The hierarchy of multi-point probability density functions and characteristic functions in compressible turbulence

2020 ◽  
Vol 32 (6) ◽  
pp. 066102
Author(s):  
Divya Sri Praturi ◽  
Dominik Plümacher ◽  
Martin Oberlack
Keyword(s):  
Probability Density ◽  
Probability Density Functions ◽  
Compressible Turbulence ◽  
Characteristic Functions ◽  
Density Functions

NEARLY EXACT OPTION PRICE SIMULATION USING CHARACTERISTIC FUNCTIONS

2012 ◽  
Vol 15 (07) ◽  
pp. 1250047 ◽  
Author(s):  
CAROLE BERNARD ◽  
ZHENYU CUI ◽  
DON MCLEISH
Keyword(s):  
Characteristic Function ◽  
Probability Density ◽  
Option Price ◽  
Probability Density Functions ◽  
Heston Model ◽  
Characteristic Functions ◽  
Density Functions ◽  
New Approach ◽  
Black Scholes ◽  
Unbiased Estimates

This paper presents a new approach to perform a nearly unbiased simulation using inversion of the characteristic function. As an application we are able to give unbiased estimates of the price of forward starting options in the Heston model and of continuously monitored Parisian options in the Black-Scholes framework. This method of simulation can be applied to problems for which the characteristic functions are easily evaluated but the corresponding probability density functions are complicated.

scholarly journals Modeling Diameter Distributions with Six Probability Density Functions in Pinus halepensis Mill. Plantations Using Low-Density Airborne Laser Scanning Data in Aragón (Northeast Spain)

2021 ◽  
Vol 13 (12) ◽  
pp. 2307
Author(s):  
J. Javier Gorgoso-Varela ◽  
Rafael Alonso Ponce ◽  
Francisco Rodríguez-Puerta
Keyword(s):  
Probability Density ◽  
Linear Models ◽  
Pinus Halepensis ◽  
Beta Function ◽  
Probability Density Functions ◽  
Lidar Data ◽  
Density Functions ◽  
Minimum Diameter ◽  
Location Parameters ◽  
Diameter Distributions

The diameter distributions of trees in 50 temporary sample plots (TSPs) established in Pinus halepensis Mill. stands were recovered from LiDAR metrics by using six probability density functions (PDFs): the Weibull (2P and 3P), Johnson’s SB, beta, generalized beta and gamma-2P functions. The parameters were recovered from the first and the second moments of the distributions (mean and variance, respectively) by using parameter recovery models (PRM). Linear models were used to predict both moments from LiDAR data. In recovering the functions, the location parameters of the distributions were predetermined as the minimum diameter inventoried, and scale parameters were established as the maximum diameters predicted from LiDAR metrics. The Kolmogorov–Smirnov (KS) statistic (Dn), number of acceptances by the KS test, the Cramér von Misses (W2) statistic, bias and mean square error (MSE) were used to evaluate the goodness of fits. The fits for the six recovered functions were compared with the fits to all measured data from 58 TSPs (LiDAR metrics could only be extracted from 50 of the plots). In the fitting phase, the location parameters were fixed at a suitable value determined according to the forestry literature (0.75·dmin). The linear models used to recover the two moments of the distributions and the maximum diameters determined from LiDAR data were accurate, with R2 values of 0.750, 0.724 and 0.873 for dg, dmed and dmax. Reasonable results were obtained with all six recovered functions. The goodness-of-fit statistics indicated that the beta function was the most accurate, followed by the generalized beta function. The Weibull-3P function provided the poorest fits and the Weibull-2P and Johnson’s SB also yielded poor fits to the data.

scholarly journals A synergy of the velocity gradients technique and the probability density functions for identifying gravitational collapse in self-absorbing media

2021 ◽  
Vol 502 (2) ◽  
pp. 1768-1784
Author(s):  
Yue Hu ◽  
A Lazarian
Keyword(s):  
Magnetic Fields ◽  
Probability Density ◽  
Column Density ◽  
Mass Density ◽  
Probability Density Functions ◽  
Emission Lines ◽  
Density Functions ◽  
Star Forming ◽  
Velocity Gradients ◽  
Self Gravity

ABSTRACT The velocity gradients technique (VGT) and the probability density functions (PDFs) of mass density are tools to study turbulence, magnetic fields, and self-gravity in molecular clouds. However, self-absorption can significantly make the observed intensity different from the column density structures. In this work, we study the effects of self-absorption on the VGT and the intensity PDFs utilizing three synthetic emission lines of CO isotopologues 12CO (1–0), 13CO (1–0), and C18O (1–0). We confirm that the performance of VGT is insensitive to the radiative transfer effect. We numerically show the possibility of constructing 3D magnetic fields tomography through VGT. We find that the intensity PDFs change their shape from the pure lognormal to a distribution that exhibits a power-law tail depending on the optical depth for supersonic turbulence. We conclude the change of CO isotopologues’ intensity PDFs can be independent of self-gravity, which makes the intensity PDFs less reliable in identifying gravitational collapsing regions. We compute the intensity PDFs for a star-forming region NGC 1333 and find the change of intensity PDFs in observation agrees with our numerical results. The synergy of VGT and the column density PDFs confirms that the self-gravitating gas occupies a large volume in NGC 1333.

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