Search results for "Pois"
showing 10 items of 1683 documents
Phase retrieval of vitreous floaters: simulation experiment
2020
Knowledge of the structure of vitreous floaters is crucial to evaluate the need for surgical removal of these floaters. We simulated the phase retrieval of microstructures simulating vitreous floaters by an algorithm PhaseLift and investigate the effects of various parameters on the retrieved phase. The object under test was modulated and the coded diffraction patterns were calculated. Next, PhaseLift was used to retrieve the phase. In the current study, we simulate the effect of Gaussian and Poison noise on the phase retrieval of pure phase objects. We apply an iterative algorithm PhaseLift for phase retrieval as this algorithm requires a very few modulating masks and is able to retrieve t…
Truncation, Information, and the Coefficient of Variation
1989
The Fisher information in a random sample from the truncated version of a distribution that belongs to an exponential family is compared with the Fisher information in a random sample from the un- truncated distribution. Conditions under which there is more information in the selection sample are given. Examples involving the normal and gamma distributions with various selection sets, and the zero-truncated binomial, Poisson, and negative binomial distributions are discussed. A property pertaining to the coefficient of variation of certain discrete distributions on the non-negative integers is introduced and shown to be satisfied by all binomial, Poisson, and negative binomial distributions.
Non-Stationary Probabilistic Response of Linear Systems Under Non-Gaussian Input
1991
The probabilistic characterization of the response of linear systems subjected to non-normal input requires the evaluation of higher order moments than two. In order to obtain the equations governing these moments, in this paper the extension of the Ito’s differential rule for linear systems excited by non-normal delta correlated processes is presented. As an application the case of the delta correlated compound Poisson input process is treated.
Modelling Systemic Cojumps with Hawkes Factor Models
2013
Instabilities in the price dynamics of a large number of financial assets are a clear sign of systemic events. By investigating a set of 20 high cap stocks traded at the Italian Stock Exchange, we find that there is a large number of high frequency cojumps. We show that the dynamics of these jumps is described neither by a multivariate Poisson nor by a multivariate Hawkes model. We introduce a Hawkes one factor model which is able to capture simultaneously the time clustering of jumps and the high synchronization of jumps across assets.
Non Linear Systems Under Complex α-Stable Le´vy White Noise
2003
The problem of predicting the response of linear and nonlinear systems under Levy white noises is examined. A method of analysis is proposed based on the observation that these processes have impulsive character, so that the methods already used for Poisson white noise or normal white noise may be also recast for Levy white noises. Since both the input and output processes have no moments of order two and higher, the response is here evaluated in terms of characteristic function.Copyright © 2003 by ASME
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…
COMPLEX CONVEXITY AND VECTOR-VALUED LITTLEWOOD–PALEY INEQUALITIES
2003
Let 2 p 0s uch thatfHp(X) (� f(0)� p + λ (1 −| z| 2 ) p−1 � f � (z)� p dA(z)) 1/p ,f or all f ∈ H p (X). Applications to embeddings between vector-valued BMOA spaces defined via Poisson integral or Carleson measures are provided.
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.
Nuorten koulupoissaolot : kurkistus koulupoissaolokäsitteisiin ja -tekijöihin sekä tukitoimiin
2021
Tutkimukset osoittavat, että pitkittyneet koulupoissaolot aiheuttavat ongelmia nuorille, vanhemmille, kouluille ja koko yhteiskunnalle. Koulupoissaolotyyppien avulla voidaan tunnistaa nuoresta, huoltajasta ja koulusta johtuva poissaolo. Koulupoissaolojen taustalla voi olla jopa 60 eri syytekijää, joita on tärkeä oppia tunnistamaan. Kolmitasoisen tuen mallia voidaan käyttää apuna koulupoissaoloihin puuttumisessa. Koulupoissaoloihin on tärkeä puuttua varhaisessa vaiheessa niin koulupoissaolojen kuin koulupudokkuuden näkökulmista. peerReviewed
Depressive symptoms during adolescence: Do learning difficulties matter?
2011
To examine whether learning difficulties play a role in depressive symptoms, 658 Finnish adolescents were asked to complete scales for depression three times during the transition to post-comprehensive education. They also reported on their learning difficulties and feelings of inadequacy as a student. The results showed that learning difficulties prospectively predicted depressive symptoms. Moreover, the impact of learning difficulties was mediated via inadequacy as a student: learning difficulties predicted feelings of inadequacy as a student which, in turn, contributed to greater increases in depressive symptoms. Finally, gender moderated the association between learning difficulties an…