Wells,A N.摘要: Balsillie et al. (2002) offer an equation for creating probability graphs. These are useful because the vertical axis is scaled in such a way that a sample with a Gaussian distribution plots in a straight line. Easy, computerized production of these graphs is clearly ...
Specifically, I am studying Copulas (https://en.wikipedia.org/wiki/Copula_(probability_theory)) for the application of modelling and simulating correlated random variables. Below, I made a list for some of the common types of Copulas I have come across: Gaussian Copula: The...
We study the Schr?dinger equation driven by a weak Brownian forcing,and derive Gaussian fluctuations in the form of a time-inhomogeneous Ornstein-Uhlenbeck process. As a result, when evaluated at a fixed frequency, the intensity of the incoherent wave is of exponential distribution. 展开 关键词...
Rate constants have been numerically computed for a cubic oscillator subject to a Gaussian friction kernel. The system is studied over a wide range of syst... Rey,Rossend - 《Journal of Chemical Physics》 被引量: 97发表: 1996年 New insights into the problem with a singular drift term in ...
Keywords Kalman filters non-Gaussian initial distribution Riccati equation Duncan-Mortensen-Zakai equation Lie algebra method View PDFReferences [Be-Ka] V.-E. Benes, I. Karatzas Estimation and control for linear partially observable systems with non-Gaussian initial distribution Stochastic Processes and ...
The mathematical expression of the dynamics of megascopic ground water flow led to two deterministic coupled partial differential equations that must be solved simultaneously for the hydraulic head. The hydraulic head and the transmissivity are assumed to come from a joint Gaussian distribution, and ...
We also assume that μ 0 satisfies a Rosenblatt- or Ibragimov–Linnik-type space mixing condition. The main result is the convergence of μ t to a Gaussian measure μ ∞ as t →∞, which gives a Central Limit Theorem (CLT) for the wave equation. The proof for the case of constant ...
D. V. Yevgrafov, "Integral-differential equation for distribution of absolute maximum of Gaussian stationery process," Radioelectron. Commun. Syst. 46, No. 5, 23 (2003).D. V. Yevgrafov, “The Integro-Differential Equation for Distribution of the Absolute Maximum of a Gaussian Stationary ...
For a co_dimension two bifurcation system on a three_dimensional central manifold, which is parametrically excited by a real noise, a rather general model is obtained by assuming that the real noise is an output of a linear filter system_a zeromean stationary Gaussian diffusion process which sat...
For the integral equation approach, the choice of numerical method can greatly ease the burden of computation. Gaussian quadrature is recommended when the underlying process data arise from a distribution whose support is the entire real line; however, the Collocation method is to be preferred when...