Search results for "Spectral Moment"
showing 10 items of 18 documents
Fractional Spectral Moments for Digital Simulation of Multivariate Wind Velocity Fields
2012
In this paper, a method for the digital simulation of wind velocity fields by Fractional Spectral Moment function is proposed. It is shown that by constructing a digital filter whose coefficients are the fractional spectral moments, it is possible to simulate samples of the target process as superposition of Riesz fractional derivatives of a Gaussian white noise processes. The key of this simulation technique is the generalized Taylor expansion proposed by the authors. The method is extended to multivariate processes and practical issues on the implementation of the method are reported.
A novel exact representation of stationary colored Gaussian processes (fractional differential approach)
2010
A novel representation of functions, called generalized Taylor form, is applied to the filtering of white noise processes. It is shown that every Gaussian colored noise can be expressed as the output of a set of linear fractional stochastic differential equations whose solution is a weighted sum of fractional Brownian motions. The exact form of the weighting coefficients is given and it is shown that it is related to the fractional moments of the target spectral density of the colored noise.
CROSS-POWER SPECTRAL DENSITY AND CROSS-CORRELATION REPRESENTATION BY USING FRACTIONAL SPECTRAL MOMENTS
2012
Cross-correlation and cross-power spectral density representation by complex spectral moments
2017
Abstract A new approach to provide a complete characterization of normal multivariate stochastic vector processes is presented in this paper. Such proposed method is based on the evaluation of the complex spectral moments of the processes. These quantities are strictly related to the Mellin transform and they are the generalization of the integer-order spectral moments introduced by Vanmarcke. The knowledge of the complex spectral moments permits to obtain the power spectral densities and their cross counterpart by a complex series expansions. Moreover, with just the aid of some mathematical properties the complex fractional moments permit to obtain also the correlation and cross-correlatio…
Riesz fractional integrals and complex fractional moments for the probabilistic characterization of random variables
2012
Abstract The aim of this paper is the probabilistic representation of the probability density function (PDF) or the characteristic function (CF) in terms of fractional moments of complex order. It is shown that such complex moments are related to Riesz and complementary Riesz integrals at the origin. By invoking the inverse Mellin transform theorem, the PDF or the CF is exactly evaluated in integral form in terms of complex fractional moments. Discretization leads to the conclusion that with few fractional moments the whole PDF or CF may be restored. Application to the pathological case of an α -stable random variable is discussed in detail, showing the impressive capability to characterize…
Duality violations in τ hadronic spectral moments
2010
Evidence is presented for the necessity of including duality violations in a consistent description of spectral function moments employed in the precision determination of $\alpha_s$ from $\tau$ decay. A physically motivated ansatz for duality violations in the spectral functions enables us to perform fits to spectral moments employing both pinched and unpinched weights. We describe our analysis strategy and provide some preliminary findings. Final numerical results await completion of an ongoing re-determination of the ALEPH covariance matrices incorporating correlations due to the unfolding procedure which are absent from the currently posted versions. To what extent this issue affects ex…
Non-stationary spectral moments of base excited MDOF systems
1988
The paper deals with the evaluation of non-stationary spectral moments of multi-degree-of-freedom (MDOF) line systems subjected to seismic excitations. The spectral moments of the response are evaluated in incremental form solution by means of an unconditionally stable step-by-step procedure. As an application, the statistics of the largest peak of the response are also evaluated.
A representation of wind velocity by means of fractional spectral moments
2009
This paper deals with the definition of a new function that is a link between Power Spectral Density (PSD) and correlation function, called the Fractional Spectral Moments function. This is defined as the moment of complex order g of the one-sided PSD. It is shown that by means of this complex function both the correlation function and PSD can be represented with great accuracy.
A new representation of power spectral density and correlation function by means of fractional spectral moments
2009
In this paper, a new perspective for the representation of both the power spectral density and the correlation function by a unique class of function is introduced. We define the moments of order gamma (gamma being a complex number) of the one sided power spectral density and we call them Fractional Spectral Moments (FSM). These complex quantities remain finite also in the case in which the ordinary spectral moments diverge, and are able to represent the whole Power Spectral Density and the corresponding correlation function.
Heavy quark parameters and |Vcb| from spectral moments in semileptonic B decays
2002
We extract the heavy quark masses and non-perturbative parameters from the Delphi preliminary measurements of the first three moments of the charged lepton energy and hadronic mass distributions in semileptonic B decays, using a multi-parameter fit. We adopt two formalisms, one of which does not rely on a 1/mc expansion and makes use of running quark masses. The data are consistent and the level of accuracy of the experimental inputs largely determines the present sensitivity. The results allow to improve on the uncertainty in the extraction of Vcb.