Occupation times and ergodicity breaking in biased continuous time random walks

NASA Astrophysics Data System (ADS)

Bel, Golan; Barkai, Eli

2005-12-01

Continuous time random walk (CTRW) models are widely used to model diffusion in condensed matter. There are two classes of such models, distinguished by the convergence or divergence of the mean waiting time. Systems with finite average sojourn time are ergodic and thus Boltzmann-Gibbs statistics can be applied. We investigate the statistical properties of CTRW models with infinite average sojourn time; in particular, the occupation time probability density function is obtained. It is shown that in the non-ergodic phase the distribution of the occupation time of the particle on a given lattice point exhibits bimodal U or trimodal W shape, related to the arcsine law. The key points are as follows. (a) In a CTRW with finite or infinite mean waiting time, the distribution of the number of visits on a lattice point is determined by the probability that a member of an ensemble of particles in equilibrium occupies the lattice point. (b) The asymmetry parameter of the probability distribution function of occupation times is related to the Boltzmann probability and to the partition function. (c) The ensemble average is given by Boltzmann-Gibbs statistics for either finite or infinite mean sojourn time, when detailed balance conditions hold. (d) A non-ergodic generalization of the Boltzmann-Gibbs statistical mechanics for systems with infinite mean sojourn time is found.

Comparision of the different probability distributions for earthquake hazard assessment in the North Anatolian Fault Zone

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yilmaz, Şeyda, E-mail: seydayilmaz@ktu.edu.tr; Bayrak, Erdem, E-mail: erdmbyrk@gmail.com; Bayrak, Yusuf, E-mail: bayrak@ktu.edu.tr

In this study we examined and compared the three different probabilistic distribution methods for determining the best suitable model in probabilistic assessment of earthquake hazards. We analyzed a reliable homogeneous earthquake catalogue between a time period 1900-2015 for magnitude M ≥ 6.0 and estimated the probabilistic seismic hazard in the North Anatolian Fault zone (39°-41° N 30°-40° E) using three distribution methods namely Weibull distribution, Frechet distribution and three-parameter Weibull distribution. The distribution parameters suitability was evaluated Kolmogorov-Smirnov (K-S) goodness-of-fit test. We also compared the estimated cumulative probability and the conditional probabilities of occurrence of earthquakes for different elapsed timemore » using these three distribution methods. We used Easyfit and Matlab software to calculate these distribution parameters and plotted the conditional probability curves. We concluded that the Weibull distribution method was the most suitable than other distribution methods in this region.« less

Probabilistic reasoning in data analysis.

PubMed

Sirovich, Lawrence

2011-09-20

This Teaching Resource provides lecture notes, slides, and a student assignment for a lecture on probabilistic reasoning in the analysis of biological data. General probabilistic frameworks are introduced, and a number of standard probability distributions are described using simple intuitive ideas. Particular attention is focused on random arrivals that are independent of prior history (Markovian events), with an emphasis on waiting times, Poisson processes, and Poisson probability distributions. The use of these various probability distributions is applied to biomedical problems, including several classic experimental studies.

p-adic stochastic hidden variable model

NASA Astrophysics Data System (ADS)

Khrennikov, Andrew

1998-03-01

We propose stochastic hidden variables model in which hidden variables have a p-adic probability distribution ρ(λ) and at the same time conditional probabilistic distributions P(U,λ), U=A,A',B,B', are ordinary probabilities defined on the basis of the Kolmogorov measure-theoretical axiomatics. A frequency definition of p-adic probability is quite similar to the ordinary frequency definition of probability. p-adic frequency probability is defined as the limit of relative frequencies νn but in the p-adic metric. We study a model with p-adic stochastics on the level of the hidden variables description. But, of course, responses of macroapparatuses have to be described by ordinary stochastics. Thus our model describes a mixture of p-adic stochastics of the microworld and ordinary stochastics of macroapparatuses. In this model probabilities for physical observables are the ordinary probabilities. At the same time Bell's inequality is violated.

Continuous-time random-walk model for financial distributions

NASA Astrophysics Data System (ADS)

Masoliver, Jaume; Montero, Miquel; Weiss, George H.

2003-02-01

We apply the formalism of the continuous-time random walk to the study of financial data. The entire distribution of prices can be obtained once two auxiliary densities are known. These are the probability densities for the pausing time between successive jumps and the corresponding probability density for the magnitude of a jump. We have applied the formalism to data on the U.S. dollar deutsche mark future exchange, finding good agreement between theory and the observed data.

fixedTimeEvents: An R package for the distribution of distances between discrete events in fixed time

NASA Astrophysics Data System (ADS)

Liland, Kristian Hovde; Snipen, Lars

When a series of Bernoulli trials occur within a fixed time frame or limited space, it is often interesting to assess if the successful outcomes have occurred completely at random, or if they tend to group together. One example, in genetics, is detecting grouping of genes within a genome. Approximations of the distribution of successes are possible, but they become inaccurate for small sample sizes. In this article, we describe the exact distribution of time between random, non-overlapping successes in discrete time of fixed length. A complete description of the probability mass function, the cumulative distribution function, mean, variance and recurrence relation is included. We propose an associated test for the over-representation of short distances and illustrate the methodology through relevant examples. The theory is implemented in an R package including probability mass, cumulative distribution, quantile function, random number generator, simulation functions, and functions for testing.

Probability Analysis of the Wave-Slamming Pressure Values of the Horizontal Deck with Elastic Support

NASA Astrophysics Data System (ADS)

Zuo, Weiguang; Liu, Ming; Fan, Tianhui; Wang, Pengtao

2018-06-01

This paper presents the probability distribution of the slamming pressure from an experimental study of regular wave slamming on an elastically supported horizontal deck. The time series of the slamming pressure during the wave impact were first obtained through statistical analyses on experimental data. The exceeding probability distribution of the maximum slamming pressure peak and distribution parameters were analyzed, and the results show that the exceeding probability distribution of the maximum slamming pressure peak accords with the three-parameter Weibull distribution. Furthermore, the range and relationships of the distribution parameters were studied. The sum of the location parameter D and the scale parameter L was approximately equal to 1.0, and the exceeding probability was more than 36.79% when the random peak was equal to the sample average during the wave impact. The variation of the distribution parameters and slamming pressure under different model conditions were comprehensively presented, and the parameter values of the Weibull distribution of wave-slamming pressure peaks were different due to different test models. The parameter values were found to decrease due to the increased stiffness of the elastic support. The damage criterion of the structure model caused by the wave impact was initially discussed, and the structure model was destroyed when the average slamming time was greater than a certain value during the duration of the wave impact. The conclusions of the experimental study were then described.

Flood Frequency Curves - Use of information on the likelihood of extreme floods

NASA Astrophysics Data System (ADS)

Faber, B.

2011-12-01

Investment in the infrastructure that reduces flood risk for flood-prone communities must incorporate information on the magnitude and frequency of flooding in that area. Traditionally, that information has been a probability distribution of annual maximum streamflows developed from the historical gaged record at a stream site. Practice in the United States fits a Log-Pearson type3 distribution to the annual maximum flows of an unimpaired streamflow record, using the method of moments to estimate distribution parameters. The procedure makes the assumptions that annual peak streamflow events are (1) independent, (2) identically distributed, and (3) form a representative sample of the overall probability distribution. Each of these assumptions can be challenged. We rarely have enough data to form a representative sample, and therefore must compute and display the uncertainty in the estimated flood distribution. But, is there a wet/dry cycle that makes precipitation less than independent between successive years? Are the peak flows caused by different types of events from different statistical populations? How does the watershed or climate changing over time (non-stationarity) affect the probability distribution floods? Potential approaches to avoid these assumptions vary from estimating trend and shift and removing them from early data (and so forming a homogeneous data set), to methods that estimate statistical parameters that vary with time. A further issue in estimating a probability distribution of flood magnitude (the flood frequency curve) is whether a purely statistical approach can accurately capture the range and frequency of floods that are of interest. A meteorologically-based analysis produces "probable maximum precipitation" (PMP) and subsequently a "probable maximum flood" (PMF) that attempts to describe an upper bound on flood magnitude in a particular watershed. This analysis can help constrain the upper tail of the probability distribution, well beyond the range of gaged data or even historical or paleo-flood data, which can be very important in risk analyses performed for flood risk management and dam and levee safety studies.

Return probabilities and hitting times of random walks on sparse Erdös-Rényi graphs.

PubMed

Martin, O C; Sulc, P

2010-03-01

We consider random walks on random graphs, focusing on return probabilities and hitting times for sparse Erdös-Rényi graphs. Using the tree approach, which is expected to be exact in the large graph limit, we show how to solve for the distribution of these quantities and we find that these distributions exhibit a form of self-similarity.

Assessment of source probabilities for potential tsunamis affecting the U.S. Atlantic coast

USGS Publications Warehouse

Geist, E.L.; Parsons, T.

2009-01-01

Estimating the likelihood of tsunamis occurring along the U.S. Atlantic coast critically depends on knowledge of tsunami source probability. We review available information on both earthquake and landslide probabilities from potential sources that could generate local and transoceanic tsunamis. Estimating source probability includes defining both size and recurrence distributions for earthquakes and landslides. For the former distribution, source sizes are often distributed according to a truncated or tapered power-law relationship. For the latter distribution, sources are often assumed to occur in time according to a Poisson process, simplifying the way tsunami probabilities from individual sources can be aggregated. For the U.S. Atlantic coast, earthquake tsunami sources primarily occur at transoceanic distances along plate boundary faults. Probabilities for these sources are constrained from previous statistical studies of global seismicity for similar plate boundary types. In contrast, there is presently little information constraining landslide probabilities that may generate local tsunamis. Though there is significant uncertainty in tsunami source probabilities for the Atlantic, results from this study yield a comparative analysis of tsunami source recurrence rates that can form the basis for future probabilistic analyses.

q-Gaussian distributions and multiplicative stochastic processes for analysis of multiple financial time series

NASA Astrophysics Data System (ADS)

Sato, Aki-Hiro

2010-12-01

This study considers q-Gaussian distributions and stochastic differential equations with both multiplicative and additive noises. In the M-dimensional case a q-Gaussian distribution can be theoretically derived as a stationary probability distribution of the multiplicative stochastic differential equation with both mutually independent multiplicative and additive noises. By using the proposed stochastic differential equation a method to evaluate a default probability under a given risk buffer is proposed.

Continuous-Time Finance and the Waiting Time Distribution: Multiple Characteristic Times

NASA Astrophysics Data System (ADS)

Fa, Kwok Sau

2012-09-01

In this paper, we model the tick-by-tick dynamics of markets by using the continuous-time random walk (CTRW) model. We employ a sum of products of power law and stretched exponential functions for the waiting time probability distribution function; this function can fit well the waiting time distribution for BUND futures traded at LIFFE in 1997.

Coalescence computations for large samples drawn from populations of time-varying sizes

PubMed Central

Polanski, Andrzej; Szczesna, Agnieszka; Garbulowski, Mateusz; Kimmel, Marek

2017-01-01

We present new results concerning probability distributions of times in the coalescence tree and expected allele frequencies for coalescent with large sample size. The obtained results are based on computational methodologies, which involve combining coalescence time scale changes with techniques of integral transformations and using analytical formulae for infinite products. We show applications of the proposed methodologies for computing probability distributions of times in the coalescence tree and their limits, for evaluation of accuracy of approximate expressions for times in the coalescence tree and expected allele frequencies, and for analysis of large human mitochondrial DNA dataset. PMID:28170404

Exact probability distribution functions for Parrondo's games

NASA Astrophysics Data System (ADS)

Zadourian, Rubina; Saakian, David B.; Klümper, Andreas

2016-12-01

We study the discrete time dynamics of Brownian ratchet models and Parrondo's games. Using the Fourier transform, we calculate the exact probability distribution functions for both the capital dependent and history dependent Parrondo's games. In certain cases we find strong oscillations near the maximum of the probability distribution with two limiting distributions for odd and even number of rounds of the game. Indications of such oscillations first appeared in the analysis of real financial data, but now we have found this phenomenon in model systems and a theoretical understanding of the phenomenon. The method of our work can be applied to Brownian ratchets, molecular motors, and portfolio optimization.

Exact probability distribution functions for Parrondo's games.

PubMed

Zadourian, Rubina; Saakian, David B; Klümper, Andreas

2016-12-01

We study the discrete time dynamics of Brownian ratchet models and Parrondo's games. Using the Fourier transform, we calculate the exact probability distribution functions for both the capital dependent and history dependent Parrondo's games. In certain cases we find strong oscillations near the maximum of the probability distribution with two limiting distributions for odd and even number of rounds of the game. Indications of such oscillations first appeared in the analysis of real financial data, but now we have found this phenomenon in model systems and a theoretical understanding of the phenomenon. The method of our work can be applied to Brownian ratchets, molecular motors, and portfolio optimization.

Applications of physics to economics and finance: Money, income, wealth, and the stock market

NASA Astrophysics Data System (ADS)

Dragulescu, Adrian Antoniu

Several problems arising in Economics and Finance are analyzed using concepts and quantitative methods from Physics. The dissertation is organized as follows: In the first chapter it is argued that in a closed economic system, money is conserved. Thus, by analogy with energy, the equilibrium probability distribution of money must follow the exponential Boltzmann-Gibbs law characterized by an effective temperature equal to the average amount of money per economic agent. The emergence of Boltzmann-Gibbs distribution is demonstrated through computer simulations of economic models. A thermal machine which extracts a monetary profit can be constructed between two economic systems with different temperatures. The role of debt and models with broken time-reversal symmetry for which the Boltzmann-Gibbs law does not hold, are discussed. In the second chapter, using data from several sources, it is found that the distribution of income is described for the great majority of population by an exponential distribution, whereas the high-end tail follows a power law. From the individual income distribution, the probability distribution of income for families with two earners is derived and it is shown that it also agrees well with the data. Data on wealth is presented and it is found that the distribution of wealth has a structure similar to the distribution of income. The Lorenz curve and Gini coefficient were calculated and are shown to be in good agreement with both income and wealth data sets. In the third chapter, the stock-market fluctuations at different time scales are investigated. A model where stock-price dynamics is governed by a geometrical (multiplicative) Brownian motion with stochastic variance is proposed. The corresponding Fokker-Planck equation can be solved exactly. Integrating out the variance, an analytic formula for the time-dependent probability distribution of stock price changes (returns) is found. The formula is in excellent agreement with the Dow-Jones index for the time lags from 1 to 250 trading days. For time lags longer than the relaxation time of variance, the probability distribution can be expressed in a scaling form using a Bessel function. The Dow-Jones data follow the scaling function for seven orders of magnitude.

Scaling properties and universality of first-passage-time probabilities in financial markets

NASA Astrophysics Data System (ADS)

Perelló, Josep; Gutiérrez-Roig, Mario; Masoliver, Jaume

2011-12-01

Financial markets provide an ideal frame for the study of crossing or first-passage time events of non-Gaussian correlated dynamics, mainly because large data sets are available. Tick-by-tick data of six futures markets are herein considered, resulting in fat-tailed first-passage time probabilities. The scaling of the return with its standard deviation collapses the probabilities of all markets examined—and also for different time horizons—into single curves, suggesting that first-passage statistics is market independent (at least for high-frequency data). On the other hand, a very closely related quantity, the survival probability, shows, away from the center and tails of the distribution, a hyperbolic t-1/2 decay typical of a Markovian dynamics, albeit the existence of memory in markets. Modifications of the Weibull and Student distributions are good candidates for the phenomenological description of first-passage time properties under certain regimes. The scaling strategies shown may be useful for risk control and algorithmic trading.

Method and device for landing aircraft dependent on runway occupancy time

NASA Technical Reports Server (NTRS)

Ghalebsaz Jeddi, Babak (Inventor)

2012-01-01

A technique for landing aircraft using an aircraft landing accident avoidance device is disclosed. The technique includes determining at least two probability distribution functions; determining a safe lower limit on a separation between a lead aircraft and a trail aircraft on a glide slope to the runway; determining a maximum sustainable safe attempt-to-land rate on the runway based on the safe lower limit and the probability distribution functions; directing the trail aircraft to enter the glide slope with a target separation from the lead aircraft corresponding to the maximum sustainable safe attempt-to-land rate; while the trail aircraft is in the glide slope, determining an actual separation between the lead aircraft and the trail aircraft; and directing the trail aircraft to execute a go-around maneuver if the actual separation approaches the safe lower limit. Probability distribution functions include runway occupancy time, and landing time interval and/or inter-arrival distance.

Modeling pore corrosion in normally open gold- plated copper connectors.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Battaile, Corbett Chandler; Moffat, Harry K.; Sun, Amy Cha-Tien

2008-09-01

The goal of this study is to model the electrical response of gold plated copper electrical contacts exposed to a mixed flowing gas stream consisting of air containing 10 ppb H{sub 2}S at 30 C and a relative humidity of 70%. This environment accelerates the attack normally observed in a light industrial environment (essentially a simplified version of the Battelle Class 2 environment). Corrosion rates were quantified by measuring the corrosion site density, size distribution, and the macroscopic electrical resistance of the aged surface as a function of exposure time. A pore corrosion numerical model was used to predict bothmore » the growth of copper sulfide corrosion product which blooms through defects in the gold layer and the resulting electrical contact resistance of the aged surface. Assumptions about the distribution of defects in the noble metal plating and the mechanism for how corrosion blooms affect electrical contact resistance were needed to complete the numerical model. Comparisons are made to the experimentally observed number density of corrosion sites, the size distribution of corrosion product blooms, and the cumulative probability distribution of the electrical contact resistance. Experimentally, the bloom site density increases as a function of time, whereas the bloom size distribution remains relatively independent of time. These two effects are included in the numerical model by adding a corrosion initiation probability proportional to the surface area along with a probability for bloom-growth extinction proportional to the corrosion product bloom volume. The cumulative probability distribution of electrical resistance becomes skewed as exposure time increases. While the electrical contact resistance increases as a function of time for a fraction of the bloom population, the median value remains relatively unchanged. In order to model this behavior, the resistance calculated for large blooms has been weighted more heavily.« less

Newton/Poisson-Distribution Program

NASA Technical Reports Server (NTRS)

Bowerman, Paul N.; Scheuer, Ernest M.

1990-01-01

NEWTPOIS, one of two computer programs making calculations involving cumulative Poisson distributions. NEWTPOIS (NPO-17715) and CUMPOIS (NPO-17714) used independently of one another. NEWTPOIS determines Poisson parameter for given cumulative probability, from which one obtains percentiles for gamma distributions with integer shape parameters and percentiles for X(sup2) distributions with even degrees of freedom. Used by statisticians and others concerned with probabilities of independent events occurring over specific units of time, area, or volume. Program written in C.

M≥7 Earthquake rupture forecast and time-dependent probability for the Sea of Marmara region, Turkey

USGS Publications Warehouse

Murru, Maura; Akinci, Aybige; Falcone, Guiseppe; Pucci, Stefano; Console, Rodolfo; Parsons, Thomas E.

2016-01-01

We forecast time-independent and time-dependent earthquake ruptures in the Marmara region of Turkey for the next 30 years using a new fault-segmentation model. We also augment time-dependent Brownian Passage Time (BPT) probability with static Coulomb stress changes (ΔCFF) from interacting faults. We calculate Mw > 6.5 probability from 26 individual fault sources in the Marmara region. We also consider a multisegment rupture model that allows higher-magnitude ruptures over some segments of the Northern branch of the North Anatolian Fault Zone (NNAF) beneath the Marmara Sea. A total of 10 different Mw=7.0 to Mw=8.0 multisegment ruptures are combined with the other regional faults at rates that balance the overall moment accumulation. We use Gaussian random distributions to treat parameter uncertainties (e.g., aperiodicity, maximum expected magnitude, slip rate, and consequently mean recurrence time) of the statistical distributions associated with each fault source. We then estimate uncertainties of the 30-year probability values for the next characteristic event obtained from three different models (Poisson, BPT, and BPT+ΔCFF) using a Monte Carlo procedure. The Gerede fault segment located at the eastern end of the Marmara region shows the highest 30-yr probability, with a Poisson value of 29%, and a time-dependent interaction probability of 48%. We find an aggregated 30-yr Poisson probability of M >7.3 earthquakes at Istanbul of 35%, which increases to 47% if time dependence and stress transfer are considered. We calculate a 2-fold probability gain (ratio time-dependent to time-independent) on the southern strands of the North Anatolian Fault Zone.

Comparison of Deterministic and Probabilistic Radial Distribution Systems Load Flow

NASA Astrophysics Data System (ADS)

Gupta, Atma Ram; Kumar, Ashwani

2017-12-01

Distribution system network today is facing the challenge of meeting increased load demands from the industrial, commercial and residential sectors. The pattern of load is highly dependent on consumer behavior and temporal factors such as season of the year, day of the week or time of the day. For deterministic radial distribution load flow studies load is taken as constant. But, load varies continually with a high degree of uncertainty. So, there is a need to model probable realistic load. Monte-Carlo Simulation is used to model the probable realistic load by generating random values of active and reactive power load from the mean and standard deviation of the load and for solving a Deterministic Radial Load Flow with these values. The probabilistic solution is reconstructed from deterministic data obtained for each simulation. The main contribution of the work is: Finding impact of probable realistic ZIP load modeling on balanced radial distribution load flow. Finding impact of probable realistic ZIP load modeling on unbalanced radial distribution load flow. Compare the voltage profile and losses with probable realistic ZIP load modeling for balanced and unbalanced radial distribution load flow.

Time Evolving Fission Chain Theory and Fast Neutron and Gamma-Ray Counting Distributions

DOE PAGES

Kim, K. S.; Nakae, L. F.; Prasad, M. K.; ...

2015-11-01

Here, we solve a simple theoretical model of time evolving fission chains due to Feynman that generalizes and asymptotically approaches the point model theory. The point model theory has been used to analyze thermal neutron counting data. This extension of the theory underlies fast counting data for both neutrons and gamma rays from metal systems. Fast neutron and gamma-ray counting is now possible using liquid scintillator arrays with nanosecond time resolution. For individual fission chains, the differential equations describing three correlated probability distributions are solved: the time-dependent internal neutron population, accumulation of fissions in time, and accumulation of leaked neutronsmore » in time. Explicit analytic formulas are given for correlated moments of the time evolving chain populations. The equations for random time gate fast neutron and gamma-ray counting distributions, due to randomly initiated chains, are presented. Correlated moment equations are given for both random time gate and triggered time gate counting. There are explicit formulas for all correlated moments are given up to triple order, for all combinations of correlated fast neutrons and gamma rays. The nonlinear differential equations for probabilities for time dependent fission chain populations have a remarkably simple Monte Carlo realization. A Monte Carlo code was developed for this theory and is shown to statistically realize the solutions to the fission chain theory probability distributions. Combined with random initiation of chains and detection of external quanta, the Monte Carlo code generates time tagged data for neutron and gamma-ray counting and from these data the counting distributions.« less

Improved first-order uncertainty method for water-quality modeling

USGS Publications Warehouse

Melching, C.S.; Anmangandla, S.

1992-01-01

Uncertainties are unavoidable in water-quality modeling and subsequent management decisions. Monte Carlo simulation and first-order uncertainty analysis (involving linearization at central values of the uncertain variables) have been frequently used to estimate probability distributions for water-quality model output due to their simplicity. Each method has its drawbacks: Monte Carlo simulation's is mainly computational time; and first-order analysis are mainly questions of accuracy and representativeness, especially for nonlinear systems and extreme conditions. An improved (advanced) first-order method is presented, where the linearization point varies to match the output level whose exceedance probability is sought. The advanced first-order method is tested on the Streeter-Phelps equation to estimate the probability distribution of critical dissolved-oxygen deficit and critical dissolved oxygen using two hypothetical examples from the literature. The advanced first-order method provides a close approximation of the exceedance probability for the Streeter-Phelps model output estimated by Monte Carlo simulation using less computer time - by two orders of magnitude - regardless of the probability distributions assumed for the uncertain model parameters.

Characterization of autoregressive processes using entropic quantifiers

NASA Astrophysics Data System (ADS)

Traversaro, Francisco; Redelico, Francisco O.

2018-01-01

The aim of the contribution is to introduce a novel information plane, the causal-amplitude informational plane. As previous works seems to indicate, Bandt and Pompe methodology for estimating entropy does not allow to distinguish between probability distributions which could be fundamental for simulation or for probability analysis purposes. Once a time series is identified as stochastic by the causal complexity-entropy informational plane, the novel causal-amplitude gives a deeper understanding of the time series, quantifying both, the autocorrelation strength and the probability distribution of the data extracted from the generating processes. Two examples are presented, one from climate change model and the other from financial markets.

Measures for a multidimensional multiverse

NASA Astrophysics Data System (ADS)

Chung, Hyeyoun

2015-04-01

We explore the phenomenological implications of generalizing the causal patch and fat geodesic measures to a multidimensional multiverse, where the vacua can have differing numbers of large dimensions. We consider a simple model in which the vacua are nucleated from a D -dimensional parent spacetime through dynamical compactification of the extra dimensions, and compute the geometric contribution to the probability distribution of observations within the multiverse for each measure. We then study how the shape of this probability distribution depends on the time scales for the existence of observers, for vacuum domination, and for curvature domination (tobs,tΛ , and tc, respectively.) In this work we restrict ourselves to bubbles with positive cosmological constant, Λ . We find that in the case of the causal patch cutoff, when the bubble universes have p +1 large spatial dimensions with p ≥2 , the shape of the probability distribution is such that we obtain the coincidence of time scales tobs˜tΛ˜tc . Moreover, the size of the cosmological constant is related to the size of the landscape. However, the exact shape of the probability distribution is different in the case p =2 , compared to p ≥3 . In the case of the fat geodesic measure, the result is even more robust: the shape of the probability distribution is the same for all p ≥2 , and we once again obtain the coincidence tobs˜tΛ˜tc . These results require only very mild conditions on the prior probability of the distribution of vacua in the landscape. Our work shows that the observed double coincidence of time scales is a robust prediction even when the multiverse is generalized to be multidimensional; that this coincidence is not a consequence of our particular Universe being (3 +1 )-dimensional; and that this observable cannot be used to preferentially select one measure over another in a multidimensional multiverse.

The rates and time-delay distribution of multiply imaged supernovae behind lensing clusters

NASA Astrophysics Data System (ADS)

Li, Xue; Hjorth, Jens; Richard, Johan

2012-11-01

Time delays of gravitationally lensed sources can be used to constrain the mass model of a deflector and determine cosmological parameters. We here present an analysis of the time-delay distribution of multiply imaged sources behind 17 strong lensing galaxy clusters with well-calibrated mass models. We find that for time delays less than 1000 days, at z = 3.0, their logarithmic probability distribution functions are well represented by P(log Δt) = 5.3 × 10-4Δttilde beta/M2502tilde beta, with tilde beta = 0.77, where M250 is the projected cluster mass inside 250 kpc (in 1014M⊙), and tilde beta is the power-law slope of the distribution. The resultant probability distribution function enables us to estimate the time-delay distribution in a lensing cluster of known mass. For a cluster with M250 = 2 × 1014M⊙, the fraction of time delays less than 1000 days is approximately 3%. Taking Abell 1689 as an example, its dark halo and brightest galaxies, with central velocity dispersions σ>=500kms-1, mainly produce large time delays, while galaxy-scale mass clumps are responsible for generating smaller time delays. We estimate the probability of observing multiple images of a supernova in the known images of Abell 1689. A two-component model of estimating the supernova rate is applied in this work. For a magnitude threshold of mAB = 26.5, the yearly rate of Type Ia (core-collapse) supernovae with time delays less than 1000 days is 0.004±0.002 (0.029±0.001). If the magnitude threshold is lowered to mAB ~ 27.0, the rate of core-collapse supernovae suitable for time delay observation is 0.044±0.015 per year.

Non-Gaussian statistics of soliton timing jitter induced by amplifier noise.

PubMed

Ho, Keang-Po

2003-11-15

Based on first-order perturbation theory of the soliton, the Gordon-Haus timing jitter induced by amplifier noise is found to be non-Gaussian distributed. Both frequency and timing jitter have larger tail probabilities than Gaussian distribution given by the linearized perturbation theory. The timing jitter has a larger discrepancy from Gaussian distribution than does the frequency jitter.

The complexity of divisibility.

PubMed

Bausch, Johannes; Cubitt, Toby

2016-09-01

We address two sets of long-standing open questions in linear algebra and probability theory, from a computational complexity perspective: stochastic matrix divisibility, and divisibility and decomposability of probability distributions. We prove that finite divisibility of stochastic matrices is an NP-complete problem, and extend this result to nonnegative matrices, and completely-positive trace-preserving maps, i.e. the quantum analogue of stochastic matrices. We further prove a complexity hierarchy for the divisibility and decomposability of probability distributions, showing that finite distribution divisibility is in P, but decomposability is NP-hard. For the former, we give an explicit polynomial-time algorithm. All results on distributions extend to weak-membership formulations, proving that the complexity of these problems is robust to perturbations.

Does Breast Cancer Drive the Building of Survival Probability Models among States? An Assessment of Goodness of Fit for Patient Data from SEER Registries

PubMed

Khan, Hafiz; Saxena, Anshul; Perisetti, Abhilash; Rafiq, Aamrin; Gabbidon, Kemesha; Mende, Sarah; Lyuksyutova, Maria; Quesada, Kandi; Blakely, Summre; Torres, Tiffany; Afesse, Mahlet

2016-12-01

Background: Breast cancer is a worldwide public health concern and is the most prevalent type of cancer in women in the United States. This study concerned the best fit of statistical probability models on the basis of survival times for nine state cancer registries: California, Connecticut, Georgia, Hawaii, Iowa, Michigan, New Mexico, Utah, and Washington. Materials and Methods: A probability random sampling method was applied to select and extract records of 2,000 breast cancer patients from the Surveillance Epidemiology and End Results (SEER) database for each of the nine state cancer registries used in this study. EasyFit software was utilized to identify the best probability models by using goodness of fit tests, and to estimate parameters for various statistical probability distributions that fit survival data. Results: Statistical analysis for the summary of statistics is reported for each of the states for the years 1973 to 2012. Kolmogorov-Smirnov, Anderson-Darling, and Chi-squared goodness of fit test values were used for survival data, the highest values of goodness of fit statistics being considered indicative of the best fit survival model for each state. Conclusions: It was found that California, Connecticut, Georgia, Iowa, New Mexico, and Washington followed the Burr probability distribution, while the Dagum probability distribution gave the best fit for Michigan and Utah, and Hawaii followed the Gamma probability distribution. These findings highlight differences between states through selected sociodemographic variables and also demonstrate probability modeling differences in breast cancer survival times. The results of this study can be used to guide healthcare providers and researchers for further investigations into social and environmental factors in order to reduce the occurrence of and mortality due to breast cancer. Creative Commons Attribution License

Probability distributions of bed load particle velocities, accelerations, hop distances, and travel times informed by Jaynes's principle of maximum entropy

USGS Publications Warehouse

Furbish, David; Schmeeckle, Mark; Schumer, Rina; Fathel, Siobhan

2016-01-01

We describe the most likely forms of the probability distributions of bed load particle velocities, accelerations, hop distances, and travel times, in a manner that formally appeals to inferential statistics while honoring mechanical and kinematic constraints imposed by equilibrium transport conditions. The analysis is based on E. Jaynes's elaboration of the implications of the similarity between the Gibbs entropy in statistical mechanics and the Shannon entropy in information theory. By maximizing the information entropy of a distribution subject to known constraints on its moments, our choice of the form of the distribution is unbiased. The analysis suggests that particle velocities and travel times are exponentially distributed and that particle accelerations follow a Laplace distribution with zero mean. Particle hop distances, viewed alone, ought to be distributed exponentially. However, the covariance between hop distances and travel times precludes this result. Instead, the covariance structure suggests that hop distances follow a Weibull distribution. These distributions are consistent with high-resolution measurements obtained from high-speed imaging of bed load particle motions. The analysis brings us closer to choosing distributions based on our mechanical insight.

Aging ballistic Lévy walks

NASA Astrophysics Data System (ADS)

Magdziarz, Marcin; Zorawik, Tomasz

2017-02-01

Aging can be observed for numerous physical systems. In such systems statistical properties [like probability distribution, mean square displacement (MSD), first-passage time] depend on a time span ta between the initialization and the beginning of observations. In this paper we study aging properties of ballistic Lévy walks and two closely related jump models: wait-first and jump-first. We calculate explicitly their probability distributions and MSDs. It turns out that despite similarities these models react very differently to the delay ta. Aging weakly affects the shape of probability density function and MSD of standard Lévy walks. For the jump models the shape of the probability density function is changed drastically. Moreover for the wait-first jump model we observe a different behavior of MSD when ta≪t and ta≫t .

Probability distribution of financial returns in a model of multiplicative Brownian motion with stochastic diffusion coefficient

NASA Astrophysics Data System (ADS)

Silva, Antonio

2005-03-01

It is well-known that the mathematical theory of Brownian motion was first developed in the Ph. D. thesis of Louis Bachelier for the French stock market before Einstein [1]. In Ref. [2] we studied the so-called Heston model, where the stock-price dynamics is governed by multiplicative Brownian motion with stochastic diffusion coefficient. We solved the corresponding Fokker-Planck equation exactly and found an analytic formula for the time-dependent probability distribution of stock price changes (returns). The formula interpolates between the exponential (tent-shaped) distribution for short time lags and the Gaussian (parabolic) distribution for long time lags. The theoretical formula agrees very well with the actual stock-market data ranging from the Dow-Jones index [2] to individual companies [3], such as Microsoft, Intel, etc. [] [1] Louis Bachelier, ``Th'eorie de la sp'eculation,'' Annales Scientifiques de l''Ecole Normale Sup'erieure, III-17:21-86 (1900).[] [2] A. A. Dragulescu and V. M. Yakovenko, ``Probability distribution of returns in the Heston model with stochastic volatility,'' Quantitative Finance 2, 443--453 (2002); Erratum 3, C15 (2003). [cond-mat/0203046] [] [3] A. C. Silva, R. E. Prange, and V. M. Yakovenko, ``Exponential distribution of financial returns at mesoscopic time lags: a new stylized fact,'' Physica A 344, 227--235 (2004). [cond-mat/0401225

A tool for simulating collision probabilities of animals with marine renewable energy devices.

PubMed

Schmitt, Pál; Culloch, Ross; Lieber, Lilian; Molander, Sverker; Hammar, Linus; Kregting, Louise

2017-01-01

The mathematical problem of establishing a collision probability distribution is often not trivial. The shape and motion of the animal as well as of the the device must be evaluated in a four-dimensional space (3D motion over time). Earlier work on wind and tidal turbines was limited to a simplified two-dimensional representation, which cannot be applied to many new structures. We present a numerical algorithm to obtain such probability distributions using transient, three-dimensional numerical simulations. The method is demonstrated using a sub-surface tidal kite as an example. Necessary pre- and post-processing of the data created by the model is explained, numerical details and potential issues and limitations in the application of resulting probability distributions are highlighted.

KINETICS OF LOW SOURCE REACTOR STARTUPS. PART II

DOE Office of Scientific and Technical Information (OSTI.GOV)

hurwitz, H. Jr.; MacMillan, D.B.; Smith, J.H.

1962-06-01

A computational technique is described for computation of the probability distribution of power level for a low source reactor startup. The technique uses a mathematical model, for the time-dependent probability distribution of neutron and precursor concentration, having finite neutron lifetime, one group of delayed neutron precursors, and no spatial dependence. Results obtained by the technique are given. (auth)

A Simple Method for Estimating Informative Node Age Priors for the Fossil Calibration of Molecular Divergence Time Analyses

PubMed Central

Nowak, Michael D.; Smith, Andrew B.; Simpson, Carl; Zwickl, Derrick J.

2013-01-01

Molecular divergence time analyses often rely on the age of fossil lineages to calibrate node age estimates. Most divergence time analyses are now performed in a Bayesian framework, where fossil calibrations are incorporated as parametric prior probabilities on node ages. It is widely accepted that an ideal parameterization of such node age prior probabilities should be based on a comprehensive analysis of the fossil record of the clade of interest, but there is currently no generally applicable approach for calculating such informative priors. We provide here a simple and easily implemented method that employs fossil data to estimate the likely amount of missing history prior to the oldest fossil occurrence of a clade, which can be used to fit an informative parametric prior probability distribution on a node age. Specifically, our method uses the extant diversity and the stratigraphic distribution of fossil lineages confidently assigned to a clade to fit a branching model of lineage diversification. Conditioning this on a simple model of fossil preservation, we estimate the likely amount of missing history prior to the oldest fossil occurrence of a clade. The likelihood surface of missing history can then be translated into a parametric prior probability distribution on the age of the clade of interest. We show that the method performs well with simulated fossil distribution data, but that the likelihood surface of missing history can at times be too complex for the distribution-fitting algorithm employed by our software tool. An empirical example of the application of our method is performed to estimate echinoid node ages. A simulation-based sensitivity analysis using the echinoid data set shows that node age prior distributions estimated under poor preservation rates are significantly less informative than those estimated under high preservation rates. PMID:23755303

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kim, K. S.; Nakae, L. F.; Prasad, M. K.

