Search results for "Probability density function"
showing 10 items of 183 documents
Percentile Study of chi Distribution. Application to Response Time Data.
2020
As a continuation of our previous work, where a Maxwell&ndash
Volatility Effects on the Escape Time in Financial Market Models
2008
We shortly review the statistical properties of the escape times, or hitting times, for stock price returns by using different models which describe the stock market evolution. We compare the probability function (PF) of these escape times with that obtained from real market data. Afterwards we analyze in detail the effect both of noise and different initial conditions on the escape time in a market model with stochastic volatility and a cubic nonlinearity. For this model we compare the PF of the stock price returns, the PF of the volatility and the return correlation with the same statistical characteristics obtained from real market data.
A Unified Disk Scattering Model and Its Angle-of-Departure and Time-of-Arrival Statistics
2013
This paper proposes a novel probability density function (PDF) for the distribution of local scatterers inside a disk centered on the mobile station (MS). The new scattering model is introduced as the unified disk scattering model (UDSM), as it unifies a variety of typical circularly symmetric scattering models into one simple model. By adjusting a designated shape factor controlling the distribution of the scatterers, both the uniform circular and uniform ring scattering models can be obtained as special cases. Furthermore, the original Gaussian and uniform hollow-disk scattering models can be approximated with a high level of accuracy. In addition to these established scattering models, a…
Multifractal electronic wave functions in disordered systems
1992
Abstract To investigate the electronic states in disordered samples we diagonalize very large secular matrices corresponding to the Anderson Hamiltonian. The resulting probability density of single electronic eigenstates in 1-, 2-, and 3-dimensional samples is analysed by means of a box-counting procedure. By linear regression we obtain the Lipschitz-Holder exponents and the corresponding singularity spectrum, typical for a multifractal set in each case. By means of a Legendre transformation the mass exponents and the generalized dimensions are derived. Consequences for spectroscopic intensities and transport properties are discussed.
The best fit for the observed galaxy Counts-in-Cell distribution function
2017
The Sloan Digital Sky Survey (SDSS) is the first dense redshift survey encompassing a volume large enough to find the best analytic probability density function that fits the galaxy Counts-in-Cells distribution $f_V(N)$, the frequency distribution of galaxy counts in a volume $V$. Different analytic functions have been previously proposed that can account for some of the observed features of the observed frequency counts, but fail to provide an overall good fit to this important statistical descriptor of the galaxy large-scale distribution. Our goal is to find the probability density function that better fits the observed Counts-in-Cells distribution $f_V(N)$. We have made a systematic stud…
Modeling dark photon oscillations in our inhomogeneous Universe
2020
A dark photon may kinetically mix with the Standard Model photon, leading to observable cosmological signatures. The mixing is resonantly enhanced when the dark photon mass matches the primordial plasma frequency, which depends sensitively on the underlying spatial distribution of electrons. Crucially, inhomogeneities in this distribution can have a significant impact on the nature of resonant conversions. We develop and describe, for the first time, a general analytic formalism to treat resonant oscillations in the presence of inhomogeneities. Our formalism follows from the theory of level crossings of random fields and only requires knowledge of the one-point probability distribution func…
Higgs boson self-coupling measurements using ratios of cross sections
2013
We consider the ratio of cross sections of double-to-single Higgs boson production at the Large Hadron Collider at 14 TeV. Since both processes possess similar higher-order corrections, leading to a cancellation of uncertainties in the ratio, this observable is well-suited to constrain the trilinear Higgs boson self-coupling. We consider the scale variation, parton density function uncertainties and conservative estimates of experimental uncertainties, applied to the viable decay channels, to construct expected exclusion regions. We show that the trilinear self-coupling can be constrained to be positive with a 600/fb LHC dataset at 95% confidence level. Moreover, we demonstrate that we expe…
Spline Histogram Method for Reconstruction of Probability Density Functions of Clusters of Galaxies
2003
We describe the spline histogram algorithm which is useful for visualization of the probability density function setting up a statistical hypothesis for a test. The spline histogram is constructed from discrete data measurements using tensioned cubic spline interpolation of the cumulative distribution function which is then differentiated and smoothed using the Savitzky-Golay filter. The optimal width of the filter is determined by minimization of the Integrated Square Error function. The current distribution of the TCSplin algorithm written in f77 with IDL and Gnuplot visualization scripts is available from this http URL
Heavy-tail properties of relaxation time distributions underlying the Havriliak–Negami and the Kohlrausch–Williams–Watts relaxation patterns
2007
Abstract A detailed discussion of asymptotic properties of the Havriliak–Negami and the Kohlrausch–Williams–Watts relaxation time distributions is presented. The heavy-tail property of the Havriliak–Negami relaxation time distribution, leading to the infinite mean relaxation time, is discussed. In contrast, the existence of the finite mean relaxation time for the Kohlrausch–Williams–Watts response is shown. The discussion of the Cole–Davidson and the Cole–Cole cases is also included. Using the Tauberian theorems we show that these properties are determined directly by the asymptotic behavior of the considered empirical functions.
Experimental investigation of resonant activation
2000
We experimentally investigate the escape from a metastable state over a fluctuating barrier of a physical system. The system is switching between two states under electronic control of a dichotomous noise. We measure the escape time and its probability density function as a function of the correlation rate of the dichotomous noise in a frequency interval spanning more than 4 frequency decades. We observe resonant activation, namely a minimum of the average escape time as a function of the correlation rate. We detect two regimes in the study of the shape of the escape time probability distribution: (i) a regime of exponential and (ii) a regime of non-exponential probability distribution.