Search results for "Poisson Distribution"
showing 10 items of 110 documents
Non-linear Systems Under Poisson White Noise Handled by Path Integral Solution
2008
An extension of the path integral to non-linear systems driven by a Poissonian white noise process is presented. It is shown that at the limit when the time increment becomes infinitesimal the Kolmogorov— Feller equation is fully restored. Applications to linear and non-linear systems with different distribution of the Dirac's deltas occurrences are performed and results are compared with analytical solutions (when available) and Monte Carlo simulation.
Higher order statistics of the response of linear systems excited by polynomials of filtered Poisson pulses
1999
The higher order statistics of the response of linear systems excited by polynomials of filtered Poisson pulses are evaluated by means of knowledge of the first order statistics and without any further integration. This is made possible by a coordinate transformation which replaces the original system by a quasi-linear one with parametric Poisson delta-correlated input; and, for these systems, a simple relationship between first order and higher order statistics is found in which the transition matrix of the dynamical new system, incremented by the correction terms necessary to apply the Ito calculus, appears.
Poisson white noise parametric input and response by using complex fractional moments
2014
Abstract In this paper the solution of the generalization of the Kolmogorov–Feller equation to the case of parametric input is treated. The solution is obtained by using complex Mellin transform and complex fractional moments. Applying an invertible nonlinear transformation, it is possible to convert the original system into an artificial one driven by an external Poisson white noise process. Then, the problem of finding the evolution of the probability density function (PDF) for nonlinear systems driven by parametric non-normal white noise process may be addressed in determining the PDF evolution of a corresponding artificial system with external type of loading.
Recent acquired STD and the use of HAART in the Italian Cohort of Naive for Antiretrovirals (I.Co.N.A): analysis of the incidence of newly acquired h…
2008
Objective: To estimate the incidence of newly acquired syphilis (n-syphilis) and hepatitis B infection (n-hepatitis B) in I.Co.N.A. and to evaluate the impact of HAART, calendar date and risk group. Methods: Cohort study: Incidence was calculated by person-years analyses. Poisson regression was used for the multivariate model. Results: The rate of n-syphilis was 23.4/1,000 PYFU and it increased over time; HIV transmission risk was the most important predictor: men who have sex with men (MSM) had a considerable higher risk (RR 5.92, 95% CI 2.95-12.13 vs IDU/exIDU, p < 0.0001). The rate of n-hepatitis B was 12.2/1,000 PYFU; it declined in recent years and halved per 10 years age. Patients wit…
Ionic conduction, rectification, and selectivity in single conical nanopores
2006
Modern track-etching methods allow the preparation of membranes containing a single charged conical nanopore that shows high ionic permselectivity due to the electrical interactions of the surface pore charges with the mobile ions in the aqueous solution. The nanopore has potential applications in electrically assisted single-particle detection, analysis, and separation of biomolecules. We present a detailed theoretical and experimental account of the effects of pore radii and electrolyte concentration on the current-voltage and current-concentration curves. The physical model used is based on the Nernst-Planck and Poisson equations. Since the validity of continuum models for the descriptio…
Poisson convergence on continuous time branching random walks and multistage carcinogenesis.
1982
A theorem for Poisson convergence on realizations of two-dimensional Branching Random Walks with an underlying continuous time Markov Branching Process is proved. This result can be used to gain an approximation for the number of cells having sustained a certain deficiency after a long time in multistage carcinogenesis.
Modelling systemic price cojumps with Hawkes factor models
2015
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.
Asymptotic Analysis of a Slightly Rarefied Gas with Nonlocal Boundary Conditions
2011
In this paper nonlocal boundary conditions for the Navier–Stokes equations are derived, starting from the Boltzmann equation in the limit for the Knudsen number being vanishingly small. In the same spirit of (Lombardo et al. in J. Stat. Phys. 130:69–82, 2008) where a nonlocal Poisson scattering kernel was introduced, a gaussian scattering kernel which models nonlocal interactions between the gas molecules and the wall boundary is proposed. It is proved to satisfy the global mass conservation and a generalized reciprocity relation. The asymptotic expansion of the boundary-value problem for the Boltzmann equation, provides, in the continuum limit, the Navier–Stokes equations associated with a…
Infinitely Divisible Distributions
2020
For every n, the normal distribution with expectation μ and variance σ 2 is the nth convolution power of a probability measure (namely of the normal distribution with expectation μ/n and variance σ 2/n). This property is called infinite divisibility and is shared by other probability distributions such as the Poisson distribution and the Gamma distribution. In the first section, we study which probability measures on the real line are infinitely divisible and give an exhaustive description of this class of distributions by means of the Levy–Khinchin formula.
A novel method based on augmented Markov vector process for the time-variant extreme value distribution of stochastic dynamical systems enforced by P…
2020
Abstract The probability density function (PDF) of the time-variant extreme value process for structural responses is of great importance. Poisson white noise excitation occurs widely in practical engineering problems. The extreme value distribution of the response of systems excited by Poisson white noise processes is still not yet readily available. For this purpose, in the present paper, a novel method based on the augmented Markov vector process for the PDF of the time-variant extreme value process for a Poisson white noise driven dynamical system is proposed. Specifically, the augmented Markov vector (AMV) process is constructed by combining the extreme value process and its underlying…