Search results for "stochastic"
showing 10 items of 1018 documents
Analysis of the level-crossing rate and average duration of fades of WSSUS channels
2017
Studies of the level-crossing rate (LCR) and the average duration of fades (ADF) are so far only devoted to stochastic processes being a function of one independent variable, which is usually time or in some few cases frequency. In this paper, we study the LCR (ADF) of wide-sense stationary uncorrelated scattering (WSSUS) processes in the time-frequency domain. A closed-form solution will be derived for the so-called time-frequency LCR (ADF) of the absolute value of the time-variant transfer function (TVTF) of WSSUS processes. It is shown that the LCR (ADF) is circularly symmetric in the normalized time-frequency domain. The derived time-frequency LCR contains the time LCR and frequency LCR…
Oscillation results for second-order nonlinear neutral differential equations
2013
Published version of an article in the journal: Advances in Difference Equations. Also available from the publisher at: http://dx.doi.org/10.1186/1687-1847-2013-336 Open Access We obtain several oscillation criteria for a class of second-order nonlinear neutral differential equations. New theorems extend a number of related results reported in the literature and can be used in cases where known theorems fail to apply. Two illustrative examples are provided.
An enhanced memetic differential evolution in filter design for defect detection in paper production.
2008
This article proposes an Enhanced Memetic Differential Evolution (EMDE) for designing digital filters which aim at detecting defects of the paper produced during an industrial process. Defect detection is handled by means of two Gabor filters and their design is performed by the EMDE. The EMDE is a novel adaptive evolutionary algorithm which combines the powerful explorative features of Differential Evolution with the exploitative features of three local search algorithms employing different pivot rules and neighborhood generating functions. These local search algorithms are the Hooke Jeeves Algorithm, a Stochastic Local Search, and Simulated Annealing. The local search algorithms are adap…
Simultaneous optimization of harvest schedule and data quality
2015
In many recent studies, the value of forest inventory information in harvest scheduling has been examined. In a previous paper, we demonstrated that making measurement decisions for stands for which the harvest decision is uncertain simultaneously with the harvest decisions may be highly profitable. In that study, the quality of additional measurements was not a decision variable, and the only options were between making no measurements or measuring perfect information. In this study, we introduce data quality into the decision problem, i.e., the decisionmaker can select between making imperfect or perfect measurements. The imperfect information is obtained with a specific scenario tree fo…
M/M/1 queue in two alternating environments and its heavy traffic approximation
2018
We investigate an M/M/1 queue operating in two switching environments, where the switch is governed by a two-state time-homogeneous Markov chain. This model allows to describe a system that is subject to regular operating phases alternating with anomalous working phases or random repairing periods. We first obtain the steady-state distribution of the process in terms of a generalized mixture of two geometric distributions. In the special case when only one kind of switch is allowed, we analyze the transient distribution, and investigate the busy period problem. The analysis is also performed by means of a suitable heavy-traffic approximation which leads to a continuous random process. Its d…
Cluster size distributions in particle systems with asymmetric dynamics
2001
We present exact and asymptotic results for clusters in the one-dimensional totally asymmetric exclusion process (TASEP) with two different dynamics. The expected length of the largest cluster is shown to diverge logarithmically with increasing system size for ordinary TASEP dynamics and as a logarithm divided by a double logarithm for generalized dynamics, where the hopping probability of a particle depends on the size of the cluster it belongs to. The connection with the asymptotic theory of extreme order statistics is discussed in detail. We also consider a related model of interface growth, where the deposited particles are allowed to relax to the local gravitational minimum.
Designing Guarantee Options in Defined Contribution Pension Plans
2015
The shift from defined benefit (DB) to defined contribution (DC) is pervasive among pension funds, due to demographic changes and macroeconomic pressures. In DB all risks are borne by the provider, while in plain vanilla DC all risks are borne by the beneficiary. For DC to provide income security some kind of guarantee is required. A minimum guarantee clause can be modeled as a put option written on some underlying reference portfolio of assets and we develop a discrete model that optimally selects the reference portfolio to minimise the cost of a guarantee. While the relation DB-DC is typically viewed as a binary one, the model can be used to price a wide range of guarantees creating a con…
Stochastic resonance in a tunnel diode.
1994
We study stochastic resonance in a fast bistable electronic system: a tunnel diode. We investigate the phenomenon in a higher frequency regime than that studied in previous experiments. Detailed measurements of the output signal are reported for two values of the frequency of the periodic signal: ${\mathit{f}}_{\mathit{s}}$=1 kHz and ${\mathit{f}}_{\mathit{s}}$=10 kHz. We observe, in one case (${\mathit{f}}_{\mathit{s}}$=1 kHz), a nonmonotonic behavior characterized by a sharp dip in the output noise level measured at the frequency of the driving signal.
On weakly measurable stochastic processes and absolutely summing operators
2006
A characterization of absolutely summing operators by means of McShane integrable stochastic processes is considered
Prediction of tyrosinase inhibition activity using atom-based bilinear indices.
2007
A set of novel atom-based molecular fingerprints is proposed based on a bilinear map similar to that defined in linear algebra. These molecular descriptors (MDs) are proposed as a new means of molecular parametrization easily calculated from 2D molecular information. The nonstochastic and stochastic molecular indices match molecular structure provided by molecular topology by using the kth nonstochastic and stochastic graph-theoretical electronic-density matrices, M(k) and S(k), respectively. Thus, the kth nonstochastic and stochastic bilinear indices are calculated using M(k) and S(k) as matrix operators of bilinear transformations. Chemical information is coded by using different pair com…