Here, we solve a simple theoretical model of time evolving fission chains due to Feynman that generalizes and asymptotically approaches the point model theory. The point model theory has been used to analyze thermal neutron counting data. This extension of the theory underlies fast counting data for both neutrons and gamma rays from metal systems. Fast neutron and gamma-ray counting is now possible using liquid scintillator arrays with nanosecond time resolution. For individual fission chains, the differential equations describing three correlated probability distributions are solved: the time-dependent internal neutron population, accumulation of fissions in time, and accumulation of leaked neutronsmore » in time. Explicit analytic formulas are given for correlated moments of the time evolving chain populations. The equations for random time gate fast neutron and gamma-ray counting distributions, due to randomly initiated chains, are presented. Correlated moment equations are given for both random time gate and triggered time gate counting. There are explicit formulas for all correlated moments are given up to triple order, for all combinations of correlated fast neutrons and gamma rays. The nonlinear differential equations for probabilities for time dependent fission chain populations have a remarkably simple Monte Carlo realization. A Monte Carlo code was developed for this theory and is shown to statistically realize the solutions to the fission chain theory probability distributions. Combined with random initiation of chains and detection of external quanta, the Monte Carlo code generates time tagged data for neutron and gamma-ray counting and from these data the counting distributions.« less

Wireless cellular networks with Pareto-distributed call holding times

NASA Astrophysics Data System (ADS)

Rodriguez-Dagnino, Ramon M.; Takagi, Hideaki

2001-07-01

Nowadays, there is a growing interest in providing internet to mobile users. For instance, NTT DoCoMo in Japan deploys an important mobile phone network with that offers the Internet service, named 'i-mode', to more than 17 million subscribers. Internet traffic measurements show that the session duration of Call Holding Time (CHT) has probability distributions with heavy-tails, which tells us that they depart significantly from the traffic statistics of traditional voice services. In this environment, it is particularly important to know the number of handovers during a call for a network designer to make an appropriate dimensioning of virtual circuits for a wireless cell. The handover traffic has a direct impact on the Quality of Service (QoS); e.g. the service disruption due to the handover failure may significantly degrade the specified QoS of time-constrained services. In this paper, we first study the random behavior of the number of handovers during a call, where we assume that the CHT are Pareto distributed (heavy-tail distribution), and the Cell Residence Times (CRT) are exponentially distributed. Our approach is based on renewal theory arguments. We present closed-form formulae for the probability mass function (pmf) of the number of handovers during a Pareto distributed CHT, and obtain the probability of call completion as well as handover rates. Most of the formulae are expressed in terms of the Whittaker's function. We compare the Pareto case with cases of $k(subscript Erlang and hyperexponential distributions for the CHT.

Stylized facts in internal rates of return on stock index and its derivative transactions

NASA Astrophysics Data System (ADS)

Pichl, Lukáš; Kaizoji, Taisei; Yamano, Takuya

2007-08-01

Universal features in stock markets and their derivative markets are studied by means of probability distributions in internal rates of return on buy and sell transaction pairs. Unlike the stylized facts in normalized log returns, the probability distributions for such single asset encounters incorporate the time factor by means of the internal rate of return, defined as the continuous compound interest. Resulting stylized facts are shown in the probability distributions derived from the daily series of TOPIX, S & P 500 and FTSE 100 index close values. The application of the above analysis to minute-tick data of NIKKEI 225 and its futures market, respectively, reveals an interesting difference in the behavior of the two probability distributions, in case a threshold on the minimal duration of the long position is imposed. It is therefore suggested that the probability distributions of the internal rates of return could be used for causality mining between the underlying and derivative stock markets. The highly specific discrete spectrum, which results from noise trader strategies as opposed to the smooth distributions observed for fundamentalist strategies in single encounter transactions may be useful in deducing the type of investment strategy from trading revenues of small portfolio investors.

Estimating alarm thresholds and the number of components in mixture distributions

NASA Astrophysics Data System (ADS)

Burr, Tom; Hamada, Michael S.

2012-09-01

Mixtures of probability distributions arise in many nuclear assay and forensic applications, including nuclear weapon detection, neutron multiplicity counting, and in solution monitoring (SM) for nuclear safeguards. SM data is increasingly used to enhance nuclear safeguards in aqueous reprocessing facilities having plutonium in solution form in many tanks. This paper provides background for mixture probability distributions and then focuses on mixtures arising in SM data. SM data can be analyzed by evaluating transfer-mode residuals defined as tank-to-tank transfer differences, and wait-mode residuals defined as changes during non-transfer modes. A previous paper investigated impacts on transfer-mode and wait-mode residuals of event marking errors which arise when the estimated start and/or stop times of tank events such as transfers are somewhat different from the true start and/or stop times. Event marking errors contribute to non-Gaussian behavior and larger variation than predicted on the basis of individual tank calibration studies. This paper illustrates evidence for mixture probability distributions arising from such event marking errors and from effects such as condensation or evaporation during non-transfer modes, and pump carryover during transfer modes. A quantitative assessment of the sample size required to adequately characterize a mixture probability distribution arising in any context is included.

Chaotic itinerancy and power-law residence time distribution in stochastic dynamical systems.

PubMed

Namikawa, Jun

2005-08-01

Chaotic itinerant motion among varieties of ordered states is described by a stochastic model based on the mechanism of chaotic itinerancy. The model consists of a random walk on a half-line and a Markov chain with a transition probability matrix. The stability of attractor ruin in the model is investigated by analyzing the residence time distribution of orbits at attractor ruins. It is shown that the residence time distribution averaged over all attractor ruins can be described by the superposition of (truncated) power-law distributions if the basin of attraction for each attractor ruin has a zero measure. This result is confirmed by simulation of models exhibiting chaotic itinerancy. Chaotic itinerancy is also shown to be absent in coupled Milnor attractor systems if the transition probability among attractor ruins can be represented as a Markov chain.

Kinetics of Slow Neutrons in a Time-of-flight Spectrometer. II. Probability of Transmission Across a Rotating Slit and Distribution after the Flight of Neutrons with Velocity Spectrum F (v); CINETICA DEI NEUTRONI LENTI IN UNO SPETTROMETRO A TEMPO DI VOLO. II. PROBABILITA DI TRANSMISSIONE ATTRAVERSO UNA FENDITURA RUOTANTE E DISTRIBUZIONE DOPO IL VOLO DI NEUTRONI CON SPETTRO DI VELOCITA F (V)

DOE Office of Scientific and Technical Information (OSTI.GOV)

Marsequerra, M.; Pauli, G.

1958-12-01

On the basis of the results obtained in Part I (CNC-1), expressions are derived for the transmission probability through a revolving curved slit for neutrons having a velocity distribution f(v), the distribution shown by the neutrons after the flight, and the uncertainty in the energy of neutrons detected in an infinitesimal time interval. (auth)

On the optimal identification of tag sets in time-constrained RFID configurations.

PubMed

Vales-Alonso, Javier; Bueno-Delgado, María Victoria; Egea-López, Esteban; Alcaraz, Juan José; Pérez-Mañogil, Juan Manuel

2011-01-01

In Radio Frequency Identification facilities the identification delay of a set of tags is mainly caused by the random access nature of the reading protocol, yielding a random identification time of the set of tags. In this paper, the cumulative distribution function of the identification time is evaluated using a discrete time Markov chain for single-set time-constrained passive RFID systems, namely those ones where a single group of tags is assumed to be in the reading area and only for a bounded time (sojourn time) before leaving. In these scenarios some tags in a set may leave the reader coverage area unidentified. The probability of this event is obtained from the cumulative distribution function of the identification time as a function of the sojourn time. This result provides a suitable criterion to minimize the probability of losing tags. Besides, an identification strategy based on splitting the set of tags in smaller subsets is also considered. Results demonstrate that there are optimal splitting configurations that reduce the overall identification time while keeping the same probability of losing tags.

An Integrated Framework for Model-Based Distributed Diagnosis and Prognosis

DTIC Science & Technology

2012-09-01

0 : t) denotes all measurements observed up to time t. The goal of prognosis is to determine the end of (use- ful) life ( EOL ) of a system, and/or its...remaining useful life (RUL). For a given fault, f , using the fault estimate, p(xf (t),θf (t)|y(0 : t)), a probability distribution of EOL , p(EOLf (tP...is stochas- tic, EOL /RUL are random variables and we represent them by probability distributions. The acceptable behavior of the system is expressed

How to Assess the Existence of Competing Strategies in Cognitive Tasks: A Primer on the Fixed-Point Property

PubMed Central

van Maanen, Leendert; de Jong, Ritske; van Rijn, Hedderik

2014-01-01

When multiple strategies can be used to solve a type of problem, the observed response time distributions are often mixtures of multiple underlying base distributions each representing one of these strategies. For the case of two possible strategies, the observed response time distributions obey the fixed-point property. That is, there exists one reaction time that has the same probability of being observed irrespective of the actual mixture proportion of each strategy. In this paper we discuss how to compute this fixed-point, and how to statistically assess the probability that indeed the observed response times are generated by two competing strategies. Accompanying this paper is a free R package that can be used to compute and test the presence or absence of the fixed-point property in response time data, allowing for easy to use tests of strategic behavior. PMID:25170893

Stochastic models for the Trojan Y-Chromosome eradication strategy of an invasive species.

PubMed

Wang, Xueying; Walton, Jay R; Parshad, Rana D

2016-01-01

The Trojan Y-Chromosome (TYC) strategy, an autocidal genetic biocontrol method, has been proposed to eliminate invasive alien species. In this work, we develop a Markov jump process model for this strategy, and we verify that there is a positive probability for wild-type females going extinct within a finite time. Moreover, when sex-reversed Trojan females are introduced at a constant population size, we formulate a stochastic differential equation (SDE) model as an approximation to the proposed Markov jump process model. Using the SDE model, we investigate the probability distribution and expectation of the extinction time of wild-type females by solving Kolmogorov equations associated with these statistics. The results indicate how the probability distribution and expectation of the extinction time are shaped by the initial conditions and the model parameters.

Maximizing a Probability: A Student Workshop on an Application of Continuous Distributions

ERIC Educational Resources Information Center

Griffiths, Martin

2010-01-01

For many students meeting, say, the gamma distribution for the first time, it may well turn out to be a rather fruitless encounter unless they are immediately able to see an application of this probability model to some real-life situation. With this in mind, we pose here an appealing problem that can be used as the basis for a workshop activity…

Universality classes of fluctuation dynamics in hierarchical complex systems

NASA Astrophysics Data System (ADS)

Macêdo, A. M. S.; González, Iván R. Roa; Salazar, D. S. P.; Vasconcelos, G. L.

2017-03-01

A unified approach is proposed to describe the statistics of the short-time dynamics of multiscale complex systems. The probability density function of the relevant time series (signal) is represented as a statistical superposition of a large time-scale distribution weighted by the distribution of certain internal variables that characterize the slowly changing background. The dynamics of the background is formulated as a hierarchical stochastic model whose form is derived from simple physical constraints, which in turn restrict the dynamics to only two possible classes. The probability distributions of both the signal and the background have simple representations in terms of Meijer G functions. The two universality classes for the background dynamics manifest themselves in the signal distribution as two types of tails: power law and stretched exponential, respectively. A detailed analysis of empirical data from classical turbulence and financial markets shows excellent agreement with the theory.

Combined risk assessment of nonstationary monthly water quality based on Markov chain and time-varying copula.

PubMed

Shi, Wei; Xia, Jun

2017-02-01

Water quality risk management is a global hot research linkage with the sustainable water resource development. Ammonium nitrogen (NH 3 -N) and permanganate index (COD Mn ) as the focus indicators in Huai River Basin, are selected to reveal their joint transition laws based on Markov theory. The time-varying moments model with either time or land cover index as explanatory variables is applied to build the time-varying marginal distributions of water quality time series. Time-varying copula model, which takes the non-stationarity in the marginal distribution and/or the time variation in dependence structure between water quality series into consideration, is constructed to describe a bivariate frequency analysis for NH 3 -N and COD Mn series at the same monitoring gauge. The larger first-order Markov joint transition probability indicates water quality state Class V w , Class IV and Class III will occur easily in the water body of Bengbu Sluice. Both marginal distribution and copula models are nonstationary, and the explanatory variable time yields better performance than land cover index in describing the non-stationarities in the marginal distributions. In modelling the dependence structure changes, time-varying copula has a better fitting performance than the copula with the constant or the time-trend dependence parameter. The largest synchronous encounter risk probability of NH 3 -N and COD Mn simultaneously reaching Class V is 50.61%, while the asynchronous encounter risk probability is largest when NH 3 -N and COD Mn is inferior to class V and class IV water quality standards, respectively.

Measurements of gas hydrate formation probability distributions on a quasi-free water droplet

NASA Astrophysics Data System (ADS)

Maeda, Nobuo

2014-06-01

A High Pressure Automated Lag Time Apparatus (HP-ALTA) can measure gas hydrate formation probability distributions from water in a glass sample cell. In an HP-ALTA gas hydrate formation originates near the edges of the sample cell and gas hydrate films subsequently grow across the water-guest gas interface. It would ideally be desirable to be able to measure gas hydrate formation probability distributions of a single water droplet or mist that is freely levitating in a guest gas, but this is technically challenging. The next best option is to let a water droplet sit on top of a denser, immiscible, inert, and wall-wetting hydrophobic liquid to avoid contact of a water droplet with the solid walls. Here we report the development of a second generation HP-ALTA which can measure gas hydrate formation probability distributions of a water droplet which sits on a perfluorocarbon oil in a container that is coated with 1H,1H,2H,2H-Perfluorodecyltriethoxysilane. It was found that the gas hydrate formation probability distributions of such a quasi-free water droplet were significantly lower than those of water in a glass sample cell.

Determining probability distribution of coherent integration time near 133 Hz and 1346 km in the Pacific Ocean.

PubMed

Spiesberger, John L

2013-02-01

The hypothesis tested is that internal gravity waves limit the coherent integration time of sound at 1346 km in the Pacific ocean at 133 Hz and a pulse resolution of 0.06 s. Six months of continuous transmissions at about 18 min intervals are examined. The source and receiver are mounted on the bottom of the ocean with timing governed by atomic clocks. Measured variability is only due to fluctuations in the ocean. A model for the propagation of sound through fluctuating internal waves is run without any tuning with data. Excellent resemblance is found between the model and data's probability distributions of integration time up to five hours.

A Brownian model for recurrent earthquakes

USGS Publications Warehouse

Matthews, M.V.; Ellsworth, W.L.; Reasenberg, P.A.

2002-01-01

We construct a probability model for rupture times on a recurrent earthquake source. Adding Brownian perturbations to steady tectonic loading produces a stochastic load-state process. Rupture is assumed to occur when this process reaches a critical-failure threshold. An earthquake relaxes the load state to a characteristic ground level and begins a new failure cycle. The load-state process is a Brownian relaxation oscillator. Intervals between events have a Brownian passage-time distribution that may serve as a temporal model for time-dependent, long-term seismic forecasting. This distribution has the following noteworthy properties: (1) the probability of immediate rerupture is zero; (2) the hazard rate increases steadily from zero at t = 0 to a finite maximum near the mean recurrence time and then decreases asymptotically to a quasi-stationary level, in which the conditional probability of an event becomes time independent; and (3) the quasi-stationary failure rate is greater than, equal to, or less than the mean failure rate because the coefficient of variation is less than, equal to, or greater than 1/???2 ??? 0.707. In addition, the model provides expressions for the hazard rate and probability of rupture on faults for which only a bound can be placed on the time of the last rupture. The Brownian relaxation oscillator provides a connection between observable event times and a formal state variable that reflects the macromechanics of stress and strain accumulation. Analysis of this process reveals that the quasi-stationary distance to failure has a gamma distribution, and residual life has a related exponential distribution. It also enables calculation of "interaction" effects due to external perturbations to the state, such as stress-transfer effects from earthquakes outside the target source. The influence of interaction effects on recurrence times is transient and strongly dependent on when in the loading cycle step pertubations occur. Transient effects may be much stronger than would be predicted by the "clock change" method and characteristically decay inversely with elapsed time after the perturbation.

Extinction time of a stochastic predator-prey model by the generalized cell mapping method

NASA Astrophysics Data System (ADS)

Han, Qun; Xu, Wei; Hu, Bing; Huang, Dongmei; Sun, Jian-Qiao

2018-03-01

The stochastic response and extinction time of a predator-prey model with Gaussian white noise excitations are studied by the generalized cell mapping (GCM) method based on the short-time Gaussian approximation (STGA). The methods for stochastic response probability density functions (PDFs) and extinction time statistics are developed. The Taylor expansion is used to deal with non-polynomial nonlinear terms of the model for deriving the moment equations with Gaussian closure, which are needed for the STGA in order to compute the one-step transition probabilities. The work is validated with direct Monte Carlo simulations. We have presented the transient responses showing the evolution from a Gaussian initial distribution to a non-Gaussian steady-state one. The effects of the model parameter and noise intensities on the steady-state PDFs are discussed. It is also found that the effects of noise intensities on the extinction time statistics are opposite to the effects on the limit probability distributions of the survival species.

Quantum temporal probabilities in tunneling systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Anastopoulos, Charis, E-mail: anastop@physics.upatras.gr; Savvidou, Ntina, E-mail: ksavvidou@physics.upatras.gr

We study the temporal aspects of quantum tunneling as manifested in time-of-arrival experiments in which the detected particle tunnels through a potential barrier. In particular, we present a general method for constructing temporal probabilities in tunneling systems that (i) defines ‘classical’ time observables for quantum systems and (ii) applies to relativistic particles interacting through quantum fields. We show that the relevant probabilities are defined in terms of specific correlation functions of the quantum field associated with tunneling particles. We construct a probability distribution with respect to the time of particle detection that contains all information about the temporal aspects ofmore » the tunneling process. In specific cases, this probability distribution leads to the definition of a delay time that, for parity-symmetric potentials, reduces to the phase time of Bohm and Wigner. We apply our results to piecewise constant potentials, by deriving the appropriate junction conditions on the points of discontinuity. For the double square potential, in particular, we demonstrate the existence of (at least) two physically relevant time parameters, the delay time and a decay rate that describes the escape of particles trapped in the inter-barrier region. Finally, we propose a resolution to the paradox of apparent superluminal velocities for tunneling particles. We demonstrate that the idea of faster-than-light speeds in tunneling follows from an inadmissible use of classical reasoning in the description of quantum systems. -- Highlights: •Present a general methodology for deriving temporal probabilities in tunneling systems. •Treatment applies to relativistic particles interacting through quantum fields. •Derive a new expression for tunneling time. •Identify new time parameters relevant to tunneling. •Propose a resolution of the superluminality paradox in tunneling.« less

A Monte Carlo study of fluorescence generation probability in a two-layered tissue model

NASA Astrophysics Data System (ADS)

Milej, Daniel; Gerega, Anna; Wabnitz, Heidrun; Liebert, Adam

2014-03-01

It was recently reported that the time-resolved measurement of diffuse reflectance and/or fluorescence during injection of an optical contrast agent may constitute a basis for a technique to assess cerebral perfusion. In this paper, we present results of Monte Carlo simulations of the propagation of excitation photons and tracking of fluorescence photons in a two-layered tissue model mimicking intra- and extracerebral tissue compartments. Spatial 3D distributions of the probability that the photons were converted from excitation to emission wavelength in a defined voxel of the medium (generation probability) during their travel between source and detector were obtained for different optical properties in intra- and extracerebral tissue compartments. It was noted that the spatial distribution of the generation probability depends on the distribution of the fluorophore in the medium and is influenced by the absorption of the medium and of the fluorophore at excitation and emission wavelengths. Simulations were also carried out for realistic time courses of the dye concentration in both layers. The results of the study show that the knowledge of the absorption properties of the medium at excitation and emission wavelengths is essential for the interpretation of the time-resolved fluorescence signals measured on the surface of the head.

Benchmarking PARTISN with Analog Monte Carlo: Moments of the Neutron Number and the Cumulative Fission Number Probability Distributions

DOE Office of Scientific and Technical Information (OSTI.GOV)

O'Rourke, Patrick Francis

The purpose of this report is to provide the reader with an understanding of how a Monte Carlo neutron transport code was written, developed, and evolved to calculate the probability distribution functions (PDFs) and their moments for the neutron number at a final time as well as the cumulative fission number, along with introducing several basic Monte Carlo concepts.

Correlation between discrete probability and reaction front propagation rate in heterogeneous mixtures

NASA Astrophysics Data System (ADS)

Naine, Tarun Bharath; Gundawar, Manoj Kumar

2017-09-01

We demonstrate a very powerful correlation between the discrete probability of distances of neighboring cells and thermal wave propagation rate, for a system of cells spread on a one-dimensional chain. A gamma distribution is employed to model the distances of neighboring cells. In the absence of an analytical solution and the differences in ignition times of adjacent reaction cells following non-Markovian statistics, invariably the solution for thermal wave propagation rate for a one-dimensional system with randomly distributed cells is obtained by numerical simulations. However, such simulations which are based on Monte-Carlo methods require several iterations of calculations for different realizations of distribution of adjacent cells. For several one-dimensional systems, differing in the value of shaping parameter of the gamma distribution, we show that the average reaction front propagation rates obtained by a discrete probability between two limits, shows excellent agreement with those obtained numerically. With the upper limit at 1.3, the lower limit depends on the non-dimensional ignition temperature. Additionally, this approach also facilitates the prediction of burning limits of heterogeneous thermal mixtures. The proposed method completely eliminates the need for laborious, time intensive numerical calculations where the thermal wave propagation rates can now be calculated based only on macroscopic entity of discrete probability.

Non-renewal statistics for electron transport in a molecular junction with electron-vibration interaction

NASA Astrophysics Data System (ADS)

Kosov, Daniel S.

2017-09-01

Quantum transport of electrons through a molecule is a series of individual electron tunneling events separated by stochastic waiting time intervals. We study the emergence of temporal correlations between successive waiting times for the electron transport in a vibrating molecular junction. Using the master equation approach, we compute the joint probability distribution for waiting times of two successive tunneling events. We show that the probability distribution is completely reset after each tunneling event if molecular vibrations are thermally equilibrated. If we treat vibrational dynamics exactly without imposing the equilibration constraint, the statistics of electron tunneling events become non-renewal. Non-renewal statistics between two waiting times τ1 and τ2 means that the density matrix of the molecule is not fully renewed after time τ1 and the probability of observing waiting time τ2 for the second electron transfer depends on the previous electron waiting time τ1. The strong electron-vibration coupling is required for the emergence of the non-renewal statistics. We show that in the Franck-Condon blockade regime, extremely rare tunneling events become positively correlated.

Anomalous transport in fluid field with random waiting time depending on the preceding jump length

NASA Astrophysics Data System (ADS)

Zhang, Hong; Li, Guo-Hua

2016-11-01

Anomalous (or non-Fickian) transport behaviors of particles have been widely observed in complex porous media. To capture the energy-dependent characteristics of non-Fickian transport of a particle in flow fields, in the present paper a generalized continuous time random walk model whose waiting time probability distribution depends on the preceding jump length is introduced, and the corresponding master equation in Fourier-Laplace space for the distribution of particles is derived. As examples, two generalized advection-dispersion equations for Gaussian distribution and lévy flight with the probability density function of waiting time being quadratic dependent on the preceding jump length are obtained by applying the derived master equation. Project supported by the Foundation for Young Key Teachers of Chengdu University of Technology, China (Grant No. KYGG201414) and the Opening Foundation of Geomathematics Key Laboratory of Sichuan Province, China (Grant No. scsxdz2013009).

Detecting background changes in environments with dynamic foreground by separating probability distribution function mixtures using Pearson's method of moments

NASA Astrophysics Data System (ADS)

Jenkins, Colleen; Jordan, Jay; Carlson, Jeff

2007-02-01

This paper presents parameter estimation techniques useful for detecting background changes in a video sequence with extreme foreground activity. A specific application of interest is automated detection of the covert placement of threats (e.g., a briefcase bomb) inside crowded public facilities. We propose that a histogram of pixel intensity acquired from a fixed mounted camera over time for a series of images will be a mixture of two Gaussian functions: the foreground probability distribution function and background probability distribution function. We will use Pearson's Method of Moments to separate the two probability distribution functions. The background function can then be "remembered" and changes in the background can be detected. Subsequent comparisons of background estimates are used to detect changes. Changes are flagged to alert security forces to the presence and location of potential threats. Results are presented that indicate the significant potential for robust parameter estimation techniques as applied to video surveillance.

Scaling and clustering effects of extreme precipitation distributions

NASA Astrophysics Data System (ADS)

Zhang, Qiang; Zhou, Yu; Singh, Vijay P.; Li, Jianfeng

2012-08-01

SummaryOne of the impacts of climate change and human activities on the hydrological cycle is the change in the precipitation structure. Closely related to the precipitation structure are two characteristics: the volume (m) of wet periods (WPs) and the time interval between WPs or waiting time (t). Using daily precipitation data for a period of 1960-2005 from 590 rain gauge stations in China, these two characteristics are analyzed, involving scaling and clustering of precipitation episodes. Our findings indicate that m and t follow similar probability distribution curves, implying that precipitation processes are controlled by similar underlying thermo-dynamics. Analysis of conditional probability distributions shows a significant dependence of m and t on their previous values of similar volumes, and the dependence tends to be stronger when m is larger or t is longer. It indicates that a higher probability can be expected when high-intensity precipitation is followed by precipitation episodes with similar precipitation intensity and longer waiting time between WPs is followed by the waiting time of similar duration. This result indicates the clustering of extreme precipitation episodes and severe droughts or floods are apt to occur in groups.

Expected Utility Distributions for Flexible, Contingent Execution

NASA Technical Reports Server (NTRS)

Bresina, John L.; Washington, Richard

2000-01-01

This paper presents a method for using expected utility distributions in the execution of flexible, contingent plans. A utility distribution maps the possible start times of an action to the expected utility of the plan suffix starting with that action. The contingent plan encodes a tree of possible courses of action and includes flexible temporal constraints and resource constraints. When execution reaches a branch point, the eligible option with the highest expected utility at that point in time is selected. The utility distributions make this selection sensitive to the runtime context, yet still efficient. Our approach uses predictions of action duration uncertainty as well as expectations of resource usage and availability to determine when an action can execute and with what probability. Execution windows and probabilities inevitably change as execution proceeds, but such changes do not invalidate the cached utility distributions, thus, dynamic updating of utility information is minimized.

Skill of Ensemble Seasonal Probability Forecasts

NASA Astrophysics Data System (ADS)

Smith, Leonard A.; Binter, Roman; Du, Hailiang; Niehoerster, Falk

2010-05-01

In operational forecasting, the computational complexity of large simulation models is, ideally, justified by enhanced performance over simpler models. We will consider probability forecasts and contrast the skill of ENSEMBLES-based seasonal probability forecasts of interest to the finance sector (specifically temperature forecasts for Nino 3.4 and the Atlantic Main Development Region (MDR)). The ENSEMBLES model simulations will be contrasted against forecasts from statistical models based on the observations (climatological distributions) and empirical dynamics based on the observations but conditioned on the current state (dynamical climatology). For some start dates, individual ENSEMBLES models yield significant skill even at a lead-time of 14 months. The nature of this skill is discussed, and chances of application are noted. Questions surrounding the interpretation of probability forecasts based on these multi-model ensemble simulations are then considered; the distributions considered are formed by kernel dressing the ensemble and blending with the climatology. The sources of apparent (RMS) skill in distributions based on multi-model simulations is discussed, and it is demonstrated that the inclusion of "zero-skill" models in the long range can improve Root-Mean-Square-Error scores, casting some doubt on the common justification for the claim that all models should be included in forming an operational probability forecast. It is argued that the rational response varies with lead time.

Anomalous yet Brownian.

PubMed

Wang, Bo; Anthony, Stephen M; Bae, Sung Chul; Granick, Steve

2009-09-08

We describe experiments using single-particle tracking in which mean-square displacement is simply proportional to time (Fickian), yet the distribution of displacement probability is not Gaussian as should be expected of a classical random walk but, instead, is decidedly exponential for large displacements, the decay length of the exponential being proportional to the square root of time. The first example is when colloidal beads diffuse along linear phospholipid bilayer tubes whose radius is the same as that of the beads. The second is when beads diffuse through entangled F-actin networks, bead radius being less than one-fifth of the actin network mesh size. We explore the relevance to dynamic heterogeneity in trajectory space, which has been extensively discussed regarding glassy systems. Data for the second system might suggest activated diffusion between pores in the entangled F-actin networks, in the same spirit as activated diffusion and exponential tails observed in glassy systems. But the first system shows exceptionally rapid diffusion, nearly as rapid as for identical colloids in free suspension, yet still displaying an exponential probability distribution as in the second system. Thus, although the exponential tail is reminiscent of glassy systems, in fact, these dynamics are exceptionally rapid. We also compare with particle trajectories that are at first subdiffusive but Fickian at the longest measurement times, finding that displacement probability distributions fall onto the same master curve in both regimes. The need is emphasized for experiments, theory, and computer simulation to allow definitive interpretation of this simple and clean exponential probability distribution.

Statistical Studies of the Electric Breakdown in Nitrogen in the Duration Range of 3 ms-60 min

NASA Astrophysics Data System (ADS)

Gorokhov, V. V.; Karelin, V. I.; Perminov, A. V.; Repin, P. B.

2018-05-01

The statistical characteristics of an electric breakdown in the nitrogen in the spike (cathode)-plane gap in the duration range of (3 × 10-3)-3600 s at voltages close to a static breakdown have been studied. It has been found that a probability of a gap breakdown is nonmonotonously distributed over time. The presence of maxima in the probability distribution confirms a contribution of some processes that both stimulate and suppress a breakdown. The typical times of the processes are 30 ms, 10-1 s, and 300 s.

Continuous-Time Classical and Quantum Random Walk on Direct Product of Cayley Graphs

NASA Astrophysics Data System (ADS)

Salimi, S.; Jafarizadeh, M. A.

2009-06-01

In this paper we define direct product of graphs and give a recipe for obtaining probability of observing particle on vertices in the continuous-time classical and quantum random walk. In the recipe, the probability of observing particle on direct product of graph is obtained by multiplication of probability on the corresponding to sub-graphs, where this method is useful to determining probability of walk on complicated graphs. Using this method, we calculate the probability of continuous-time classical and quantum random walks on many of finite direct product Cayley graphs (complete cycle, complete Kn, charter and n-cube). Also, we inquire that the classical state the stationary uniform distribution is reached as t → ∞ but for quantum state is not always satisfied.

Optimum space shuttle launch times relative to natural environment

NASA Technical Reports Server (NTRS)

King, R. L.

1977-01-01

Three sets of meteorological criteria were analyzed to determine the probabilities of favorable launch and landing conditions. Probabilities were computed for every 3 hours on a yearly basis using 14 years of weather data. These temporal probability distributions, applicable to the three sets of weather criteria encompassing benign, moderate and severe weather conditions, were computed for both Kennedy Space Center (KSC) and Edwards Air Force Base. In addition, conditional probabilities were computed for unfavorable weather conditions occurring after a delay which may or may not be due to weather conditions. Also, for KSC, the probabilities of favorable landing conditions at various times after favorable launch conditions have prevailed have been computed so that mission probabilities may be more accurately computed for those time periods when persistence strongly correlates weather conditions. Moreover, the probabilities and conditional probabilities of the occurrence of both favorable and unfavorable events for each individual criterion were computed to indicate the significance of each weather element to the overall result.

Assessing Performance Tradeoffs in Undersea Distributed Sensor Networks

DTIC Science & Technology

2006-09-01

time. We refer to this process as track - before - detect (see [5] for a description), since the final determination of a target presence is not made until...expressions for probability of successful search and probability of false search for modeling the track - before - detect process. We then describe a numerical...random manner (randomly sampled from a uniform distribution). II. SENSOR NETWORK PERFORMANCE MODELS We model the process of track - before - detect by

Oil spill contamination probability in the southeastern Levantine basin.

PubMed

Goldman, Ron; Biton, Eli; Brokovich, Eran; Kark, Salit; Levin, Noam

2015-02-15

Recent gas discoveries in the eastern Mediterranean Sea led to multiple operations with substantial economic interest, and with them there is a risk of oil spills and their potential environmental impacts. To examine the potential spatial distribution of this threat, we created seasonal maps of the probability of oil spill pollution reaching an area in the Israeli coastal and exclusive economic zones, given knowledge of its initial sources. We performed simulations of virtual oil spills using realistic atmospheric and oceanic conditions. The resulting maps show dominance of the alongshore northerly current, which causes the high probability areas to be stretched parallel to the coast, increasing contamination probability downstream of source points. The seasonal westerly wind forcing determines how wide the high probability areas are, and may also restrict these to a small coastal region near source points. Seasonal variability in probability distribution, oil state, and pollution time is also discussed. Copyright © 2014 Elsevier Ltd. All rights reserved.

Properties of the probability distribution associated with the largest event in an earthquake cluster and their implications to foreshocks.

PubMed

Zhuang, Jiancang; Ogata, Yosihiko

2006-04-01

The space-time epidemic-type aftershock sequence model is a stochastic branching process in which earthquake activity is classified into background and clustering components and each earthquake triggers other earthquakes independently according to certain rules. This paper gives the probability distributions associated with the largest event in a cluster and their properties for all three cases when the process is subcritical, critical, and supercritical. One of the direct uses of these probability distributions is to evaluate the probability of an earthquake to be a foreshock, and magnitude distributions of foreshocks and nonforeshock earthquakes. To verify these theoretical results, the Japan Meteorological Agency earthquake catalog is analyzed. The proportion of events that have 1 or more larger descendants in total events is found to be as high as about 15%. When the differences between background events and triggered event in the behavior of triggering children are considered, a background event has a probability about 8% to be a foreshock. This probability decreases when the magnitude of the background event increases. These results, obtained from a complicated clustering model, where the characteristics of background events and triggered events are different, are consistent with the results obtained in [Ogata, Geophys. J. Int. 127, 17 (1996)] by using the conventional single-linked cluster declustering method.

Influence of item distribution pattern and abundance on efficiency of benthic core sampling

USGS Publications Warehouse

Behney, Adam C.; O'Shaughnessy, Ryan; Eichholz, Michael W.; Stafford, Joshua D.

2014-01-01

ore sampling is a commonly used method to estimate benthic item density, but little information exists about factors influencing the accuracy and time-efficiency of this method. We simulated core sampling in a Geographic Information System framework by generating points (benthic items) and polygons (core samplers) to assess how sample size (number of core samples), core sampler size (cm2), distribution of benthic items, and item density affected the bias and precision of estimates of density, the detection probability of items, and the time-costs. When items were distributed randomly versus clumped, bias decreased and precision increased with increasing sample size and increased slightly with increasing core sampler size. Bias and precision were only affected by benthic item density at very low values (500–1,000 items/m2). Detection probability (the probability of capturing ≥ 1 item in a core sample if it is available for sampling) was substantially greater when items were distributed randomly as opposed to clumped. Taking more small diameter core samples was always more time-efficient than taking fewer large diameter samples. We are unable to present a single, optimal sample size, but provide information for researchers and managers to derive optimal sample sizes dependent on their research goals and environmental conditions.

Comparative analysis through probability distributions of a data set

NASA Astrophysics Data System (ADS)

Cristea, Gabriel; Constantinescu, Dan Mihai

2018-02-01

In practice, probability distributions are applied in such diverse fields as risk analysis, reliability engineering, chemical engineering, hydrology, image processing, physics, market research, business and economic research, customer support, medicine, sociology, demography etc. This article highlights important aspects of fitting probability distributions to data and applying the analysis results to make informed decisions. There are a number of statistical methods available which can help us to select the best fitting model. Some of the graphs display both input data and fitted distributions at the same time, as probability density and cumulative distribution. The goodness of fit tests can be used to determine whether a certain distribution is a good fit. The main used idea is to measure the "distance" between the data and the tested distribution, and compare that distance to some threshold values. Calculating the goodness of fit statistics also enables us to order the fitted distributions accordingly to how good they fit to data. This particular feature is very helpful for comparing the fitted models. The paper presents a comparison of most commonly used goodness of fit tests as: Kolmogorov-Smirnov, Anderson-Darling, and Chi-Squared. A large set of data is analyzed and conclusions are drawn by visualizing the data, comparing multiple fitted distributions and selecting the best model. These graphs should be viewed as an addition to the goodness of fit tests.

Prediction of future asset prices

NASA Astrophysics Data System (ADS)

Seong, Ng Yew; Hin, Pooi Ah; Ching, Soo Huei

2014-12-01

This paper attempts to incorporate trading volumes as an additional predictor for predicting asset prices. Denoting r(t) as the vector consisting of the time-t values of the trading volume and price of a given asset, we model the time-(t+1) asset price to be dependent on the present and l-1 past values r(t), r(t-1), ....., r(t-1+1) via a conditional distribution which is derived from a (2l+1)-dimensional power-normal distribution. A prediction interval based on the 100(α/2)% and 100(1-α/2)% points of the conditional distribution is then obtained. By examining the average lengths of the prediction intervals found by using the composite indices of the Malaysia stock market for the period 2008 to 2013, we found that the value 2 appears to be a good choice for l. With the omission of the trading volume in the vector r(t), the corresponding prediction interval exhibits a slightly longer average length, showing that it might be desirable to keep trading volume as a predictor. From the above conditional distribution, the probability that the time-(t+1) asset price will be larger than the time-t asset price is next computed. When the probability differs from 0 (or 1) by less than 0.03, the observed time-(t+1) increase in price tends to be negative (or positive). Thus the above probability has a good potential of being used as a market indicator in technical analysis.

Predicting the cosmological constant with the scale-factor cutoff measure

DOE Office of Scientific and Technical Information (OSTI.GOV)

De Simone, Andrea; Guth, Alan H.; Salem, Michael P.

