Search results for "Probability."
showing 10 items of 3396 documents
Random Variables Recorded Under Mutually Exclusive Conditions: Contextuality-by-Default
2014
We present general principles underlying analysis of the dependence of random variables (outputs) on deterministic conditions (inputs). Random outputs recorded under mutually exclusive input values are labeled by these values and considered stochastically unrelated, possessing no joint distribution. An input that does not directly influence an output creates a context for the latter. Any constraint imposed on the dependence of random outputs on inputs can be characterized by considering all possible couplings (joint distributions) imposed on stochastically unrelated outputs. The target application of these principles is a quantum mechanical system of entangled particles, with directions of …
Segmentación del turista deportivo: el caso del espectador de la Fórmula 1
2021
El trabajo pretende identificar grupos de turistas de un evento deportivo, el GP Europa de Fórmula 1, con relación a su motivación para el consumo deportivo y características básicas que definen dichos grupos para conocer los perfiles de turista de un gran evento deportivo. Para caracterizar a los sujetos se utilizó el análisis clúster con una muestra de 148 asistentes al evento, turistas nacionales e internacionales. Los resultados obtenidos muestran la existencia de cuatro grupos de sujetos bien definidos: los sociales (formado por los que obtienen fuertes connotaciones sociales asistiendo al evento, el 17,6% de la muestra), los ostentosos (son el 17,5% de la muestra, que sin una motivaci…
Continuity correction of pearson’s chi-square test in 2x2 contingency tables: A mini-review on recent development
2022
The Pearson’s chi-square test represents a nonparametric test more used in Biomedicine and Social Sciences, but it introduces an error for 2 x 2 contingency tables, when a discrete probability distribution is approximated with a continuous distribution. The first author to introduce the continuity correction of Pearson’s chi-square test has been Yates F. (1934). Unfortunately, Yates’s correction may tend to overcorrect of p-value, this can implicate an overly conservative result. Therefore many authors have introduced variants Pearson’s chi-square statistic, as alternative continuity correction to Yates’s correction. The goal of this paper is to describe the most recent continuity correctio…
Uncertainty quantification analysis of the biological Gompertz model subject to random fluctuations in all its parameters
2020
[EN] In spite of its simple formulation via a nonlinear differential equation, the Gompertz model has been widely applied to describe the dynamics of biological and biophysical parts of complex systems (growth of living organisms, number of bacteria, volume of infected cells, etc.). Its parameters or coefficients and the initial condition represent biological quantities (usually, rates and number of individual/particles, respectively) whose nature is random rather than deterministic. In this paper, we present a complete uncertainty quantification analysis of the randomized Gomperz model via the computation of an explicit expression to the first probability density function of its solution s…
Role of conditional probability in multiscale stationary markovian processes.
2010
The aim of the paper is to understand how the inclusion of more and more time-scales into a stochastic stationary Markovian process affects its conditional probability. To this end, we consider two Gaussian processes: (i) a short-range correlated process with an infinite set of time-scales bounded from below, and (ii) a power-law correlated process with an infinite and unbounded set of time-scales. For these processes we investigate the equal position conditional probability P(x,t|x,0) and the mean First Passage Time T(L). The function P(x,t|x,0) can be considered as a proxy of the persistence, i.e. the fact that when a process reaches a position x then it spends some time around that posit…
Ambit processes and stochastic partial differential equations
2011
Ambit processes are general stochastic processes based on stochastic integrals with respect to Levy bases. Due to their flexible structure, they have great potential for providing realistic models for various applications such as in turbulence and finance. This papers studies the connection between ambit processes and solutions to stochastic partial differential equations. We investigate this relationship from two angles: from the Walsh theory of martingale measures and from the viewpoint of the Levy noise analysis.
Convergence of Markovian Stochastic Approximation with discontinuous dynamics
2016
This paper is devoted to the convergence analysis of stochastic approximation algorithms of the form $\theta_{n+1} = \theta_n + \gamma_{n+1} H_{\theta_n}({X_{n+1}})$, where ${\left\{ {\theta}_n, n \in {\mathbb{N}} \right\}}$ is an ${\mathbb{R}}^d$-valued sequence, ${\left\{ {\gamma}_n, n \in {\mathbb{N}} \right\}}$ is a deterministic stepsize sequence, and ${\left\{ {X}_n, n \in {\mathbb{N}} \right\}}$ is a controlled Markov chain. We study the convergence under weak assumptions on smoothness-in-$\theta$ of the function $\theta \mapsto H_{\theta}({x})$. It is usually assumed that this function is continuous for any $x$; in this work, we relax this condition. Our results are illustrated by c…
Probabilistic interpretation of the Calderón problem
2017
In this paper, we use the theory of symmetric Dirichlet forms to give a probabilistic interpretation of Calderon's inverse conductivity problem in terms of reflecting diffusion processes and their corresponding boundary trace processes. This probabilistic interpretation comes in three equivalent formulations which open up novel perspectives on the classical question of unique determinability of conductivities from boundary data. We aim to make this work accessible to both readers with a background in stochastic process theory as well as researchers working on deterministic methods in inverse problems.
Analysis and simulations of the primary frequency control during a system split in continental europe power system
2021
The occurrence of system separations in the power system of Continental Europe has been observed in recent decades as a critical event which might cause power imbalances higher than the reference incident specified per system design, representing an actual challenge for the stability and safe operation of the system. This work presents an analysis and simulations of the primary frequency control in the Continental Europe synchronous area in conditions of system separation. The adopted approach is based on fundamental aspects of the frequency-containment reserve process. The analysis takes an actual event into consideration, which determined the separation of the system in January 2021. The …
Optimized design of wide-area PSS for damping of inter-area oscillations
2015
In this paper a genetic algorithm based wide area power system stabilizer (PSS) in a multi machine power system for damping of low frequency inter-area oscillations has been presented. The wide area PSS is composed of two stages, the input of one stage is a local signal and the input of other is a global signal. Geometric measure of controllability and observability is used to select the most effective stabilizing signals and location of controller. Tie line active power flow deviation is found to be the most effective input signal. Time domain based objective function is minimized, in which the deviation in the oscillatory rotor speed of generator is involved so that the stability performa…