Search results for "statistical [methods]"
showing 10 items of 1664 documents
Generalized Wiener Process and Kolmogorov's Equation for Diffusion induced by Non-Gaussian Noise Source
2005
We show that the increments of generalized Wiener process, useful to describe non-Gaussian white noise sources, have the properties of infinitely divisible random processes. Using functional approach and the new correlation formula for non-Gaussian white noise we derive directly from Langevin equation, with such a random source, the Kolmogorov's equation for Markovian non-Gaussian process. From this equation we obtain the Fokker-Planck equation for nonlinear system driven by white Gaussian noise, the Kolmogorov-Feller equation for discontinuous Markovian processes, and the fractional Fokker-Planck equation for anomalous diffusion. The stationary probability distributions for some simple cas…
Inspirations for EO polymer design gained from modeling of chromophore poling by Langevin dynamics
2013
One of the possibilities to create organic molecular material for NLO applications are polymers with dispersed NLO active chromophores. These molecules must be acentrically ordered by applying an external electric poling field. The NLO efficiency depends on dipole moment, molecular hyperpolarizabilities, concentration of the chromophores and external poling field strength. Calculating, from first principles, the extent of the alignment and via this NLO efficiency has proven to be challenging. One approach to solve this problem is pure analytic statistical mechanics treatment, what could be enhanced by Monte Carlo ( MC ) statistical mechanical modelling. The chromophore molecules usually hav…
Path-wise versus kinetic modeling for equilibrating non-Langevin jump-type processes
2014
We discuss two independent methods of solution of a master equation whose biased jump transition rates account for long jumps of L\'{e}vy-stable type and nonetheless admit a Boltzmannian (thermal) equilibrium to arise in the large time asymptotics of a probability density function $\rho (x,t)$. Our main goal is to demonstrate a compatibility of a {\it direct} solution method (an explicit, albeit numerically assisted, integration of the master equation) with an {\it indirect} path-wise procedure, recently proposed in [Physica {\bf A 392}, 3485, (2013)] as a valid tool for a dynamical analysis of non-Langevin jump-type processes. The path-wise method heavily relies on an accumulation of large…
On a Non-periodic Shrinking Generator
2011
We present a new non-periodic random number generator based on the shrinking generator. The A-sequence is still generated using a LFSR, but the S-sequence is replaced by a finitely generated bi-ideal - a non-periodic sequence. The resulting pseudo-random sequence performs well in statistical tests. We show a method for the construction of an infinite number of finitely generated bi-ideals from a given A-sequence, such that the resulting sequence of the shrinking generator is nonperiodic. Further we prove the existence of what we call universal finitely generated bi-ideals that produce non-periodic words when used as the S-sequence of a shrinking generator for all non-trivial periodic A-sequ…
Trend Analysis Using Discrete Wavelet Transform (DWT) for Non-stationary NDVI Time Series in Tunisia
2021
In this paper, the trends in non-stationary Normalized Difference Vegetation Index (NDVI) Time Series (TS) over different areas in Tunisia are analyzed by applying wavelet transform and statistical tests. In the first step, the Discrete Wavelet Transform (DWT) was applied on three different time series in order to detect changes. Therefore, the different parameters of DWT were tested. In fact, the level of decomposition was calculated. The Maximum Energy to Shannon Entropy Ratio Criterion (MEER) was then investigated to choose the more suitable mother wavelet. Finally, the Mann-Kendall test (MK) was calculated for the last approximation of components to identify the variation in trend. In f…
An empirically grounded agent based model for modeling directs, conflict detection and resolution operations in air traffic management
2017
We present an agent based model of the Air Traffic Management socio-technical complex system that aims at modeling the interactions between aircrafts and air traffic controllers at a tactical level. The core of the model is given by the conflict detection and resolution module and by the directs module. Directs are flight shortcuts that are given by air controllers to speed up the passage of an aircraft within a certain airspace and therefore to facilitate airline operations. Conflicts resolution between flight trajectories can arise during the en-route phase of each flight due to both not detailed flight trajectory planning or unforeseen events that perturb the planned flight plan. Our mod…
Proposition d'un dispositif sécurisé de suivi statistique de la diversité dans les entreprises signataires de la Charte de la diversité
2015
It appears to be quite difficult to verify compliance of non-discrimination and diversity promotion priniciplesin the enterprises, in terms of recruitment, career management and job stability. Beyond the methodologicalconcerns, it seems indeed particularly sensitive to give full account of these phenomenum on all aspects ofcareer paths and for each enterprise signatory of the French Charter of Diversity. This paper will outline someengineering items in statistics in order to try to address these issues with statistical matching techniques.It will also put into perspective the evolution of the statistical matching techniques perception in connectionwith the law project for a digital Republic
Non-Monotonic Concentration Dependence of the Electro-Phoretic Mobility of Charged Spheres in Realistic Salt Free Suspensions
2020
Using super-heterodyne Doppler velocimetry with multiple scattering correction, we extend the opti-cally accessible range of concentrations in experiments on colloidal electro-kinetics. We here meas-ured the electro-phoretic mobility and the DC conductivity of aqueous charged sphere suspensions covering about three orders of magnitude in particle concentrations and transmissions as low as 40%. The extended concentration range for the first time allows the demonstration of a non-monotonic con-centration dependence of the mobility for a single particle species. Our observations reconcile previ-ous experimental observations made on other species over restricted concentration ranges. We com-par…
Assessing fat-tailed sequential forecast distributions for the Dow-Jones index with logarithmic scoring rules
2007
We use the logarithmic scoring rule for distributions to assess a variety of fat-tailed sequential forecasting distributions for the Dow-Jones industrial stock index from 1980 to the present. The methodology applies Bruno de Finetti''s contributions to understanding how to compare the quality of different coherent forecasting distributions for the same sequence of observations, using proper scoring rules. Four different forms of forecasting distributions are compared: a mixture Normal, a mixture of convex combinations of three Normal distributions, a mixture exponential power distribution, and a mixture of a convex combination of three exponential power distributions. The mixture linear com…
Comparison of salivary cytokines levels among individuals with Down syndrome, cerebral palsy and normoactive
2019
Background Individuals with Down syndrome (DS) present increased susceptibility to infections and high prevalence of periodontal disease. The objective of this study is to evaluate the salivary concentrations of IL-1β, IL-6, IL-8, IL-10, TNFα and IL-12p70 of DS individuals and compare to cerebral palsy (CP) and normoactive patients (all with gingivitis). Material and Methods Twenty-two individuals with DS, 24 with CP and 22 normoactive participated in this cross-sectional study. Salivary flow rate, osmolality rate, Oral Hygiene Index, Gingival Index (GI) and salivary inflammatory markers IL-1β, IL-6, IL-8, IL-10, TNFα and IL-12p70 were evaluated. Shapiro-Wilks, Chi-square, ANOVA One-Way and…