2008-09-15

It is well known that anthropic selection from a landscape with a flat prior distribution of cosmological constant {lambda} gives a reasonable fit to observation. However, a realistic model of the multiverse has a physical volume that diverges with time, and the predicted distribution of {lambda} depends on how the spacetime volume is regulated. A very promising method of regulation uses a scale-factor cutoff, which avoids a number of serious problems that arise in other approaches. In particular, the scale-factor cutoff avoids the 'youngness problem' (high probability of living in a much younger universe) and the 'Q and G catastrophes'more » (high probability for the primordial density contrast Q and gravitational constant G to have extremely large or small values). We apply the scale-factor cutoff measure to the probability distribution of {lambda}, considering both positive and negative values. The results are in good agreement with observation. In particular, the scale-factor cutoff strongly suppresses the probability for values of {lambda} that are more than about 10 times the observed value. We also discuss qualitatively the prediction for the density parameter {omega}, indicating that with this measure there is a possibility of detectable negative curvature.« less

Goodness of fit of probability distributions for sightings as species approach extinction.

PubMed

Vogel, Richard M; Hosking, Jonathan R M; Elphick, Chris S; Roberts, David L; Reed, J Michael

2009-04-01

Estimating the probability that a species is extinct and the timing of extinctions is useful in biological fields ranging from paleoecology to conservation biology. Various statistical methods have been introduced to infer the time of extinction and extinction probability from a series of individual sightings. There is little evidence, however, as to which of these models provide adequate fit to actual sighting records. We use L-moment diagrams and probability plot correlation coefficient (PPCC) hypothesis tests to evaluate the goodness of fit of various probabilistic models to sighting data collected for a set of North American and Hawaiian bird populations that have either gone extinct, or are suspected of having gone extinct, during the past 150 years. For our data, the uniform, truncated exponential, and generalized Pareto models performed moderately well, but the Weibull model performed poorly. Of the acceptable models, the uniform distribution performed best based on PPCC goodness of fit comparisons and sequential Bonferroni-type tests. Further analyses using field significance tests suggest that although the uniform distribution is the best of those considered, additional work remains to evaluate the truncated exponential model more fully. The methods we present here provide a framework for evaluating subsequent models.

A quantile-based Time at Risk: A new approach for assessing risk in financial markets

NASA Astrophysics Data System (ADS)

Bolgorian, Meysam; Raei, Reza

2013-11-01

In this paper, we provide a new measure for evaluation of risk in financial markets. This measure is based on the return interval of critical events in financial markets or other investment situations. Our main goal was to devise a model like Value at Risk (VaR). As VaR, for a given financial asset, probability level and time horizon, gives a critical value such that the likelihood of loss on the asset over the time horizon exceeds this value is equal to the given probability level, our concept of Time at Risk (TaR), using a probability distribution function of return intervals, provides a critical time such that the probability that the return interval of a critical event exceeds this time equals the given probability level. As an empirical application, we applied our model to data from the Tehran Stock Exchange Price Index (TEPIX) as a financial asset (market portfolio) and reported the results.

Short-term capture of the Earth-Moon system

NASA Astrophysics Data System (ADS)

Qi, Yi; de Ruiter, Anton

2018-06-01

In this paper, the short-term capture (STC) of an asteroid in the Earth-Moon system is proposed and investigated. First, the space condition of STC is analysed and five subsets of the feasible region are defined and discussed. Then, the time condition of STC is studied by parameter scanning in the Sun-Earth-Moon-asteroid restricted four-body problem. Numerical results indicate that there is a clear association between the distributions of the time probability of STC and the five subsets. Next, the influence of the Jacobi constant on STC is examined using the space and time probabilities of STC. Combining the space and time probabilities of STC, we propose a STC index to evaluate the probability of STC comprehensively. Finally, three potential STC asteroids are found and analysed.

High-precision simulation of the height distribution for the KPZ equation

NASA Astrophysics Data System (ADS)

Hartmann, Alexander K.; Le Doussal, Pierre; Majumdar, Satya N.; Rosso, Alberto; Schehr, Gregory

2018-03-01

The one-point distribution of the height for the continuum Kardar-Parisi-Zhang (KPZ) equation is determined numerically using the mapping to the directed polymer in a random potential at high temperature. Using an importance sampling approach, the distribution is obtained over a large range of values, down to a probability density as small as 10-1000 in the tails. Both short and long times are investigated and compared with recent analytical predictions for the large-deviation forms of the probability of rare fluctuations. At short times the agreement with the analytical expression is spectacular. We observe that the far left and right tails, with exponents 5/2 and 3/2, respectively, are preserved also in the region of long times. We present some evidence for the predicted non-trivial crossover in the left tail from the 5/2 tail exponent to the cubic tail of the Tracy-Widom distribution, although the details of the full scaling form remain beyond reach.

Eruption probabilities for the Lassen Volcanic Center and regional volcanism, northern California, and probabilities for large explosive eruptions in the Cascade Range

USGS Publications Warehouse

Nathenson, Manuel; Clynne, Michael A.; Muffler, L.J. Patrick

2012-01-01

Chronologies for eruptive activity of the Lassen Volcanic Center and for eruptions from the regional mafic vents in the surrounding area of the Lassen segment of the Cascade Range are here used to estimate probabilities of future eruptions. For the regional mafic volcanism, the ages of many vents are known only within broad ranges, and two models are developed that should bracket the actual eruptive ages. These chronologies are used with exponential, Weibull, and mixed-exponential probability distributions to match the data for time intervals between eruptions. For the Lassen Volcanic Center, the probability of an eruption in the next year is 1.4x10-4 for the exponential distribution and 2.3x10-4 for the mixed exponential distribution. For the regional mafic vents, the exponential distribution gives a probability of an eruption in the next year of 6.5x10-4, but the mixed exponential distribution indicates that the current probability, 12,000 years after the last event, could be significantly lower. For the exponential distribution, the highest probability is for an eruption from a regional mafic vent. Data on areas and volumes of lava flows and domes of the Lassen Volcanic Center and of eruptions from the regional mafic vents provide constraints on the probable sizes of future eruptions. Probabilities of lava-flow coverage are similar for the Lassen Volcanic Center and for regional mafic vents, whereas the probable eruptive volumes for the mafic vents are generally smaller. Data have been compiled for large explosive eruptions (>≈ 5 km3 in deposit volume) in the Cascade Range during the past 1.2 m.y. in order to estimate probabilities of eruption. For erupted volumes >≈5 km3, the rate of occurrence since 13.6 ka is much higher than for the entire period, and we use these data to calculate the annual probability of a large eruption at 4.6x10-4. For erupted volumes ≥10 km3, the rate of occurrence has been reasonably constant from 630 ka to the present, giving more confidence in the estimate, and we use those data to calculate the annual probability of a large eruption in the next year at 1.4x10-5.

Option volatility and the acceleration Lagrangian

NASA Astrophysics Data System (ADS)

Baaquie, Belal E.; Cao, Yang

2014-01-01

This paper develops a volatility formula for option on an asset from an acceleration Lagrangian model and the formula is calibrated with market data. The Black-Scholes model is a simpler case that has a velocity dependent Lagrangian. The acceleration Lagrangian is defined, and the classical solution of the system in Euclidean time is solved by choosing proper boundary conditions. The conditional probability distribution of final position given the initial position is obtained from the transition amplitude. The volatility is the standard deviation of the conditional probability distribution. Using the conditional probability and the path integral method, the martingale condition is applied, and one of the parameters in the Lagrangian is fixed. The call option price is obtained using the conditional probability and the path integral method.

The transition probability and the probability for the left-most particle's position of the q-totally asymmetric zero range process

DOE Office of Scientific and Technical Information (OSTI.GOV)

Korhonen, Marko; Lee, Eunghyun

2014-01-15

We treat the N-particle zero range process whose jumping rates satisfy a certain condition. This condition is required to use the Bethe ansatz and the resulting model is the q-boson model by Sasamoto and Wadati [“Exact results for one-dimensional totally asymmetric diffusion models,” J. Phys. A 31, 6057–6071 (1998)] or the q-totally asymmetric zero range process (TAZRP) by Borodin and Corwin [“Macdonald processes,” Probab. Theory Relat. Fields (to be published)]. We find the explicit formula of the transition probability of the q-TAZRP via the Bethe ansatz. By using the transition probability we find the probability distribution of the left-most particle'smore » position at time t. To find the probability for the left-most particle's position we find a new identity corresponding to identity for the asymmetric simple exclusion process by Tracy and Widom [“Integral formulas for the asymmetric simple exclusion process,” Commun. Math. Phys. 279, 815–844 (2008)]. For the initial state that all particles occupy a single site, the probability distribution of the left-most particle's position at time t is represented by the contour integral of a determinant.« less

A statistical analysis of the daily streamflow hydrograph

NASA Astrophysics Data System (ADS)

Kavvas, M. L.; Delleur, J. W.

1984-03-01

In this study a periodic statistical analysis of daily streamflow data in Indiana, U.S.A., was performed to gain some new insight into the stochastic structure which describes the daily streamflow process. This analysis was performed by the periodic mean and covariance functions of the daily streamflows, by the time and peak discharge -dependent recession limb of the daily streamflow hydrograph, by the time and discharge exceedance level (DEL) -dependent probability distribution of the hydrograph peak interarrival time, and by the time-dependent probability distribution of the time to peak discharge. Some new statistical estimators were developed and used in this study. In general features, this study has shown that: (a) the persistence properties of daily flows depend on the storage state of the basin at the specified time origin of the flow process; (b) the daily streamflow process is time irreversible; (c) the probability distribution of the daily hydrograph peak interarrival time depends both on the occurrence time of the peak from which the inter-arrival time originates and on the discharge exceedance level; and (d) if the daily streamflow process is modeled as the release from a linear watershed storage, this release should depend on the state of the storage and on the time of the release as the persistence properties and the recession limb decay rates were observed to change with the state of the watershed storage and time. Therefore, a time-varying reservoir system needs to be considered if the daily streamflow process is to be modeled as the release from a linear watershed storage.

Exploration properties of biased evanescent random walkers on a one-dimensional lattice

NASA Astrophysics Data System (ADS)

Esguerra, Jose Perico; Reyes, Jelian

2017-08-01

We investigate the combined effects of bias and evanescence on the characteristics of random walks on a one-dimensional lattice. We calculate the time-dependent return probability, eventual return probability, conditional mean return time, and the time-dependent mean number of visited sites of biased immortal and evanescent discrete-time random walkers on a one-dimensional lattice. We then extend the calculations to the case of a continuous-time step-coupled biased evanescent random walk on a one-dimensional lattice with an exponential waiting time distribution.

Probabilistic seismic hazard in the San Francisco Bay area based on a simplified viscoelastic cycle model of fault interactions

USGS Publications Warehouse

Pollitz, F.F.; Schwartz, D.P.

2008-01-01

We construct a viscoelastic cycle model of plate boundary deformation that includes the effect of time-dependent interseismic strain accumulation, coseismic strain release, and viscoelastic relaxation of the substrate beneath the seismogenic crust. For a given fault system, time-averaged stress changes at any point (not on a fault) are constrained to zero; that is, kinematic consistency is enforced for the fault system. The dates of last rupture, mean recurrence times, and the slip distributions of the (assumed) repeating ruptures are key inputs into the viscoelastic cycle model. This simple formulation allows construction of stress evolution at all points in the plate boundary zone for purposes of probabilistic seismic hazard analysis (PSHA). Stress evolution is combined with a Coulomb failure stress threshold at representative points on the fault segments to estimate the times of their respective future ruptures. In our PSHA we consider uncertainties in a four-dimensional parameter space: the rupture peridocities, slip distributions, time of last earthquake (for prehistoric ruptures) and Coulomb failure stress thresholds. We apply this methodology to the San Francisco Bay region using a recently determined fault chronology of area faults. Assuming single-segment rupture scenarios, we find that fature rupture probabilities of area faults in the coming decades are the highest for the southern Hayward, Rodgers Creek, and northern Calaveras faults. This conclusion is qualitatively similar to that of Working Group on California Earthquake Probabilities, but the probabilities derived here are significantly higher. Given that fault rupture probabilities are highly model-dependent, no single model should be used to assess to time-dependent rupture probabilities. We suggest that several models, including the present one, be used in a comprehensive PSHA methodology, as was done by Working Group on California Earthquake Probabilities.

Contact tracing and antiviral prophylaxis in the early stages of a pandemic: the probability of a major outbreak.

PubMed

Ross, Joshua V; Black, Andrew J

2015-09-01

Antiviral prophylaxis forms a significant component of health management plans for many countries around the world. A number of studies have shown that the delays typically encountered in distributing these antivirals to households, following the first infectious case, can result in their efficacy being severely reduced. Here, we investigate the use of contact tracing as a method to reduce the delays and hence mitigate the reduction in efficacy of antivirals. We assess the usefulness of contact tracing in terms of the probability of a major outbreak. It is found, with parameter distributions appropriate to the 2009 H1N1 pandemic and distributions reflecting commonly experienced delays, that standard contact tracing renders an outbreak impossible approximately one in five times compared with approximately one in ten times in its absence. A contact-tracing efficiency of 50% would see further improvements with an outbreak being impossible approximately one in four times, and a reduction of the median probability of a major outbreak from 0.41 to below 0.27. © The authors 2014. Published by Oxford University Press on behalf of the Institute of Mathematics and its Applications. All rights reserved.

A mechanism producing power law etc. distributions

NASA Astrophysics Data System (ADS)

Li, Heling; Shen, Hongjun; Yang, Bin

2017-07-01

Power law distribution is playing an increasingly important role in the complex system study. Based on the insolvability of complex systems, the idea of incomplete statistics is utilized and expanded, three different exponential factors are introduced in equations about the normalization condition, statistical average and Shannon entropy, with probability distribution function deduced about exponential function, power function and the product form between power function and exponential function derived from Shannon entropy and maximal entropy principle. So it is shown that maximum entropy principle can totally replace equal probability hypothesis. Owing to the fact that power and probability distribution in the product form between power function and exponential function, which cannot be derived via equal probability hypothesis, can be derived by the aid of maximal entropy principle, it also can be concluded that maximal entropy principle is a basic principle which embodies concepts more extensively and reveals basic principles on motion laws of objects more fundamentally. At the same time, this principle also reveals the intrinsic link between Nature and different objects in human society and principles complied by all.

Optimum space shuttle launch times relative to natural environment

NASA Technical Reports Server (NTRS)

King, R. L.

1977-01-01

The probabilities of favorable and unfavorable weather conditions for launch and landing of the STS under different criteria were computed for every three hours on a yearly basis using 14 years of weather data. These temporal probability distributions were considered for three sets of weather criteria encompassing benign, moderate and severe weather conditions for both Kennedy Space Center and for Edwards Air Force Base. In addition, the conditional probabilities were computed for unfavorable weather conditions occurring after a delay which may or may not be due to weather conditions. Also for KSC, the probabilities of favorable landing conditions at various times after favorable launch conditions have prevailed. The probabilities were computed to indicate the significance of each weather element to the overall result.

Sandpile-based model for capturing magnitude distributions and spatiotemporal clustering and separation in regional earthquakes

NASA Astrophysics Data System (ADS)

Batac, Rene C.; Paguirigan, Antonino A., Jr.; Tarun, Anjali B.; Longjas, Anthony G.

2017-04-01

We propose a cellular automata model for earthquake occurrences patterned after the sandpile model of self-organized criticality (SOC). By incorporating a single parameter describing the probability to target the most susceptible site, the model successfully reproduces the statistical signatures of seismicity. The energy distributions closely follow power-law probability density functions (PDFs) with a scaling exponent of around -1. 6, consistent with the expectations of the Gutenberg-Richter (GR) law, for a wide range of the targeted triggering probability values. Additionally, for targeted triggering probabilities within the range 0.004-0.007, we observe spatiotemporal distributions that show bimodal behavior, which is not observed previously for the original sandpile. For this critical range of values for the probability, model statistics show remarkable comparison with long-period empirical data from earthquakes from different seismogenic regions. The proposed model has key advantages, the foremost of which is the fact that it simultaneously captures the energy, space, and time statistics of earthquakes by just introducing a single parameter, while introducing minimal parameters in the simple rules of the sandpile. We believe that the critical targeting probability parameterizes the memory that is inherently present in earthquake-generating regions.

Probability distributions of continuous measurement results for conditioned quantum evolution

NASA Astrophysics Data System (ADS)

Franquet, A.; Nazarov, Yuli V.

2017-02-01

We address the statistics of continuous weak linear measurement on a few-state quantum system that is subject to a conditioned quantum evolution. For a conditioned evolution, both the initial and final states of the system are fixed: the latter is achieved by the postselection in the end of the evolution. The statistics may drastically differ from the nonconditioned case, and the interference between initial and final states can be observed in the probability distributions of measurement outcomes as well as in the average values exceeding the conventional range of nonconditioned averages. We develop a proper formalism to compute the distributions of measurement outcomes, and evaluate and discuss the distributions in experimentally relevant setups. We demonstrate the manifestations of the interference between initial and final states in various regimes. We consider analytically simple examples of nontrivial probability distributions. We reveal peaks (or dips) at half-quantized values of the measurement outputs. We discuss in detail the case of zero overlap between initial and final states demonstrating anomalously big average outputs and sudden jump in time-integrated output. We present and discuss the numerical evaluation of the probability distribution aiming at extending the analytical results and describing a realistic experimental situation of a qubit in the regime of resonant fluorescence.

Distribution of rain height over subtropical region: Durban, South Africa for satellite communication systems

NASA Astrophysics Data System (ADS)

Olurotimi, E. O.; Sokoya, O.; Ojo, J. S.; Owolawi, P. A.

2018-03-01

Rain height is one of the significant parameters for prediction of rain attenuation for Earth-space telecommunication links, especially those operating at frequencies above 10 GHz. This study examines Three-parameter Dagum distribution of the rain height over Durban, South Africa. 5-year data were used to study the monthly, seasonal, and annual variations using the parameters estimated by the maximum likelihood of the distribution. The performance estimation of the distribution was determined using the statistical goodness of fit. Three-parameter Dagum distribution shows an appropriate distribution for the modeling of rain height over Durban with the Root Mean Square Error of 0.26. Also, the shape and scale parameters for the distribution show a wide variation. The probability exceedance of time for 0.01% indicates the high probability of rain attenuation at higher frequencies.

A probable probability distribution of a series nonequilibrium states in a simple system out of equilibrium

NASA Astrophysics Data System (ADS)

Gao, Haixia; Li, Ting; Xiao, Changming

2016-05-01

When a simple system is in its nonequilibrium state, it will shift to its equilibrium state. Obviously, in this process, there are a series of nonequilibrium states. With the assistance of Bayesian statistics and hyperensemble, a probable probability distribution of these nonequilibrium states can be determined by maximizing the hyperensemble entropy. It is known that the largest probability is the equilibrium state, and the far a nonequilibrium state is away from the equilibrium one, the smaller the probability will be, and the same conclusion can also be obtained in the multi-state space. Furthermore, if the probability stands for the relative time the corresponding nonequilibrium state can stay, then the velocity of a nonequilibrium state returning back to its equilibrium can also be determined through the reciprocal of the derivative of this probability. It tells us that the far away the state from the equilibrium is, the faster the returning velocity will be; if the system is near to its equilibrium state, the velocity will tend to be smaller and smaller, and finally tends to 0 when it gets the equilibrium state.

Influence of the random walk finite step on the first-passage probability

NASA Astrophysics Data System (ADS)

Klimenkova, Olga; Menshutin, Anton; Shchur, Lev

2018-01-01

A well known connection between first-passage probability of random walk and distribution of electrical potential described by Laplace equation is studied. We simulate random walk in the plane numerically as a discrete time process with fixed step length. We measure first-passage probability to touch the absorbing sphere of radius R in 2D. We found a regular deviation of the first-passage probability from the exact function, which we attribute to the finiteness of the random walk step.

Computer models of social processes: the case of migration.

PubMed

Beshers, J M

1967-06-01

The demographic model is a program for representing births, deaths, migration, and social mobility as social processes in a non-stationary stochastic process (Markovian). Transition probabilities for each age group are stored and then retrieved at the next appearance of that age cohort. In this way new transition probabilities can be calculated as a function of the old transition probabilities and of two successive distribution vectors.Transition probabilities can be calculated to represent effects of the whole age-by-state distribution at any given time period, too. Such effects as saturation or queuing may be represented by a market mechanism; for example, migration between metropolitan areas can be represented as depending upon job supplies and labor markets. Within metropolitan areas, migration can be represented as invasion and succession processes with tipping points (acceleration curves), and the market device has been extended to represent this phenomenon.Thus, the demographic model makes possible the representation of alternative classes of models of demographic processes. With each class of model one can deduce implied time series (varying parame-terswithin the class) and the output of the several classes can be compared to each other and to outside criteria, such as empirical time series.

Heterogeneous Data Fusion Method to Estimate Travel Time Distributions in Congested Road Networks

PubMed Central

Lam, William H. K.; Li, Qingquan

2017-01-01

Travel times in congested urban road networks are highly stochastic. Provision of travel time distribution information, including both mean and variance, can be very useful for travelers to make reliable path choice decisions to ensure higher probability of on-time arrival. To this end, a heterogeneous data fusion method is proposed to estimate travel time distributions by fusing heterogeneous data from point and interval detectors. In the proposed method, link travel time distributions are first estimated from point detector observations. The travel time distributions of links without point detectors are imputed based on their spatial correlations with links that have point detectors. The estimated link travel time distributions are then fused with path travel time distributions obtained from the interval detectors using Dempster-Shafer evidence theory. Based on fused path travel time distribution, an optimization technique is further introduced to update link travel time distributions and their spatial correlations. A case study was performed using real-world data from Hong Kong and showed that the proposed method obtained accurate and robust estimations of link and path travel time distributions in congested road networks. PMID:29210978

Heterogeneous Data Fusion Method to Estimate Travel Time Distributions in Congested Road Networks.

PubMed

Shi, Chaoyang; Chen, Bi Yu; Lam, William H K; Li, Qingquan

2017-12-06

Travel times in congested urban road networks are highly stochastic. Provision of travel time distribution information, including both mean and variance, can be very useful for travelers to make reliable path choice decisions to ensure higher probability of on-time arrival. To this end, a heterogeneous data fusion method is proposed to estimate travel time distributions by fusing heterogeneous data from point and interval detectors. In the proposed method, link travel time distributions are first estimated from point detector observations. The travel time distributions of links without point detectors are imputed based on their spatial correlations with links that have point detectors. The estimated link travel time distributions are then fused with path travel time distributions obtained from the interval detectors using Dempster-Shafer evidence theory. Based on fused path travel time distribution, an optimization technique is further introduced to update link travel time distributions and their spatial correlations. A case study was performed using real-world data from Hong Kong and showed that the proposed method obtained accurate and robust estimations of link and path travel time distributions in congested road networks.

Processor tradeoffs in distributed real-time systems

NASA Technical Reports Server (NTRS)

Krishna, C. M.; Shin, Kang G.; Bhandari, Inderpal S.

1987-01-01

The problem of the optimization of the design of real-time distributed systems is examined with reference to a class of computer architectures similar to the continuously reconfigurable multiprocessor flight control system structure, CM2FCS. Particular attention is given to the impact of processor replacement and the burn-in time on the probability of dynamic failure and mean cost. The solution is obtained numerically and interpreted in the context of real-time applications.

Tsunami Size Distributions at Far-Field Locations from Aggregated Earthquake Sources

NASA Astrophysics Data System (ADS)

Geist, E. L.; Parsons, T.

2015-12-01

The distribution of tsunami amplitudes at far-field tide gauge stations is explained by aggregating the probability of tsunamis derived from individual subduction zones and scaled by their seismic moment. The observed tsunami amplitude distributions of both continental (e.g., San Francisco) and island (e.g., Hilo) stations distant from subduction zones are examined. Although the observed probability distributions nominally follow a Pareto (power-law) distribution, there are significant deviations. Some stations exhibit varying degrees of tapering of the distribution at high amplitudes and, in the case of the Hilo station, there is a prominent break in slope on log-log probability plots. There are also differences in the slopes of the observed distributions among stations that can be significant. To explain these differences we first estimate seismic moment distributions of observed earthquakes for major subduction zones. Second, regression models are developed that relate the tsunami amplitude at a station to seismic moment at a subduction zone, correcting for epicentral distance. The seismic moment distribution is then transformed to a site-specific tsunami amplitude distribution using the regression model. Finally, a mixture distribution is developed, aggregating the transformed tsunami distributions from all relevant subduction zones. This mixture distribution is compared to the observed distribution to assess the performance of the method described above. This method allows us to estimate the largest tsunami that can be expected in a given time period at a station.

Accounting for length-bias and selection effects in estimating the distribution of menstrual cycle length

PubMed Central

Lum, Kirsten J.; Sundaram, Rajeshwari; Louis, Thomas A.

2015-01-01

Prospective pregnancy studies are a valuable source of longitudinal data on menstrual cycle length. However, care is needed when making inferences of such renewal processes. For example, accounting for the sampling plan is necessary for unbiased estimation of the menstrual cycle length distribution for the study population. If couples can enroll when they learn of the study as opposed to waiting for the start of a new menstrual cycle, then due to length-bias, the enrollment cycle will be stochastically larger than the general run of cycles, a typical property of prevalent cohort studies. Furthermore, the probability of enrollment can depend on the length of time since a woman’s last menstrual period (a backward recurrence time), resulting in selection effects. We focus on accounting for length-bias and selection effects in the likelihood for enrollment menstrual cycle length, using a recursive two-stage approach wherein we first estimate the probability of enrollment as a function of the backward recurrence time and then use it in a likelihood with sampling weights that account for length-bias and selection effects. To broaden the applicability of our methods, we augment our model to incorporate a couple-specific random effect and time-independent covariate. A simulation study quantifies performance for two scenarios of enrollment probability when proper account is taken of sampling plan features. In addition, we estimate the probability of enrollment and the distribution of menstrual cycle length for the study population of the Longitudinal Investigation of Fertility and the Environment Study. PMID:25027273

Probability Forecasting Using Monte Carlo Simulation

NASA Astrophysics Data System (ADS)

Duncan, M.; Frisbee, J.; Wysack, J.

2014-09-01

Space Situational Awareness (SSA) is defined as the knowledge and characterization of all aspects of space. SSA is now a fundamental and critical component of space operations. Increased dependence on our space assets has in turn lead to a greater need for accurate, near real-time knowledge of all space activities. With the growth of the orbital debris population, satellite operators are performing collision avoidance maneuvers more frequently. Frequent maneuver execution expends fuel and reduces the operational lifetime of the spacecraft. Thus the need for new, more sophisticated collision threat characterization methods must be implemented. The collision probability metric is used operationally to quantify the collision risk. The collision probability is typically calculated days into the future, so that high risk and potential high risk conjunction events are identified early enough to develop an appropriate course of action. As the time horizon to the conjunction event is reduced, the collision probability changes. A significant change in the collision probability will change the satellite mission stakeholder's course of action. So constructing a method for estimating how the collision probability will evolve improves operations by providing satellite operators with a new piece of information, namely an estimate or 'forecast' of how the risk will change as time to the event is reduced. Collision probability forecasting is a predictive process where the future risk of a conjunction event is estimated. The method utilizes a Monte Carlo simulation that produces a likelihood distribution for a given collision threshold. Using known state and state uncertainty information, the simulation generates a set possible trajectories for a given space object pair. Each new trajectory produces a unique event geometry at the time of close approach. Given state uncertainty information for both objects, a collision probability value can be computed for every trail. This yields a collision probability distribution given known, predicted uncertainty. This paper presents the details of the collision probability forecasting method. We examine various conjunction event scenarios and numerically demonstrate the utility of this approach in typical event scenarios. We explore the utility of a probability-based track scenario simulation that models expected tracking data frequency as the tasking levels are increased. The resulting orbital uncertainty is subsequently used in the forecasting algorithm.

Using type IV Pearson distribution to calculate the probabilities of underrun and overrun of lists of multiple cases.

PubMed

Wang, Jihan; Yang, Kai

2014-07-01

An efficient operating room needs both little underutilised and overutilised time to achieve optimal cost efficiency. The probabilities of underrun and overrun of lists of cases can be estimated by a well defined duration distribution of the lists. To propose a method of predicting the probabilities of underrun and overrun of lists of cases using Type IV Pearson distribution to support case scheduling. Six years of data were collected. The first 5 years of data were used to fit distributions and estimate parameters. The data from the last year were used as testing data to validate the proposed methods. The percentiles of the duration distribution of lists of cases were calculated by Type IV Pearson distribution and t-distribution. Monte Carlo simulation was conducted to verify the accuracy of percentiles defined by the proposed methods. Operating rooms in John D. Dingell VA Medical Center, United States, from January 2005 to December 2011. Differences between the proportion of lists of cases that were completed within the percentiles of the proposed duration distribution of the lists and the corresponding percentiles. Compared with the t-distribution, the proposed new distribution is 8.31% (0.38) more accurate on average and 14.16% (0.19) more accurate in calculating the probabilities at the 10th and 90th percentiles of the distribution, which is a major concern of operating room schedulers. The absolute deviations between the percentiles defined by Type IV Pearson distribution and those from Monte Carlo simulation varied from 0.20  min (0.01) to 0.43  min (0.03). Operating room schedulers can rely on the most recent 10 cases with the same combination of surgeon and procedure(s) for distribution parameter estimation to plan lists of cases. Values are mean (SEM). The proposed Type IV Pearson distribution is more accurate than t-distribution to estimate the probabilities of underrun and overrun of lists of cases. However, as not all the individual case durations followed log-normal distributions, there was some deviation from the true duration distribution of the lists.

Distribution of tsunami interevent times

NASA Astrophysics Data System (ADS)

Geist, Eric L.; Parsons, Tom

2008-01-01

The distribution of tsunami interevent times is analyzed using global and site-specific (Hilo, Hawaii) tsunami catalogs. An empirical probability density distribution is determined by binning the observed interevent times during a period in which the observation rate is approximately constant. The empirical distributions for both catalogs exhibit non-Poissonian behavior in which there is an abundance of short interevent times compared to an exponential distribution. Two types of statistical distributions are used to model this clustering behavior: (1) long-term clustering described by a universal scaling law, and (2) Omori law decay of aftershocks and triggered sources. The empirical and theoretical distributions all imply an increased hazard rate after a tsunami, followed by a gradual decrease with time approaching a constant hazard rate. Examination of tsunami sources suggests that many of the short interevent times are caused by triggered earthquakes, though the triggered events are not necessarily on the same fault.

Are Earthquake Clusters/Supercycles Real or Random?

NASA Astrophysics Data System (ADS)

Salditch, L.; Brooks, E. M.; Stein, S.; Spencer, B. D.

2016-12-01

Long records of earthquakes at plate boundaries such as the San Andreas or Cascadia often show that large earthquakes occur in temporal clusters, also termed supercycles, separated by less active intervals. These are intriguing because the boundary is presumably being loaded by steady plate motion. If so, earthquakes resulting from seismic cycles - in which their probability is small shortly after the past one, and then increases with time - should occur quasi-periodically rather than be more frequent in some intervals than others. We are exploring this issue with two approaches. One is to assess whether the clusters result purely by chance from a time-independent process that has no "memory." Thus a future earthquake is equally likely immediately after the past one and much later, so earthquakes can cluster in time. We analyze the agreement between such a model and inter-event times for Parkfield, Pallet Creek, and other records. A useful tool is transformation by the inverse cumulative distribution function, so the inter-event times have a uniform distribution when the memorylessness property holds. The second is via a time-variable model in which earthquake probability increases with time between earthquakes and decreases after an earthquake. The probability of an event increases with time until one happens, after which it decreases, but not to zero. Hence after a long period of quiescence, the probability of an earthquake can remain higher than the long-term average for several cycles. Thus the probability of another earthquake is path dependent, i.e. depends on the prior earthquake history over multiple cycles. Time histories resulting from simulations give clusters with properties similar to those observed. The sequences of earthquakes result from both the model parameters and chance, so two runs with the same parameters look different. The model parameters control the average time between events and the variation of the actual times around this average, so models can be strongly or weakly time-dependent.

Modeling utilization distributions in space and time

USGS Publications Warehouse

Keating, K.A.; Cherry, S.

2009-01-01

W. Van Winkle defined the utilization distribution (UD) as a probability density that gives an animal's relative frequency of occurrence in a two-dimensional (x, y) plane. We extend Van Winkle's work by redefining the UD as the relative frequency distribution of an animal's occurrence in all four dimensions of space and time. We then describe a product kernel model estimation method, devising a novel kernel from the wrapped Cauchy distribution to handle circularly distributed temporal covariates, such as day of year. Using Monte Carlo simulations of animal movements in space and time, we assess estimator performance. Although not unbiased, the product kernel method yields models highly correlated (Pearson's r - 0.975) with true probabilities of occurrence and successfully captures temporal variations in density of occurrence. In an empirical example, we estimate the expected UD in three dimensions (x, y, and t) for animals belonging to each of two distinct bighorn sheep {Ovis canadensis) social groups in Glacier National Park, Montana, USA. Results show the method can yield ecologically informative models that successfully depict temporal variations in density of occurrence for a seasonally migratory species. Some implications of this new approach to UD modeling are discussed. ?? 2009 by the Ecological Society of America.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Xu, Xin-Ping, E-mail: xuxp@mail.ihep.ac.cn; Ide, Yusuke

In the literature, there are numerous studies of one-dimensional discrete-time quantum walks (DTQWs) using a moving shift operator. However, there is no exact solution for the limiting probability distributions of DTQWs on cycles using a general coin or swapping shift operator. In this paper, we derive exact solutions for the limiting probability distribution of quantum walks using a general coin and swapping shift operator on cycles for the first time. Based on the exact solutions, we show how to generate symmetric quantum walks and determine the condition under which a symmetric quantum walk appears. Our results suggest that choosing various coinmore » and initial state parameters can achieve a symmetric quantum walk. By defining a quantity to measure the variation of symmetry, deviation and mixing time of symmetric quantum walks are also investigated.« less

Energetics and Birth Rates of Supernova Remnants in the Large Magellanic Cloud

NASA Astrophysics Data System (ADS)

Leahy, D. A.

2017-03-01

Published X-ray emission properties for a sample of 50 supernova remnants (SNRs) in the Large Magellanic Cloud (LMC) are used as input for SNR evolution modeling calculations. The forward shock emission is modeled to obtain the initial explosion energy, age, and circumstellar medium density for each SNR in the sample. The resulting age distribution yields a SNR birthrate of 1/(500 yr) for the LMC. The explosion energy distribution is well fit by a log-normal distribution, with a most-probable explosion energy of 0.5× {10}51 erg, with a 1σ dispersion by a factor of 3 in energy. The circumstellar medium density distribution is broader than the explosion energy distribution, with a most-probable density of ˜0.1 cm-3. The shape of the density distribution can be fit with a log-normal distribution, with incompleteness at high density caused by the shorter evolution times of SNRs.

Impact of temporal probability in 4D dose calculation for lung tumors.

PubMed

Rouabhi, Ouided; Ma, Mingyu; Bayouth, John; Xia, Junyi

2015-11-08

The purpose of this study was to evaluate the dosimetric uncertainty in 4D dose calculation using three temporal probability distributions: uniform distribution, sinusoidal distribution, and patient-specific distribution derived from the patient respiratory trace. Temporal probability, defined as the fraction of time a patient spends in each respiratory amplitude, was evaluated in nine lung cancer patients. Four-dimensional computed tomography (4D CT), along with deformable image registration, was used to compute 4D dose incorporating the patient's respiratory motion. First, the dose of each of 10 phase CTs was computed using the same planning parameters as those used in 3D treatment planning based on the breath-hold CT. Next, deformable image registration was used to deform the dose of each phase CT to the breath-hold CT using the deformation map between the phase CT and the breath-hold CT. Finally, the 4D dose was computed by summing the deformed phase doses using their corresponding temporal probabilities. In this study, 4D dose calculated from the patient-specific temporal probability distribution was used as the ground truth. The dosimetric evaluation matrix included: 1) 3D gamma analysis, 2) mean tumor dose (MTD), 3) mean lung dose (MLD), and 4) lung V20. For seven out of nine patients, both uniform and sinusoidal temporal probability dose distributions were found to have an average gamma passing rate > 95% for both the lung and PTV regions. Compared with 4D dose calculated using the patient respiratory trace, doses using uniform and sinusoidal distribution showed a percentage difference on average of -0.1% ± 0.6% and -0.2% ± 0.4% in MTD, -0.2% ± 1.9% and -0.2% ± 1.3% in MLD, 0.09% ± 2.8% and -0.07% ± 1.8% in lung V20, -0.1% ± 2.0% and 0.08% ± 1.34% in lung V10, 0.47% ± 1.8% and 0.19% ± 1.3% in lung V5, respectively. We concluded that four-dimensional dose computed using either a uniform or sinusoidal temporal probability distribution can approximate four-dimensional dose computed using the patient-specific respiratory trace.

A System-Level Throughput Model for Quantum Key Distribution

DTIC Science & Technology

2015-09-17

object. In quantum entanglement , the physical properties of particle pairs or groups of particles are correlated – the quantum state of each particle...One-Time Pad Algorithm ............................................................................. 8 Figure 2. Photon Polarization [19...64 Poisson distribution for multi- photon probability (29

Assessing the potential for improving S2S forecast skill through multimodel ensembling

NASA Astrophysics Data System (ADS)

Vigaud, N.; Robertson, A. W.; Tippett, M. K.; Wang, L.; Bell, M. J.

