Some exact distributions in traffic noise theory

1975 ◽  
Vol 7 (3) ◽  
pp. 593-606 ◽  
Author(s):  
Allan H. Marcus

The moment-generating function of the traffic noise from a stream of vehicles with identical noise emissions cannot be readily inverted. If the emissions are not equal, this generating function can be inverted to obtain the exact form of the distribution function in some particular cases. Noise intensity has a maximally skew stable distribution with exponent 1/2 for observers on the highway, whatever the distribution of emissions. The distribution at any distance from the highway is an exponentially modified stable law with exponent 1/2 for an improper exponential distribution of emissions, and an infinite series involving this stable law and iterated error functions when emissions have an exponential distribution. A doubly stochastic process for emissions produces distributions of traffic noise intensity in the domain of attraction of skew stable laws with exponent α, 1/2 < α < 2. The inverse Gaussian (exponentially modified skew stable law with exponent 1/2) is recommended as the best choice of a two-parameter family for fitting traffic noise intensity distributions.

1975 ◽  
Vol 7 (03) ◽  
pp. 593-606 ◽  
Author(s):  
Allan H. Marcus

The moment-generating function of the traffic noise from a stream of vehicles with identical noise emissions cannot be readily inverted. If the emissions are not equal, this generating function can be inverted to obtain the exact form of the distribution function in some particular cases. Noise intensity has a maximally skew stable distribution with exponent 1/2 for observers on the highway, whatever the distribution of emissions. The distribution at any distance from the highway is an exponentially modified stable law with exponent 1/2 for an improper exponential distribution of emissions, and an infinite series involving this stable law and iterated error functions when emissions have an exponential distribution. A doubly stochastic process for emissions produces distributions of traffic noise intensity in the domain of attraction of skew stable laws with exponent α, 1/2 &lt; α &lt; 2. The inverse Gaussian (exponentially modified skew stable law with exponent 1/2) is recommended as the best choice of a two-parameter family for fitting traffic noise intensity distributions.


1995 ◽  
Vol 32 (02) ◽  
pp. 337-348
Author(s):  
Mario Lefebvre

In this paper, bidimensional stochastic processes defined by ax(t) = y(t)dt and dy(t) = m(y)dt + [2v(y)]1/2 dW(t), where W(t) is a standard Brownian motion, are considered. In the first section, results are obtained that allow us to characterize the moment-generating function of first-passage times for processes of this type. In Sections 2 and 5, functions are computed, first by fixing the values of the infinitesimal parameters m(y) and v(y) then by the boundary of the stopping region.


2014 ◽  
Vol 2014 ◽  
pp. 1-12 ◽  
Author(s):  
S. S. Appadoo ◽  
A. Thavaneswaran ◽  
S. Mandal

This paper uses the Mellin transform to establish the means, variances, skewness, and kurtosis of fuzzy numbers and applied them to the random coefficient autoregressive (RCA) time series models. We also give a close form expression to the moment generating function related to fuzzy numbers. It is shown that the results of the proposed time series models are consistent with those of the conventional time series models and that the developed concepts are straightforward and easily implemented.


2012 ◽  
Vol 2012 ◽  
pp. 1-13 ◽  
Author(s):  
Yuzhen Wen ◽  
Chuancun Yin

We consider the dual of the generalized Erlang(n)risk model with a barrier dividend strategy. We derive integro-differential equations with boundary conditions satisfied by the expectation of the sum of discounted dividends until ruin and the moment-generating function of the discounted dividend payments until ruin, respectively. The results are illustrated by several examples.


2012 ◽  
Vol 21 (3) ◽  
pp. 039802-1
Author(s):  
Jan Švihlík ◽  
Karel Fliegel ◽  
Jaromír Kukal ◽  
Eva Jerhotová ◽  
Petr Páta ◽  
...  

1981 ◽  
Vol 35 (3) ◽  
pp. 148-150 ◽  
Author(s):  
Noel Cressie ◽  
Anne S. Davis ◽  
J. Leroy Folks ◽  
J. Leroy Folks

Sign in / Sign up

Export Citation Format

Share Document