Search results for "Random variable"
showing 10 items of 151 documents
On statistical inference for the random set generated Cox process with set-marking.
2007
Cox point process is a process class for hierarchical modelling of systems of non-interacting points in ℝd under environmental heterogeneity which is modelled through a random intensity function. In this work a class of Cox processes is suggested where the random intensity is generated by a random closed set. Such heterogeneity appears for example in forestry where silvicultural treatments like harvesting and site-preparation create geometrical patterns for tree density variation in two different phases. In this paper the second order property, important both in data analysis and in the context of spatial sampling, is derived. The usefulness of the random set generated Cox process is highly…
A note on Malliavin smoothness on the Lévy space
2017
We consider Malliavin calculus based on the Itô chaos decomposition of square integrable random variables on the Lévy space. We show that when a random variable satisfies a certain measurability condition, its differentiability and fractional differentiability can be determined by weighted Lebesgue spaces. The measurability condition is satisfied for all random variables if the underlying Lévy process is a compound Poisson process on a finite time interval. peerReviewed
Fourth Moments and Independent Component Analysis
2015
In independent component analysis it is assumed that the components of the observed random vector are linear combinations of latent independent random variables, and the aim is then to find an estimate for a transformation matrix back to these independent components. In the engineering literature, there are several traditional estimation procedures based on the use of fourth moments, such as FOBI (fourth order blind identification), JADE (joint approximate diagonalization of eigenmatrices), and FastICA, but the statistical properties of these estimates are not well known. In this paper various independent component functionals based on the fourth moments are discussed in detail, starting wi…
Solving fully randomized first-order linear control systems: Application to study the dynamics of a damped oscillator with parametric noise under sto…
2022
[EN] This paper is devoted to study random linear control systems where the initial condition, the final target, and the elements of matrices defining the coefficients are random variables, while the control is a stochastic process. The so-called Random Variable Transformation technique is adapted to obtain closed-form expressions of the probability density functions of the solution and of the control. The theoretical findings are applied to study the dynamics of a damped oscillator subject to parametric noise.
A non-homogeneous Poisson based model for daily rainfall data
2007
In this paper we report some results of the application of a new stochastic model applied to rainfall daily data. The Poisson models, characterized only by the expected rate of events (impulse occurrences, that is the mean number of impulses per unit time) and the assigned probability distribution of the phenomenon magnitude, do not take into consideration the datum regarding the duration of the occurrences, that is fundamental from a hydrological point of view. In order to describe the phenomenon in a way more adherent to its physical nature, we propose a new model simple and manageable. This model takes into account another random variable, representing the duration of the rainfall due to…
Level-crossing rate and average duration of fades of the envelope of mobile-to-mobile fading channels in K-parallel dual-hop relay networks
2009
©2009 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE." Article also available from publisher: http://dx.doi.org/10.1109/WCSP.2009.5371574 This paper studies the fading behavior of narrowband mobile-to-mobile (M2M) fading channels in dual-hop distributed cooperative multi-relay systems under non-line-of-sight (NLOS) propagation conditions. M2M fading channels considered here are associated with amplify-and-forward …
QSPR with descriptors based on averages of vertex invariants. An artificial neural network study
2014
New type of indices, the mean molecular connectivity indices (MMCI), based on nine different concepts of mean are proposed to model, together with molecular connectivity indices (MCI), experimental parameters and random variables, eleven properties of organic solvents. Two model methodologies are used to test the different descriptors: the multilinear least-squares (MLS) methodology and the Artificial Neural Network (ANN) methodology. The top three quantitative structure–property relationships (QSPR) for each property are chosen with the MLS method. The indices of these three QSPRs were used to train the ANNs that selected the best training sets of indices to estimate the evaluation sets of…
Solving chance constrained optimal control problems in aerospace via Kernel Density Estimation
2017
International audience; The goal of this paper is to show how non-parametric statistics can be used to solve some chance constrained optimization and optimal control problems. We use the Kernel Density Estimation method to approximate the probability density function of a random variable with unknown distribution , from a relatively small sample. We then show how this technique can be applied and implemented for a class of problems including the God-dard problem and the trajectory optimization of an Ariane 5-like launcher.
Comment on "Estimating average annual per cent change in trend analysis"
2010
We discuss some issues relevant to paper of Clegg and co-authors published in Statistics in Medicine; 28, 3670-3682. Emphasis is on computation of the variance of the sum of products of two estimates, slopes and breakpoints.
Probabilistic models for the fatigue resistance of welded steel joints subjected to constant amplitude loading
2022
Abstract S-N curves found in various rules and regulations are the basic tool for the practicing engineer when carrying out life predictions for welded details in dynamically loaded structures. The present work is investigating the expected fatigue life and associated scatter for welded steel joints subjected to Constant Amplitude (CA) loading. The objective is to obtain more reliable life predictions based on advancements in the probabilistic model fitted to collected life data. A Random Fatigue Limit Model (RFLM) is proposed to obtain fatigue resistance curves at given probability levels of survival. As a distinction to more conventional statistical methods, the model is treating both the…