First passage time control charts assuming power law intensity for time to jointly monitor time and magnitude

Author(s):  
Sajid Ali
2008 ◽  
Vol 55 (10) ◽  
pp. 2319-2331 ◽  
Author(s):  
Golnaz Vahedi ◽  
Babak Faryabi ◽  
Jean-Francois Chamberland ◽  
Aniruddha Datta ◽  
Edward R. Dougherty

2020 ◽  
pp. 1-2
Author(s):  
Maryam Fathian ◽  

In this article, we numerically study the dynamics of a model Levy walker, moving in a 2 dimensional medium confined by the walls of an asymmetric channel. We show that, as a result of both asymmetric potential due to the channel and also the power law step size distribution, the Levy walker will achieve a net directed velocity in the direction preferred by the channel. Other statistical properties of the walker such as mean first passage time and the mean square displacements are also examined


2014 ◽  
Vol 71 (9) ◽  
pp. 3269-3291 ◽  
Author(s):  
Samuel N. Stechmann ◽  
J. David Neelin

Abstract Prototype models are presented for time series statistics of precipitation and column water vapor. In these models, precipitation events begin when the water vapor reaches a threshold value and end when it reaches a slightly lower threshold value, as motivated by recent observational and modeling studies. Using a stochastic forcing to parameterize moisture sources and sinks, this dynamics of reaching a threshold is a first-passage-time problem that can be solved analytically. Exact statistics are presented for precipitation event sizes and durations, for which the model predicts a probability density function (pdf) with a power law with exponent −. The range of power-law scaling extends from a characteristic small-event size to a characteristic large-event size, both of which are given explicitly in terms of the precipitation rate and water vapor variability. Outside this range, exponential scaling of event-size probability is shown. Furthermore, other statistics can be computed analytically, including cloud fraction, the pdf of water vapor, and the conditional mean and variance of precipitation (conditioned on the water vapor value). These statistics are compared with observational data for the transition to strong convection; the stochastic prototype captures a set of properties originally analyzed by analogy to critical phenomena. In a second prototype model, precipitation is further partitioned into deep convective and stratiform episodes. Additional exact statistics are presented, including stratiform rain fraction and cloud fractions, that suggest that even very simple temporal transition rules (for stratiform rain continuing after convective rain) can capture aspects of the role of stratiform precipitation in observed precipitation statistics.


1980 ◽  
Vol 45 (3) ◽  
pp. 777-782 ◽  
Author(s):  
Milan Šolc

The establishment of chemical equilibrium in a system with a reversible first order reaction is characterized in terms of the distribution of first passage times for the state of exact chemical equilibrium. The mean first passage time of this state is a linear function of the logarithm of the total number of particles in the system. The equilibrium fluctuations of composition in the system are characterized by the distribution of the recurrence times for the state of exact chemical equilibrium. The mean recurrence time is inversely proportional to the square root of the total number of particles in the system.


Author(s):  
Natalie Packham ◽  
Lutz Schloegl ◽  
Wolfgang M. Schmidt

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