2016-12-01

Non-linear logistic regression is well suited to probability forecasting and has been successfully applied in the past to ensemble weather and climate predictions, providing access to the full probabilities distribution without any Gaussian assumption. However, little work has been done at sub-monthly lead times where relatively small re-forecast ensembles and lengths represent new challenges for which post-processing avenues have yet to be investigated. A promising approach consists in extending the definition of non-linear logistic regression by including the quantile of the forecast distribution as one of the predictors. So-called Extended Logistic Regression (ELR), which enables mutually consistent individual threshold probabilities, is here applied to ECMWF, CFSv2 and CMA re-forecasts from the S2S database in order to produce rainfall probabilities at weekly resolution. The ELR model is trained on seasonally-varying tercile categories computed for lead times of 1 to 4 weeks. It is then tested in a cross-validated manner, i.e. allowing real-time predictability applications, to produce rainfall tercile probabilities from individual weekly hindcasts that are finally combined by equal pooling. Results will be discussed over a broader North American region, where individual and MME forecasts generated out to 4 weeks lead are characterized by good probabilistic reliability but low sharpness, exhibiting systematically more skill in winter than summer.

Large-deviation probabilities for correlated Gaussian processes and intermittent dynamical systems

NASA Astrophysics Data System (ADS)

Massah, Mozhdeh; Nicol, Matthew; Kantz, Holger

2018-05-01

In its classical version, the theory of large deviations makes quantitative statements about the probability of outliers when estimating time averages, if time series data are identically independently distributed. We study large-deviation probabilities (LDPs) for time averages in short- and long-range correlated Gaussian processes and show that long-range correlations lead to subexponential decay of LDPs. A particular deterministic intermittent map can, depending on a control parameter, also generate long-range correlated time series. We illustrate numerically, in agreement with the mathematical literature, that this type of intermittency leads to a power law decay of LDPs. The power law decay holds irrespective of whether the correlation time is finite or infinite, and hence irrespective of whether the central limit theorem applies or not.

Probing the statistics of transport in the Hénon Map

NASA Astrophysics Data System (ADS)

Alus, O.; Fishman, S.; Meiss, J. D.

2016-09-01

The phase space of an area-preserving map typically contains infinitely many elliptic islands embedded in a chaotic sea. Orbits near the boundary of a chaotic region have been observed to stick for long times, strongly influencing their transport properties. The boundary is composed of invariant "boundary circles." We briefly report recent results of the distribution of rotation numbers of boundary circles for the Hénon quadratic map and show that the probability of occurrence of small integer entries of their continued fraction expansions is larger than would be expected for a number chosen at random. However, large integer entries occur with probabilities distributed proportionally to the random case. The probability distributions of ratios of fluxes through island chains is reported as well. These island chains are neighbours in the sense of the Meiss-Ott Markov-tree model. Two distinct universality families are found. The distributions of the ratio between the flux and orbital period are also presented. All of these results have implications for models of transport in mixed phase space.

A Stochastic Model For Extracting Sediment Delivery Timescales From Sediment Budgets

NASA Astrophysics Data System (ADS)

Pizzuto, J. E.; Benthem, A.; Karwan, D. L.; Keeler, J. J.; Skalak, K.

2015-12-01

Watershed managers need to quantify sediment storage and delivery timescales to understand the time required for best management practices to improve downstream water quality. To address this need, we route sediment downstream using a random walk through a series of valley compartments spaced at 1 km intervals. The probability of storage within each compartment, q, is specified from a sediment budget and is defined as the ratio of the volume deposited to the annual sediment flux. Within each compartment, the probability of sediment moving directly downstream without being stored is p=1-q. If sediment is stored within a compartment, its "resting time" is specified by a stochastic exponential waiting time distribution with a mean of 10 years. After a particle's waiting time is over, it moves downstream to the next compartment by fluvial transport. Over a distance of "n" compartments, a sediment particle may be stored from 0 to n times with the probability of each outcome (store or not store) specified by the binomial distribution. We assign q = 0.02, a stream velocity of 0.5 m/s, an event "intermittency "of 0.01, and assume a balanced sediment budget. Travel time probability density functions have a steep peak at the shortest times, representing rapid transport in the channel of the fraction of sediment that moves downstream without being stored. However, the probability of moving downstream "n" km without storage is pn (0.90 for 5 km, 0.36 for 50 km, 0.006 for 250 km), so travel times are increasingly dominated by storage with increasing distance. Median travel times for 5, 50, and 250 km are 0.03, 4.4, and 46.5 years. After a distance of approximately 2/q or 100 km (2/0.02/km), the median travel time is determined by storage timescales, and active fluvial transport is irrelevant. Our model extracts travel time statistics from sediment budgets, and can be cast as a differential equation and solved numerically for more complex systems.

A Search Model for Imperfectly Detected Targets

NASA Technical Reports Server (NTRS)

Ahumada, Albert

2012-01-01

Under the assumptions that 1) the search region can be divided up into N non-overlapping sub-regions that are searched sequentially, 2) the probability of detection is unity if a sub-region is selected, and 3) no information is available to guide the search, there are two extreme case models. The search can be done perfectly, leading to a uniform distribution over the number of searches required, or the search can be done with no memory, leading to a geometric distribution for the number of searches required with a success probability of 1/N. If the probability of detection P is less than unity, but the search is done otherwise perfectly, the searcher will have to search the N regions repeatedly until detection occurs. The number of searches is thus the sum two random variables. One is N times the number of full searches (a geometric distribution with success probability P) and the other is the uniform distribution over the integers 1 to N. The first three moments of this distribution were computed, giving the mean, standard deviation, and the kurtosis of the distribution as a function of the two parameters. The model was fit to the data presented last year (Ahumada, Billington, & Kaiwi, 2 required to find a single pixel target on a simulated horizon. The model gave a good fit to the three moments for all three observers.

Statistical description of non-Gaussian samples in the F2 layer of the ionosphere during heliogeophysical disturbances

NASA Astrophysics Data System (ADS)

Sergeenko, N. P.

2017-11-01

An adequate statistical method should be developed in order to predict probabilistically the range of ionospheric parameters. This problem is solved in this paper. The time series of the critical frequency of the layer F2- foF2( t) were subjected to statistical processing. For the obtained samples {δ foF2}, statistical distributions and invariants up to the fourth order are calculated. The analysis shows that the distributions differ from the Gaussian law during the disturbances. At levels of sufficiently small probability distributions, there are arbitrarily large deviations from the model of the normal process. Therefore, it is attempted to describe statistical samples {δ foF2} based on the Poisson model. For the studied samples, the exponential characteristic function is selected under the assumption that time series are a superposition of some deterministic and random processes. Using the Fourier transform, the characteristic function is transformed into a nonholomorphic excessive-asymmetric probability-density function. The statistical distributions of the samples {δ foF2} calculated for the disturbed periods are compared with the obtained model distribution function. According to the Kolmogorov's criterion, the probabilities of the coincidence of a posteriori distributions with the theoretical ones are P 0.7-0.9. The conducted analysis makes it possible to draw a conclusion about the applicability of a model based on the Poisson random process for the statistical description and probabilistic variation estimates during heliogeophysical disturbances of the variations {δ foF2}.

Statistical Significance of Periodicity and Log-Periodicity with Heavy-Tailed Correlated Noise

NASA Astrophysics Data System (ADS)

Zhou, Wei-Xing; Sornette, Didier

We estimate the probability that random noise, of several plausible standard distributions, creates a false alarm that a periodicity (or log-periodicity) is found in a time series. The solution of this problem is already known for independent Gaussian distributed noise. We investigate more general situations with non-Gaussian correlated noises and present synthetic tests on the detectability and statistical significance of periodic components. A periodic component of a time series is usually detected by some sort of Fourier analysis. Here, we use the Lomb periodogram analysis, which is suitable and outperforms Fourier transforms for unevenly sampled time series. We examine the false-alarm probability of the largest spectral peak of the Lomb periodogram in the presence of power-law distributed noises, of short-range and of long-range fractional-Gaussian noises. Increasing heavy-tailness (respectively correlations describing persistence) tends to decrease (respectively increase) the false-alarm probability of finding a large spurious Lomb peak. Increasing anti-persistence tends to decrease the false-alarm probability. We also study the interplay between heavy-tailness and long-range correlations. In order to fully determine if a Lomb peak signals a genuine rather than a spurious periodicity, one should in principle characterize the Lomb peak height, its width and its relations to other peaks in the complete spectrum. As a step towards this full characterization, we construct the joint-distribution of the frequency position (relative to other peaks) and of the height of the highest peak of the power spectrum. We also provide the distributions of the ratio of the highest Lomb peak to the second highest one. Using the insight obtained by the present statistical study, we re-examine previously reported claims of ``log-periodicity'' and find that the credibility for log-periodicity in 2D-freely decaying turbulence is weakened while it is strengthened for fracture, for the ion-signature prior to the Kobe earthquake and for financial markets.

Towards a theoretical determination of the geographical probability distribution of meteoroid impacts on Earth

NASA Astrophysics Data System (ADS)

Zuluaga, Jorge I.; Sucerquia, Mario

2018-06-01

Tunguska and Chelyabinsk impact events occurred inside a geographical area of only 3.4 per cent of the Earth's surface. Although two events hardly constitute a statistically significant demonstration of a geographical pattern of impacts, their spatial coincidence is at least tantalizing. To understand if this concurrence reflects an underlying geographical and/or temporal pattern, we must aim at predicting the spatio-temporal distribution of meteoroid impacts on Earth. For this purpose we designed, implemented, and tested a novel numerical technique, the `Gravitational Ray Tracing' (GRT) designed to compute the relative impact probability (RIP) on the surface of any planet. GRT is inspired by the so-called ray-casting techniques used to render realistic images of complex 3D scenes. In this paper we describe the method and the results of testing it at the time of large impact events. Our findings suggest a non-trivial pattern of impact probabilities at any given time on the Earth. Locations at 60-90° from the apex are more prone to impacts, especially at midnight. Counterintuitively, sites close to apex direction have the lowest RIP, while in the antapex RIP are slightly larger than average. We present here preliminary maps of RIP at the time of Tunguska and Chelyabinsk events and found no evidence of a spatial or temporal pattern, suggesting that their coincidence was fortuitous. We apply the GRT method to compute theoretical RIP at the location and time of 394 large fireballs. Although the predicted spatio-temporal impact distribution matches marginally the observed events, we successfully predict their impact speed distribution.

Drought forecasting in Luanhe River basin involving climatic indices

NASA Astrophysics Data System (ADS)

Ren, Weinan; Wang, Yixuan; Li, Jianzhu; Feng, Ping; Smith, Ronald J.

2017-11-01

Drought is regarded as one of the most severe natural disasters globally. This is especially the case in Tianjin City, Northern China, where drought can affect economic development and people's livelihoods. Drought forecasting, the basis of drought management, is an important mitigation strategy. In this paper, we evolve a probabilistic forecasting model, which forecasts transition probabilities from a current Standardized Precipitation Index (SPI) value to a future SPI class, based on conditional distribution of multivariate normal distribution to involve two large-scale climatic indices at the same time, and apply the forecasting model to 26 rain gauges in the Luanhe River basin in North China. The establishment of the model and the derivation of the SPI are based on the hypothesis of aggregated monthly precipitation that is normally distributed. Pearson correlation and Shapiro-Wilk normality tests are used to select appropriate SPI time scale and large-scale climatic indices. Findings indicated that longer-term aggregated monthly precipitation, in general, was more likely to be considered normally distributed and forecasting models should be applied to each gauge, respectively, rather than to the whole basin. Taking Liying Gauge as an example, we illustrate the impact of the SPI time scale and lead time on transition probabilities. Then, the controlled climatic indices of every gauge are selected by Pearson correlation test and the multivariate normality of SPI, corresponding climatic indices for current month and SPI 1, 2, and 3 months later are demonstrated using Shapiro-Wilk normality test. Subsequently, we illustrate the impact of large-scale oceanic-atmospheric circulation patterns on transition probabilities. Finally, we use a score method to evaluate and compare the performance of the three forecasting models and compare them with two traditional models which forecast transition probabilities from a current to a future SPI class. The results show that the three proposed models outperform the two traditional models and involving large-scale climatic indices can improve the forecasting accuracy.

A probability distribution model of tooth pits for evaluating time-varying mesh stiffness of pitting gears

NASA Astrophysics Data System (ADS)

Lei, Yaguo; Liu, Zongyao; Wang, Delong; Yang, Xiao; Liu, Huan; Lin, Jing

2018-06-01

Tooth damage often causes a reduction in gear mesh stiffness. Thus time-varying mesh stiffness (TVMS) can be treated as an indication of gear health conditions. This study is devoted to investigating the mesh stiffness variations of a pair of external spur gears with tooth pitting, and proposes a new model for describing tooth pitting based on probability distribution. In the model, considering the appearance and development process of tooth pitting, we model the pitting on the surface of spur gear teeth as a series of pits with a uniform distribution in the direction of tooth width and a normal distribution in the direction of tooth height, respectively. In addition, four pitting degrees, from no pitting to severe pitting, are modeled. Finally, influences of tooth pitting on TVMS are analyzed in details and the proposed model is validated by comparing with a finite element model. The comparison results show that the proposed model is effective for the TVMS evaluations of pitting gears.

On the properties of stochastic intermittency in rainfall processes.

PubMed

Molini, A; La, Barbera P; Lanza, L G

2002-01-01

In this work we propose a mixed approach to deal with the modelling of rainfall events, based on the analysis of geometrical and statistical properties of rain intermittency in time, combined with the predictability power derived from the analysis of no-rain periods distribution and from the binary decomposition of the rain signal. Some recent hypotheses on the nature of rain intermittency are reviewed too. In particular, the internal intermittent structure of a high resolution pluviometric time series covering one decade and recorded at the tipping bucket station of the University of Genova is analysed, by separating the internal intermittency of rainfall events from the inter-arrival process through a simple geometrical filtering procedure. In this way it is possible to associate no-rain intervals with a probability distribution both in virtue of their position within the event and their percentage. From this analysis, an invariant probability distribution for the no-rain periods within the events is obtained at different aggregation levels and its satisfactory agreement with a typical extreme value distribution is shown.

Estimation and prediction of maximum daily rainfall at Sagar Island using best fit probability models

NASA Astrophysics Data System (ADS)

Mandal, S.; Choudhury, B. U.

2015-07-01

Sagar Island, setting on the continental shelf of Bay of Bengal, is one of the most vulnerable deltas to the occurrence of extreme rainfall-driven climatic hazards. Information on probability of occurrence of maximum daily rainfall will be useful in devising risk management for sustaining rainfed agrarian economy vis-a-vis food and livelihood security. Using six probability distribution models and long-term (1982-2010) daily rainfall data, we studied the probability of occurrence of annual, seasonal and monthly maximum daily rainfall (MDR) in the island. To select the best fit distribution models for annual, seasonal and monthly time series based on maximum rank with minimum value of test statistics, three statistical goodness of fit tests, viz. Kolmogorove-Smirnov test (K-S), Anderson Darling test ( A 2 ) and Chi-Square test ( X 2) were employed. The fourth probability distribution was identified from the highest overall score obtained from the three goodness of fit tests. Results revealed that normal probability distribution was best fitted for annual, post-monsoon and summer seasons MDR, while Lognormal, Weibull and Pearson 5 were best fitted for pre-monsoon, monsoon and winter seasons, respectively. The estimated annual MDR were 50, 69, 86, 106 and 114 mm for return periods of 2, 5, 10, 20 and 25 years, respectively. The probability of getting an annual MDR of >50, >100, >150, >200 and >250 mm were estimated as 99, 85, 40, 12 and 03 % level of exceedance, respectively. The monsoon, summer and winter seasons exhibited comparatively higher probabilities (78 to 85 %) for MDR of >100 mm and moderate probabilities (37 to 46 %) for >150 mm. For different recurrence intervals, the percent probability of MDR varied widely across intra- and inter-annual periods. In the island, rainfall anomaly can pose a climatic threat to the sustainability of agricultural production and thus needs adequate adaptation and mitigation measures.

NEWTPOIS- NEWTON POISSON DISTRIBUTION PROGRAM

NASA Technical Reports Server (NTRS)

Bowerman, P. N.

1994-01-01

The cumulative poisson distribution program, NEWTPOIS, is one of two programs which make calculations involving cumulative poisson distributions. Both programs, NEWTPOIS (NPO-17715) and CUMPOIS (NPO-17714), can be used independently of one another. NEWTPOIS determines percentiles for gamma distributions with integer shape parameters and calculates percentiles for chi-square distributions with even degrees of freedom. It can be used by statisticians and others concerned with probabilities of independent events occurring over specific units of time, area, or volume. NEWTPOIS determines the Poisson parameter (lambda), that is; the mean (or expected) number of events occurring in a given unit of time, area, or space. Given that the user already knows the cumulative probability for a specific number of occurrences (n) it is usually a simple matter of substitution into the Poisson distribution summation to arrive at lambda. However, direct calculation of the Poisson parameter becomes difficult for small positive values of n and unmanageable for large values. NEWTPOIS uses Newton's iteration method to extract lambda from the initial value condition of the Poisson distribution where n=0, taking successive estimations until some user specified error term (epsilon) is reached. The NEWTPOIS program is written in C. It was developed on an IBM AT with a numeric co-processor using Microsoft C 5.0. Because the source code is written using standard C structures and functions, it should compile correctly on most C compilers. The program format is interactive, accepting epsilon, n, and the cumulative probability of the occurrence of n as inputs. It has been implemented under DOS 3.2 and has a memory requirement of 30K. NEWTPOIS was developed in 1988.

An understanding of human dynamics in urban subway traffic from the Maximum Entropy Principle

NASA Astrophysics Data System (ADS)

Yong, Nuo; Ni, Shunjiang; Shen, Shifei; Ji, Xuewei

2016-08-01

We studied the distribution of entry time interval in Beijing subway traffic by analyzing the smart card transaction data, and then deduced the probability distribution function of entry time interval based on the Maximum Entropy Principle. Both theoretical derivation and data statistics indicated that the entry time interval obeys power-law distribution with an exponential cutoff. In addition, we pointed out the constraint conditions for the distribution form and discussed how the constraints affect the distribution function. It is speculated that for bursts and heavy tails in human dynamics, when the fitted power exponent is less than 1.0, it cannot be a pure power-law distribution, but with an exponential cutoff, which may be ignored in the previous studies.

Accounting for length-bias and selection effects in estimating the distribution of menstrual cycle length.

PubMed

Lum, Kirsten J; Sundaram, Rajeshwari; Louis, Thomas A

2015-01-01

Prospective pregnancy studies are a valuable source of longitudinal data on menstrual cycle length. However, care is needed when making inferences of such renewal processes. For example, accounting for the sampling plan is necessary for unbiased estimation of the menstrual cycle length distribution for the study population. If couples can enroll when they learn of the study as opposed to waiting for the start of a new menstrual cycle, then due to length-bias, the enrollment cycle will be stochastically larger than the general run of cycles, a typical property of prevalent cohort studies. Furthermore, the probability of enrollment can depend on the length of time since a woman's last menstrual period (a backward recurrence time), resulting in selection effects. We focus on accounting for length-bias and selection effects in the likelihood for enrollment menstrual cycle length, using a recursive two-stage approach wherein we first estimate the probability of enrollment as a function of the backward recurrence time and then use it in a likelihood with sampling weights that account for length-bias and selection effects. To broaden the applicability of our methods, we augment our model to incorporate a couple-specific random effect and time-independent covariate. A simulation study quantifies performance for two scenarios of enrollment probability when proper account is taken of sampling plan features. In addition, we estimate the probability of enrollment and the distribution of menstrual cycle length for the study population of the Longitudinal Investigation of Fertility and the Environment Study. Published by Oxford University Press 2014. This work is written by (a) US Government employee(s) and is in the public domain in the US.

Cumulative Poisson Distribution Program

NASA Technical Reports Server (NTRS)

Bowerman, Paul N.; Scheuer, Ernest M.; Nolty, Robert

1990-01-01

Overflow and underflow in sums prevented. Cumulative Poisson Distribution Program, CUMPOIS, one of two computer programs that make calculations involving cumulative Poisson distributions. Both programs, CUMPOIS (NPO-17714) and NEWTPOIS (NPO-17715), used independently of one another. CUMPOIS determines cumulative Poisson distribution, used to evaluate cumulative distribution function (cdf) for gamma distributions with integer shape parameters and cdf for X (sup2) distributions with even degrees of freedom. Used by statisticians and others concerned with probabilities of independent events occurring over specific units of time, area, or volume. Written in C.

Collective odor source estimation and search in time-variant airflow environments using mobile robots.

PubMed

Meng, Qing-Hao; Yang, Wei-Xing; Wang, Yang; Zeng, Ming

2011-01-01

This paper addresses the collective odor source localization (OSL) problem in a time-varying airflow environment using mobile robots. A novel OSL methodology which combines odor-source probability estimation and multiple robots' search is proposed. The estimation phase consists of two steps: firstly, the separate probability-distribution map of odor source is estimated via Bayesian rules and fuzzy inference based on a single robot's detection events; secondly, the separate maps estimated by different robots at different times are fused into a combined map by way of distance based superposition. The multi-robot search behaviors are coordinated via a particle swarm optimization algorithm, where the estimated odor-source probability distribution is used to express the fitness functions. In the process of OSL, the estimation phase provides the prior knowledge for the searching while the searching verifies the estimation results, and both phases are implemented iteratively. The results of simulations for large-scale advection-diffusion plume environments and experiments using real robots in an indoor airflow environment validate the feasibility and robustness of the proposed OSL method.

Collective Odor Source Estimation and Search in Time-Variant Airflow Environments Using Mobile Robots

PubMed Central

Meng, Qing-Hao; Yang, Wei-Xing; Wang, Yang; Zeng, Ming

2011-01-01

This paper addresses the collective odor source localization (OSL) problem in a time-varying airflow environment using mobile robots. A novel OSL methodology which combines odor-source probability estimation and multiple robots’ search is proposed. The estimation phase consists of two steps: firstly, the separate probability-distribution map of odor source is estimated via Bayesian rules and fuzzy inference based on a single robot’s detection events; secondly, the separate maps estimated by different robots at different times are fused into a combined map by way of distance based superposition. The multi-robot search behaviors are coordinated via a particle swarm optimization algorithm, where the estimated odor-source probability distribution is used to express the fitness functions. In the process of OSL, the estimation phase provides the prior knowledge for the searching while the searching verifies the estimation results, and both phases are implemented iteratively. The results of simulations for large-scale advection–diffusion plume environments and experiments using real robots in an indoor airflow environment validate the feasibility and robustness of the proposed OSL method. PMID:22346650

System statistical reliability model and analysis

NASA Technical Reports Server (NTRS)

Lekach, V. S.; Rood, H.

1973-01-01

A digital computer code was developed to simulate the time-dependent behavior of the 5-kwe reactor thermoelectric system. The code was used to determine lifetime sensitivity coefficients for a number of system design parameters, such as thermoelectric module efficiency and degradation rate, radiator absorptivity and emissivity, fuel element barrier defect constant, beginning-of-life reactivity, etc. A probability distribution (mean and standard deviation) was estimated for each of these design parameters. Then, error analysis was used to obtain a probability distribution for the system lifetime (mean = 7.7 years, standard deviation = 1.1 years). From this, the probability that the system will achieve the design goal of 5 years lifetime is 0.993. This value represents an estimate of the degradation reliability of the system.

A Gaussian Model-Based Probabilistic Approach for Pulse Transit Time Estimation.

PubMed

Jang, Dae-Geun; Park, Seung-Hun; Hahn, Minsoo

2016-01-01

In this paper, we propose a new probabilistic approach to pulse transit time (PTT) estimation using a Gaussian distribution model. It is motivated basically by the hypothesis that PTTs normalized by RR intervals follow the Gaussian distribution. To verify the hypothesis, we demonstrate the effects of arterial compliance on the normalized PTTs using the Moens-Korteweg equation. Furthermore, we observe a Gaussian distribution of the normalized PTTs on real data. In order to estimate the PTT using the hypothesis, we first assumed that R-waves in the electrocardiogram (ECG) can be correctly identified. The R-waves limit searching ranges to detect pulse peaks in the photoplethysmogram (PPG) and to synchronize the results with cardiac beats--i.e., the peaks of the PPG are extracted within the corresponding RR interval of the ECG as pulse peak candidates. Their probabilities of being the actual pulse peak are then calculated using a Gaussian probability function. The parameters of the Gaussian function are automatically updated when a new pulse peak is identified. This update makes the probability function adaptive to variations of cardiac cycles. Finally, the pulse peak is identified as the candidate with the highest probability. The proposed approach is tested on a database where ECG and PPG waveforms are collected simultaneously during the submaximal bicycle ergometer exercise test. The results are promising, suggesting that the method provides a simple but more accurate PTT estimation in real applications.

Inverse statistics and information content

NASA Astrophysics Data System (ADS)

Ebadi, H.; Bolgorian, Meysam; Jafari, G. R.

2010-12-01

Inverse statistics analysis studies the distribution of investment horizons to achieve a predefined level of return. This distribution provides a maximum investment horizon which determines the most likely horizon for gaining a specific return. There exists a significant difference between inverse statistics of financial market data and a fractional Brownian motion (fBm) as an uncorrelated time-series, which is a suitable criteria to measure information content in financial data. In this paper we perform this analysis for the DJIA and S&P500 as two developed markets and Tehran price index (TEPIX) as an emerging market. We also compare these probability distributions with fBm probability, to detect when the behavior of the stocks are the same as fBm.

Estimating probable flaw distributions in PWR steam generator tubes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gorman, J.A.; Turner, A.P.L.

1997-02-01

This paper describes methods for estimating the number and size distributions of flaws of various types in PWR steam generator tubes. These estimates are needed when calculating the probable primary to secondary leakage through steam generator tubes under postulated accidents such as severe core accidents and steam line breaks. The paper describes methods for two types of predictions: (1) the numbers of tubes with detectable flaws of various types as a function of time, and (2) the distributions in size of these flaws. Results are provided for hypothetical severely affected, moderately affected and lightly affected units. Discussion is provided regardingmore » uncertainties and assumptions in the data and analyses.« less

Safe leads and lead changes in competitive team sports.

PubMed

Clauset, A; Kogan, M; Redner, S

2015-06-01

We investigate the time evolution of lead changes within individual games of competitive team sports. Exploiting ideas from the theory of random walks, the number of lead changes within a single game follows a Gaussian distribution. We show that the probability that the last lead change and the time of the largest lead size are governed by the same arcsine law, a bimodal distribution that diverges at the start and at the end of the game. We also determine the probability that a given lead is "safe" as a function of its size L and game time t. Our predictions generally agree with comprehensive data on more than 1.25 million scoring events in roughly 40,000 games across four professional or semiprofessional team sports, and are more accurate than popular heuristics currently used in sports analytics.

Safe leads and lead changes in competitive team sports

NASA Astrophysics Data System (ADS)

Clauset, A.; Kogan, M.; Redner, S.

2015-06-01

We investigate the time evolution of lead changes within individual games of competitive team sports. Exploiting ideas from the theory of random walks, the number of lead changes within a single game follows a Gaussian distribution. We show that the probability that the last lead change and the time of the largest lead size are governed by the same arcsine law, a bimodal distribution that diverges at the start and at the end of the game. We also determine the probability that a given lead is "safe" as a function of its size L and game time t . Our predictions generally agree with comprehensive data on more than 1.25 million scoring events in roughly 40 000 games across four professional or semiprofessional team sports, and are more accurate than popular heuristics currently used in sports analytics.

Complex growing networks with intrinsic vertex fitness

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bedogne, C.; Rodgers, G. J.

2006-10-15

One of the major questions in complex network research is to identify the range of mechanisms by which a complex network can self organize into a scale-free state. In this paper we investigate the interplay between a fitness linking mechanism and both random and preferential attachment. In our models, each vertex is assigned a fitness x, drawn from a probability distribution {rho}(x). In Model A, at each time step a vertex is added and joined to an existing vertex, selected at random, with probability p and an edge is introduced between vertices with fitnesses x and y, with a ratemore » f(x,y), with probability 1-p. Model B differs from Model A in that, with probability p, edges are added with preferential attachment rather than randomly. The analysis of Model A shows that, for every fixed fitness x, the network's degree distribution decays exponentially. In Model B we recover instead a power-law degree distribution whose exponent depends only on p, and we show how this result can be generalized. The properties of a number of particular networks are examined.« less

Time analysis of volcanic activity on Io by means of plasma observations

NASA Technical Reports Server (NTRS)

Mekler, Y.; Eviatar, A.

1980-01-01

A model of Io volcanism in which the probability of activity obeys a binomial distribution is presented. Observed values of the electron density obtained over a 3-year period by ground-based spectroscopy are fitted to such a distribution. The best fit is found for a total number of 15 volcanoes with a probability of individual activity at any time of 0.143. The Pioneer 10 ultraviolet observations are reinterpreted as emissions of sulfur and oxygen ions and are found to be consistent with a plasma much less dense than that observed by the Voyager spacecraft. Late 1978 and the first half of 1979 are shown to be periods of anomalous volcanicity. Rapid variations in electron density are related to enhanced radial diffusion.

Dynamic Response of an Optomechanical System to a Stationary Random Excitation in the Time Domain

DOE PAGES

Palmer, Jeremy A.; Paez, Thomas L.

2011-01-01

Modern electro-optical instruments are typically designed with assemblies of optomechanical members that support optics such that alignment is maintained in service environments that include random vibration loads. This paper presents a nonlinear numerical analysis that calculates statistics for the peak lateral response of optics in an optomechanical sub-assembly subject to random excitation of the housing. The work is unique in that the prior art does not address peak response probability distribution for stationary random vibration in the time domain for a common lens-retainer-housing system with Coulomb damping. Analytical results are validated by using displacement response data from random vibration testingmore » of representative prototype sub-assemblies. A comparison of predictions to experimental results yields reasonable agreement. The Type I Asymptotic form provides the cumulative distribution function for peak response probabilities. Probabilities are calculated for actual lens centration tolerances. The probability that peak response will not exceed the centration tolerance is greater than 80% for prototype configurations where the tolerance is high (on the order of 30 micrometers). Conversely, the probability is low for those where the tolerance is less than 20 micrometers. The analysis suggests a design paradigm based on the influence of lateral stiffness on the magnitude of the response.« less

ON CONTINUOUS-REVIEW (S-1,S) INVENTORY POLICIES WITH STATE-DEPENDENT LEADTIMES,

DTIC Science & Technology

INVENTORY CONTROL, *REPLACEMENT THEORY), MATHEMATICAL MODELS, LEAD TIME , MANAGEMENT ENGINEERING, DISTRIBUTION FUNCTIONS, PROBABILITY, QUEUEING THEORY, COSTS, OPTIMIZATION, STATISTICAL PROCESSES, DIFFERENCE EQUATIONS

Directional Migration of Recirculating Lymphocytes through Lymph Nodes via Random Walks

PubMed Central

Thomas, Niclas; Matejovicova, Lenka; Srikusalanukul, Wichat; Shawe-Taylor, John; Chain, Benny

2012-01-01

Naive T lymphocytes exhibit extensive antigen-independent recirculation between blood and lymph nodes, where they may encounter dendritic cells carrying cognate antigen. We examine how long different T cells may spend in an individual lymph node by examining data from long term cannulation of blood and efferent lymphatics of a single lymph node in the sheep. We determine empirically the distribution of transit times of migrating T cells by applying the Least Absolute Shrinkage & Selection Operator () or regularised to fit experimental data describing the proportion of labelled infused cells in blood and efferent lymphatics over time. The optimal inferred solution reveals a distribution with high variance and strong skew. The mode transit time is typically between 10 and 20 hours, but a significant number of cells spend more than 70 hours before exiting. We complement the empirical machine learning based approach by modelling lymphocyte passage through the lymph node . On the basis of previous two photon analysis of lymphocyte movement, we optimised distributions which describe the transit times (first passage times) of discrete one dimensional and continuous (Brownian) three dimensional random walks with drift. The optimal fit is obtained when drift is small, i.e. the ratio of probabilities of migrating forward and backward within the node is close to one. These distributions are qualitatively similar to the inferred empirical distribution, with high variance and strong skew. In contrast, an optimised normal distribution of transit times (symmetrical around mean) fitted the data poorly. The results demonstrate that the rapid recirculation of lymphocytes observed at a macro level is compatible with predominantly randomised movement within lymph nodes, and significant probabilities of long transit times. We discuss how this pattern of migration may contribute to facilitating interactions between low frequency T cells and antigen presenting cells carrying cognate antigen. PMID:23028891

Survival curve estimation with dependent left truncated data using Cox's model.

PubMed

Mackenzie, Todd

2012-10-19

The Kaplan-Meier and closely related Lynden-Bell estimators are used to provide nonparametric estimation of the distribution of a left-truncated random variable. These estimators assume that the left-truncation variable is independent of the time-to-event. This paper proposes a semiparametric method for estimating the marginal distribution of the time-to-event that does not require independence. It models the conditional distribution of the time-to-event given the truncation variable using Cox's model for left truncated data, and uses inverse probability weighting. We report the results of simulations and illustrate the method using a survival study.

A Dual Power Law Distribution for the Stellar Initial Mass Function

NASA Astrophysics Data System (ADS)

Hoffmann, Karl Heinz; Essex, Christopher; Basu, Shantanu; Prehl, Janett

2018-05-01

We introduce a new dual power law (DPL) probability distribution function for the mass distribution of stellar and substellar objects at birth, otherwise known as the initial mass function (IMF). The model contains both deterministic and stochastic elements, and provides a unified framework within which to view the formation of brown dwarfs and stars resulting from an accretion process that starts from extremely low mass seeds. It does not depend upon a top down scenario of collapsing (Jeans) masses or an initial lognormal or otherwise IMF-like distribution of seed masses. Like the modified lognormal power law (MLP) distribution, the DPL distribution has a power law at the high mass end, as a result of exponential growth of mass coupled with equally likely stopping of accretion at any time interval. Unlike the MLP, a power law decay also appears at the low mass end of the IMF. This feature is closely connected to the accretion stopping probability rising from an initially low value up to a high value. This might be associated with physical effects of ejections sometimes (i.e., rarely) stopping accretion at early times followed by outflow driven accretion stopping at later times, with the transition happening at a critical time (therefore mass). Comparing the DPL to empirical data, the critical mass is close to the substellar mass limit, suggesting that the onset of nuclear fusion plays an important role in the subsequent accretion history of a young stellar object.

Improved work zone design guidelines and enhanced model of travel delays in work zones : Phase I, portability and scalability of interarrival and service time probability distribution functions for different locations in Ohio and the establishment of impr

DOT National Transportation Integrated Search

2006-01-01

The project focuses on two major issues - the improvement of current work zone design practices and an analysis of : vehicle interarrival time (IAT) and speed distributions for the development of a digital computer simulation model for : queues and t...

Metocean design parameter estimation for fixed platform based on copula functions

NASA Astrophysics Data System (ADS)

Zhai, Jinjin; Yin, Qilin; Dong, Sheng

2017-08-01

Considering the dependent relationship among wave height, wind speed, and current velocity, we construct novel trivariate joint probability distributions via Archimedean copula functions. Total 30-year data of wave height, wind speed, and current velocity in the Bohai Sea are hindcast and sampled for case study. Four kinds of distributions, namely, Gumbel distribution, lognormal distribution, Weibull distribution, and Pearson Type III distribution, are candidate models for marginal distributions of wave height, wind speed, and current velocity. The Pearson Type III distribution is selected as the optimal model. Bivariate and trivariate probability distributions of these environmental conditions are established based on four bivariate and trivariate Archimedean copulas, namely, Clayton, Frank, Gumbel-Hougaard, and Ali-Mikhail-Haq copulas. These joint probability models can maximize marginal information and the dependence among the three variables. The design return values of these three variables can be obtained by three methods: univariate probability, conditional probability, and joint probability. The joint return periods of different load combinations are estimated by the proposed models. Platform responses (including base shear, overturning moment, and deck displacement) are further calculated. For the same return period, the design values of wave height, wind speed, and current velocity obtained by the conditional and joint probability models are much smaller than those by univariate probability. Considering the dependence among variables, the multivariate probability distributions provide close design parameters to actual sea state for ocean platform design.

Models of multidimensional discrete distribution of probabilities of random variables in information systems

NASA Astrophysics Data System (ADS)

Gromov, Yu Yu; Minin, Yu V.; Ivanova, O. G.; Morozova, O. N.

2018-03-01

Multidimensional discrete distributions of probabilities of independent random values were received. Their one-dimensional distribution is widely used in probability theory. Producing functions of those multidimensional distributions were also received.

A scaling law for random walks on networks

PubMed Central

Perkins, Theodore J.; Foxall, Eric; Glass, Leon; Edwards, Roderick

2014-01-01

The dynamics of many natural and artificial systems are well described as random walks on a network: the stochastic behaviour of molecules, traffic patterns on the internet, fluctuations in stock prices and so on. The vast literature on random walks provides many tools for computing properties such as steady-state probabilities or expected hitting times. Previously, however, there has been no general theory describing the distribution of possible paths followed by a random walk. Here, we show that for any random walk on a finite network, there are precisely three mutually exclusive possibilities for the form of the path distribution: finite, stretched exponential and power law. The form of the distribution depends only on the structure of the network, while the stepping probabilities control the parameters of the distribution. We use our theory to explain path distributions in domains such as sports, music, nonlinear dynamics and stochastic chemical kinetics. PMID:25311870

A scaling law for random walks on networks

NASA Astrophysics Data System (ADS)

Perkins, Theodore J.; Foxall, Eric; Glass, Leon; Edwards, Roderick

2014-10-01

The dynamics of many natural and artificial systems are well described as random walks on a network: the stochastic behaviour of molecules, traffic patterns on the internet, fluctuations in stock prices and so on. The vast literature on random walks provides many tools for computing properties such as steady-state probabilities or expected hitting times. Previously, however, there has been no general theory describing the distribution of possible paths followed by a random walk. Here, we show that for any random walk on a finite network, there are precisely three mutually exclusive possibilities for the form of the path distribution: finite, stretched exponential and power law. The form of the distribution depends only on the structure of the network, while the stepping probabilities control the parameters of the distribution. We use our theory to explain path distributions in domains such as sports, music, nonlinear dynamics and stochastic chemical kinetics.

