On the decay of correlation for piecewise linear transformations: Makoto Mori, Defense Academy, Yokosuka, Japandoi:10.1016/0304-4149(85)90317-5SDOSStochastic Processes & Their Applications
with \({P}_{\rm {{t}}}\) being the total pressure, the compressible equation of the perpendicular fluctuating Elsässer variable \({{{\rm{\delta }}}{{{\bf{Z}}}_{\perp }^{-}\) (see Supplementary Methods) yields: $$\frac{\partial {{{\rm{\delta }}}{{{\bf{Z}}}_{\perp...
which decreased towards the sheltered bottom of the tree crown. While wind speed was negatively correlated to Tvarat the more exposed top and the bottom positions of the tree crown, a negative relationship to ambient temperature (Tamb) became important...
Origin outputs SE (Standard Error) of the fitted parameter to provide you information to determine the uncertainty of the parameter. In fact, SE is the standard deviation of the fitted parameter obtained from the nonlinear regression. There is no difference between SE and SD when we talk about...
After watching all the videos of the famous Standford's CS231n course that took place in 2017, i decided to take summary of the whole course to help me to remember and to anyone who would like to know about it. I've skipped some contents in some lectures as it wasn't important to ...
The structure of the piecewise constant switching functions induces an explicit decomposition of parameter space into a finite number of regions defined by sets of inequality relationships among parameters. Each region is represented as a node in the parameter graph, and two nodes are adjacent if ...
matrix product,which were given by Marsaglia and Styan,using the nature of the generalized inverse of simultaneous matrix diagonalization,we give a sequence of necessary and sufficient conditions on equivalence of the Sylvester and the Frobenius of inequality of the rank of simultaneous matrix ...
(1) can be described by only random variables, This turns the original stochastic problem into a deterministic IBVP for the elastic wave equation with an -dimensional parameter, which allows the use of standard finite difference and finite element methods to approximate the solution of the ...
Using the Kramers–Moyal expansion of the master equation, the MJP is mapped to a system of stochastic differential equations (SDE) that can be derived from the transitions ηj and increments εj as follows37: $${{{\rm{d}}}{X}^{i}=\mathop{\sum }\limits_{j=1}^{k}{\varepsilon ...
The partial differential equations that hold in the medium may be reformulated as an integral equation that holds on the boundary of the obstacle, thereby reducing the dimensionality of the problem and allowing unbounded homogeneous media to be modelled in a straightforward way. In this paper we ...