Search results for "PROBABILITY DENSITY"

Modeling long-range memory with stationary Markovian processes

2009

In this paper we give explicit examples of power-law correlated stationary Markovian processes y(t) where the stationary pdf shows tails which are gaussian or exponential. These processes are obtained by simply performing a coordinate transformation of a specific power-law correlated additive process x(t), already known in the literature, whose pdf shows power-law tails 1/x^a. We give analytical and numerical evidence that although the new processes (i) are Markovian and (ii) have gaussian or exponential tails their autocorrelation function still shows a power-law decay =1/T^b where b grows with a with a law which is compatible with b=a/2-c, where c is a numerical constant. When a<2(1+c) th…

Analysis and evaluation of periodic physiological organ motion in radiotherapy treatments.

2003

Background and purpose: A system for the detection, measurement and analysis of the periodic physiological organ motion during radiotherapy treatment is proposed and clinically tested in this paper. Material and methods: The procedure is based on the acquisition of fluoroscopic sequences, followed by an automatic detection of the movement using cross-correlations with matched filters. Results: The system generates a probability density function (PDF) of finding a mobile organ in a position at a certain time. The maximum path of the mobile structures can be determined to define the planning target volume (PTV) without ambiguities. Conclusions: Physiological movements can be accurately includ…

Probabilistic Evaluation of the Adaptation Time for Structures under Seismic Loads

2016

Abstract In this paper, a probabilistic approach for the evaluation of the adaptation time for elastic perfectly plastic frames is proposed. The considered load history acting on the structure is defined as a suitable combination of quasi-statical loads and seismic actions. The proposed approach utilizes the Monte Carlo method in order to generate a suitable large number of seismic acceleration histories and for each one the related load combination is defined. Furthermore, for each load combination the related adaptation time is determined, if any, as the optimal one for which the structure is able to shakedown under the unamplified applied actions. A known generalized Ceradini's theorem i…

Corrigendum: ExGUtils: A Python Package for Statistical Analysis With the ex-Gaussian Probability Density

2018

Stationary and Nontationary Response Probability Density Function of a Beam under Poisson White Noise

2011

In this paper an approximate explicit probability density function for the analysis of external oscillations of a linear and geometric nonlinear simply supported beam driven by random pulses is proposed. The adopted impulsive loading model is the Poisson White Noise , that is a process having Dirac’s delta occurrences with random intensity distributed in time according to Poisson’s law. The response probability density function can be obtained solving the related Kolmogorov-Feller (KF) integro-differential equation. An approximated solution, using path integral method, is derived transforming the KF equation to a first order partial differential equation. The method of characteristic is the…

Non-linear systems under parametric alpha-stable LÉVY WHITE NOISES

2005

In this study stochastic analysis of nonlinear dynamical systems under a-stable, multiplicative white noise has been performed. Analysis has been conducted by means of the Ito rule extended to the case of α-stable noises. In this context the order of increments of Levy process has been evaluated and differential equations ruling the evolutions of statistical moments of either parametrically and external dynamical systems have been obtained. The extended Ito rule has also been used to yield the differential equation ruling the evolution of the characteristic function for parametrically excited dynamical systems. The Fourier transform of the characteristic function, namely the probability den…

Estimation of wind velocity over a complex terrain using the Generalized Mapping Regressor

2010

Abstract Wind energy evaluation is an important goal in the conversion of energy systems to more environmentally friendly solutions. In this paper, we present a novel approach to wind speed spatial estimation on the isle of Sicily (Italy): an incremental self-organizing neural network (Generalized Mapping Regressor – GMR) is coupled with exploratory data analysis techniques in order to obtain a map of the spatial distribution of the average wind speed over the entire region. First, the topographic surface of the island was modelled using two different neural techniques and by exploiting the information extracted from a digital elevation model of the region. Then, GMR was used for automatic …