A scaling law for random walks on networks.

PubMed

Perkins, Theodore J; Foxall, Eric; Glass, Leon; Edwards, Roderick

2014-10-14

The dynamics of many natural and artificial systems are well described as random walks on a network: the stochastic behaviour of molecules, traffic patterns on the internet, fluctuations in stock prices and so on. The vast literature on random walks provides many tools for computing properties such as steady-state probabilities or expected hitting times. Previously, however, there has been no general theory describing the distribution of possible paths followed by a random walk. Here, we show that for any random walk on a finite network, there are precisely three mutually exclusive possibilities for the form of the path distribution: finite, stretched exponential and power law. The form of the distribution depends only on the structure of the network, while the stepping probabilities control the parameters of the distribution. We use our theory to explain path distributions in domains such as sports, music, nonlinear dynamics and stochastic chemical kinetics.

Derived distribution of floods based on the concept of partial area coverage with a climatic appeal

NASA Astrophysics Data System (ADS)

Iacobellis, Vito; Fiorentino, Mauro

2000-02-01

A new rationale for deriving the probability distribution of floods and help in understanding the physical processes underlying the distribution itself is presented. On the basis of this a model that presents a number of new assumptions is developed. The basic ideas are as follows: (1) The peak direct streamflow Q can always be expressed as the product of two random variates, namely, the average runoff per unit area ua and the peak contributing area a; (2) the distribution of ua conditional on a can be related to that of the rainfall depth occurring in a duration equal to a characteristic response time тa of the contributing part of the basin; and (3) тa is assumed to vary with a according to a power law. Consequently, the probability density function of Q can be found as the integral, over the total basin area A of that of a times the density function of ua given a. It is suggested that ua can be expressed as a fraction of the excess rainfall and that the annual flood distribution can be related to that of Q by the hypothesis that the flood occurrence process is Poissonian. In the proposed model it is assumed, as an exploratory attempt, that a and ua are gamma and Weibull distributed, respectively. The model was applied to the annual flood series of eight gauged basins in Basilicata (southern Italy) with catchment areas ranging from 40 to 1600 km2. The results showed strong physical consistence as the parameters tended to assume values in good agreement with well-consolidated geomorphologic knowledge and suggested a new key to understanding the climatic control of the probability distribution of floods.

Methods for Combining Payload Parameter Variations with Input Environment

NASA Technical Reports Server (NTRS)

Merchant, D. H.; Straayer, J. W.

1975-01-01

Methods are presented for calculating design limit loads compatible with probabilistic structural design criteria. The approach is based on the concept that the desired limit load, defined as the largest load occuring in a mission, is a random variable having a specific probability distribution which may be determined from extreme-value theory. The design limit load, defined as a particular value of this random limit load, is the value conventionally used in structural design. Methods are presented for determining the limit load probability distributions from both time-domain and frequency-domain dynamic load simulations. Numerical demonstrations of the methods are also presented.

Diagnosability of Stochastic Chemical Kinetic Systems: A Discrete Event Systems Approach (PREPRINT)

DTIC Science & Technology

2010-01-01

USA. E -mail: thorsley@u.washington.edu. This research is partially supported by the 2006 AFOSR MURI award “High Confidence Design for Distributed...occurrence of the finite sample path ω. These distributions are defined recursively to be π0(x) := π0(x), πωσ(x ′) := ∑ x∈X πω(x)r(x ′,σ | x) e −r(x ′,σ|x... e −rxτ . (2) This probability is this probability that the arrival time of the first event is greater than τ . For finite sample paths with strings

Anomalous finite-size effects in the Battle of the Sexes

NASA Astrophysics Data System (ADS)

Cremer, J.; Reichenbach, T.; Frey, E.

2008-06-01

The Battle of the Sexes describes asymmetric conflicts in mating behavior of males and females. Males can be philanderer or faithful, while females are either fast or coy, leading to a cyclic dynamics. The adjusted replicator equation predicts stable coexistence of all four strategies. In this situation, we consider the effects of fluctuations stemming from a finite population size. We show that they unavoidably lead to extinction of two strategies in the population. However, the typical time until extinction occurs strongly prolongs with increasing system size. In the emerging time window, a quasi-stationary probability distribution forms that is anomalously flat in the vicinity of the coexistence state. This behavior originates in a vanishing linear deterministic drift near the fixed point. We provide numerical data as well as an analytical approach to the mean extinction time and the quasi-stationary probability distribution.

A methodology for stochastic analysis of share prices as Markov chains with finite states.

PubMed

Mettle, Felix Okoe; Quaye, Enoch Nii Boi; Laryea, Ravenhill Adjetey

2014-01-01

Price volatilities make stock investments risky, leaving investors in critical position when uncertain decision is made. To improve investor evaluation confidence on exchange markets, while not using time series methodology, we specify equity price change as a stochastic process assumed to possess Markov dependency with respective state transition probabilities matrices following the identified state pace (i.e. decrease, stable or increase). We established that identified states communicate, and that the chains are aperiodic and ergodic thus possessing limiting distributions. We developed a methodology for determining expected mean return time for stock price increases and also establish criteria for improving investment decision based on highest transition probabilities, lowest mean return time and highest limiting distributions. We further developed an R algorithm for running the methodology introduced. The established methodology is applied to selected equities from Ghana Stock Exchange weekly trading data.

Probability density function of non-reactive solute concentration in heterogeneous porous formations.

PubMed

Bellin, Alberto; Tonina, Daniele

2007-10-30

Available models of solute transport in heterogeneous formations lack in providing complete characterization of the predicted concentration. This is a serious drawback especially in risk analysis where confidence intervals and probability of exceeding threshold values are required. Our contribution to fill this gap of knowledge is a probability distribution model for the local concentration of conservative tracers migrating in heterogeneous aquifers. Our model accounts for dilution, mechanical mixing within the sampling volume and spreading due to formation heterogeneity. It is developed by modeling local concentration dynamics with an Ito Stochastic Differential Equation (SDE) that under the hypothesis of statistical stationarity leads to the Beta probability distribution function (pdf) for the solute concentration. This model shows large flexibility in capturing the smoothing effect of the sampling volume and the associated reduction of the probability of exceeding large concentrations. Furthermore, it is fully characterized by the first two moments of the solute concentration, and these are the same pieces of information required for standard geostatistical techniques employing Normal or Log-Normal distributions. Additionally, we show that in the absence of pore-scale dispersion and for point concentrations the pdf model converges to the binary distribution of [Dagan, G., 1982. Stochastic modeling of groundwater flow by unconditional and conditional probabilities, 2, The solute transport. Water Resour. Res. 18 (4), 835-848.], while it approaches the Normal distribution for sampling volumes much larger than the characteristic scale of the aquifer heterogeneity. Furthermore, we demonstrate that the same model with the spatial moments replacing the statistical moments can be applied to estimate the proportion of the plume volume where solute concentrations are above or below critical thresholds. Application of this model to point and vertically averaged bromide concentrations from the first Cape Cod tracer test and to a set of numerical simulations confirms the above findings and for the first time it shows the superiority of the Beta model to both Normal and Log-Normal models in interpreting field data. Furthermore, we show that assuming a-priori that local concentrations are normally or log-normally distributed may result in a severe underestimate of the probability of exceeding large concentrations.

Statistical tests for whether a given set of independent, identically distributed draws comes from a specified probability density.

PubMed

Tygert, Mark

2010-09-21

We discuss several tests for determining whether a given set of independent and identically distributed (i.i.d.) draws does not come from a specified probability density function. The most commonly used are Kolmogorov-Smirnov tests, particularly Kuiper's variant, which focus on discrepancies between the cumulative distribution function for the specified probability density and the empirical cumulative distribution function for the given set of i.i.d. draws. Unfortunately, variations in the probability density function often get smoothed over in the cumulative distribution function, making it difficult to detect discrepancies in regions where the probability density is small in comparison with its values in surrounding regions. We discuss tests without this deficiency, complementing the classical methods. The tests of the present paper are based on the plain fact that it is unlikely to draw a random number whose probability is small, provided that the draw is taken from the same distribution used in calculating the probability (thus, if we draw a random number whose probability is small, then we can be confident that we did not draw the number from the same distribution used in calculating the probability).

Probability distribution functions for unit hydrographs with optimization using genetic algorithm

NASA Astrophysics Data System (ADS)

Ghorbani, Mohammad Ali; Singh, Vijay P.; Sivakumar, Bellie; H. Kashani, Mahsa; Atre, Atul Arvind; Asadi, Hakimeh

2017-05-01

A unit hydrograph (UH) of a watershed may be viewed as the unit pulse response function of a linear system. In recent years, the use of probability distribution functions (pdfs) for determining a UH has received much attention. In this study, a nonlinear optimization model is developed to transmute a UH into a pdf. The potential of six popular pdfs, namely two-parameter gamma, two-parameter Gumbel, two-parameter log-normal, two-parameter normal, three-parameter Pearson distribution, and two-parameter Weibull is tested on data from the Lighvan catchment in Iran. The probability distribution parameters are determined using the nonlinear least squares optimization method in two ways: (1) optimization by programming in Mathematica; and (2) optimization by applying genetic algorithm. The results are compared with those obtained by the traditional linear least squares method. The results show comparable capability and performance of two nonlinear methods. The gamma and Pearson distributions are the most successful models in preserving the rising and recession limbs of the unit hydographs. The log-normal distribution has a high ability in predicting both the peak flow and time to peak of the unit hydrograph. The nonlinear optimization method does not outperform the linear least squares method in determining the UH (especially for excess rainfall of one pulse), but is comparable.

A mathematical model for evolution and SETI.

PubMed

Maccone, Claudio

2011-12-01

Darwinian evolution theory may be regarded as a part of SETI theory in that the factor f(l) in the Drake equation represents the fraction of planets suitable for life on which life actually arose. In this paper we firstly provide a statistical generalization of the Drake equation where the factor f(l) is shown to follow the lognormal probability distribution. This lognormal distribution is a consequence of the Central Limit Theorem (CLT) of Statistics, stating that the product of a number of independent random variables whose probability densities are unknown and independent of each other approached the lognormal distribution when the number of factors increased to infinity. In addition we show that the exponential growth of the number of species typical of Darwinian Evolution may be regarded as the geometric locus of the peaks of a one-parameter family of lognormal distributions (b-lognormals) constrained between the time axis and the exponential growth curve. Finally, since each b-lognormal distribution in the family may in turn be regarded as the product of a large number (actually "an infinity") of independent lognormal probability distributions, the mathematical way is paved to further cast Darwinian Evolution into a mathematical theory in agreement with both its typical exponential growth in the number of living species and the Statistical Drake Equation.

Modelling Evolution and SETI Mathematically

NASA Astrophysics Data System (ADS)

Maccone, Claudio

2012-05-01

Darwinian evolution theory may be regarded as a part of SETI theory in that the factor fl in the Drake equation represents the fraction of planets suitable for life on which life actually arose. In this paper we firstly provide a statistical generalization of the Drake equation where the factor fl is shown to follow the lognormal probability distribution. This lognormal distribution is a consequence of the Central Limit Theorem (CLT) of Statistics, stating that the product of a number of independent random variables whose probability densities are unknown and independent of each other approached the lognormal distribution when the number of factor increased to infinity. In addition we show that the exponential growth of the number of species typical of Darwinian Evolution may be regarded as the geometric locus of the peaks of a one-parameter family of lognormal distributions constrained between the time axis and the exponential growth curve. Finally, since each lognormal distribution in the family may in turn be regarded as the product of a large number (actually "an infinity") of independent lognormal probability distributions, the mathematical way is paved to further cast Darwinian Evolution into a mathematical theory in agreement with both its typical exponential growth in the number of living species and the Statistical Drake Equation.

A Mathematical Model for Evolution and SETI

NASA Astrophysics Data System (ADS)

Maccone, Claudio

2011-12-01

Darwinian evolution theory may be regarded as a part of SETI theory in that the factor fl in the Drake equation represents the fraction of planets suitable for life on which life actually arose. In this paper we firstly provide a statistical generalization of the Drake equation where the factor fl is shown to follow the lognormal probability distribution. This lognormal distribution is a consequence of the Central Limit Theorem (CLT) of Statistics, stating that the product of a number of independent random variables whose probability densities are unknown and independent of each other approached the lognormal distribution when the number of factors increased to infinity. In addition we show that the exponential growth of the number of species typical of Darwinian Evolution may be regarded as the geometric locus of the peaks of a one-parameter family of lognormal distributions (b-lognormals) constrained between the time axis and the exponential growth curve. Finally, since each b-lognormal distribution in the family may in turn be regarded as the product of a large number (actually "an infinity") of independent lognormal probability distributions, the mathematical way is paved to further cast Darwinian Evolution into a mathematical theory in agreement with both its typical exponential growth in the number of living species and the Statistical Drake Equation.

An efficient distribution method for nonlinear transport problems in stochastic porous media

NASA Astrophysics Data System (ADS)

Ibrahima, F.; Tchelepi, H.; Meyer, D. W.

2015-12-01

Because geophysical data are inexorably sparse and incomplete, stochastic treatments of simulated responses are convenient to explore possible scenarios and assess risks in subsurface problems. In particular, understanding how uncertainties propagate in porous media with nonlinear two-phase flow is essential, yet challenging, in reservoir simulation and hydrology. We give a computationally efficient and numerically accurate method to estimate the one-point probability density (PDF) and cumulative distribution functions (CDF) of the water saturation for the stochastic Buckley-Leverett problem when the probability distributions of the permeability and porosity fields are available. The method draws inspiration from the streamline approach and expresses the distributions of interest essentially in terms of an analytically derived mapping and the distribution of the time of flight. In a large class of applications the latter can be estimated at low computational costs (even via conventional Monte Carlo). Once the water saturation distribution is determined, any one-point statistics thereof can be obtained, especially its average and standard deviation. Moreover, rarely available in other approaches, yet crucial information such as the probability of rare events and saturation quantiles (e.g. P10, P50 and P90) can be derived from the method. We provide various examples and comparisons with Monte Carlo simulations to illustrate the performance of the method.

Refractory pulse counting processes in stochastic neural computers.

PubMed

McNeill, Dean K; Card, Howard C

2005-03-01

This letter quantitiatively investigates the effect of a temporary refractory period or dead time in the ability of a stochastic Bernoulli processor to record subsequent pulse events, following the arrival of a pulse. These effects can arise in either the input detectors of a stochastic neural network or in subsequent processing. A transient period is observed, which increases with both the dead time and the Bernoulli probability of the dead-time free system, during which the system reaches equilibrium. Unless the Bernoulli probability is small compared to the inverse of the dead time, the mean and variance of the pulse count distributions are both appreciably reduced.

The impacts of precipitation amount simulation on hydrological modeling in Nordic watersheds

NASA Astrophysics Data System (ADS)

Li, Zhi; Brissette, Fancois; Chen, Jie

2013-04-01

Stochastic modeling of daily precipitation is very important for hydrological modeling, especially when no observed data are available. Precipitation is usually modeled by two component model: occurrence generation and amount simulation. For occurrence simulation, the most common method is the first-order two-state Markov chain due to its simplification and good performance. However, various probability distributions have been reported to simulate precipitation amount, and spatiotemporal differences exist in the applicability of different distribution models. Therefore, assessing the applicability of different distribution models is necessary in order to provide more accurate precipitation information. Six precipitation probability distributions (exponential, Gamma, Weibull, skewed normal, mixed exponential, and hybrid exponential/Pareto distributions) are directly and indirectly evaluated on their ability to reproduce the original observed time series of precipitation amount. Data from 24 weather stations and two watersheds (Chute-du-Diable and Yamaska watersheds) in the province of Quebec (Canada) are used for this assessment. Various indices or statistics, such as the mean, variance, frequency distribution and extreme values are used to quantify the performance in simulating the precipitation and discharge. Performance in reproducing key statistics of the precipitation time series is well correlated to the number of parameters of the distribution function, and the three-parameter precipitation models outperform the other models, with the mixed exponential distribution being the best at simulating daily precipitation. The advantage of using more complex precipitation distributions is not as clear-cut when the simulated time series are used to drive a hydrological model. While the advantage of using functions with more parameters is not nearly as obvious, the mixed exponential distribution appears nonetheless as the best candidate for hydrological modeling. The implications of choosing a distribution function with respect to hydrological modeling and climate change impact studies are also discussed.

A simple model for DSS-14 outage times

NASA Technical Reports Server (NTRS)

Rumsey, H. C.; Stevens, R.; Posner, E. C.

1989-01-01

A model is proposed to describe DSS-14 outage times. Discrepancy Reporting System outage data for the period from January 1986 through September 1988 are used to estimate the parameters of the model. The model provides a probability distribution for the duration of outages, which agrees well with observed data. The model depends only on a small number of parameters, and has some heuristic justification. This shows that the Discrepancy Reporting System in the Deep Space Network (DSN) can be used to estimate the probability of extended outages in spite of the discrepancy reports ending when the pass ends. The probability of an outage extending beyond the end of a pass is estimated as around 5 percent.

The coalescent of a sample from a binary branching process.

PubMed

Lambert, Amaury

2018-04-25

At time 0, start a time-continuous binary branching process, where particles give birth to a single particle independently (at a possibly time-dependent rate) and die independently (at a possibly time-dependent and age-dependent rate). A particular case is the classical birth-death process. Stop this process at time T>0. It is known that the tree spanned by the N tips alive at time T of the tree thus obtained (called a reduced tree or coalescent tree) is a coalescent point process (CPP), which basically means that the depths of interior nodes are independent and identically distributed (iid). Now select each of the N tips independently with probability y (Bernoulli sample). It is known that the tree generated by the selected tips, which we will call the Bernoulli sampled CPP, is again a CPP. Now instead, select exactly k tips uniformly at random among the N tips (a k-sample). We show that the tree generated by the selected tips is a mixture of Bernoulli sampled CPPs with the same parent CPP, over some explicit distribution of the sampling probability y. An immediate consequence is that the genealogy of a k-sample can be obtained by the realization of k random variables, first the random sampling probability Y and then the k-1 node depths which are iid conditional on Y=y. Copyright © 2018. Published by Elsevier Inc.

Mixed and Mixture Regression Models for Continuous Bounded Responses Using the Beta Distribution

ERIC Educational Resources Information Center

Verkuilen, Jay; Smithson, Michael

2012-01-01

Doubly bounded continuous data are common in the social and behavioral sciences. Examples include judged probabilities, confidence ratings, derived proportions such as percent time on task, and bounded scale scores. Dependent variables of this kind are often difficult to analyze using normal theory models because their distributions may be quite…

Recalculated probability of M ≥ 7 earthquakes beneath the Sea of Marmara, Turkey

USGS Publications Warehouse

Parsons, T.

2004-01-01

New earthquake probability calculations are made for the Sea of Marmara region and the city of Istanbul, providing a revised forecast and an evaluation of time-dependent interaction techniques. Calculations incorporate newly obtained bathymetric images of the North Anatolian fault beneath the Sea of Marmara [Le Pichon et al., 2001; Armijo et al., 2002]. Newly interpreted fault segmentation enables an improved regional A.D. 1500-2000 earthquake catalog and interevent model, which form the basis for time-dependent probability estimates. Calculations presented here also employ detailed models of coseismic and postseismic slip associated with the 17 August 1999 M = 7.4 Izmit earthquake to investigate effects of stress transfer on seismic hazard. Probability changes caused by the 1999 shock depend on Marmara Sea fault-stressing rates, which are calculated with a new finite element model. The combined 2004-2034 regional Poisson probability of M≥7 earthquakes is ~38%, the regional time-dependent probability is 44 ± 18%, and incorporation of stress transfer raises it to 53 ± 18%. The most important effect of adding time dependence and stress transfer to the calculations is an increase in the 30 year probability of a M ??? 7 earthquake affecting Istanbul. The 30 year Poisson probability at Istanbul is 21%, and the addition of time dependence and stress transfer raises it to 41 ± 14%. The ranges given on probability values are sensitivities of the calculations to input parameters determined by Monte Carlo analysis; 1000 calculations are made using parameters drawn at random from distributions. Sensitivities are large relative to mean probability values and enhancements caused by stress transfer, reflecting a poor understanding of large-earthquake aperiodicity.

Statistical Characteristics of the Gaussian-Noise Spikes Exceeding the Specified Threshold as Applied to Discharges in a Thundercloud

NASA Astrophysics Data System (ADS)

Klimenko, V. V.

2017-12-01

We obtain expressions for the probabilities of the normal-noise spikes with the Gaussian correlation function and for the probability density of the inter-spike intervals. As distinct from the delta-correlated noise, in which the intervals are distributed by the exponential law, the probability of the subsequent spike depends on the previous spike and the interval-distribution law deviates from the exponential one for a finite noise-correlation time (frequency-bandwidth restriction). This deviation is the most pronounced for a low detection threshold. Similarity of the behaviors of the distributions of the inter-discharge intervals in a thundercloud and the noise spikes for the varying repetition rate of the discharges/spikes, which is determined by the ratio of the detection threshold to the root-mean-square value of noise, is observed. The results of this work can be useful for the quantitative description of the statistical characteristics of the noise spikes and studying the role of fluctuations for the discharge emergence in a thundercloud.

Introduction and Application of non-stationary Standardized Precipitation Index Considering Probability Distribution Function and Return Period

NASA Astrophysics Data System (ADS)

Park, J.; Lim, Y. J.; Sung, J. H.; Kang, H. S.

2017-12-01

The widely used meteorological drought index, the Standardized Precipitation Index (SPI) basically assumes stationarity, but recent change in the climate have led to a need to review this hypothesis. In this study, a new non-stationary SPI that considers not only the modified probability distribution parameter but also the return period under the non-stationary process has been proposed. The results are evaluated for two severe drought cases during the last 10 years in South Korea. As a result, SPIs considered the non-stationary hypothesis underestimated the drought severity than the stationary SPI despite these past two droughts were recognized as significantly severe droughts. It may be caused by that the variances of summer and autumn precipitation become larger over time then it can make the shape of probability distribution function wider than before. This understanding implies that drought expressions by statistical index such as SPI can be distorted by stationary assumption and cautious approach is needed when deciding drought level considering climate changes.

Introduction and application of non-stationary standardized precipitation index considering probability distribution function and return period

NASA Astrophysics Data System (ADS)

Park, Junehyeong; Sung, Jang Hyun; Lim, Yoon-Jin; Kang, Hyun-Suk

2018-05-01

The widely used meteorological drought index, the Standardized Precipitation Index (SPI), basically assumes stationarity, but recent changes in the climate have led to a need to review this hypothesis. In this study, a new non-stationary SPI that considers not only the modified probability distribution parameter but also the return period under the non-stationary process was proposed. The results were evaluated for two severe drought cases during the last 10 years in South Korea. As a result, SPIs considered that the non-stationary hypothesis underestimated the drought severity than the stationary SPI despite that these past two droughts were recognized as significantly severe droughts. It may be caused by that the variances of summer and autumn precipitation become larger over time then it can make the probability distribution wider than before. This implies that drought expressions by statistical index such as SPI can be distorted by stationary assumption and cautious approach is needed when deciding drought level considering climate changes.

Precipitation intensity probability distribution modelling for hydrological and construction design purposes

NASA Astrophysics Data System (ADS)

Koshinchanov, Georgy; Dimitrov, Dobri

2008-11-01

The characteristics of rainfall intensity are important for many purposes, including design of sewage and drainage systems, tuning flood warning procedures, etc. Those estimates are usually statistical estimates of the intensity of precipitation realized for certain period of time (e.g. 5, 10 min., etc) with different return period (e.g. 20, 100 years, etc). The traditional approach in evaluating the mentioned precipitation intensities is to process the pluviometer's records and fit probability distribution to samples of intensities valid for certain locations ore regions. Those estimates further become part of the state regulations to be used for various economic activities. Two problems occur using the mentioned approach: 1. Due to various factors the climate conditions are changed and the precipitation intensity estimates need regular update; 2. As far as the extremes of the probability distribution are of particular importance for the practice, the methodology of the distribution fitting needs specific attention to those parts of the distribution. The aim of this paper is to make review of the existing methodologies for processing the intensive rainfalls and to refresh some of the statistical estimates for the studied areas. The methodologies used in Bulgaria for analyzing the intensive rainfalls and produce relevant statistical estimates: The method of the maximum intensity, used in the National Institute of Meteorology and Hydrology to process and decode the pluviometer's records, followed by distribution fitting for each precipitation duration period; As the above, but with separate modeling of probability distribution for the middle and high probability quantiles. Method is similar to the first one, but with a threshold of 0,36 mm/min of intensity; Another method proposed by the Russian hydrologist G. A. Aleksiev for regionalization of estimates over some territory, improved and adapted by S. Gerasimov for Bulgaria; Next method is considering only the intensive rainfalls (if any) during the day with the maximal annual daily precipitation total for a given year; Conclusions are drown on the relevance and adequacy of the applied methods.

A global logrank test for adaptive treatment strategies based on observational studies.

PubMed

Li, Zhiguo; Valenstein, Marcia; Pfeiffer, Paul; Ganoczy, Dara

2014-02-28

In studying adaptive treatment strategies, a natural question that is of paramount interest is whether there is any significant difference among all possible treatment strategies. When the outcome variable of interest is time-to-event, we propose an inverse probability weighted logrank test for testing the equivalence of a fixed set of pre-specified adaptive treatment strategies based on data from an observational study. The weights take into account both the possible selection bias in an observational study and the fact that the same subject may be consistent with more than one treatment strategy. The asymptotic distribution of the weighted logrank statistic under the null hypothesis is obtained. We show that, in an observational study where the treatment selection probabilities need to be estimated, the estimation of these probabilities does not have an effect on the asymptotic distribution of the weighted logrank statistic, as long as the estimation of the parameters in the models for these probabilities is n-consistent. Finite sample performance of the test is assessed via a simulation study. We also show in the simulation that the test can be pretty robust to misspecification of the models for the probabilities of treatment selection. The method is applied to analyze data on antidepressant adherence time from an observational database maintained at the Department of Veterans Affairs' Serious Mental Illness Treatment Research and Evaluation Center. Copyright © 2013 John Wiley & Sons, Ltd.

Invariance in the recurrence of large returns and the validation of models of price dynamics

NASA Astrophysics Data System (ADS)

Chang, Lo-Bin; Geman, Stuart; Hsieh, Fushing; Hwang, Chii-Ruey

2013-08-01

Starting from a robust, nonparametric definition of large returns (“excursions”), we study the statistics of their occurrences, focusing on the recurrence process. The empirical waiting-time distribution between excursions is remarkably invariant to year, stock, and scale (return interval). This invariance is related to self-similarity of the marginal distributions of returns, but the excursion waiting-time distribution is a function of the entire return process and not just its univariate probabilities. Generalized autoregressive conditional heteroskedasticity (GARCH) models, market-time transformations based on volume or trades, and generalized (Lévy) random-walk models all fail to fit the statistical structure of excursions.

Turbulent transport with intermittency: Expectation of a scalar concentration.

PubMed

Rast, Mark Peter; Pinton, Jean-François; Mininni, Pablo D

2016-04-01

Scalar transport by turbulent flows is best described in terms of Lagrangian parcel motions. Here we measure the Eulerian distance travel along Lagrangian trajectories in a simple point vortex flow to determine the probabilistic impulse response function for scalar transport in the absence of molecular diffusion. As expected, the mean squared Eulerian displacement scales ballistically at very short times and diffusively for very long times, with the displacement distribution at any given time approximating that of a random walk. However, significant deviations in the displacement distributions from Rayleigh are found. The probability of long distance transport is reduced over inertial range time scales due to spatial and temporal intermittency. This can be modeled as a series of trapping events with durations uniformly distributed below the Eulerian integral time scale. The probability of long distance transport is, on the other hand, enhanced beyond that of the random walk for both times shorter than the Lagrangian integral time and times longer than the Eulerian integral time. The very short-time enhancement reflects the underlying Lagrangian velocity distribution, while that at very long times results from the spatial and temporal variation of the flow at the largest scales. The probabilistic impulse response function, and with it the expectation value of the scalar concentration at any point in space and time, can be modeled using only the evolution of the lowest spatial wave number modes (the mean and the lowest harmonic) and an eddy based constrained random walk that captures the essential velocity phase relations associated with advection by vortex motions. Preliminary examination of Lagrangian tracers in three-dimensional homogeneous isotropic turbulence suggests that transport in that setting can be similarly modeled.

Gravity and count probabilities in an expanding universe

NASA Technical Reports Server (NTRS)

Bouchet, Francois R.; Hernquist, Lars

1992-01-01

The time evolution of nonlinear clustering on large scales in cold dark matter, hot dark matter, and white noise models of the universe is investigated using N-body simulations performed with a tree code. Count probabilities in cubic cells are determined as functions of the cell size and the clustering state (redshift), and comparisons are made with various theoretical models. We isolate the features that appear to be the result of gravitational instability, those that depend on the initial conditions, and those that are likely a consequence of numerical limitations. More specifically, we study the development of skewness, kurtosis, and the fifth moment in relation to variance, the dependence of the void probability on time as well as on sparseness of sampling, and the overall shape of the count probability distribution. Implications of our results for theoretical and observational studies are discussed.

Load sharing in distributed real-time systems with state-change broadcasts

NASA Technical Reports Server (NTRS)

Shin, Kang G.; Chang, Yi-Chieh

1989-01-01

A decentralized dynamic load-sharing (LS) method based on state-change broadcasts is proposed for a distributed real-time system. Whenever the state of a node changes from underloaded to fully loaded and vice versa, the node broadcasts this change to a set of nodes, called a buddy set, in the system. The performance of the method is evaluated with both analytic modeling and simulation. It is modeled first by an embedded Markov chain for which numerical solutions are derived. The model solutions are then used to calculate the distribution of queue lengths at the nodes and the probability of meeting task deadlines. The analytical results show that buddy sets of 10 nodes outperform those of less than 10 nodes, and the incremental benefit gained from increasing the buddy set size beyond 15 nodes is insignificant. These and other analytical results are verified by simulation. The proposed LS method is shown to meet task deadlines with a very high probability.

Long-time behavior of material-surface curvature in isotropic turbulence

NASA Technical Reports Server (NTRS)

Girimaji, S. S.

1992-01-01

The behavior at large times of the curvature of material elements in turbulence is investigated using Lagrangian velocity-gradient time series obtained from direct numerical simulations of isotropic turbulence. The main objectives are: to study the asymptotic behavior of the pdf curvature as a function of initial curvature and shape; and to establish whether the curvature of an initially plane material element goes to a stationary probability distribution. The evidence available in the literature about the asymptotic curvature-pdf of initially flat surfaces is ambiguous, and the conjecture is that it is quasi-stationary. In this work several material-element ensembles of different initial curvatures and shapes are studied. It is found that, at long times the moments of the logarithm of curvature are independent of the initial pdf of curvature. This, it is argued, supports the view that the curvature attains a stationary distribution at long times. It is also shown that, irrespective of initial shape or curvature, the shape of any material element at long times is cylindrical with a high probability.

Informing disease models with temporal and spatial contact structure among GPS-collared individuals in wild populations.

PubMed

Williams, David M; Dechen Quinn, Amy C; Porter, William F

2014-01-01

Contacts between hosts are essential for transmission of many infectious agents. Understanding how contacts, and thus transmission rates, occur in space and time is critical to effectively responding to disease outbreaks in free-ranging animal populations. Contacts between animals in the wild are often difficult to observe or measure directly. Instead, one must infer contacts from metrics such as proximity in space and time. Our objective was to examine how contacts between white-tailed deer (Odocoileus virginianus) vary in space and among seasons. We used GPS movement data from 71 deer in central New York State to quantify potential direct contacts between deer and indirect overlap in space use across time and space. Daily probabilities of direct contact decreased from winter (0.05-0.14), to low levels post-parturition through summer (0.00-0.02), and increased during the rut to winter levels. The cumulative distribution for the spatial structure of direct and indirect contact probabilities around a hypothetical point of occurrence increased rapidly with distance for deer pairs separated by 1,000 m-7,000 m. Ninety-five percent of the probabilities of direct contact occurred among deer pairs within 8,500 m of one another, and 99% within 10,900 m. Probabilities of indirect contact accumulated across greater spatial extents: 95% at 11,900 m and 99% at 49,000 m. Contacts were spatially consistent across seasons, indicating that although contact rates differ seasonally, they occur proportionally across similar landscape extents. Distributions of contact probabilities across space can inform management decisions for assessing risk and allocating resources in response.

Probability elicitation to inform early health economic evaluations of new medical technologies: a case study in heart failure disease management.

PubMed

Cao, Qi; Postmus, Douwe; Hillege, Hans L; Buskens, Erik

2013-06-01

Early estimates of the commercial headroom available to a new medical device can assist producers of health technology in making appropriate product investment decisions. The purpose of this study was to illustrate how this quantity can be captured probabilistically by combining probability elicitation with early health economic modeling. The technology considered was a novel point-of-care testing device in heart failure disease management. First, we developed a continuous-time Markov model to represent the patients' disease progression under the current care setting. Next, we identified the model parameters that are likely to change after the introduction of the new device and interviewed three cardiologists to capture the probability distributions of these parameters. Finally, we obtained the probability distribution of the commercial headroom available per measurement by propagating the uncertainty in the model inputs to uncertainty in modeled outcomes. For a willingness-to-pay value of €10,000 per life-year, the median headroom available per measurement was €1.64 (interquartile range €0.05-€3.16) when the measurement frequency was assumed to be daily. In the subsequently conducted sensitivity analysis, this median value increased to a maximum of €57.70 for different combinations of the willingness-to-pay threshold and the measurement frequency. Probability elicitation can successfully be combined with early health economic modeling to obtain the probability distribution of the headroom available to a new medical technology. Subsequently feeding this distribution into a product investment evaluation method enables stakeholders to make more informed decisions regarding to which markets a currently available product prototype should be targeted. Copyright © 2013. Published by Elsevier Inc.

A microcomputer program for energy assessment and aggregation using the triangular probability distribution

USGS Publications Warehouse

Crovelli, R.A.; Balay, R.H.

1991-01-01

A general risk-analysis method was developed for petroleum-resource assessment and other applications. The triangular probability distribution is used as a model with an analytic aggregation methodology based on probability theory rather than Monte-Carlo simulation. Among the advantages of the analytic method are its computational speed and flexibility, and the saving of time and cost on a microcomputer. The input into the model consists of a set of components (e.g. geologic provinces) and, for each component, three potential resource estimates: minimum, most likely (mode), and maximum. Assuming a triangular probability distribution, the mean, standard deviation, and seven fractiles (F100, F95, F75, F50, F25, F5, and F0) are computed for each component, where for example, the probability of more than F95 is equal to 0.95. The components are aggregated by combining the means, standard deviations, and respective fractiles under three possible siutations (1) perfect positive correlation, (2) complete independence, and (3) any degree of dependence between these two polar situations. A package of computer programs named the TRIAGG system was written in the Turbo Pascal 4.0 language for performing the analytic probabilistic methodology. The system consists of a program for processing triangular probability distribution assessments and aggregations, and a separate aggregation routine for aggregating aggregations. The user's documentation and program diskette of the TRIAGG system are available from USGS Open File Services. TRIAGG requires an IBM-PC/XT/AT compatible microcomputer with 256kbyte of main memory, MS-DOS 3.1 or later, either two diskette drives or a fixed disk, and a 132 column printer. A graphics adapter and color display are optional. ?? 1991.

Diversification and biogeography of Juniperus (Cupressaceae): variable diversification rates and multiple intercontinental dispersals.

PubMed

Mao, Kangshan; Hao, Gang; Liu, Jianquan; Adams, Robert P; Milne, Richard I

2010-10-01

• A central aim of biogeography is to understand when and how modern patterns of species diversity and distribution developed. Many plant groups have disjunct distributions within the Northern Hemisphere, but among these very few have been studied that prefer warm semi-arid habitats. • Here we examine the biogeography and diversification history of Juniperus, which occurs in semi-arid habitats through much of the Northern Hemisphere. A phylogeny was generated based on > 10,000 bp of cpDNA for 51 Juniperus species plus many outgroups. Phylogenies based on fewer species were also constructed based on nuclear internal transcribed spacer (nrITS) and combined nrITS/cpDNA data sets to check for congruence. Divergence time-scales and ancestral distributions were further inferred. • Both long dispersal and migration across land bridges probably contributed to the modern range of Juniperus, while long-term climatic changes and the uplift of the Qinghai-Tibetan plateau probably drove its diversification. Diversification apparently slowed down during climate-stable period of the Oligocene, and then speeded up from the Miocene onwards. • Juniperus probably originated in Eurasia, and was a part of the south Eurasian Tethyan vegetation of the Eocene to Oligocene. It reached America once at this time, once in the Miocene and once more recently.

Can we expect to predict climate if we cannot shadow weather?

