Search results for "probability density function"
showing 10 items of 183 documents
On numerical broadening of particle size spectra: a condensational growth study using PyMPDATA 1.0
2021
Abstract. The work discusses the diffusional growth in particulate systems such as atmospheric clouds. It focuses on the Eulerian modeling approach in which the evolution of the probability density function describing the particle size spectrum is carried out using a fixed-bin discretization. The numerical diffusion problem inherent to the employment of the fixed-bin discretization is scrutinized. The work focuses on the applications of MPDATA family of numerical schemes. Several MPDATA variants are explored including: infinite-gauge, non-oscillatory, third-order-terms and recursive antidiffusive correction (double pass donor cell, DPDC) options. Methodology for handling coordinate transfor…
Where is the beat in that note? Effects of attack, duration, and frequency on the perceived timing of musical and quasi-musical sounds
2019
The perceptual center (P-center) of a sound is typically understood as the specific moment at which it is perceived to occur. Using matched sets of real and artificial musical sounds as stimuli, we probed the influence of attack (rise time), duration, and frequency (center frequency) on perceived P-center location and P-center variability. Two different methods to determine the P-centers were used: Clicks aligned in-phase with the target sounds via the method of adjustment, and tapping in synchrony with the target sounds. Attack and duration were the primary cues for P-center location and P-center variability; P-center variability was found to be a useful measure of P-center shape. Consiste…
Instantaneous transfer entropy for the study of cardio-respiratory dynamics
2015
Measures of transfer entropy have been proposed to quantify the directional coupling and strength between two complex physiological variables. Particular attention has been given to nonlinear interactions within cardiovascular and respiratory dynamics as influenced by the autonomic nervous system. However, standard transfer entropy estimates have shown major limitations in dealing with issues concerning stochastic system modeling, limited observations in time, and the assumption of stationarity of the considered physiological variables. Moreover, standard estimates are unable to track time-varying changes in nonlinear coupling with high resolution in time. Here, we propose a novel definitio…
Instantaneous Transfer Entropy for the Study of Cardiovascular and Cardio-Respiratory Nonstationary Dynamics
2017
Objective: Measures of transfer entropy (TE) quantify the direction and strength of coupling between two complex systems. Standard approaches assume stationarity of the observations, and therefore are unable to track time-varying changes in nonlinear information transfer with high temporal resolution. In this study, we aim to define and validate novel instantaneous measures of TE to provide an improved assessment of complex nonstationary cardiorespiratory interactions. Methods: We here propose a novel instantaneous point-process TE (ipTE) and validate its assessment as applied to cardiovascular and cardiorespiratory dynamics. In particular, heartbeat and respiratory dynamics are characteriz…
Contrasting probabilistic and anti-optimization approaches in an applied mechanics problem
2003
Probabilistic and non-probabilistic, anti-optimization analyses of uncertainty are contrasted in this study. Specifically, the comparison of these two competing approaches is conducted for an uniform column, with initial geometric imperfection, subjected to an impact axial load. The reliability of the column is derived for the cases when the initial imperfections posses either (a) uniform probability density, (b) truncated exponential density or (c) generic truncated probability density. The problem is also analyzed in the context of an interval analysis. It is shown that in, the most important near-unity reliability range these two approaches tend to each other. Since the interval analysis…
Itô calculus extended to systems driven by -stable Lévy white noises (a novel clip on the tails of Lévy motion)
2007
Abstract The paper deals with probabilistic characterization of the response of non-linear systems under α -stable Levy white noise input. It is shown that, by properly selecting a clip in the probability density function of the input, the moments of the increments of Levy motion process remain all of the same order ( d t ) , like the increments of the Compound Poisson process. It follows that the Ito calculus extended to Poissonian input, may also be used for α -stable Levy white noise input processes. It is also shown that, when the clip on the tails of the probability of the increments of the Levy motion approaches to infinity, the Einstein–Smoluchowsky equation is restored. Once these c…
Design of measurement-based correlation models for shadow fading
2010
This paper deals with the design of measurement-based correlation models for shadow fading. Based on the correlation model, we design a simulation model using the sumof-sinusoids (SOS) method to enable the simulation of spatial lognormal processes characterizing real-world shadow fading scenarios. The model parameters of the simulation model are computed by applying the L p -norm method (LPNM). This method facilitates an excellent fitting of the simulation model's autocorrelation function (ACF) to that of measured channels. Our study includes an evaluation of all important statistical quantities of the proposed measurement-based simulation model, such as the probability density function (PD…
On the Statistical Properties of Capacity Outage Intervals in OSTBC-MIMO Rayleigh Fading Channels
2016
This paper deals mainly with the study of the asymptotic probability density functions (PDFs) of the outage durations of the instantaneous capacity of orthogonal space-time block code (OSTBC) multiple-input multiple-output (MIMO) systems over Rayleigh channels. Drawing upon known statistical properties for the asymptotic behavior of chi-squared processes at low levels, we provide approximate solutions for the PDF, the cumulative distribution function (CDF), and the $k$ th-order moments of the outage intervals of the underlying capacity processes. Then, as an application of the derived PDF, the performance assessment of capacity simulators is reported. Following this, we introduce the newly …
An asymptotic approximate solution to the distribution of the capacity outage intervals in OSTBC-MIMO Rayleigh fading channels
2013
This paper deals with the study of asymptotic probability density functions (PDFs) of the outage durations of the instantaneous capacity (also referred to as the mutual information) in orthogonal space-time block code (OSTBC) transceiver systems over multiple-input multiple-output (MIMO) Rayleigh fading channels. The Rayleigh fading subchannels are assumed to be frequency-nonselective and mutually uncorrelated, whereas the associated Doppler power spectral density is supposed to be symmetric about the origin. In addition, the channel state information (CSI) is considered to be available only at the receiver side. Taking these assumptions into account, and drawing upon known statistical prop…
Exact Closed-Form Expressions for the Distribution, the Level-Crossing Rate, and the Average Duration of Fades of the Capacity of OSTBC-MIMO Channels
2009
Article from the journal: IEEE Transactions on Vehicular Technology Official site: http://dx.doi.org/10.1109/TVT.2008.927038 This paper deals with some important statistical properties of the channel capacity of multiple-input-multiple-output (MIMO) systems with orthogonal space-time block code (OSTBC) transmission. We assume that all the subchannels are uncorrelated. For OSTBC-MIMO systems, exact closed-form expressions are derived for the probability density function (PDF), the cumulative distribution function (CDF), the level-crossing rate (LCR), and the average duration of fades (ADF) of the channel capacity. Furthermore, it will be shown that these exact closed-form expressions can be …