Search results for "probability density function"
showing 10 items of 183 documents
Non-classical Velocity Statistics in Counterflow Quantum Turbulence
2014
In this work we analyse the statistical distribution of turbulent superfluid velocity components in a He II counterflow channel, via two-dimensional numerical simulations pre- sented in past studies. The Probability Density Functions (PDFs) of the superfluid velocity components are investigated at lengthscales smaller than the average intervortex spacing, for varying vortex densities and different wall-normal distances. The results obtained con- firm the non-classical signature of quantum turbulence already observed in past numerical studies.
A study on the distribution of the envelope and the capacity of underwater acoustic channels
2014
This paper deals with the statistical analysis of the instantaneous capacity of shallow underwater acoustic communication (UWAC) channels under the assumption that the scatterers are randomly distributed on the surface and bottom of the ocean. We start by deriving exact closed-form expressions for the probability density function (PDF) of the total propagation path length from which the PDF of the path gains is obtained. Then, we study the distributions of the channel envelope and the capacity under line-of-sight (LOS) conditions. By performing the chi-square goodness-of-fit test, it is shown that the channel envelope is Rice distributed. Moreover, we investigate the effect of the ocean dep…
Dissipative rogue waves: extreme pulses generated by passively mode-locked lasers.
2011
We study numerically rogue waves in dissipative systems, taking as an example a unidirectional fiber laser in a nonstationary regime of operation. The choice of specific set of parameters allows the laser to generate a chaotic sequence of pulses with a random distribution of peak amplitudes. The probability density function for the intensity maxima has an elevated tail at higher intensities. We have found that the probability of producing extreme pulses in this setup is higher than in any other system considered so far. © 2011 American Physical Society.
Verhulst model with Lévy white noise excitation
2008
The transient dynamics of the Verhulst model perturbed by arbitrary non-Gaussian white noise is investigated. Based on the infinitely divisible distribution of the Levy process we study the nonlinear relaxation of the population density for three cases of white non-Gaussian noise: (i) shot noise, (ii) noise with a probability density of increments expressed in terms of Gamma function, and (iii) Cauchy stable noise. We obtain exact results for the probability distribution of the population density in all cases, and for Cauchy stable noise the exact expression of the nonlinear relaxation time is derived. Moreover starting from an initial delta function distribution, we find a transition induc…
Cluster kernels for semisupervised classification of VHR urban images
2009
In this paper, we present and apply a semisupervised support vector machine based on cluster kernels for the problem of very high resolution image classification. In the proposed setting, a base kernel working with labeled samples only is deformed by a likelihood kernel encoding similarities between unlabeled examples. The resulting kernel is used to train a standard support vector machine (SVM) classifier. Experiments carried out on very high resolution (VHR) multispectral and hyperspectral images using very few labeled examples show the relevancy of the method in the context of urban image classification. Its simplicity and the small number of parameters involved make it versatile and wor…
Ship Roll Motion under Stochastic Agencies Using Path Integral Method
2009
The response of ship roll oscillation under random ice impulsive loads modeled by Poisson arrival process is very important in studying the safety of ships navigation in cold regions. Under both external and parametric random excitations the evolution of the probability density function of roll motion is evaluated using the path integral (PI) approach. The PI method relies on the Chapman-Kolmogorov equation, which governs the response transition probability density functions at two close intervals of time. Once the response probability density function at an early close time is specified, its value at later close time can be evaluated. The PI method is first demonstrated via simple dynamica…
Path integral solution for nonlinear systems under parametric Poissonian white noise input
2016
Abstract In this paper the problem of the response evaluation in terms of probability density function of nonlinear systems under parametric Poisson white noise is addressed. Specifically, extension of the Path Integral method to this kind of systems is introduced. Such systems exhibit a jump at each impulse occurrence, whose value is obtained in closed form considering two general classes of nonlinear multiplicative functions. Relying on the obtained closed form relation liking the impulses amplitude distribution and the corresponding jump response of the system, the Path Integral method is extended to deal with systems driven by parametric Poissonian white noise. Several numerical applica…
Limit theorems and price changes in financial markets
1998
Abstract We discuss the relation between limit theorems in probability theory and price change statistics in financial markets. An analysis of the published empirical results and theoretical models show that the problem of the statistical properties of price (or index) changes is still open. By using the limit theorems of probability theory and the current assumption that stock prices are well described by martingales, we point out that the probability density function (PDF) of price changes is expected to belong to theclass of infinitely divisible PDFs.
Design and Simulation of Measurement-Based Correlation Models for Shadow Fading
2011
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 sum-of-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 Lp-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 (PDF…
Tetrolet-based reduced reference image quality assessment approach
2014
In this paper, we propose a new reduced reference image quality assessment (RRIQA) scheme. For this purpose, we use a statistical-based method in a new adaptive Haar wavelet transform domain, called Tetrolet. Firstly, we decompose the reference and distorted images and we obtain the Tetrolet coefficients for each image. Secondly, we use a marginal Generalized Gaussian Density (GGD) to model each subband coefficients. Finally, the distortion measure is computed using the Kullback Leibler Divergence (KLD) between GGD Probability density function (PDFs). Experimental results show the efficiency of the proposed method when comparing to those reported in the literature.