NASA Astrophysics Data System (ADS)

Smith, Leonard

2010-05-01

What limits our ability to predict (or project) useful statistics of future climate? And how might we quantify those limits? In the early 1960s, Ed Lorenz illustrated one constraint on point forecasts of the weather (chaos) while noting another (model imperfections). In the mid-sixties he went on to discuss climate prediction, noting that chaos, per se, need not limit accurate forecasts of averages and the distributions that define climate. In short, chaos might place draconian limits on what we can say about a particular summer day in 2010 (or 2040), but it need not limit our ability to make accurate and informative statements about the weather over this summer as a whole, or climate distributions of the 2040's. If not chaos, what limits our ability to produce decision relevant probability distribution functions (PDFs)? Is this just a question of technology (raw computer power) and uncertain boundary conditions (emission scenarios)? Arguably, current model simulations of the Earth's climate are limited by model inadequacy: not that the initial or boundary conditions are unknown but that state-of-the-art models would not yield decision-relevant probability distributions even if they were known. Or to place this statement in an empirically falsifiable format: that in 2100 when the boundary conditions are known and computer power is (hopefully) sufficient to allow exhaustive exploration of today's state-of-the-art models: we will find today's models do not admit a trajectory consistent with our knowledge of the state of the earth in 2009 which would prove of decision support relevance for, say, 25 km, hourly resolution. In short: today's models cannot shadow the weather of this century even after the fact. Restating this conjecture in a more positive frame: a 2100 historian of science will be able to determine the highest space and time scales on which 2009 models could have (i) produced trajectories plausibly consistent with the (by then) observed twenty-first century and (ii) produced probability distributions useful as such for decision support. As it will be some time until such conjectures can be refuted, how might we best advise decision makers of the detail (specifically, space and time resolution of a quantity of interest as a function of lead-time) that it is rational to interpret model-based PDFs as decision-relevant probability distributions? Given the nonlinearities already incorporated in our models, how far into the future can one expect a simulation to get the temperature "right" given the simulation has precipitation badly "wrong"? When can biases in local temperature which melt model-ice no longer be dismissed, and neglected by presenting model-anomalies? At what lead times will feedbacks due to model inadequacies cause the 2007 model simulations to drift away from what today's basic science (and 2100 computer power) would suggest? How might one justify quantitative claims regarding "extreme events" (or NUMB weather)? Models are unlikely to forecast things they cannot shadow, or at least track. There is no constraint on rational scientists to take model distributions as their subjective probabilities, unless they believe the model is empirically adequate. How then are we to use today's simulations to inform today's decisions? Two approaches are considered. The first augments the model-based PDF with an explicit subjective-probability of a "Big Surprise". The second is to look not for a PDF but, following Solvency II, consider the risk from any event that cannot be ruled out at, say, the one in 200 level. The fact that neither approach provides the simplicity and apparent confidence of interpreting model-based PDFs as if they were objective probabilities does not contradict the claim that either might lead to better decision-making.

The Self-Organization of a Spoken Word

PubMed Central

Holden, John G.; Rajaraman, Srinivasan

2012-01-01

Pronunciation time probability density and hazard functions from large speeded word naming data sets were assessed for empirical patterns consistent with multiplicative and reciprocal feedback dynamics – interaction dominant dynamics. Lognormal and inverse power law distributions are associated with multiplicative and interdependent dynamics in many natural systems. Mixtures of lognormal and inverse power law distributions offered better descriptions of the participant’s distributions than the ex-Gaussian or ex-Wald – alternatives corresponding to additive, superposed, component processes. The evidence for interaction dominant dynamics suggests fundamental links between the observed coordinative synergies that support speech production and the shapes of pronunciation time distributions. PMID:22783213

Forecasting the Rupture Directivity of Large Earthquakes: Centroid Bias of the Conditional Hypocenter Distribution

NASA Astrophysics Data System (ADS)

Donovan, J.; Jordan, T. H.

2012-12-01

Forecasting the rupture directivity of large earthquakes is an important problem in probabilistic seismic hazard analysis (PSHA), because directivity is known to strongly influence ground motions. We describe how rupture directivity can be forecast in terms of the "conditional hypocenter distribution" or CHD, defined to be the probability distribution of a hypocenter given the spatial distribution of moment release (fault slip). The simplest CHD is a uniform distribution, in which the hypocenter probability density equals the moment-release probability density. For rupture models in which the rupture velocity and rise time depend only on the local slip, the CHD completely specifies the distribution of the directivity parameter D, defined in terms of the degree-two polynomial moments of the source space-time function. This parameter, which is zero for a bilateral rupture and unity for a unilateral rupture, can be estimated from finite-source models or by the direct inversion of seismograms (McGuire et al., 2002). We compile D-values from published studies of 65 large earthquakes and show that these data are statistically inconsistent with the uniform CHD advocated by McGuire et al. (2002). Instead, the data indicate a "centroid biased" CHD, in which the expected distance between the hypocenter and the hypocentroid is less than that of a uniform CHD. In other words, the observed directivities appear to be closer to bilateral than predicted by this simple model. We discuss the implications of these results for rupture dynamics and fault-zone heterogeneities. We also explore their PSHA implications by modifying the CyberShake simulation-based hazard model for the Los Angeles region, which assumed a uniform CHD (Graves et al., 2011).

Scale Dependence of Spatiotemporal Intermittence of Rain

NASA Technical Reports Server (NTRS)

Kundu, Prasun K.; Siddani, Ravi K.

2011-01-01

It is a common experience that rainfall is intermittent in space and time. This is reflected by the fact that the statistics of area- and/or time-averaged rain rate is described by a mixed distribution with a nonzero probability of having a sharp value zero. In this paper we have explored the dependence of the probability of zero rain on the averaging space and time scales in large multiyear data sets based on radar and rain gauge observations. A stretched exponential fannula fits the observed scale dependence of the zero-rain probability. The proposed formula makes it apparent that the space-time support of the rain field is not quite a set of measure zero as is sometimes supposed. We also give an ex.planation of the observed behavior in tenus of a simple probabilistic model based on the premise that rainfall process has an intrinsic memory.

Time-Varying Transition Probability Matrix Estimation and Its Application to Brand Share Analysis.

PubMed

Chiba, Tomoaki; Hino, Hideitsu; Akaho, Shotaro; Murata, Noboru

2017-01-01

In a product market or stock market, different products or stocks compete for the same consumers or purchasers. We propose a method to estimate the time-varying transition matrix of the product share using a multivariate time series of the product share. The method is based on the assumption that each of the observed time series of shares is a stationary distribution of the underlying Markov processes characterized by transition probability matrices. We estimate transition probability matrices for every observation under natural assumptions. We demonstrate, on a real-world dataset of the share of automobiles, that the proposed method can find intrinsic transition of shares. The resulting transition matrices reveal interesting phenomena, for example, the change in flows between TOYOTA group and GM group for the fiscal year where TOYOTA group's sales beat GM's sales, which is a reasonable scenario.

Time-Varying Transition Probability Matrix Estimation and Its Application to Brand Share Analysis

PubMed Central

Chiba, Tomoaki; Akaho, Shotaro; Murata, Noboru

2017-01-01

In a product market or stock market, different products or stocks compete for the same consumers or purchasers. We propose a method to estimate the time-varying transition matrix of the product share using a multivariate time series of the product share. The method is based on the assumption that each of the observed time series of shares is a stationary distribution of the underlying Markov processes characterized by transition probability matrices. We estimate transition probability matrices for every observation under natural assumptions. We demonstrate, on a real-world dataset of the share of automobiles, that the proposed method can find intrinsic transition of shares. The resulting transition matrices reveal interesting phenomena, for example, the change in flows between TOYOTA group and GM group for the fiscal year where TOYOTA group’s sales beat GM’s sales, which is a reasonable scenario. PMID:28076383

Investigation of Dielectric Breakdown Characteristics for Double-break Vacuum Interrupter and Dielectric Breakdown Probability Distribution in Vacuum Interrupter

NASA Astrophysics Data System (ADS)

Shioiri, Tetsu; Asari, Naoki; Sato, Junichi; Sasage, Kosuke; Yokokura, Kunio; Homma, Mitsutaka; Suzuki, Katsumi

To investigate the reliability of equipment of vacuum insulation, a study was carried out to clarify breakdown probability distributions in vacuum gap. Further, a double-break vacuum circuit breaker was investigated for breakdown probability distribution. The test results show that the breakdown probability distribution of the vacuum gap can be represented by a Weibull distribution using a location parameter, which shows the voltage that permits a zero breakdown probability. The location parameter obtained from Weibull plot depends on electrode area. The shape parameter obtained from Weibull plot of vacuum gap was 10∼14, and is constant irrespective non-uniform field factor. The breakdown probability distribution after no-load switching can be represented by Weibull distribution using a location parameter. The shape parameter after no-load switching was 6∼8.5, and is constant, irrespective of gap length. This indicates that the scatter of breakdown voltage was increased by no-load switching. If the vacuum circuit breaker uses a double break, breakdown probability at low voltage becomes lower than single-break probability. Although potential distribution is a concern in the double-break vacuum cuicuit breaker, its insulation reliability is better than that of the single-break vacuum interrupter even if the bias of the vacuum interrupter's sharing voltage is taken into account.

Characterization of intermittency in renewal processes: Application to earthquakes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Akimoto, Takuma; Hasumi, Tomohiro; Aizawa, Yoji

2010-03-15

We construct a one-dimensional piecewise linear intermittent map from the interevent time distribution for a given renewal process. Then, we characterize intermittency by the asymptotic behavior near the indifferent fixed point in the piecewise linear intermittent map. Thus, we provide a framework to understand a unified characterization of intermittency and also present the Lyapunov exponent for renewal processes. This method is applied to the occurrence of earthquakes using the Japan Meteorological Agency and the National Earthquake Information Center catalog. By analyzing the return map of interevent times, we find that interevent times are not independent and identically distributed random variablesmore » but that the conditional probability distribution functions in the tail obey the Weibull distribution.« less

Combining Probability Distributions of Wind Waves and Sea Level Variations to Assess Return Periods of Coastal Floods

NASA Astrophysics Data System (ADS)

Leijala, U.; Bjorkqvist, J. V.; Pellikka, H.; Johansson, M. M.; Kahma, K. K.

2017-12-01

Predicting the behaviour of the joint effect of sea level and wind waves is of great significance due to the major impact of flooding events in densely populated coastal regions. As mean sea level rises, the effect of sea level variations accompanied by the waves will be even more harmful in the future. The main challenge when evaluating the effect of waves and sea level variations is that long time series of both variables rarely exist. Wave statistics are also highly location-dependent, thus requiring wave buoy measurements and/or high-resolution wave modelling. As an initial approximation of the joint effect, the variables may be treated as independent random variables, to achieve the probability distribution of their sum. We present results of a case study based on three probability distributions: 1) wave run-up constructed from individual wave buoy measurements, 2) short-term sea level variability based on tide gauge data, and 3) mean sea level projections based on up-to-date regional scenarios. The wave measurements were conducted during 2012-2014 on the coast of city of Helsinki located in the Gulf of Finland in the Baltic Sea. The short-term sea level distribution contains the last 30 years (1986-2015) of hourly data from Helsinki tide gauge, and the mean sea level projections are scenarios adjusted for the Gulf of Finland. Additionally, we present a sensitivity test based on six different theoretical wave height distributions representing different wave behaviour in relation to sea level variations. As these wave distributions are merged with one common sea level distribution, we can study how the different shapes of the wave height distribution affect the distribution of the sum, and which one of the components is dominating under different wave conditions. As an outcome of the method, we obtain a probability distribution of the maximum elevation of the continuous water mass, which enables a flexible tool for evaluating different risk levels in the current and future climate.

Quantifying travel time variability in transportation networks.

DOT National Transportation Integrated Search

2010-03-01

Nonrecurring congestion creates significant delay on freeways in urban areas, lending importance : to the study of facility reliability. In locations where traffic detectors record and archive data, : approximate probability distributions for travel ...

Using a Betabinomial distribution to estimate the prevalence of adherence to physical activity guidelines among children and youth.

PubMed

Garriguet, Didier

2016-04-01

Estimates of the prevalence of adherence to physical activity guidelines in the population are generally the result of averaging individual probability of adherence based on the number of days people meet the guidelines and the number of days they are assessed. Given this number of active and inactive days (days assessed minus days active), the conditional probability of meeting the guidelines that has been used in the past is a Beta (1 + active days, 1 + inactive days) distribution assuming the probability p of a day being active is bounded by 0 and 1 and averages 50%. A change in the assumption about the distribution of p is required to better match the discrete nature of the data and to better assess the probability of adherence when the percentage of active days in the population differs from 50%. Using accelerometry data from the Canadian Health Measures Survey, the probability of adherence to physical activity guidelines is estimated using a conditional probability given the number of active and inactive days distributed as a Betabinomial(n, a + active days , β + inactive days) assuming that p is randomly distributed as Beta(a, β) where the parameters a and β are estimated by maximum likelihood. The resulting Betabinomial distribution is discrete. For children aged 6 or older, the probability of meeting physical activity guidelines 7 out of 7 days is similar to published estimates. For pre-schoolers, the Betabinomial distribution yields higher estimates of adherence to the guidelines than the Beta distribution, in line with the probability of being active on any given day. In estimating the probability of adherence to physical activity guidelines, the Betabinomial distribution has several advantages over the previously used Beta distribution. It is a discrete distribution and maximizes the richness of accelerometer data.

A risk-based multi-objective model for optimal placement of sensors in water distribution system

NASA Astrophysics Data System (ADS)

Naserizade, Sareh S.; Nikoo, Mohammad Reza; Montaseri, Hossein

2018-02-01

In this study, a new stochastic model based on Conditional Value at Risk (CVaR) and multi-objective optimization methods is developed for optimal placement of sensors in water distribution system (WDS). This model determines minimization of risk which is caused by simultaneous multi-point contamination injection in WDS using CVaR approach. The CVaR considers uncertainties of contamination injection in the form of probability distribution function and calculates low-probability extreme events. In this approach, extreme losses occur at tail of the losses distribution function. Four-objective optimization model based on NSGA-II algorithm is developed to minimize losses of contamination injection (through CVaR of affected population and detection time) and also minimize the two other main criteria of optimal placement of sensors including probability of undetected events and cost. Finally, to determine the best solution, Preference Ranking Organization METHod for Enrichment Evaluation (PROMETHEE), as a subgroup of Multi Criteria Decision Making (MCDM) approach, is utilized to rank the alternatives on the trade-off curve among objective functions. Also, sensitivity analysis is done to investigate the importance of each criterion on PROMETHEE results considering three relative weighting scenarios. The effectiveness of the proposed methodology is examined through applying it to Lamerd WDS in the southwestern part of Iran. The PROMETHEE suggests 6 sensors with suitable distribution that approximately cover all regions of WDS. Optimal values related to CVaR of affected population and detection time as well as probability of undetected events for the best optimal solution are equal to 17,055 persons, 31 mins and 0.045%, respectively. The obtained results of the proposed methodology in Lamerd WDS show applicability of CVaR-based multi-objective simulation-optimization model for incorporating the main uncertainties of contamination injection in order to evaluate extreme value of losses in WDS.

A rapid local singularity analysis algorithm with applications

NASA Astrophysics Data System (ADS)

Chen, Zhijun; Cheng, Qiuming; Agterberg, Frits

2015-04-01

The local singularity model developed by Cheng is fast gaining popularity in characterizing mineralization and detecting anomalies of geochemical, geophysical and remote sensing data. However in one of the conventional algorithms involving the moving average values with different scales is time-consuming especially while analyzing a large dataset. Summed area table (SAT), also called as integral image, is a fast algorithm used within the Viola-Jones object detection framework in computer vision area. Historically, the principle of SAT is well-known in the study of multi-dimensional probability distribution functions, namely in computing 2D (or ND) probabilities (area under the probability distribution) from the respective cumulative distribution functions. We introduce SAT and it's variation Rotated Summed Area Table in the isotropic, anisotropic or directional local singularity mapping in this study. Once computed using SAT, any one of the rectangular sum can be computed at any scale or location in constant time. The area for any rectangular region in the image can be computed by using only 4 array accesses in constant time independently of the size of the region; effectively reducing the time complexity from O(n) to O(1). New programs using Python, Julia, matlab and C++ are implemented respectively to satisfy different applications, especially to the big data analysis. Several large geochemical and remote sensing datasets are tested. A wide variety of scale changes (linear spacing or log spacing) for non-iterative or iterative approach are adopted to calculate the singularity index values and compare the results. The results indicate that the local singularity analysis with SAT is more robust and superior to traditional approach in identifying anomalies.

Transition path time distributions

NASA Astrophysics Data System (ADS)

Laleman, M.; Carlon, E.; Orland, H.

2017-12-01

Biomolecular folding, at least in simple systems, can be described as a two state transition in a free energy landscape with two deep wells separated by a high barrier. Transition paths are the short part of the trajectories that cross the barrier. Average transition path times and, recently, their full probability distribution have been measured for several biomolecular systems, e.g., in the folding of nucleic acids or proteins. Motivated by these experiments, we have calculated the full transition path time distribution for a single stochastic particle crossing a parabolic barrier, including inertial terms which were neglected in previous studies. These terms influence the short time scale dynamics of a stochastic system and can be of experimental relevance in view of the short duration of transition paths. We derive the full transition path time distribution as well as the average transition path times and discuss the similarities and differences with the high friction limit.

Bayesian Probability Theory

NASA Astrophysics Data System (ADS)

von der Linden, Wolfgang; Dose, Volker; von Toussaint, Udo

2014-06-01

Preface; Part I. Introduction: 1. The meaning of probability; 2. Basic definitions; 3. Bayesian inference; 4. Combinatrics; 5. Random walks; 6. Limit theorems; 7. Continuous distributions; 8. The central limit theorem; 9. Poisson processes and waiting times; Part II. Assigning Probabilities: 10. Transformation invariance; 11. Maximum entropy; 12. Qualified maximum entropy; 13. Global smoothness; Part III. Parameter Estimation: 14. Bayesian parameter estimation; 15. Frequentist parameter estimation; 16. The Cramer-Rao inequality; Part IV. Testing Hypotheses: 17. The Bayesian way; 18. The frequentist way; 19. Sampling distributions; 20. Bayesian vs frequentist hypothesis tests; Part V. Real World Applications: 21. Regression; 22. Inconsistent data; 23. Unrecognized signal contributions; 24. Change point problems; 25. Function estimation; 26. Integral equations; 27. Model selection; 28. Bayesian experimental design; Part VI. Probabilistic Numerical Techniques: 29. Numerical integration; 30. Monte Carlo methods; 31. Nested sampling; Appendixes; References; Index.

Quantifying Mixed Uncertainties in Cyber Attacker Payoffs

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chatterjee, Samrat; Halappanavar, Mahantesh; Tipireddy, Ramakrishna

Representation and propagation of uncertainty in cyber attacker payoffs is a key aspect of security games. Past research has primarily focused on representing the defender’s beliefs about attacker payoffs as point utility estimates. More recently, within the physical security domain, attacker payoff uncertainties have been represented as Uniform and Gaussian probability distributions, and intervals. Within cyber-settings, continuous probability distributions may still be appropriate for addressing statistical (aleatory) uncertainties where the defender may assume that the attacker’s payoffs differ over time. However, systematic (epistemic) uncertainties may exist, where the defender may not have sufficient knowledge or there is insufficient information aboutmore » the attacker’s payoff generation mechanism. Such epistemic uncertainties are more suitably represented as probability boxes with intervals. In this study, we explore the mathematical treatment of such mixed payoff uncertainties.« less

Lake bed classification using acoustic data

USGS Publications Warehouse

Yin, Karen K.; Li, Xing; Bonde, John; Richards, Carl; Cholwek, Gary

1998-01-01

As part of our effort to identify the lake bed surficial substrates using remote sensing data, this work designs pattern classifiers by multivariate statistical methods. Probability distribution of the preprocessed acoustic signal is analyzed first. A confidence region approach is then adopted to improve the design of the existing classifier. A technique for further isolation is proposed which minimizes the expected loss from misclassification. The devices constructed are applicable for real-time lake bed categorization. A mimimax approach is suggested to treat more general cases where the a priori probability distribution of the substrate types is unknown. Comparison of the suggested methods with the traditional likelihood ratio tests is discussed.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chertkov, Michael; Turitsyn, Konstantin; Sulc, Petr

The anticipated increase in the number of plug-in electric vehicles (EV) will put additional strain on electrical distribution circuits. Many control schemes have been proposed to control EV charging. Here, we develop control algorithms based on randomized EV charging start times and simple one-way broadcast communication allowing for a time delay between communication events. Using arguments from queuing theory and statistical analysis, we seek to maximize the utilization of excess distribution circuit capacity while keeping the probability of a circuit overload negligible.

A superstatistical model of metastasis and cancer survival

NASA Astrophysics Data System (ADS)

Leon Chen, L.; Beck, Christian

2008-05-01

We introduce a superstatistical model for the progression statistics of malignant cancer cells. The metastatic cascade is modeled as a complex nonequilibrium system with several macroscopic pathways and inverse-chi-square distributed parameters of the underlying Poisson processes. The predictions of the model are in excellent agreement with observed survival-time probability distributions of breast cancer patients.

Frequency-Locked Detector Threshold Setting Criteria Based on Mean-Time-To-Lose-Lock (MTLL) for GPS Receivers

PubMed Central

Zhao, Na; Qin, Honglei; Sun, Kewen; Ji, Yuanfa

2017-01-01

Frequency-locked detector (FLD) has been widely utilized in tracking loops of Global Positioning System (GPS) receivers to indicate their locking status. The relation between FLD and lock status has been seldom discussed. The traditional PLL experience is not suitable for FLL. In this paper, the threshold setting criteria for frequency-locked detector in the GPS receiver has been proposed by analyzing statistical characteristic of FLD output. The approximate probability distribution of frequency-locked detector is theoretically derived by using a statistical approach, which reveals the relationship between probabilities of frequency-locked detector and the carrier-to-noise ratio (C/N0) of the received GPS signal. The relationship among mean-time-to-lose-lock (MTLL), detection threshold and lock probability related to C/N0 can be further discovered by utilizing this probability. Therefore, a theoretical basis for threshold setting criteria in frequency locked loops for GPS receivers is provided based on mean-time-to-lose-lock analysis. PMID:29207546

Frequency-Locked Detector Threshold Setting Criteria Based on Mean-Time-To-Lose-Lock (MTLL) for GPS Receivers.

PubMed

Jin, Tian; Yuan, Heliang; Zhao, Na; Qin, Honglei; Sun, Kewen; Ji, Yuanfa

2017-12-04

Frequency-locked detector (FLD) has been widely utilized in tracking loops of Global Positioning System (GPS) receivers to indicate their locking status. The relation between FLD and lock status has been seldom discussed. The traditional PLL experience is not suitable for FLL. In this paper, the threshold setting criteria for frequency-locked detector in the GPS receiver has been proposed by analyzing statistical characteristic of FLD output. The approximate probability distribution of frequency-locked detector is theoretically derived by using a statistical approach, which reveals the relationship between probabilities of frequency-locked detector and the carrier-to-noise ratio ( C / N ₀) of the received GPS signal. The relationship among mean-time-to-lose-lock (MTLL), detection threshold and lock probability related to C / N ₀ can be further discovered by utilizing this probability. Therefore, a theoretical basis for threshold setting criteria in frequency locked loops for GPS receivers is provided based on mean-time-to-lose-lock analysis.

Extended Poisson process modelling and analysis of grouped binary data.

PubMed

Faddy, Malcolm J; Smith, David M

2012-05-01

A simple extension of the Poisson process results in binomially distributed counts of events in a time interval. A further extension generalises this to probability distributions under- or over-dispersed relative to the binomial distribution. Substantial levels of under-dispersion are possible with this modelling, but only modest levels of over-dispersion - up to Poisson-like variation. Although simple analytical expressions for the moments of these probability distributions are not available, approximate expressions for the mean and variance are derived, and used to re-parameterise the models. The modelling is applied in the analysis of two published data sets, one showing under-dispersion and the other over-dispersion. More appropriate assessment of the precision of estimated parameters and reliable model checking diagnostics follow from this more general modelling of these data sets. © 2012 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim.

Superstatistics analysis of the ion current distribution function: Met3PbCl influence study.

PubMed

Miśkiewicz, Janusz; Trela, Zenon; Przestalski, Stanisław; Karcz, Waldemar

2010-09-01

A novel analysis of ion current time series is proposed. It is shown that higher (second, third and fourth) statistical moments of the ion current probability distribution function (PDF) can yield new information about ion channel properties. The method is illustrated on a two-state model where the PDF of the compound states are given by normal distributions. The proposed method was applied to the analysis of the SV cation channels of vacuolar membrane of Beta vulgaris and the influence of trimethyllead chloride (Met(3)PbCl) on the ion current probability distribution. Ion currents were measured by patch-clamp technique. It was shown that Met(3)PbCl influences the variance of the open-state ion current but does not alter the PDF of the closed-state ion current. Incorporation of higher statistical moments into the standard investigation of ion channel properties is proposed.

On the emergence of a generalised Gamma distribution. Application to traded volume in financial markets

NASA Astrophysics Data System (ADS)

Duarte Queirós, S. M.

2005-08-01

This letter reports on a stochastic dynamical scenario whose associated stationary probability density function is exactly a generalised form, with a power law instead of exponencial decay, of the ubiquitous Gamma distribution. This generalisation, also known as F-distribution, was empirically proposed for the first time to adjust for high-frequency stock traded volume distributions in financial markets and verified in experiments with granular material. The dynamical assumption presented herein is based on local temporal fluctuations of the average value of the observable under study. This proposal is related to superstatistics and thus to the current nonextensive statistical mechanics framework. For the specific case of stock traded volume, we connect the local fluctuations in the mean stock traded volume with the typical herding behaviour presented by financial traders. Last of all, NASDAQ 1 and 2 minute stock traded volume sequences and probability density functions are numerically reproduced.

Scaling in tournaments

NASA Astrophysics Data System (ADS)

Ben-Naim, E.; Redner, S.; Vazquez, F.

2007-02-01

We study a stochastic process that mimics single-game elimination tournaments. In our model, the outcome of each match is stochastic: the weaker player wins with upset probability q<=1/2, and the stronger player wins with probability 1-q. The loser is eliminated. Extremal statistics of the initial distribution of player strengths governs the tournament outcome. For a uniform initial distribution of strengths, the rank of the winner, x*, decays algebraically with the number of players, N, as x*~N-β. Different decay exponents are found analytically for sequential dynamics, βseq=1-2q, and parallel dynamics, \\beta_par=1+\\frac{\\ln (1-q)}{\\ln 2} . The distribution of player strengths becomes self-similar in the long time limit with an algebraic tail. Our theory successfully describes statistics of the US college basketball national championship tournament.

Development of a European Ensemble System for Seasonal Prediction: Application to crop yield

NASA Astrophysics Data System (ADS)

Terres, J. M.; Cantelaube, P.

2003-04-01

Western European agriculture is highly intensive and the weather is the main source of uncertainty for crop yield assessment and for crop management. In the current system, at the time when a crop yield forecast is issued, the weather conditions leading up to harvest time are unknown and are therefore a major source of uncertainty. The use of seasonal weather forecast would bring additional information for the remaining crop season and has valuable benefit for improving the management of agricultural markets and environmentally sustainable farm practices. An innovative method for supplying seasonal forecast information to crop simulation models has been developed in the frame of the EU funded research project DEMETER. It consists in running a crop model on each individual member of the seasonal hindcasts to derive a probability distribution of crop yield. Preliminary results of cumulative probability function of wheat yield provides information on both the yield anomaly and the reliability of the forecast. Based on the spread of the probability distribution, the end-user can directly quantify the benefits and risks of taking weather-sensitive decisions.

Pseudochemotaxis in inhomogeneous active Brownian systems

NASA Astrophysics Data System (ADS)

Vuijk, Hidde D.; Sharma, Abhinav; Mondal, Debasish; Sommer, Jens-Uwe; Merlitz, Holger

2018-04-01

We study dynamical properties of confined, self-propelled Brownian particles in an inhomogeneous activity profile. Using Brownian dynamics simulations, we calculate the probability to reach a fixed target and the mean first passage time to the target of an active particle. We show that both these quantities are strongly influenced by the inhomogeneous activity. When the activity is distributed such that high-activity zone is located between the target and the starting location, the target finding probability is increased and the passage time is decreased in comparison to a uniformly active system. Moreover, for a continuously distributed profile, the activity gradient results in a drift of active particle up the gradient bearing resemblance to chemotaxis. Integrating out the orientational degrees of freedom, we derive an approximate Fokker-Planck equation and show that the theoretical predictions are in very good agreement with the Brownian dynamics simulations.

Prognosis of Electrical Faults in Permanent Magnet AC Machines using the Hidden Markov Model

DTIC Science & Technology

2010-11-10

time resolution and high frequency resolution Tiling is variable Wigner Ville Distribution Defined as W (t, ω) = ∫ s(t + τ 2 )s∗(t − τ 2 )e−jωτdτ...smoothed version of the Wigner distribution Amount of smoothing is controlled by σ Smoothing comes with a tradeoff of reduced resolution UNCLAS: Dist A...the Wigner or Choi-Williams distributions Although for Wigner and Choi-Williams distributions the probabilities are close for the early fault

Analytical approach to an integrate-and-fire model with spike-triggered adaptation

NASA Astrophysics Data System (ADS)

Schwalger, Tilo; Lindner, Benjamin

2015-12-01

The calculation of the steady-state probability density for multidimensional stochastic systems that do not obey detailed balance is a difficult problem. Here we present the analytical derivation of the stationary joint and various marginal probability densities for a stochastic neuron model with adaptation current. Our approach assumes weak noise but is valid for arbitrary adaptation strength and time scale. The theory predicts several effects of adaptation on the statistics of the membrane potential of a tonically firing neuron: (i) a membrane potential distribution with a convex shape, (ii) a strongly increased probability of hyperpolarized membrane potentials induced by strong and fast adaptation, and (iii) a maximized variability associated with the adaptation current at a finite adaptation time scale.

Forecasting of future earthquakes in the northeast region of India considering energy released concept

NASA Astrophysics Data System (ADS)

Zarola, Amit; Sil, Arjun

2018-04-01

This study presents the forecasting of time and magnitude size of the next earthquake in the northeast India, using four probability distribution models (Gamma, Lognormal, Weibull and Log-logistic) considering updated earthquake catalog of magnitude Mw ≥ 6.0 that occurred from year 1737-2015 in the study area. On the basis of past seismicity of the region, two types of conditional probabilities have been estimated using their best fit model and respective model parameters. The first conditional probability is the probability of seismic energy (e × 1020 ergs), which is expected to release in the future earthquake, exceeding a certain level of seismic energy (E × 1020 ergs). And the second conditional probability is the probability of seismic energy (a × 1020 ergs/year), which is expected to release per year, exceeding a certain level of seismic energy per year (A × 1020 ergs/year). The logarithm likelihood functions (ln L) were also estimated for all four probability distribution models. A higher value of ln L suggests a better model and a lower value shows a worse model. The time of the future earthquake is forecasted by dividing the total seismic energy expected to release in the future earthquake with the total seismic energy expected to release per year. The epicentre of recently occurred 4 January 2016 Manipur earthquake (M 6.7), 13 April 2016 Myanmar earthquake (M 6.9) and the 24 August 2016 Myanmar earthquake (M 6.8) are located in zone Z.12, zone Z.16 and zone Z.15, respectively and that are the identified seismic source zones in the study area which show that the proposed techniques and models yield good forecasting accuracy.

An efficient multi-objective optimization method for water quality sensor placement within water distribution systems considering contamination probability variations.

PubMed

He, Guilin; Zhang, Tuqiao; Zheng, Feifei; Zhang, Qingzhou

2018-06-20

Water quality security within water distribution systems (WDSs) has been an important issue due to their inherent vulnerability associated with contamination intrusion. This motivates intensive studies to identify optimal water quality sensor placement (WQSP) strategies, aimed to timely/effectively detect (un)intentional intrusion events. However, these available WQSP optimization methods have consistently presumed that each WDS node has an equal contamination probability. While being simple in implementation, this assumption may do not conform to the fact that the nodal contamination probability may be significantly regionally varied owing to variations in population density and user properties. Furthermore, the low computational efficiency is another important factor that has seriously hampered the practical applications of the currently available WQSP optimization approaches. To address these two issues, this paper proposes an efficient multi-objective WQSP optimization method to explicitly account for contamination probability variations. Four different contamination probability functions (CPFs) are proposed to represent the potential variations of nodal contamination probabilities within the WDS. Two real-world WDSs are used to demonstrate the utility of the proposed method. Results show that WQSP strategies can be significantly affected by the choice of the CPF. For example, when the proposed method is applied to the large case study with the CPF accounting for user properties, the event detection probabilities of the resultant solutions are approximately 65%, while these values are around 25% for the traditional approach, and such design solutions are achieved approximately 10,000 times faster than the traditional method. This paper provides an alternative method to identify optimal WQSP solutions for the WDS, and also builds knowledge regarding the impacts of different CPFs on sensor deployments. Copyright © 2018 Elsevier Ltd. All rights reserved.

Probabilistic approach to lysozyme crystal nucleation kinetics.

PubMed

Dimitrov, Ivaylo L; Hodzhaoglu, Feyzim V; Koleva, Dobryana P

2015-09-01

Nucleation of lysozyme crystals in quiescent solutions at a regime of progressive nucleation is investigated under an optical microscope at conditions of constant supersaturation. A method based on the stochastic nature of crystal nucleation and using discrete time sampling of small solution volumes for the presence or absence of detectable crystals is developed. It allows probabilities for crystal detection to be experimentally estimated. One hundred single samplings were used for each probability determination for 18 time intervals and six lysozyme concentrations. Fitting of a particular probability function to experimentally obtained data made possible the direct evaluation of stationary rates for lysozyme crystal nucleation, the time for growth of supernuclei to a detectable size and probability distribution of nucleation times. Obtained stationary nucleation rates were then used for the calculation of other nucleation parameters, such as the kinetic nucleation factor, nucleus size, work for nucleus formation and effective specific surface energy of the nucleus. The experimental method itself is simple and adaptable and can be used for crystal nucleation studies of arbitrary soluble substances with known solubility at particular solution conditions.

[Observation of animal behavior by revolving activity cage method: A new automatic measuring and recording system of motor activity of a mouse by means of revolving activity cage is presented (author's transl)].

PubMed

Nakamura, K

1978-09-01

With this system, several parameters can be recorded continuously over several months without exterior stimuli. Time per revolution is counted and punched into the paper tape as binary coded numbers, and the number of revolutions and the frequency of "passage" in a given time are printed out on a rolled paper by a digital recorder. "Passage" is defined as one revolving trial without a pause over a fixed time (criterion time) and used as a behavioral unit of "stop and go". The raw data on the paper tape are processed and analyzed with a general-purpose computer. It was confirmed that when a mouse became well accustomed to the revolving activity cage, the time per revolution followed the law of exponential distribution probability, while the length of passage (i.e. the number of revolutions per revolving trial) followed that of geometrical distribution probability. The revolving activity of mice treated with single subcutaneous injection of methamphetamine was examined using these parameters.

Knee point search using cascading top-k sorting with minimized time complexity.

PubMed

Wang, Zheng; Tseng, Shian-Shyong

2013-01-01

Anomaly detection systems and many other applications are frequently confronted with the problem of finding the largest knee point in the sorted curve for a set of unsorted points. This paper proposes an efficient knee point search algorithm with minimized time complexity using the cascading top-k sorting when a priori probability distribution of the knee point is known. First, a top-k sort algorithm is proposed based on a quicksort variation. We divide the knee point search problem into multiple steps. And in each step an optimization problem of the selection number k is solved, where the objective function is defined as the expected time cost. Because the expected time cost in one step is dependent on that of the afterwards steps, we simplify the optimization problem by minimizing the maximum expected time cost. The posterior probability of the largest knee point distribution and the other parameters are updated before solving the optimization problem in each step. An example of source detection of DNS DoS flooding attacks is provided to illustrate the applications of the proposed algorithm.

Design of high temperature ceramic components against fast fracture and time-dependent failure using cares/life

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jadaan, O.M.; Powers, L.M.; Nemeth, N.N.

1995-08-01

A probabilistic design methodology which predicts the fast fracture and time-dependent failure behavior of thermomechanically loaded ceramic components is discussed using the CARES/LIFE integrated design computer program. Slow crack growth (SCG) is assumed to be the mechanism responsible for delayed failure behavior. Inert strength and dynamic fatigue data obtained from testing coupon specimens (O-ring and C-ring specimens) are initially used to calculate the fast fracture and SCG material parameters as a function of temperature using the parameter estimation techniques available with the CARES/LIFE code. Finite element analysis (FEA) is used to compute the stress distributions for the tube as amore » function of applied pressure. Knowing the stress and temperature distributions and the fast fracture and SCG material parameters, the life time for a given tube can be computed. A stress-failure probability-time to failure (SPT) diagram is subsequently constructed for these tubes. Such a diagram can be used by design engineers to estimate the time to failure at a given failure probability level for a component subjected to a given thermomechanical load.« less

Automated segmentation of linear time-frequency representations of marine-mammal sounds.

PubMed

Dadouchi, Florian; Gervaise, Cedric; Ioana, Cornel; Huillery, Julien; Mars, Jérôme I

2013-09-01

Many marine mammals produce highly nonlinear frequency modulations. Determining the time-frequency support of these sounds offers various applications, which include recognition, localization, and density estimation. This study introduces a low parameterized automated spectrogram segmentation method that is based on a theoretical probabilistic framework. In the first step, the background noise in the spectrogram is fitted with a Chi-squared distribution and thresholded using a Neyman-Pearson approach. In the second step, the number of false detections in time-frequency regions is modeled as a binomial distribution, and then through a Neyman-Pearson strategy, the time-frequency bins are gathered into regions of interest. The proposed method is validated on real data of large sequences of whistles from common dolphins, collected in the Bay of Biscay (France). The proposed method is also compared with two alternative approaches: the first is smoothing and thresholding of the spectrogram; the second is thresholding of the spectrogram followed by the use of morphological operators to gather the time-frequency bins and to remove false positives. This method is shown to increase the probability of detection for the same probability of false alarms.

