Search results for "Random"
showing 10 items of 3931 documents
Modelling the occurrence of rainy days under a typical Mediterranean climate
2014
The statistical inference of the alternation of wet and dry periods in daily rainfall records can be achieved through the modelling of inter-arrival time-series, IT, defined as the succession of times elapsed from a rainy day and the one immediately preceding it. In this paper, under the hypothesis that ITs are independent and identically distributed random variables, a modelling framework based on a generalisation of the commonly adopted Bernoulli process is introduced. Within this framework, the capability of three discrete distributions, belonging to the Hurwitz–Lerch-Zeta family, to reproduce the main statistical features of IT time-series was tested. These distributions namely Lerch-se…
Horizontal visibility graphs: exact results for random time series
2009
The visibility algorithm has been recently introduced as a mapping between time series and complex networks. This procedure allows us to apply methods of complex network theory for characterizing time series. In this work we present the horizontal visibility algorithm, a geometrically simpler and analytically solvable version of our former algorithm, focusing on the mapping of random series (series of independent identically distributed random variables). After presenting some properties of the algorithm, we present exact results on the topological properties of graphs associated with random series, namely, the degree distribution, the clustering coefficient, and the mean path length. We sh…
Moments and Laws of Large Numbers
2020
The most important characteristic quantities of random variables are the median, expectation and variance. For large n, the expectation describes the typical approximate value of the arithmetic mean (X 1+…+X n )/n of independent and identically distributed random variables (law of large numbers).
Almost sure rates of mixing for i.i.d. unimodal maps
2002
International audience; It has been known since the pioneering work of Jakobson and subsequent work by Benedicks and Carleson and others that a positive measure set of quadratic maps admit an absolutely continuous invariant measure. Young and Keller-Nowicki proved exponential decay of its correlation functions. Benedicks and Young, and Baladi and Viana studied stability of the density and exponential rate of decay of the Markov chain associated to i.i.d. small perturbations. The almost sure statistical properties of the sample stationary measures of i.i.d. itineraries are more difficult to estimate than the "averaged statistics". Adapting to random systems, on the one hand partitions associ…
On the Statistical Analysis of Equal Gain Combining over Multiple Double Rice Fading Channels in Cooperative Networks
2010
This article analyzes the statistical properties of narrowband mobile-to-mobile (M2M) fading channels with equal gain combining (EGC) under line-of-sight (LOS) propagation conditions. Here, we study a dual-hop amplify-and-forward (AF)relay network. It is assumed that there can exist LOS components in the transmission links between the source mobile station and the destination mobile station via K mobile relays. In order to cater for asymmetric fading conditions in the relay links, the received signal envelope at the output of the equal gain (EG) combiner is thus modeled as a sum of K double Rice processes. These processes are considered to be independent but not necessarily identically dist…
Econophysics: Scaling and its breakdown in finance
1997
We discuss recent empirical results obtained by analyzing high-frequency data of a stock market index, the Standard and Poor’s 500. We focus on the scaling properties and on its breakdown of the index dynamics. A simple stochastic model, the truncated Levy flight, is illustrated. Successes and limitations of this model are presented. A discussion about similarities and differences between the scaling properties observed in financial markets and in fully developed turbulence is also provided.
University student talent: the real driver for performance?
2017
Investigation about the university student performance, and its measurement, are very crucial issues for any policy maker. Since the economic crisis, jobs market requires even higher skills and competences. Literature offers a lot of papers about the university student quality and performance, in order to identify the main determinants of them. Often, results are very different, and they seems to hold just in a specific context. This paper aims to investigate the role of a latent variable that can take into account the student motivation, aptitude, and abilities, here conveniently called talent. A random effect Quantile Regression on a new measure of Italian student performance has been ado…
Promoting Child Development in a Universal Preschool System: A Field Experiment
2019
This study tests an intervention that introduces a structured curriculum for five-year olds into the universal preschool context of Norway. We conduct a field experiment with 691 five-year-olds in 71 preschools and measure treatment impacts on children's development in mathematics, language and executive functioning. Compared to business as usual, the nine-month curriculum intervention has effects on child development at post-intervention and the effects persist one year following the end of the treatment. The effects are entirely driven by the preschool centers identified as low-quality at baseline, suggesting that a structured curriculum can reduce inequality in early childhood learning e…
A GRASP heuristic for the mixed Chinese postman problem
2002
Abstract Arc routing problems (ARPs) consist of finding a traversal on a graph satisfying some conditions related to the links of the graph. In the Chinese postman problem (CPP) the aim is to find a minimum cost tour (closed walk) traversing all the links of the graph at least once. Both the Undirected CPP, where all the links are edges that can be traversed in both ways, and the Directed CPP, where all the links are arcs that must be traversed in a specified way, are known to be polynomially solvable. However, if we deal with a mixed graph (having edges and arcs), the problem turns out to be NP -hard. In this paper, we present a heuristic algorithm for this problem, the so-called Mixed CPP…
Information management and complementary alternative medicine: the anatomy of information about CAMs through PubMed
2013
In recent years, there has been a growing interest about complementary and alternative medicine (CAM), and the use of CAM interventions has become more common among people. For these reasons, health professionals must be able to effectively manage information in this field of knowledge according to an evidence-based point of view. This study assessed the anatomy of the available information about CAMs using PubMed, to give practical instructions to manage information in this field. We also analyzed the anatomy of information according to each alternative medicine branch, narrow and broad search methods, subset filters for indexed-for-Medline and non-indexed citations, and different publicat…