stressors is widely recognized which has made them an integral component of freshwater biomonitoring. The use of macroinvertebrates in biomonitoring is dependent on manual taxa identification which is currently a time-consuming and cost-intensive process conducted by highly trained taxonomical experts. Automated taxa identification of macroinvertebrates is a relatively recent research development. Previous studies have displayed great potential for solutions to this demanding data mining application. In this research we have a collection of 1350 …