Probabilistic risk assessment for a loss of coolant accident in McMaster Nuclear Reactor and application of reliability physics model for modeling human reliability

NASA Astrophysics Data System (ADS)

Ha, Taesung

A probabilistic risk assessment (PRA) was conducted for a loss of coolant accident, (LOCA) in the McMaster Nuclear Reactor (MNR). A level 1 PRA was completed including event sequence modeling, system modeling, and quantification. To support the quantification of the accident sequence identified, data analysis using the Bayesian method and human reliability analysis (HRA) using the accident sequence evaluation procedure (ASEP) approach were performed. Since human performance in research reactors is significantly different from that in power reactors, a time-oriented HRA model (reliability physics model) was applied for the human error probability (HEP) estimation of the core relocation. This model is based on two competing random variables: phenomenological time and performance time. The response surface and direct Monte Carlo simulation with Latin Hypercube sampling were applied for estimating the phenomenological time, whereas the performance time was obtained from interviews with operators. An appropriate probability distribution for the phenomenological time was assigned by statistical goodness-of-fit tests. The human error probability (HEP) for the core relocation was estimated from these two competing quantities: phenomenological time and operators' performance time. The sensitivity of each probability distribution in human reliability estimation was investigated. In order to quantify the uncertainty in the predicted HEPs, a Bayesian approach was selected due to its capability of incorporating uncertainties in model itself and the parameters in that model. The HEP from the current time-oriented model was compared with that from the ASEP approach. Both results were used to evaluate the sensitivity of alternative huinan reliability modeling for the manual core relocation in the LOCA risk model. This exercise demonstrated the applicability of a reliability physics model supplemented with a. Bayesian approach for modeling human reliability and its potential usefulness of quantifying model uncertainty as sensitivity analysis in the PRA model.

14 CFR 417.209 - Malfunction turn analysis.

Code of Federal Regulations, 2010 CFR

2010-01-01

... nozzle burn-through. For each cause of a malfunction turn, the analysis must establish the launch vehicle... the launch vehicle's turning capability in the event of a malfunction during flight. A malfunction... launch vehicle is capable. (4) The time, as a single value or a probability time distribution, when each...

14 CFR 417.209 - Malfunction turn analysis.

Code of Federal Regulations, 2011 CFR

2011-01-01

... nozzle burn-through. For each cause of a malfunction turn, the analysis must establish the launch vehicle... the launch vehicle's turning capability in the event of a malfunction during flight. A malfunction... launch vehicle is capable. (4) The time, as a single value or a probability time distribution, when each...

THE DISTRIBUTION OF ROUNDS FIRED IN STOCHASTIC DUELS

DTIC Science & Technology

This paper continues the development of the theory of Stochastic Duels to include the distribution of the number of rounds fired. Most generally...the duel between two contestants who fire at each other with constant kill probabilities per round is considered. The time between rounds fired may be...at the beginning of the duel may be limited and is a discrete random variable. Besides the distribution of rounds fired, its first two moments and

A method of decision analysis quantifying the effects of age and comorbidities on the probability of deriving significant benefit from medical treatments

PubMed Central

Bean, Nigel G.; Ruberu, Ravi P.

2017-01-01

Background The external validity, or generalizability, of trials and guidelines has been considered poor in the context of multiple morbidity. How multiple morbidity might affect the magnitude of benefit of a given treatment, and thereby external validity, has had little study. Objective To provide a method of decision analysis to quantify the effects of age and comorbidity on the probability of deriving a given magnitude of treatment benefit. Design We developed a method to calculate probabilistically the effect of all of a patient’s comorbidities on their underlying utility, or well-being, at a future time point. From this, we derived a distribution of possible magnitudes of treatment benefit at that future time point. We then expressed this distribution as the probability of deriving at least a given magnitude of treatment benefit. To demonstrate the applicability of this method of decision analysis, we applied it to the treatment of hypercholesterolaemia in a geriatric population of 50 individuals. We highlighted the results of four of these individuals. Results This method of analysis provided individualized quantifications of the effect of age and comorbidity on the probability of treatment benefit. The average probability of deriving a benefit, of at least 50% of the magnitude of benefit available to an individual without comorbidity, was only 0.8%. Conclusion The effects of age and comorbidity on the probability of deriving significant treatment benefits can be quantified for any individual. Even without consideration of other factors affecting external validity, these effects may be sufficient to guide decision-making. PMID:29090189

Survivability Versus Time

NASA Technical Reports Server (NTRS)

Joyner, James J., Sr.

2014-01-01

Develop Survivability vs Time Model as a decision-evaluation tool to assess various emergency egress methods used at Launch Complex 39B (LC 39B) and in the Vehicle Assembly Building (VAB) on NASAs Kennedy Space Center. For each hazard scenario, develop probability distributions to address statistical uncertainty resulting in survivability plots over time and composite survivability plots encompassing multiple hazard scenarios.

Statistics of Infima and Stopping Times of Entropy Production and Applications to Active Molecular Processes

NASA Astrophysics Data System (ADS)

Neri, Izaak; Roldán, Édgar; Jülicher, Frank

2017-01-01

We study the statistics of infima, stopping times, and passage probabilities of entropy production in nonequilibrium steady states, and we show that they are universal. We consider two examples of stopping times: first-passage times of entropy production and waiting times of stochastic processes, which are the times when a system reaches a given state for the first time. Our main results are as follows: (i) The distribution of the global infimum of entropy production is exponential with mean equal to minus Boltzmann's constant; (ii) we find exact expressions for the passage probabilities of entropy production; (iii) we derive a fluctuation theorem for stopping-time distributions of entropy production. These results have interesting implications for stochastic processes that can be discussed in simple colloidal systems and in active molecular processes. In particular, we show that the timing and statistics of discrete chemical transitions of molecular processes, such as the steps of molecular motors, are governed by the statistics of entropy production. We also show that the extreme-value statistics of active molecular processes are governed by entropy production; for example, we derive a relation between the maximal excursion of a molecular motor against the direction of an external force and the infimum of the corresponding entropy-production fluctuations. Using this relation, we make predictions for the distribution of the maximum backtrack depth of RNA polymerases, which follow from our universal results for entropy-production infima.

Frequency distributions and correlations of solar X-ray flare parameters

NASA Technical Reports Server (NTRS)

Crosby, Norma B.; Aschwanden, Markus J.; Dennis, Brian R.

1993-01-01

Frequency distributions of flare parameters are determined from over 12,000 solar flares. The flare duration, the peak counting rate, the peak hard X-ray flux, the total energy in electrons, and the peak energy flux in electrons are among the parameters studied. Linear regression fits, as well as the slopes of the frequency distributions, are used to determine the correlations between these parameters. The relationship between the variations of the frequency distributions and the solar activity cycle is also investigated. Theoretical models for the frequency distribution of flare parameters are dependent on the probability of flaring and the temporal evolution of the flare energy build-up. The results of this study are consistent with stochastic flaring and exponential energy build-up. The average build-up time constant is found to be 0.5 times the mean time between flares.

Optimal estimation for discrete time jump processes

NASA Technical Reports Server (NTRS)

Vaca, M. V.; Tretter, S. A.

1978-01-01

Optimum estimates of nonobservable random variables or random processes which influence the rate functions of a discrete time jump process (DTJP) are derived. The approach used is based on the a posteriori probability of a nonobservable event expressed in terms of the a priori probability of that event and of the sample function probability of the DTJP. Thus a general representation is obtained for optimum estimates, and recursive equations are derived for minimum mean-squared error (MMSE) estimates. In general, MMSE estimates are nonlinear functions of the observations. The problem is considered of estimating the rate of a DTJP when the rate is a random variable with a beta probability density function and the jump amplitudes are binomially distributed. It is shown that the MMSE estimates are linear. The class of beta density functions is rather rich and explains why there are insignificant differences between optimum unconstrained and linear MMSE estimates in a variety of problems.

Asymptotic theory of time varying networks with burstiness and heterogeneous activation patterns

NASA Astrophysics Data System (ADS)

Burioni, Raffaella; Ubaldi, Enrico; Vezzani, Alessandro

2017-05-01

The recent availability of large-scale, time-resolved and high quality digital datasets has allowed for a deeper understanding of the structure and properties of many real-world networks. The empirical evidence of a temporal dimension prompted the switch of paradigm from a static representation of networks to a time varying one. In this work we briefly review the framework of time-varying-networks in real world social systems, especially focusing on the activity-driven paradigm. We develop a framework that allows for the encoding of three generative mechanisms that seem to play a central role in the social networks’ evolution: the individual’s propensity to engage in social interactions, its strategy in allocate these interactions among its alters and the burstiness of interactions amongst social actors. The functional forms and probability distributions encoding these mechanisms are typically data driven. A natural question arises if different classes of strategies and burstiness distributions, with different local scale behavior and analogous asymptotics can lead to the same long time and large scale structure of the evolving networks. We consider the problem in its full generality, by investigating and solving the system dynamics in the asymptotic limit, for general classes of ties allocation mechanisms and waiting time probability distributions. We show that the asymptotic network evolution is driven by a few characteristics of these functional forms, that can be extracted from direct measurements on large datasets.

Ensemble modeling of stochastic unsteady open-channel flow in terms of its time-space evolutionary probability distribution - Part 2: numerical application

NASA Astrophysics Data System (ADS)

Dib, Alain; Kavvas, M. Levent

2018-03-01

The characteristic form of the Saint-Venant equations is solved in a stochastic setting by using a newly proposed Fokker-Planck Equation (FPE) methodology. This methodology computes the ensemble behavior and variability of the unsteady flow in open channels by directly solving for the flow variables' time-space evolutionary probability distribution. The new methodology is tested on a stochastic unsteady open-channel flow problem, with an uncertainty arising from the channel's roughness coefficient. The computed statistical descriptions of the flow variables are compared to the results obtained through Monte Carlo (MC) simulations in order to evaluate the performance of the FPE methodology. The comparisons show that the proposed methodology can adequately predict the results of the considered stochastic flow problem, including the ensemble averages, variances, and probability density functions in time and space. Unlike the large number of simulations performed by the MC approach, only one simulation is required by the FPE methodology. Moreover, the total computational time of the FPE methodology is smaller than that of the MC approach, which could prove to be a particularly crucial advantage in systems with a large number of uncertain parameters. As such, the results obtained in this study indicate that the proposed FPE methodology is a powerful and time-efficient approach for predicting the ensemble average and variance behavior, in both space and time, for an open-channel flow process under an uncertain roughness coefficient.

Quantifying Stock Return Distributions in Financial Markets

PubMed Central

Botta, Federico; Moat, Helen Susannah; Stanley, H. Eugene; Preis, Tobias

2015-01-01

Being able to quantify the probability of large price changes in stock markets is of crucial importance in understanding financial crises that affect the lives of people worldwide. Large changes in stock market prices can arise abruptly, within a matter of minutes, or develop across much longer time scales. Here, we analyze a dataset comprising the stocks forming the Dow Jones Industrial Average at a second by second resolution in the period from January 2008 to July 2010 in order to quantify the distribution of changes in market prices at a range of time scales. We find that the tails of the distributions of logarithmic price changes, or returns, exhibit power law decays for time scales ranging from 300 seconds to 3600 seconds. For larger time scales, we find that the distributions tails exhibit exponential decay. Our findings may inform the development of models of market behavior across varying time scales. PMID:26327593

Quantifying Stock Return Distributions in Financial Markets.

PubMed

Botta, Federico; Moat, Helen Susannah; Stanley, H Eugene; Preis, Tobias

2015-01-01

Being able to quantify the probability of large price changes in stock markets is of crucial importance in understanding financial crises that affect the lives of people worldwide. Large changes in stock market prices can arise abruptly, within a matter of minutes, or develop across much longer time scales. Here, we analyze a dataset comprising the stocks forming the Dow Jones Industrial Average at a second by second resolution in the period from January 2008 to July 2010 in order to quantify the distribution of changes in market prices at a range of time scales. We find that the tails of the distributions of logarithmic price changes, or returns, exhibit power law decays for time scales ranging from 300 seconds to 3600 seconds. For larger time scales, we find that the distributions tails exhibit exponential decay. Our findings may inform the development of models of market behavior across varying time scales.

Probability Distributome: A Web Computational Infrastructure for Exploring the Properties, Interrelations, and Applications of Probability Distributions.

PubMed

Dinov, Ivo D; Siegrist, Kyle; Pearl, Dennis K; Kalinin, Alexandr; Christou, Nicolas

2016-06-01

Probability distributions are useful for modeling, simulation, analysis, and inference on varieties of natural processes and physical phenomena. There are uncountably many probability distributions. However, a few dozen families of distributions are commonly defined and are frequently used in practice for problem solving, experimental applications, and theoretical studies. In this paper, we present a new computational and graphical infrastructure, the Distributome , which facilitates the discovery, exploration and application of diverse spectra of probability distributions. The extensible Distributome infrastructure provides interfaces for (human and machine) traversal, search, and navigation of all common probability distributions. It also enables distribution modeling, applications, investigation of inter-distribution relations, as well as their analytical representations and computational utilization. The entire Distributome framework is designed and implemented as an open-source, community-built, and Internet-accessible infrastructure. It is portable, extensible and compatible with HTML5 and Web2.0 standards (http://Distributome.org). We demonstrate two types of applications of the probability Distributome resources: computational research and science education. The Distributome tools may be employed to address five complementary computational modeling applications (simulation, data-analysis and inference, model-fitting, examination of the analytical, mathematical and computational properties of specific probability distributions, and exploration of the inter-distributional relations). Many high school and college science, technology, engineering and mathematics (STEM) courses may be enriched by the use of modern pedagogical approaches and technology-enhanced methods. The Distributome resources provide enhancements for blended STEM education by improving student motivation, augmenting the classical curriculum with interactive webapps, and overhauling the learning assessment protocols.

Probability Distributome: A Web Computational Infrastructure for Exploring the Properties, Interrelations, and Applications of Probability Distributions

PubMed Central

Dinov, Ivo D.; Siegrist, Kyle; Pearl, Dennis K.; Kalinin, Alexandr; Christou, Nicolas

2015-01-01

Probability distributions are useful for modeling, simulation, analysis, and inference on varieties of natural processes and physical phenomena. There are uncountably many probability distributions. However, a few dozen families of distributions are commonly defined and are frequently used in practice for problem solving, experimental applications, and theoretical studies. In this paper, we present a new computational and graphical infrastructure, the Distributome, which facilitates the discovery, exploration and application of diverse spectra of probability distributions. The extensible Distributome infrastructure provides interfaces for (human and machine) traversal, search, and navigation of all common probability distributions. It also enables distribution modeling, applications, investigation of inter-distribution relations, as well as their analytical representations and computational utilization. The entire Distributome framework is designed and implemented as an open-source, community-built, and Internet-accessible infrastructure. It is portable, extensible and compatible with HTML5 and Web2.0 standards (http://Distributome.org). We demonstrate two types of applications of the probability Distributome resources: computational research and science education. The Distributome tools may be employed to address five complementary computational modeling applications (simulation, data-analysis and inference, model-fitting, examination of the analytical, mathematical and computational properties of specific probability distributions, and exploration of the inter-distributional relations). Many high school and college science, technology, engineering and mathematics (STEM) courses may be enriched by the use of modern pedagogical approaches and technology-enhanced methods. The Distributome resources provide enhancements for blended STEM education by improving student motivation, augmenting the classical curriculum with interactive webapps, and overhauling the learning assessment protocols. PMID:27158191

Timescales of isotropic and anisotropic cluster collapse

NASA Astrophysics Data System (ADS)

Bartelmann, M.; Ehlers, J.; Schneider, P.

1993-12-01

From a simple estimate for the formation time of galaxy clusters, Richstone et al. have recently concluded that the evidence for non-virialized structures in a large fraction of observed clusters points towards a high value for the cosmological density parameter Omega0. This conclusion was based on a study of the spherical collapse of density perturbations, assumed to follow a Gaussian probability distribution. In this paper, we extend their treatment in several respects: first, we argue that the collapse does not start from a comoving motion of the perturbation, but that the continuity equation requires an initial velocity perturbation directly related to the density perturbation. This requirement modifies the initial condition for the evolution equation and has the effect that the collapse proceeds faster than in the case where the initial velocity perturbation is set to zero; the timescale is reduced by a factor of up to approximately equal 0.5. Our results thus strengthens the conclusion of Richstone et al. for a high Omega0. In addition, we study the collapse of density fluctuations in the frame of the Zel'dovich approximation, using as starting condition the analytically known probability distribution of the eigenvalues of the deformation tensor, which depends only on the (Gaussian) width of the perturbation spectrum. Finally, we consider the anisotropic collapse of density perturbations dynamically, again with initial conditions drawn from the probability distribution of the deformation tensor. We find that in both cases of anisotropic collapse, in the Zel'dovich approximation and in the dynamical calculations, the resulting distribution of collapse times agrees remarkably well with the results from spherical collapse. We discuss this agreement and conclude that it is mainly due to the properties of the probability distribution for the eigenvalues of the Zel'dovich deformation tensor. Hence, the conclusions of Richstone et al. on the value of Omega0 can be verified and strengthened, even if a more general approach to the collapse of density perturbations is employed. A simple analytic formula for the cluster redshift distribution in an Einstein-deSitter universe is derived.

Random Partition Distribution Indexed by Pairwise Information

PubMed Central

Dahl, David B.; Day, Ryan; Tsai, Jerry W.

2017-01-01

We propose a random partition distribution indexed by pairwise similarity information such that partitions compatible with the similarities are given more probability. The use of pairwise similarities, in the form of distances, is common in some clustering algorithms (e.g., hierarchical clustering), but we show how to use this type of information to define a prior partition distribution for flexible Bayesian modeling. A defining feature of the distribution is that it allocates probability among partitions within a given number of subsets, but it does not shift probability among sets of partitions with different numbers of subsets. Our distribution places more probability on partitions that group similar items yet keeps the total probability of partitions with a given number of subsets constant. The distribution of the number of subsets (and its moments) is available in closed-form and is not a function of the similarities. Our formulation has an explicit probability mass function (with a tractable normalizing constant) so the full suite of MCMC methods may be used for posterior inference. We compare our distribution with several existing partition distributions, showing that our formulation has attractive properties. We provide three demonstrations to highlight the features and relative performance of our distribution. PMID:29276318

Estimation of submarine mass failure probability from a sequence of deposits with age dates

USGS Publications Warehouse

Geist, Eric L.; Chaytor, Jason D.; Parsons, Thomas E.; ten Brink, Uri S.

2013-01-01

The empirical probability of submarine mass failure is quantified from a sequence of dated mass-transport deposits. Several different techniques are described to estimate the parameters for a suite of candidate probability models. The techniques, previously developed for analyzing paleoseismic data, include maximum likelihood and Type II (Bayesian) maximum likelihood methods derived from renewal process theory and Monte Carlo methods. The estimated mean return time from these methods, unlike estimates from a simple arithmetic mean of the center age dates and standard likelihood methods, includes the effects of age-dating uncertainty and of open time intervals before the first and after the last event. The likelihood techniques are evaluated using Akaike’s Information Criterion (AIC) and Akaike’s Bayesian Information Criterion (ABIC) to select the optimal model. The techniques are applied to mass transport deposits recorded in two Integrated Ocean Drilling Program (IODP) drill sites located in the Ursa Basin, northern Gulf of Mexico. Dates of the deposits were constrained by regional bio- and magnetostratigraphy from a previous study. Results of the analysis indicate that submarine mass failures in this location occur primarily according to a Poisson process in which failures are independent and return times follow an exponential distribution. However, some of the model results suggest that submarine mass failures may occur quasiperiodically at one of the sites (U1324). The suite of techniques described in this study provides quantitative probability estimates of submarine mass failure occurrence, for any number of deposits and age uncertainty distributions.

A brief introduction to probability.

PubMed

Di Paola, Gioacchino; Bertani, Alessandro; De Monte, Lavinia; Tuzzolino, Fabio

2018-02-01

The theory of probability has been debated for centuries: back in 1600, French mathematics used the rules of probability to place and win bets. Subsequently, the knowledge of probability has significantly evolved and is now an essential tool for statistics. In this paper, the basic theoretical principles of probability will be reviewed, with the aim of facilitating the comprehension of statistical inference. After a brief general introduction on probability, we will review the concept of the "probability distribution" that is a function providing the probabilities of occurrence of different possible outcomes of a categorical or continuous variable. Specific attention will be focused on normal distribution that is the most relevant distribution applied to statistical analysis.

Real-Time Safety Monitoring and Prediction for the National Airspace System

NASA Technical Reports Server (NTRS)

Roychoudhury, Indranil

2016-01-01

As new operational paradigms and additional aircraft are being introduced into the National Airspace System (NAS), maintaining safety in such a rapidly growing environment becomes more challenging. It is therefore desirable to have both an overview of the current safety of the airspace at different levels of granularity, as well an understanding of how the state of the safety will evolve into the future given the anticipated flight plans, weather forecasts, predicted health of assets in the airspace, and so on. To this end, we have developed a Real-Time Safety Monitoring (RTSM) that first, estimates the state of the NAS using the dynamic models. Then, given the state estimate and a probability distribution of future inputs to the NAS, the framework predicts the evolution of the NAS, i.e., the future state, and analyzes these future states to predict the occurrence of unsafe events. The entire probability distribution of airspace safety metrics is computed, not just point estimates, without significant assumptions regarding the distribution type and or parameters. We demonstrate our overall approach by predicting the occurrence of some unsafe events and show how these predictions evolve in time as flight operations progress.

An exactly solvable coarse-grained model for species diversity

NASA Astrophysics Data System (ADS)

Suweis, Samir; Rinaldo, Andrea; Maritan, Amos

2012-07-01

We present novel analytical results concerning ecosystem species diversity that stem from a proposed coarse-grained neutral model based on birth-death processes. The relevance of the problem lies in the urgency for understanding and synthesizing both theoretical results from ecological neutral theory and empirical evidence on species diversity preservation. The neutral model of biodiversity deals with ecosystems at the same trophic level, where per capita vital rates are assumed to be species independent. Closed-form analytical solutions for the neutral theory are obtained within a coarse-grained model, where the only input is the species persistence time distribution. Our results pertain to: the probability distribution function of the number of species in the ecosystem, both in transient and in stationary states; the n-point connected time correlation function; and the survival probability, defined as the distribution of time spans to local extinction for a species randomly sampled from the community. Analytical predictions are also tested on empirical data from an estuarine fish ecosystem. We find that emerging properties of the ecosystem are very robust and do not depend on specific details of the model, with implications for biodiversity and conservation biology.

The Effect of Velocity Correlation on the Spatial Evolution of Breakthrough Curves in Heterogeneous Media

NASA Astrophysics Data System (ADS)

Massoudieh, A.; Dentz, M.; Le Borgne, T.

2017-12-01

In heterogeneous media, the velocity distribution and the spatial correlation structure of velocity for solute particles determine the breakthrough curves and how they evolve as one moves away from the solute source. The ability to predict such evolution can help relating the spatio-statistical hydraulic properties of the media to the transport behavior and travel time distributions. While commonly used non-local transport models such as anomalous dispersion and classical continuous time random walk (CTRW) can reproduce breakthrough curve successfully by adjusting the model parameter values, they lack the ability to relate model parameters to the spatio-statistical properties of the media. This in turns limits the transferability of these models. In the research to be presented, we express concentration or flux of solutes as a distribution over their velocity. We then derive an integrodifferential equation that governs the evolution of the particle distribution over velocity at given times and locations for a particle ensemble, based on a presumed velocity correlation structure and an ergodic cross-sectional velocity distribution. This way, the spatial evolution of breakthrough curves away from the source is predicted based on cross-sectional velocity distribution and the connectivity, which is expressed by the velocity transition probability density. The transition probability is specified via a copula function that can help construct a joint distribution with a given correlation and given marginal velocities. Using this approach, we analyze the breakthrough curves depending on the velocity distribution and correlation properties. The model shows how the solute transport behavior evolves from ballistic transport at small spatial scales to Fickian dispersion at large length scales relative to the velocity correlation length.

Modeling nonbreeding distributions of shorebirds and waterfowl in response to climate change

USGS Publications Warehouse

Reese, Gordon; Skagen, Susan K.

2017-01-01

To identify areas on the landscape that may contribute to a robust network of conservation areas, we modeled the probabilities of occurrence of several en route migratory shorebirds and wintering waterfowl in the southern Great Plains of North America, including responses to changing climate. We predominantly used data from the eBird citizen-science project to model probabilities of occurrence relative to land-use patterns, spatial distribution of wetlands, and climate. We projected models to potential future climate conditions using five representative general circulation models of the Coupled Model Intercomparison Project 5 (CMIP5). We used Random Forests to model probabilities of occurrence and compared the time periods 1981–2010 (hindcast) and 2041–2070 (forecast) in “model space.” Projected changes in shorebird probabilities of occurrence varied with species-specific general distribution pattern, migration distance, and spatial extent. Species using the western and northern portion of the study area exhibited the greatest likelihoods of decline, whereas species with more easterly occurrences, mostly long-distance migrants, had the greatest projected increases in probability of occurrence. At an ecoregional extent, differences in probabilities of shorebird occurrence ranged from −0.015 to 0.045 when averaged across climate models, with the largest increases occurring early in migration. Spatial shifts are predicted for several shorebird species. Probabilities of occurrence of wintering Mallards and Northern Pintail are predicted to increase by 0.046 and 0.061, respectively, with northward shifts projected for both species. When incorporated into partner land management decision tools, results at ecoregional extents can be used to identify wetland complexes with the greatest potential to support birds in the nonbreeding season under a wide range of future climate scenarios.

Position Error Covariance Matrix Validation and Correction

NASA Technical Reports Server (NTRS)

Frisbee, Joe, Jr.

2016-01-01

In order to calculate operationally accurate collision probabilities, the position error covariance matrices predicted at times of closest approach must be sufficiently accurate representations of the position uncertainties. This presentation will discuss why the Gaussian distribution is a reasonable expectation for the position uncertainty and how this assumed distribution type is used in the validation and correction of position error covariance matrices.

K-S Test for Goodness of Fit and Waiting Times for Fatal Plane Accidents

ERIC Educational Resources Information Center

Gwanyama, Philip Wagala

2005-01-01

The Kolmogorov?Smirnov (K-S) test for goodness of fit was developed by Kolmogorov in 1933 [1] and Smirnov in 1939 [2]. Its procedures are suitable for testing the goodness of fit of a data set for most probability distributions regardless of sample size [3-5]. These procedures, modified for the exponential distribution by Lilliefors [5] and…

Microscopic modeling of gas-surface scattering: II. Application to argon atom adsorption on a platinum (111) surface

NASA Astrophysics Data System (ADS)

Filinov, A.; Bonitz, M.; Loffhagen, D.

2018-06-01

A new combination of first principle molecular dynamics (MD) simulations with a rate equation model presented in the preceding paper (paper I) is applied to analyze in detail the scattering of argon atoms from a platinum (111) surface. The combined model is based on a classification of all atom trajectories according to their energies into trapped, quasi-trapped and scattering states. The number of particles in each of the three classes obeys coupled rate equations. The coefficients in the rate equations are the transition probabilities between these states which are obtained from MD simulations. While these rates are generally time-dependent, after a characteristic time scale t E of several tens of picoseconds they become stationary allowing for a rather simple analysis. Here, we investigate this time scale by analyzing in detail the temporal evolution of the energy distribution functions of the adsorbate atoms. We separately study the energy loss distribution function of the atoms and the distribution function of in-plane and perpendicular energy components. Further, we compute the sticking probability of argon atoms as a function of incident energy, angle and lattice temperature. Our model is important for plasma-surface modeling as it allows to extend accurate simulations to longer time scales.

The classification of flaring states of blazars

NASA Astrophysics Data System (ADS)

Resconi, E.; Franco, D.; Gross, A.; Costamante, L.; Flaccomio, E.

2009-08-01

Aims: The time evolution of the electromagnetic emission from blazars, in particular high-frequency peaked sources (HBLs), displays irregular activity that has not yet been understood. In this work we report a methodology capable of characterizing the time behavior of these variable objects. Methods: The maximum likelihood blocks (MLBs) is a model-independent estimator that subdivides the light curve into time blocks, whose length and amplitude are compatible with states of constant emission rate of the observed source. The MLBs yield the statistical significance in the rate variations and strongly suppresses the noise fluctuations in the light curves. We applied the MLBs for the first time on the long term X-ray light curves (RXTE/ASM) of Mkn 421, Mkn 501, 1ES 1959+650, and 1ES 2155-304, more than 10 years of observational data (1996-2007). Using the MLBs interpretation of RXTE/ASM data, the integrated time flux distribution is determined for each single source considered. We identify in these distributions the characteristic level, as well as the flaring states of the blazars. Results: All the distributions show a significant component at negative flux values, most probably caused by an uncertainty in the background subtraction and by intrinsic fluctuations of RXTE/ASM. This effect concerns in particular short time observations. To quantify the probability that the intrinsic fluctuations give rise to a false identification of a flare, we study a population of very faint sources and their integrated time-flux distribution. We determine duty cycle or fraction of time a source spent in the flaring state of the source Mkn 421, Mkn 501, 1ES 1959+650 and 1ES 2155-304. Moreover, we study the random coincidences between flares and generic sporadic events such as high-energy neutrinos or flares in other wavelengths.

Comparison of Traditional and Open-Access Appointment Scheduling for Exponentially Distributed Service Time.

PubMed

Yan, Chongjun; Tang, Jiafu; Jiang, Bowen; Fung, Richard Y K

2015-01-01

This paper compares the performance measures of traditional appointment scheduling (AS) with those of an open-access appointment scheduling (OA-AS) system with exponentially distributed service time. A queueing model is formulated for the traditional AS system with no-show probability. The OA-AS models assume that all patients who call before the session begins will show up for the appointment on time. Two types of OA-AS systems are considered: with a same-session policy and with a same-or-next-session policy. Numerical results indicate that the superiority of OA-AS systems is not as obvious as those under deterministic scenarios. The same-session system has a threshold of relative waiting cost, after which the traditional system always has higher total costs, and the same-or-next-session system is always preferable, except when the no-show probability or the weight of patients' waiting is low. It is concluded that open-access policies can be viewed as alternative approaches to mitigate the negative effects of no-show patients.

Informing Disease Models with Temporal and Spatial Contact Structure among GPS-Collared Individuals in Wild Populations

PubMed Central

Williams, David M.; Dechen Quinn, Amy C.; Porter, William F.

2014-01-01

Contacts between hosts are essential for transmission of many infectious agents. Understanding how contacts, and thus transmission rates, occur in space and time is critical to effectively responding to disease outbreaks in free-ranging animal populations. Contacts between animals in the wild are often difficult to observe or measure directly. Instead, one must infer contacts from metrics such as proximity in space and time. Our objective was to examine how contacts between white-tailed deer (Odocoileus virginianus) vary in space and among seasons. We used GPS movement data from 71 deer in central New York State to quantify potential direct contacts between deer and indirect overlap in space use across time and space. Daily probabilities of direct contact decreased from winter (0.05–0.14), to low levels post-parturition through summer (0.00–0.02), and increased during the rut to winter levels. The cumulative distribution for the spatial structure of direct and indirect contact probabilities around a hypothetical point of occurrence increased rapidly with distance for deer pairs separated by 1,000 m – 7,000 m. Ninety-five percent of the probabilities of direct contact occurred among deer pairs within 8,500 m of one another, and 99% within 10,900 m. Probabilities of indirect contact accumulated across greater spatial extents: 95% at 11,900 m and 99% at 49,000 m. Contacts were spatially consistent across seasons, indicating that although contact rates differ seasonally, they occur proportionally across similar landscape extents. Distributions of contact probabilities across space can inform management decisions for assessing risk and allocating resources in response. PMID:24409293

Digital simulation of two-dimensional random fields with arbitrary power spectra and non-Gaussian probability distribution functions.

PubMed

Yura, Harold T; Hanson, Steen G

2012-04-01

Methods for simulation of two-dimensional signals with arbitrary power spectral densities and signal amplitude probability density functions are disclosed. The method relies on initially transforming a white noise sample set of random Gaussian distributed numbers into a corresponding set with the desired spectral distribution, after which this colored Gaussian probability distribution is transformed via an inverse transform into the desired probability distribution. In most cases the method provides satisfactory results and can thus be considered an engineering approach. Several illustrative examples with relevance for optics are given.

The global impact distribution of Near-Earth objects

NASA Astrophysics Data System (ADS)

Rumpf, Clemens; Lewis, Hugh G.; Atkinson, Peter M.

2016-02-01

Asteroids that could collide with the Earth are listed on the publicly available Near-Earth object (NEO) hazard web sites maintained by the National Aeronautics and Space Administration (NASA) and the European Space Agency (ESA). The impact probability distribution of 69 potentially threatening NEOs from these lists that produce 261 dynamically distinct impact instances, or Virtual Impactors (VIs), were calculated using the Asteroid Risk Mitigation and Optimization Research (ARMOR) tool in conjunction with OrbFit. ARMOR projected the impact probability of each VI onto the surface of the Earth as a spatial probability distribution. The projection considers orbit solution accuracy and the global impact probability. The method of ARMOR is introduced and the tool is validated against two asteroid-Earth collision cases with objects 2008 TC3 and 2014 AA. In the analysis, the natural distribution of impact corridors is contrasted against the impact probability distribution to evaluate the distributions' conformity with the uniform impact distribution assumption. The distribution of impact corridors is based on the NEO population and orbital mechanics. The analysis shows that the distribution of impact corridors matches the common assumption of uniform impact distribution and the result extends the evidence base for the uniform assumption from qualitative analysis of historic impact events into the future in a quantitative way. This finding is confirmed in a parallel analysis of impact points belonging to a synthetic population of 10,006 VIs. Taking into account the impact probabilities introduced significant variation into the results and the impact probability distribution, consequently, deviates markedly from uniformity. The concept of impact probabilities is a product of the asteroid observation and orbit determination technique and, thus, represents a man-made component that is largely disconnected from natural processes. It is important to consider impact probabilities because such information represents the best estimate of where an impact might occur.

Convergence of Transition Probability Matrix in CLVMarkov Models

NASA Astrophysics Data System (ADS)

Permana, D.; Pasaribu, U. S.; Indratno, S. W.; Suprayogi, S.

2018-04-01

A transition probability matrix is an arrangement of transition probability from one states to another in a Markov chain model (MCM). One of interesting study on the MCM is its behavior for a long time in the future. The behavior is derived from one property of transition probabilty matrix for n steps. This term is called the convergence of the n-step transition matrix for n move to infinity. Mathematically, the convergence of the transition probability matrix is finding the limit of the transition matrix which is powered by n where n moves to infinity. The convergence form of the transition probability matrix is very interesting as it will bring the matrix to its stationary form. This form is useful for predicting the probability of transitions between states in the future. The method usually used to find the convergence of transition probability matrix is through the process of limiting the distribution. In this paper, the convergence of the transition probability matrix is searched using a simple concept of linear algebra that is by diagonalizing the matrix.This method has a higher level of complexity because it has to perform the process of diagonalization in its matrix. But this way has the advantage of obtaining a common form of power n of the transition probability matrix. This form is useful to see transition matrix before stationary. For example cases are taken from CLV model using MCM called Model of CLV-Markov. There are several models taken by its transition probability matrix to find its convergence form. The result is that the convergence of the matrix of transition probability through diagonalization has similarity with convergence with commonly used distribution of probability limiting method.

Climate Change Impact Assessment in Pacific North West Using Copula based Coupling of Temperature and Precipitation variables

NASA Astrophysics Data System (ADS)

Qin, Y.; Rana, A.; Moradkhani, H.

2014-12-01

The multi downscaled-scenario products allow us to better assess the uncertainty of the changes/variations of precipitation and temperature in the current and future periods. Joint Probability distribution functions (PDFs), of both the climatic variables, might help better understand the interdependence of the two, and thus in-turn help in accessing the future with confidence. Using the joint distribution of temperature and precipitation is also of significant importance in hydrological applications and climate change studies. In the present study, we have used multi-modelled statistically downscaled-scenario ensemble of precipitation and temperature variables using 2 different statistically downscaled climate dataset. The datasets used are, 10 Global Climate Models (GCMs) downscaled products from CMIP5 daily dataset, namely, those from the Bias Correction and Spatial Downscaling (BCSD) technique generated at Portland State University and from the Multivariate Adaptive Constructed Analogs (MACA) technique, generated at University of Idaho, leading to 2 ensemble time series from 20 GCM products. Thereafter the ensemble PDFs of both precipitation and temperature is evaluated for summer, winter, and yearly periods for all the 10 sub-basins across Columbia River Basin (CRB). Eventually, Copula is applied to establish the joint distribution of two variables enabling users to model the joint behavior of the variables with any level of correlation and dependency. Moreover, the probabilistic distribution helps remove the limitations on marginal distributions of variables in question. The joint distribution is then used to estimate the change trends of the joint precipitation and temperature in the current and future, along with estimation of the probabilities of the given change. Results have indicated towards varied change trends of the joint distribution of, summer, winter, and yearly time scale, respectively in all 10 sub-basins. Probabilities of changes, as estimated by the joint precipitation and temperature, will provide useful information/insights for hydrological and climate change predictions.

Kinetic Monte Carlo simulations of nucleation and growth in electrodeposition.

