Some properties of the crossings process generated by a stationary χ2 process

1978 ◽  
Vol 10 (2) ◽  
pp. 373-391 ◽  
Author(s):  
Ken Sharpe
Keyword(s):  
Poisson Process ◽  
Gaussian Processes ◽  
Simple Formula ◽  
Sufficient Conditions ◽  
Rayleigh Distribution ◽  
Time Interval ◽  
Expected Number ◽  
Fixed Level ◽  
Image Position

The process generated by the crossings of a fixed level, u, by the process Pn(t) is considered, where and the Xi(t) are identical, independent, separable, stationary, zero mean, Gaussian processes. A simple formula is obtained for the expected number of upcrossings in a given time interval, sufficient conditions are given for the upcrossings process to tend to a Poisson process as u→∞, and it is shown that under suitable scaling the distribution of the length of an excursion of Pn(t) above u tends to a Rayleigh distribution as u→ ∞.

Some properties of the crossings process generated by a stationary χ2 process

1978 ◽  
Vol 10 (02) ◽  
pp. 373-391
Author(s):  
Ken Sharpe
Keyword(s):  
Poisson Process ◽  
Gaussian Processes ◽  
Simple Formula ◽  
Sufficient Conditions ◽  
Rayleigh Distribution ◽  
Time Interval ◽  
Expected Number ◽  
Fixed Level ◽  
Image Position

The process generated by the crossings of a fixed level, u, by the process Pn (t) is considered, where and the Xi (t) are identical, independent, separable, stationary, zero mean, Gaussian processes. A simple formula is obtained for the expected number of upcrossings in a given time interval, sufficient conditions are given for the upcrossings process to tend to a Poisson process as u→∞, and it is shown that under suitable scaling the distribution of the length of an excursion of Pn (t) above u tends to a Rayleigh distribution as u→ ∞.

Periodic solutions to functional differential equations

1985 ◽  
Vol 101 (3-4) ◽  
pp. 253-271 ◽  
Author(s):  
O. A. Arino ◽  
T. A. Burton ◽  
J. R. Haddock
Keyword(s):  
Differential Equations ◽  
Functional Differential Equations ◽  
Sufficient Conditions ◽  
Uniform Boundedness ◽  
Continuous Functions ◽  
Ultimate Boundedness ◽  
Space Of Continuous Functions ◽  
Uniform Ultimate Boundedness ◽  
Functional Differential ◽  
Image Position

SynopsisWe consider a system of functional differential equationswhere G: R × B → Rn is T periodic in t and B is a certain phase space of continuous functions that map (−∞, 0[ into Rn. The concepts of B-uniform boundedness and B-uniform ultimate boundedness are introduced, and sufficient conditions are given for the existence of a T-periodic solution to (1.1). Several examples are given to illustrate the main theorem.

On robust controllability of uncertain non-linear jump systems with respect to the finite-time interval

2011 ◽  
Vol 34 (7) ◽  
pp. 841-849 ◽  
Author(s):  
Shuping He ◽  
Fei Liu
Keyword(s):  
Finite Time ◽  
Sufficient Conditions ◽  
Linear Matrix ◽  
Time Interval ◽  
Finite Time Interval ◽  
Markov Jump ◽  
Non Linear ◽  
Robust Controllability ◽  
Jump Systems ◽  
Takagi Sugeno

In this paper we study the robust control problems with respect to the finite-time interval of uncertain non-linear Markov jump systems. By means of Takagi–Sugeno fuzzy models, the overall closed-loop fuzzy dynamics are constructed through selected membership functions. By using the stochastic Lyapunov–Krasovskii functional approach, a sufficient condition is firstly established on the stochastic robust finite-time stabilization. Then, in terms of linear matrix inequalities techniques, the sufficient conditions on the existence of the stochastic finite-time controller are presented and proved. Finally, the design problem is formulated as an optimization one. The simulation results illustrate the effectiveness of the proposed approaches.

Statistical analysis of seismic data on earthquakes in the area of the Vrancea focus

1970 ◽  
Vol 60 (4) ◽  
pp. 1089-1099
Author(s):  
Ion Săcuiu ◽  
Dan Zorilescu
Keyword(s):  
Statistical Analysis ◽  
Poisson Process ◽  
Seismic Data ◽  
Time Interval ◽  
Generation Process ◽  
Present Contribution ◽  
Important Conclusion ◽  
Distribution Laws ◽  
Frequency Magnitude

abstract The present contribution deals with distribution laws of the earthquake's magnitude, the number of earthquakes (by modelling the generation process as a Poisson process) and the time interval between two successive earthquakes. The most important conclusion arrived at is that in the area of the Vrancea focus the distribution of the magnitudes is lognormal and brings forth a frequency-magnitude relation of the form log λ ( Μ ) = a + b log M + c ( log M ) 2 , not a linear one. A correlation between the magnitude and the time interval of two successive earthquakes is considered and a series of seismic indices are introduced.

scholarly journals THE UNITY AND IDENTITY OF DECIDABLE OBJECTS AND DOUBLE-NEGATION SHEAVES

2018 ◽  
Vol 83 (04) ◽  
pp. 1667-1679
Author(s):  
MATÍAS MENNI
Keyword(s):  
Differential Geometry ◽  
Algebraic Geometry ◽  
Algebraic Topology ◽  
Full Subcategory ◽  
Sufficient Conditions ◽  
Double Negation ◽  
Synthetic Differential Geometry ◽  
Simplicial Sets ◽  
Image Position

AbstractLet ${\cal E}$ be a topos, ${\rm{Dec}}\left( {\cal E} \right) \to {\cal E}$ be the full subcategory of decidable objects, and ${{\cal E}_{\neg \,\,\neg }} \to {\cal E}$ be the full subcategory of double-negation sheaves. We give sufficient conditions for the existence of a Unity and Identity ${\cal E} \to {\cal S}$ for the two subcategories of ${\cal E}$ above, making them Adjointly Opposite. Typical examples of such ${\cal E}$ include many ‘gros’ toposes in Algebraic Geometry, simplicial sets and other toposes of ‘combinatorial’ spaces in Algebraic Topology, and certain models of Synthetic Differential Geometry.

scholarly journals Topological entropy in totally disconnected locally compact groups

2016 ◽  
Vol 37 (7) ◽  
pp. 2163-2186 ◽  
Author(s):  
ANNA GIORDANO BRUNO ◽  
SIMONE VIRILI
Keyword(s):  
Topological Entropy ◽  
Sufficient Conditions ◽  
Invariant Subgroup ◽  
Locally Compact Groups ◽  
Compact Groups ◽  
Locally Compact ◽  
Image Position ◽  
Necessary And Sufficient ◽  
Totally Disconnected ◽  
Dynamical Interpretation

Let $G$ be a topological group, let $\unicode[STIX]{x1D719}$ be a continuous endomorphism of $G$ and let $H$ be a closed $\unicode[STIX]{x1D719}$-invariant subgroup of $G$. We study whether the topological entropy is an additive invariant, that is, $$\begin{eqnarray}h_{\text{top}}(\unicode[STIX]{x1D719})=h_{\text{top}}(\unicode[STIX]{x1D719}\restriction _{H})+h_{\text{top}}(\bar{\unicode[STIX]{x1D719}}),\end{eqnarray}$$ where $\bar{\unicode[STIX]{x1D719}}:G/H\rightarrow G/H$ is the map induced by $\unicode[STIX]{x1D719}$. We concentrate on the case when $G$ is totally disconnected locally compact and $H$ is either compact or normal. Under these hypotheses, we show that the above additivity property holds true whenever $\unicode[STIX]{x1D719}H=H$ and $\ker (\unicode[STIX]{x1D719})\leq H$. As an application, we give a dynamical interpretation of the scale $s(\unicode[STIX]{x1D719})$ by showing that $\log s(\unicode[STIX]{x1D719})$ is the topological entropy of a suitable map induced by $\unicode[STIX]{x1D719}$. Finally, we give necessary and sufficient conditions for the equality $\log s(\unicode[STIX]{x1D719})=h_{\text{top}}(\unicode[STIX]{x1D719})$ to hold.

A model for interaction of a Poisson and a renewal process and its relation with queuing theory

1972 ◽  
Vol 9 (2) ◽  
pp. 451-456 ◽  
Author(s):  
Lennart Råde
Keyword(s):  
Poisson Process ◽  
Renewal Process ◽  
Queuing Theory ◽  
Random Number ◽  
Sufficient Conditions ◽  
Stieltjes Transform ◽  
Time Intervals ◽  
Response Process ◽  
Necessary And Sufficient ◽  
Special Case

This paper discusses the response process when a Poisson process interacts with a renewal process in such a way that one or more points of the Poisson process eliminate a random number of consecutive points of the renewal process. A queuing situation is devised such that the c.d.f. of the length of the busy period is the same as the c.d.f. of the length of time intervals of the renewal response process. The Laplace-Stieltjes transform is obtained and from this the expectation of the time intervals of the response process is derived. For a special case necessary and sufficient conditions for the response process to be a Poisson process are found.

scholarly journals Probability distributions of COVID-19 tweet posted trends use a nonhomogeneous Poisson process

2020 ◽  
Vol 1 (4) ◽  
pp. 229-238
Author(s):  
Devi Munandar ◽  
Sudradjat Supian ◽  
Subiyanto Subiyanto
Keyword(s):  
Social Media ◽  
Poisson Process ◽  
Exponential Distribution ◽  
Probability Distributions ◽  
Nonhomogeneous Poisson Process ◽  
Time Interval ◽  
Initial State ◽  
Time Intervals ◽  
Time Parameters ◽  
Parameter Values

The influence of social media in disseminating information, especially during the COVID-19 pandemic, can be observed with time interval, so that the probability of number of tweets discussed by netizens on social media can be observed. The nonhomogeneous Poisson process (NHPP) is a Poisson process dependent on time parameters and the exponential distribution having unequal parameter values and, independently of each other. The probability of no occurrence an event in the initial state is one and the probability of an event in initial state is zero. Using of non-homogeneous Poisson in this paper aims to predict and count the number of tweet posts with the keyword coronavirus, COVID-19 with set time intervals every day. Posting of tweets from one time each day to the next do not affect each other and the number of tweets is not the same. The dataset used in this study is crawling of COVID-19 tweets three times a day with duration of 20 minutes each crawled for 13 days or 39 time intervals. The result of this study obtained predictions and calculated for the probability of the number of tweets for the tendency of netizens to post on the situation of the COVID-19 pandemic.

Optimal selection of stochastic intervals under a sum constraint

1987 ◽  
Vol 19 (2) ◽  
pp. 454-473 ◽  
Author(s):  
E. G. Coffman ◽  
L. Flatto ◽  
R. R. Weber
Keyword(s):  
Decision Rule ◽  
Selection Process ◽  
Random Variables ◽  
Optimal Threshold ◽  
Optimal Selection ◽  
Expected Number ◽  
Common Distribution ◽  
The Common ◽  
Image Position ◽  
Selection Of

We model a selection process arising in certain storage problems. A sequence (X1, · ··, Xn) of non-negative, independent and identically distributed random variables is given. F(x) denotes the common distribution of the Xi′s. With F(x) given we seek a decision rule for selecting a maximum number of the Xi′s subject to the following constraints: (1) the sum of the elements selected must not exceed a given constant c > 0, and (2) the Xi′s must be inspected in strict sequence with the decision to accept or reject an element being final at the time it is inspected.We prove first that there exists such a rule of threshold type, i.e. the ith element inspected is accepted if and only if it is no larger than a threshold which depends only on i and the sum of the elements already accepted. Next, we prove that if F(x) ~ Axα as x → 0 for some A, α> 0, then for fixed c the expected number, En(c), selected by an optimal threshold is characterized by Asymptotics as c → ∞and n → ∞with c/n held fixed are derived, and connections with several closely related, well-known problems are brought out and discussed.

Sign in / Sign up

Export Citation Format

Share Document