PubMed

Guo, Lian; Radisic, Aleksandar; Searson, Peter C

2005-12-22

Nucleation and growth during bulk electrodeposition is studied using kinetic Monte Carlo (KMC) simulations. Ion transport in solution is modeled using Brownian dynamics, and the kinetics of nucleation and growth are dependent on the probabilities of metal-on-substrate and metal-on-metal deposition. Using this approach, we make no assumptions about the nucleation rate, island density, or island distribution. The influence of the attachment probabilities and concentration on the time-dependent island density and current transients is reported. Various models have been assessed by recovering the nucleation rate and island density from the current-time transients.

A Critique of the DoD Materiel Distribution Study,

DTIC Science & Technology

1979-03-01

are generated on order cycle times by their components: communication times, depot order processing times, depot capacity delay times, and transit...exceeded, the order was placed in one of three priority queues. The order processing time was determined by priority group by depot. A 20-point probability...time was defined to be the sum of communication, depot order processing , depot capacity delay, and transit times. As has been argued, the first three of

Generalized Arcsine Laws for Fractional Brownian Motion

NASA Astrophysics Data System (ADS)

Sadhu, Tridib; Delorme, Mathieu; Wiese, Kay Jörg

2018-01-01

The three arcsine laws for Brownian motion are a cornerstone of extreme-value statistics. For a Brownian Bt starting from the origin, and evolving during time T , one considers the following three observables: (i) the duration t+ the process is positive, (ii) the time tlast the process last visits the origin, and (iii) the time tmax when it achieves its maximum (or minimum). All three observables have the same cumulative probability distribution expressed as an arcsine function, thus the name arcsine laws. We show how these laws change for fractional Brownian motion Xt, a non-Markovian Gaussian process indexed by the Hurst exponent H . It generalizes standard Brownian motion (i.e., H =1/2 ). We obtain the three probabilities using a perturbative expansion in ɛ =H -1/2 . While all three probabilities are different, this distinction can only be made at second order in ɛ . Our results are confirmed to high precision by extensive numerical simulations.

Distributed fault detection over sensor networks with Markovian switching topologies

NASA Astrophysics Data System (ADS)

Ge, Xiaohua; Han, Qing-Long

2014-05-01

This paper deals with the distributed fault detection for discrete-time Markov jump linear systems over sensor networks with Markovian switching topologies. The sensors are scatteredly deployed in the sensor field and the fault detectors are physically distributed via a communication network. The system dynamics changes and sensing topology variations are modeled by a discrete-time Markov chain with incomplete mode transition probabilities. Each of these sensor nodes firstly collects measurement outputs from its all underlying neighboring nodes, processes these data in accordance with the Markovian switching topologies, and then transmits the processed data to the remote fault detector node. Network-induced delays and accumulated data packet dropouts are incorporated in the data transmission between the sensor nodes and the distributed fault detector nodes through the communication network. To generate localized residual signals, mode-independent distributed fault detection filters are proposed. By means of the stochastic Lyapunov functional approach, the residual system performance analysis is carried out such that the overall residual system is stochastically stable and the error between each residual signal and the fault signal is made as small as possible. Furthermore, a sufficient condition on the existence of the mode-independent distributed fault detection filters is derived in the simultaneous presence of incomplete mode transition probabilities, Markovian switching topologies, network-induced delays, and accumulated data packed dropouts. Finally, a stirred-tank reactor system is given to show the effectiveness of the developed theoretical results.

Methods for combining payload parameter variations with input environment. [calculating design limit loads compatible with probabilistic structural design criteria

NASA Technical Reports Server (NTRS)

Merchant, D. H.

1976-01-01

Methods are presented for calculating design limit loads compatible with probabilistic structural design criteria. The approach is based on the concept that the desired limit load, defined as the largest load occurring in a mission, is a random variable having a specific probability distribution which may be determined from extreme-value theory. The design limit load, defined as a particular of this random limit load, is the value conventionally used in structural design. Methods are presented for determining the limit load probability distributions from both time-domain and frequency-domain dynamic load simulations. Numerical demonstrations of the method are also presented.

Twenty-five years of change in southern African passerine diversity: nonclimatic factors of change.

PubMed

Péron, Guillaume; Altwegg, Res

2015-09-01

We analysed more than 25 years of change in passerine bird distribution in South Africa, Swaziland and Lesotho, to show that species distributions can be influenced by processes that are at least in part independent of the local strength and direction of climate change: land use and ecological succession. We used occupancy models that separate species' detection from species' occupancy probability, fitted to citizen science data from both phases of the Southern African Bird Atlas Project (1987-1996 and 2007-2013). Temporal trends in species' occupancy probability were interpreted in terms of local extinction/colonization, and temporal trends in detection probability were interpreted in terms of change in abundance. We found for the first time at this scale that, as predicted in the context of bush encroachment, closed-savannah specialists increased where open-savannah specialists decreased. In addition, the trend in the abundance of species a priori thought to be favoured by agricultural conversion was negatively correlated with human population density, which is in line with hypotheses explaining the decline in farmland birds in the Northern Hemisphere. In addition to climate, vegetation cover and the intensity and time since agricultural conversion constitute important predictors of biodiversity changes in the region. Their inclusion will improve the reliability of predictive models of species distribution. © 2015 John Wiley & Sons Ltd.

Space Object Collision Probability via Monte Carlo on the Graphics Processing Unit

NASA Astrophysics Data System (ADS)

Vittaldev, Vivek; Russell, Ryan P.

2017-09-01

Fast and accurate collision probability computations are essential for protecting space assets. Monte Carlo (MC) simulation is the most accurate but computationally intensive method. A Graphics Processing Unit (GPU) is used to parallelize the computation and reduce the overall runtime. Using MC techniques to compute the collision probability is common in literature as the benchmark. An optimized implementation on the GPU, however, is a challenging problem and is the main focus of the current work. The MC simulation takes samples from the uncertainty distributions of the Resident Space Objects (RSOs) at any time during a time window of interest and outputs the separations at closest approach. Therefore, any uncertainty propagation method may be used and the collision probability is automatically computed as a function of RSO collision radii. Integration using a fixed time step and a quartic interpolation after every Runge Kutta step ensures that no close approaches are missed. Two orders of magnitude speedups over a serial CPU implementation are shown, and speedups improve moderately with higher fidelity dynamics. The tool makes the MC approach tractable on a single workstation, and can be used as a final product, or for verifying surrogate and analytical collision probability methods.

Idealized models of the joint probability distribution of wind speeds

NASA Astrophysics Data System (ADS)

Monahan, Adam H.

2018-05-01

The joint probability distribution of wind speeds at two separate locations in space or points in time completely characterizes the statistical dependence of these two quantities, providing more information than linear measures such as correlation. In this study, we consider two models of the joint distribution of wind speeds obtained from idealized models of the dependence structure of the horizontal wind velocity components. The bivariate Rice distribution follows from assuming that the wind components have Gaussian and isotropic fluctuations. The bivariate Weibull distribution arises from power law transformations of wind speeds corresponding to vector components with Gaussian, isotropic, mean-zero variability. Maximum likelihood estimates of these distributions are compared using wind speed data from the mid-troposphere, from different altitudes at the Cabauw tower in the Netherlands, and from scatterometer observations over the sea surface. While the bivariate Rice distribution is more flexible and can represent a broader class of dependence structures, the bivariate Weibull distribution is mathematically simpler and may be more convenient in many applications. The complexity of the mathematical expressions obtained for the joint distributions suggests that the development of explicit functional forms for multivariate speed distributions from distributions of the components will not be practical for more complicated dependence structure or more than two speed variables.

Stable laws and cosmic ray physics

NASA Astrophysics Data System (ADS)

Genolini, Y.; Salati, P.; Serpico, P. D.; Taillet, R.

2017-04-01

Context. In the new "precision era" for cosmic ray astrophysics, scientists making theoretical predictions cannot content themselves with average trends, but need to correctly take into account intrinsic uncertainties. The space-time discreteness of the cosmic ray sources, together with a substantial ignorance of their precise epochs and locations (with the possible exception of the most recent and close ones) play an important role in this sense. Aims: We elaborate a statistical theory to deal with this problem, relating the composite probability P(Ψ) to obtain a flux Ψ at the Earth and the single-source probability p(ψ) to contribute with a flux ψ. The main difficulty arises from the fact that p(ψ) is a "heavy tail" distribution, characterized by power-law or broken power-law behavior up to very large fluxes, for which the central limit theorem does not hold, and leading to distributions different from Gaussian. The functional form of the distribution for the aggregated flux is nonetheless unchanged by its own convolution, that is, it belongs to the so-called stable laws class. Methods: We analytically discuss the regime of validity of the stable laws associated with the distributions arising in cosmic ray astrophysics, as well as the limitations to the treatment imposed by causal considerations and partial source catalog knowledge. We validate our results with extensive Monte Carlo simulations, for different regimes of propagation parameters and energies. Results: We find that relatively simple recipes provide a satisfactory description of the probability P(Ψ). We also find that a naive Gaussian fit to simulation results would underestimate the probability of very large fluxes, that is, several times above the average, while overestimating the probability of relatively milder excursions. At large energies, large flux fluctuations are prevented by causal considerations, while at low energies, a partial knowledge of the recent and nearby population of sources plays an important role. A few proposals have been recently discussed in the literature to account for spectral breaks reported in cosmic ray data in terms of local contributions. We apply our newly developed theory to assess their probabilities, finding that they are relatively small, typically at the 0.1% level or smaller, never exceeding 1%. Conclusions: The use of heavy tail distributions is relevant in assessing how likely a measured cosmic ray flux is to depart from the average expectation in a given model. The existing mathematical theory leading to stable laws can be adapted to the case of interest via some recipes that closely reproduce numerical simulations and are relatively easy to implement.

An Analytic Form for the Interresponse Time Analysis of Shull, Gaynor, and Grimes with Applications and Extensions

ERIC Educational Resources Information Center

Kessel, Robert; Lucke, Robert L.

2008-01-01

Shull, Gaynor and Grimes advanced a model for interresponse time distribution using probabilistic cycling between a higher-rate and a lower-rate response process. Both response processes are assumed to be random in time with a constant rate. The cycling between the two processes is assumed to have a constant transition probability that is…

An energy dependent earthquake frequency-magnitude distribution

NASA Astrophysics Data System (ADS)

Spassiani, I.; Marzocchi, W.

2017-12-01

The most popular description of the frequency-magnitude distribution of seismic events is the exponential Gutenberg-Richter (G-R) law, which is widely used in earthquake forecasting and seismic hazard models. Although it has been experimentally well validated in many catalogs worldwide, it is not yet clear at which space-time scales the G-R law still holds. For instance, in a small area where a large earthquake has just happened, the probability that another very large earthquake nucleates in a short time window should diminish because it takes time to recover the same level of elastic energy just released. In short, the frequency-magnitude distribution before and after a large earthquake in a small area should be different because of the different amount of available energy.Our study is then aimed to explore a possible modification of the classical G-R distribution by including the dependence on an energy parameter. In a nutshell, this more general version of the G-R law should be such that a higher release of energy corresponds to a lower probability of strong aftershocks. In addition, this new frequency-magnitude distribution has to satisfy an invariance condition: when integrating over large areas, that is when integrating over infinite energy available, the G-R law must be recovered.Finally we apply a proposed generalization of the G-R law to different seismic catalogs to show how it works and the differences with the classical G-R law.

Econophysics: Two-phase behaviour of financial markets

NASA Astrophysics Data System (ADS)

Plerou, Vasiliki; Gopikrishnan, Parameswaran; Stanley, H. Eugene

2003-01-01

Buying and selling in financial markets is driven by demand, which can be quantified by the imbalance in the number of shares transacted by buyers and sellers over a given time interval. Here we analyse the probability distribution of demand, conditioned on its local noise intensity Σ, and discover the surprising existence of a critical threshold, Σc. For Σ < Σc, the most probable value of demand is roughly zero; we interpret this as an equilibrium phase in which neither buying nor selling predominates. For Σ > Σc, two most probable values emerge that are symmetrical around zero demand, corresponding to excess demand and excess supply; we interpret this as an out-of-equilibrium phase in which the market behaviour is mainly buying for half of the time, and mainly selling for the other half.

Precipitation Cluster Distributions: Current Climate Storm Statistics and Projected Changes Under Global Warming

NASA Astrophysics Data System (ADS)

Quinn, Kevin Martin

The total amount of precipitation integrated across a precipitation cluster (contiguous precipitating grid cells exceeding a minimum rain rate) is a useful measure of the aggregate size of the disturbance, expressed as the rate of water mass lost or latent heat released, i.e. the power of the disturbance. Probability distributions of cluster power are examined during boreal summer (May-September) and winter (January-March) using satellite-retrieved rain rates from the Tropical Rainfall Measuring Mission (TRMM) 3B42 and Special Sensor Microwave Imager and Sounder (SSM/I and SSMIS) programs, model output from the High Resolution Atmospheric Model (HIRAM, roughly 0.25-0.5 0 resolution), seven 1-2° resolution members of the Coupled Model Intercomparison Project Phase 5 (CMIP5) experiment, and National Center for Atmospheric Research Large Ensemble (NCAR LENS). Spatial distributions of precipitation-weighted centroids are also investigated in observations (TRMM-3B42) and climate models during winter as a metric for changes in mid-latitude storm tracks. Observed probability distributions for both seasons are scale-free from the smallest clusters up to a cutoff scale at high cluster power, after which the probability density drops rapidly. When low rain rates are excluded by choosing a minimum rain rate threshold in defining clusters, the models accurately reproduce observed cluster power statistics and winter storm tracks. Changes in behavior in the tail of the distribution, above the cutoff, are important for impacts since these quantify the frequency of the most powerful storms. End-of-century cluster power distributions and storm track locations are investigated in these models under a "business as usual" global warming scenario. The probability of high cluster power events increases by end-of-century across all models, by up to an order of magnitude for the highest-power events for which statistics can be computed. For the three models in the suite with continuous time series of high resolution output, there is substantial variability on when these probability increases for the most powerful precipitation clusters become detectable, ranging from detectable within the observational period to statistically significant trends emerging only after 2050. A similar analysis of National Centers for Environmental Prediction (NCEP) Reanalysis 2 and SSM/I-SSMIS rain rate retrievals in the recent observational record does not yield reliable evidence of trends in high-power cluster probabilities at this time. Large impacts to mid-latitude storm tracks are projected over the West Coast and eastern North America, with no less than 8 of the 9 models examined showing large increases by end-of-century in the probability density of the most powerful storms, ranging up to a factor of 6.5 in the highest range bin for which historical statistics are computed. However, within these regional domains, there is considerable variation among models in pinpointing exactly where the largest increases will occur.

The geometry of proliferating dicot cells.

PubMed

Korn, R W

2001-02-01

The distributions of cell size and cell cycle duration were studied in two-dimensional expanding plant tissues. Plastic imprints of the leaf epidermis of three dicot plants, jade (Crassula argentae), impatiens (Impatiens wallerana), and the common begonia (Begonia semperflorens) were made and cell outlines analysed. The average, standard deviation and coefficient of variance (CV = 100 x standard deviation/average) of cell size were determined with the CV of mother cells less than the CV for daughter cells and both are less than that for all cells. An equation was devised as a simple description of the probability distribution of sizes for all cells of a tissue. Cell cycle durations as measured in arbitrary time units were determined by reconstructing the initial and final sizes of cells and they collectively give the expected asymmetric bell-shaped probability distribution. Given the features of unequal cell division (an average of 11.6% difference in size of daughter cells) and the size variation of dividing cells, it appears that the range of cell size is more critically regulated than the size of a cell at any particular time.

Second look at the spread of epidemics on networks

NASA Astrophysics Data System (ADS)

Kenah, Eben; Robins, James M.

2007-09-01

In an important paper, Newman [Phys. Rev. E66, 016128 (2002)] claimed that a general network-based stochastic Susceptible-Infectious-Removed (SIR) epidemic model is isomorphic to a bond percolation model, where the bonds are the edges of the contact network and the bond occupation probability is equal to the marginal probability of transmission from an infected node to a susceptible neighbor. In this paper, we show that this isomorphism is incorrect and define a semidirected random network we call the epidemic percolation network that is exactly isomorphic to the SIR epidemic model in any finite population. In the limit of a large population, (i) the distribution of (self-limited) outbreak sizes is identical to the size distribution of (small) out-components, (ii) the epidemic threshold corresponds to the phase transition where a giant strongly connected component appears, (iii) the probability of a large epidemic is equal to the probability that an initial infection occurs in the giant in-component, and (iv) the relative final size of an epidemic is equal to the proportion of the network contained in the giant out-component. For the SIR model considered by Newman, we show that the epidemic percolation network predicts the same mean outbreak size below the epidemic threshold, the same epidemic threshold, and the same final size of an epidemic as the bond percolation model. However, the bond percolation model fails to predict the correct outbreak size distribution and probability of an epidemic when there is a nondegenerate infectious period distribution. We confirm our findings by comparing predictions from percolation networks and bond percolation models to the results of simulations. In the Appendix, we show that an isomorphism to an epidemic percolation network can be defined for any time-homogeneous stochastic SIR model.

A Compendium of Wind Statistics and Models for the NASA Space Shuttle and Other Aerospace Vehicle Programs

NASA Technical Reports Server (NTRS)

Smith, O. E.; Adelfang, S. I.

1998-01-01

The wind profile with all of its variations with respect to altitude has been, is now, and will continue to be important for aerospace vehicle design and operations. Wind profile databases and models are used for the vehicle ascent flight design for structural wind loading, flight control systems, performance analysis, and launch operations. This report presents the evolution of wind statistics and wind models from the empirical scalar wind profile model established for the Saturn Program through the development of the vector wind profile model used for the Space Shuttle design to the variations of this wind modeling concept for the X-33 program. Because wind is a vector quantity, the vector wind models use the rigorous mathematical probability properties of the multivariate normal probability distribution. When the vehicle ascent steering commands (ascent guidance) are wind biased to the wind profile measured on the day-of-launch, ascent structural wind loads are reduced and launch probability is increased. This wind load alleviation technique is recommended in the initial phase of vehicle development. The vehicle must fly through the largest load allowable versus altitude to achieve its mission. The Gumbel extreme value probability distribution is used to obtain the probability of exceeding (or not exceeding) the load allowable. The time conditional probability function is derived from the Gumbel bivariate extreme value distribution. This time conditional function is used for calculation of wind loads persistence increments using 3.5-hour Jimsphere wind pairs. These increments are used to protect the commit-to-launch decision. Other topics presented include the Shuttle Shuttle load-response to smoothed wind profiles, a new gust model, and advancements in wind profile measuring systems. From the lessons learned and knowledge gained from past vehicle programs, the development of future launch vehicles can be accelerated. However, new vehicle programs by their very nature will require specialized support for new databases and analyses for wind, atmospheric parameters (pressure, temperature, and density versus altitude), and weather. It is for this reason that project managers are encouraged to collaborate with natural environment specialists early in the conceptual design phase. Such action will give the lead time necessary to meet the natural environment design and operational requirements, and thus, reduce development costs.

Intra-Urban Human Mobility and Activity Transition: Evidence from Social Media Check-In Data

PubMed Central

Wu, Lun; Zhi, Ye; Sui, Zhengwei; Liu, Yu

2014-01-01

Most existing human mobility literature focuses on exterior characteristics of movements but neglects activities, the driving force that underlies human movements. In this research, we combine activity-based analysis with a movement-based approach to model the intra-urban human mobility observed from about 15 million check-in records during a yearlong period in Shanghai, China. The proposed model is activity-based and includes two parts: the transition of travel demands during a specific time period and the movement between locations. For the first part, we find the transition probability between activities varies over time, and then we construct a temporal transition probability matrix to represent the transition probability of travel demands during a time interval. For the second part, we suggest that the travel demands can be divided into two classes, locationally mandatory activity (LMA) and locationally stochastic activity (LSA), according to whether the demand is associated with fixed location or not. By judging the combination of predecessor activity type and successor activity type we determine three trip patterns, each associated with a different decay parameter. To validate the model, we adopt the mechanism of an agent-based model and compare the simulated results with the observed pattern from the displacement distance distribution, the spatio-temporal distribution of activities, and the temporal distribution of travel demand transitions. The results show that the simulated patterns fit the observed data well, indicating that these findings open new directions for combining activity-based analysis with a movement-based approach using social media check-in data. PMID:24824892

A chi-square goodness-of-fit test for non-identically distributed random variables: with application to empirical Bayes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Conover, W.J.; Cox, D.D.; Martz, H.F.

1997-12-01

When using parametric empirical Bayes estimation methods for estimating the binomial or Poisson parameter, the validity of the assumed beta or gamma conjugate prior distribution is an important diagnostic consideration. Chi-square goodness-of-fit tests of the beta or gamma prior hypothesis are developed for use when the binomial sample sizes or Poisson exposure times vary. Nine examples illustrate the application of the methods, using real data from such diverse applications as the loss of feedwater flow rates in nuclear power plants, the probability of failure to run on demand and the failure rates of the high pressure coolant injection systems atmore » US commercial boiling water reactors, the probability of failure to run on demand of emergency diesel generators in US commercial nuclear power plants, the rate of failure of aircraft air conditioners, baseball batting averages, the probability of testing positive for toxoplasmosis, and the probability of tumors in rats. The tests are easily applied in practice by means of corresponding Mathematica{reg_sign} computer programs which are provided.« less

Population density approach for discrete mRNA distributions in generalized switching models for stochastic gene expression.

PubMed

Stinchcombe, Adam R; Peskin, Charles S; Tranchina, Daniel

2012-06-01

We present a generalization of a population density approach for modeling and analysis of stochastic gene expression. In the model, the gene of interest fluctuates stochastically between an inactive state, in which transcription cannot occur, and an active state, in which discrete transcription events occur; and the individual mRNA molecules are degraded stochastically in an independent manner. This sort of model in simplest form with exponential dwell times has been used to explain experimental estimates of the discrete distribution of random mRNA copy number. In our generalization, the random dwell times in the inactive and active states, T_{0} and T_{1}, respectively, are independent random variables drawn from any specified distributions. Consequently, the probability per unit time of switching out of a state depends on the time since entering that state. Our method exploits a connection between the fully discrete random process and a related continuous process. We present numerical methods for computing steady-state mRNA distributions and an analytical derivation of the mRNA autocovariance function. We find that empirical estimates of the steady-state mRNA probability mass function from Monte Carlo simulations of laboratory data do not allow one to distinguish between underlying models with exponential and nonexponential dwell times in some relevant parameter regimes. However, in these parameter regimes and where the autocovariance function has negative lobes, the autocovariance function disambiguates the two types of models. Our results strongly suggest that temporal data beyond the autocovariance function is required in general to characterize gene switching.

Nonadditive entropies yield probability distributions with biases not warranted by the data.

PubMed

Pressé, Steve; Ghosh, Kingshuk; Lee, Julian; Dill, Ken A

2013-11-01

Different quantities that go by the name of entropy are used in variational principles to infer probability distributions from limited data. Shore and Johnson showed that maximizing the Boltzmann-Gibbs form of the entropy ensures that probability distributions inferred satisfy the multiplication rule of probability for independent events in the absence of data coupling such events. Other types of entropies that violate the Shore and Johnson axioms, including nonadditive entropies such as the Tsallis entropy, violate this basic consistency requirement. Here we use the axiomatic framework of Shore and Johnson to show how such nonadditive entropy functions generate biases in probability distributions that are not warranted by the underlying data.

Ignition probability of polymer-bonded explosives accounting for multiple sources of material stochasticity

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kim, S.; Barua, A.; Zhou, M., E-mail: min.zhou@me.gatech.edu

2014-05-07

Accounting for the combined effect of multiple sources of stochasticity in material attributes, we develop an approach that computationally predicts the probability of ignition of polymer-bonded explosives (PBXs) under impact loading. The probabilistic nature of the specific ignition processes is assumed to arise from two sources of stochasticity. The first source involves random variations in material microstructural morphology; the second source involves random fluctuations in grain-binder interfacial bonding strength. The effect of the first source of stochasticity is analyzed with multiple sets of statistically similar microstructures and constant interfacial bonding strength. Subsequently, each of the microstructures in the multiple setsmore » is assigned multiple instantiations of randomly varying grain-binder interfacial strengths to analyze the effect of the second source of stochasticity. Critical hotspot size-temperature states reaching the threshold for ignition are calculated through finite element simulations that explicitly account for microstructure and bulk and interfacial dissipation to quantify the time to criticality (t{sub c}) of individual samples, allowing the probability distribution of the time to criticality that results from each source of stochastic variation for a material to be analyzed. Two probability superposition models are considered to combine the effects of the multiple sources of stochasticity. The first is a parallel and series combination model, and the second is a nested probability function model. Results show that the nested Weibull distribution provides an accurate description of the combined ignition probability. The approach developed here represents a general framework for analyzing the stochasticity in the material behavior that arises out of multiple types of uncertainty associated with the structure, design, synthesis and processing of materials.« less

Long-Term Fault Memory: A New Time-Dependent Recurrence Model for Large Earthquake Clusters on Plate Boundaries

NASA Astrophysics Data System (ADS)

Salditch, L.; Brooks, E. M.; Stein, S.; Spencer, B. D.; Campbell, M. R.

2017-12-01

A challenge for earthquake hazard assessment is that geologic records often show large earthquakes occurring in temporal clusters separated by periods of quiescence. For example, in Cascadia, a paleoseismic record going back 10,000 years shows four to five clusters separated by approximately 1,000 year gaps. If we are still in the cluster that began 1700 years ago, a large earthquake is likely to happen soon. If the cluster has ended, a great earthquake is less likely. For a Gaussian distribution of recurrence times, the probability of an earthquake in the next 50 years is six times larger if we are still in the most recent cluster. Earthquake hazard assessments typically employ one of two recurrence models, neither of which directly incorporate clustering. In one, earthquake probability is time-independent and modeled as Poissonian, so an earthquake is equally likely at any time. The fault has no "memory" because when a prior earthquake occurred has no bearing on when the next will occur. The other common model is a time-dependent earthquake cycle in which the probability of an earthquake increases with time until one happens, after which the probability resets to zero. Because the probability is reset after each earthquake, the fault "remembers" only the last earthquake. This approach can be used with any assumed probability density function for recurrence times. We propose an alternative, Long-Term Fault Memory (LTFM), a modified earthquake cycle model where the probability of an earthquake increases with time until one happens, after which it decreases, but not necessarily to zero. Hence the probability of the next earthquake depends on the fault's history over multiple cycles, giving "long-term memory". Physically, this reflects an earthquake releasing only part of the elastic strain stored on the fault. We use the LTFM to simulate earthquake clustering along the San Andreas Fault and Cascadia. In some portions of the simulated earthquake history, events would appear quasiperiodic, while at other times, the events can appear more Poissonian. Hence a given paleoseismic or instrumental record may not reflect the long-term seismicity of a fault, which has important implications for hazard assessment.

Adjusting survival estimates for premature transmitter failure: A case study from the Sacramento-San Joaquin Delta

USGS Publications Warehouse

Holbrook, Christopher M.; Perry, Russell W.; Brandes, Patricia L.; Adams, Noah S.

2013-01-01

In telemetry studies, premature tag failure causes negative bias in fish survival estimates because tag failure is interpreted as fish mortality. We used mark-recapture modeling to adjust estimates of fish survival for a previous study where premature tag failure was documented. High rates of tag failure occurred during the Vernalis Adaptive Management Plan’s (VAMP) 2008 study to estimate survival of fall-run Chinook salmon (Oncorhynchus tshawytscha) during migration through the San Joaquin River and Sacramento-San Joaquin Delta, California. Due to a high rate of tag failure, the observed travel time distribution was likely negatively biased, resulting in an underestimate of tag survival probability in this study. Consequently, the bias-adjustment method resulted in only a small increase in estimated fish survival when the observed travel time distribution was used to estimate the probability of tag survival. Since the bias-adjustment failed to remove bias, we used historical travel time data and conducted a sensitivity analysis to examine how fish survival might have varied across a range of tag survival probabilities. Our analysis suggested that fish survival estimates were low (95% confidence bounds range from 0.052 to 0.227) over a wide range of plausible tag survival probabilities (0.48–1.00), and this finding is consistent with other studies in this system. When tags fail at a high rate, available methods to adjust for the bias may perform poorly. Our example highlights the importance of evaluating the tag life assumption during survival studies, and presents a simple framework for evaluating adjusted survival estimates when auxiliary travel time data are available.

Winter movement dynamics of Black Brant

USGS Publications Warehouse

Lindberg, Mark S.; Ward, David H.; Tibbitts, T. Lee; Roser, John

2007-01-01

Although North American geese are managed based on their breeding distributions, the dynamics of those breeding populations may be affected by events that occur during the winter. Birth rates of capital breeding geese may be influenced by wintering conditions, mortality may be influenced by timing of migration and wintering distribution, and immigration and emigration among breeding populations may depend on winter movement and timing of pair formation. We examined factors affecting movements of black brant (Branta bernicla nigricans) among their primary wintering sites in Mexico and southern California, USA, (Mar 1998-Mar 2000) using capture-recapture models. Although brant exhibited high probability (>0.85) of monthly and annual fidelity to the wintering sites we sampled, we observed movements among all wintering sites. Movement probabilities both within and among winters were negatively related to distance between sites. We observed a higher probability both of southward movement between winters (Mar to Dec) and northward movement between months within winters. Between-winter movements were probably most strongly affected by spatial and temporal variation in habitat quality as we saw movement patterns consistent with contrasting environmental conditions (e.g., La Niña and El Niño southern oscillation cycles). Month-to-month movements were related to migration patterns and may also have been affected by differences in habitat conditions among sites. Patterns of winter movements indicate that a network of wintering sites may be necessary for effective conservation of brant.

Winter movement dynamics of black brant

USGS Publications Warehouse

Lindberg, Mark S.; Ward, David H.; Tibbitts, T. Lee; Roser, John

2007-01-01

Although North American geese are managed based on their breeding distributions, the dynamics of those breeding populations may be affected by events that occur during the winter. Birth rates of capital breeding geese may be influenced by wintering conditions, mortality may be influenced by timing of migration and wintering distribution, and immigration and emigration among breeding populations may depend on winter movement and timing of pair formation. We examined factors affecting movements of black brant (Branta bernicla nigricans) among their primary wintering sites in Mexico and southern California, USA, (Mar 1998–Mar 2000) using capture–recapture models. Although brant exhibited high probability (>0.85) of monthly and annual fidelity to the wintering sites we sampled, we observed movements among all wintering sites. Movement probabilities both within and among winters were negatively related to distance between sites. We observed a higher probability both of southward movement between winters (Mar to Dec) and northward movement between months within winters. Between-winter movements were probably most strongly affected by spatial and temporal variation in habitat quality as we saw movement patterns consistent with contrasting environmental conditions (e.g., La Niña and El Niño southern oscillation cycles). Month-to-month movements were related to migration patterns and may also have been affected by differences in habitat conditions among sites. Patterns of winter movements indicate that a network of wintering sites may be necessary for effective conservation of brant.

ProbOnto: ontology and knowledge base of probability distributions.

PubMed

Swat, Maciej J; Grenon, Pierre; Wimalaratne, Sarala

2016-09-01

Probability distributions play a central role in mathematical and statistical modelling. The encoding, annotation and exchange of such models could be greatly simplified by a resource providing a common reference for the definition of probability distributions. Although some resources exist, no suitably detailed and complex ontology exists nor any database allowing programmatic access. ProbOnto, is an ontology-based knowledge base of probability distributions, featuring more than 80 uni- and multivariate distributions with their defining functions, characteristics, relationships and re-parameterization formulas. It can be used for model annotation and facilitates the encoding of distribution-based models, related functions and quantities. http://probonto.org mjswat@ebi.ac.uk Supplementary data are available at Bioinformatics online. © The Author 2016. Published by Oxford University Press.

Continuous-time quantum walks on star graphs

DOE Office of Scientific and Technical Information (OSTI.GOV)

Salimi, S.

2009-06-15

In this paper, we investigate continuous-time quantum walk on star graphs. It is shown that quantum central limit theorem for a continuous-time quantum walk on star graphs for N-fold star power graph, which are invariant under the quantum component of adjacency matrix, converges to continuous-time quantum walk on K{sub 2} graphs (complete graph with two vertices) and the probability of observing walk tends to the uniform distribution.

A SAS-based solution to evaluate study design efficiency of phase I pediatric oncology trials via discrete event simulation.

PubMed

Barrett, Jeffrey S; Jayaraman, Bhuvana; Patel, Dimple; Skolnik, Jeffrey M

2008-06-01

Previous exploration of oncology study design efficiency has focused on Markov processes alone (probability-based events) without consideration for time dependencies. Barriers to study completion include time delays associated with patient accrual, inevaluability (IE), time to dose limiting toxicities (DLT) and administrative and review time. Discrete event simulation (DES) can incorporate probability-based assignment of DLT and IE frequency, correlated with cohort in the case of DLT, with time-based events defined by stochastic relationships. A SAS-based solution to examine study efficiency metrics and evaluate design modifications that would improve study efficiency is presented. Virtual patients are simulated with attributes defined from prior distributions of relevant patient characteristics. Study population datasets are read into SAS macros which select patients and enroll them into a study based on the specific design criteria if the study is open to enrollment. Waiting times, arrival times and time to study events are also sampled from prior distributions; post-processing of study simulations is provided within the decision macros and compared across designs in a separate post-processing algorithm. This solution is examined via comparison of the standard 3+3 decision rule relative to the "rolling 6" design, a newly proposed enrollment strategy for the phase I pediatric oncology setting.

Reliability of windstorm predictions in the ECMWF ensemble prediction system

NASA Astrophysics Data System (ADS)

Becker, Nico; Ulbrich, Uwe

2016-04-01

Windstorms caused by extratropical cyclones are one of the most dangerous natural hazards in the European region. Therefore, reliable predictions of such storm events are needed. Case studies have shown that ensemble prediction systems (EPS) are able to provide useful information about windstorms between two and five days prior to the event. In this work, ensemble predictions with the European Centre for Medium-Range Weather Forecasts (ECMWF) EPS are evaluated in a four year period. Within the 50 ensemble members, which are initialized every 12 hours and are run for 10 days, windstorms are identified and tracked in time and space. By using a clustering approach, different predictions of the same storm are identified in the different ensemble members and compared to reanalysis data. The occurrence probability of the predicted storms is estimated by fitting a bivariate normal distribution to the storm track positions. Our results show, for example, that predicted storm clusters with occurrence probabilities of more than 50% have a matching observed storm in 80% of all cases at a lead time of two days. The predicted occurrence probabilities are reliable up to 3 days lead time. At longer lead times the occurrence probabilities are overestimated by the EPS.

CUMPOIS- CUMULATIVE POISSON DISTRIBUTION PROGRAM

NASA Technical Reports Server (NTRS)

Bowerman, P. N.

1994-01-01

The Cumulative Poisson distribution program, CUMPOIS, is one of two programs which make calculations involving cumulative poisson distributions. Both programs, CUMPOIS (NPO-17714) and NEWTPOIS (NPO-17715), can be used independently of one another. CUMPOIS determines the approximate cumulative binomial distribution, evaluates the cumulative distribution function (cdf) for gamma distributions with integer shape parameters, and evaluates the cdf for chi-square distributions with even degrees of freedom. It can be used by statisticians and others concerned with probabilities of independent events occurring over specific units of time, area, or volume. CUMPOIS calculates the probability that n or less events (ie. cumulative) will occur within any unit when the expected number of events is given as lambda. Normally, this probability is calculated by a direct summation, from i=0 to n, of terms involving the exponential function, lambda, and inverse factorials. This approach, however, eventually fails due to underflow for sufficiently large values of n. Additionally, when the exponential term is moved outside of the summation for simplification purposes, there is a risk that the terms remaining within the summation, and the summation itself, will overflow for certain values of i and lambda. CUMPOIS eliminates these possibilities by multiplying an additional exponential factor into the summation terms and the partial sum whenever overflow/underflow situations threaten. The reciprocal of this term is then multiplied into the completed sum giving the cumulative probability. The CUMPOIS program is written in C. It was developed on an IBM AT with a numeric co-processor using Microsoft C 5.0. Because the source code is written using standard C structures and functions, it should compile correctly on most C compilers. The program format is interactive, accepting lambda and n as inputs. It has been implemented under DOS 3.2 and has a memory requirement of 26K. CUMPOIS was developed in 1988.

The Unevenly Distributed Nearest Brown Dwarfs

NASA Astrophysics Data System (ADS)

Bihain, Gabriel; Scholz, Ralf-Dieter

2016-08-01

To address the questions of how many brown dwarfs there are in the Milky Way, how do these objects relate to star formation, and whether the brown dwarf formation rate was different in the past, the star-to-brown dwarf number ratio can be considered. While main sequence stars are well known components of the solar neighborhood, lower mass, substellar objects increasingly add to the census of the nearest objects. The sky projection of the known objects at <6.5 pc shows that stars present a uniform distribution and brown dwarfs a non-uniform distribution, with about four times more brown dwarfs behind than ahead of the Sun relative to the direction of rotation of the Galaxy. Assuming that substellar objects distribute uniformly, their observed configuration has a probability of 0.1 %. The helio- and geocentricity of the configuration suggests that it probably results from an observational bias, which if compensated for by future discoveries, would bring the star-to-brown dwarf ratio in agreement with the average ratio found in star forming regions.

Detailed Analysis of the Interoccurrence Time Statistics in Seismic Activity

NASA Astrophysics Data System (ADS)

Tanaka, Hiroki; Aizawa, Yoji

2017-02-01

The interoccurrence time statistics of seismiciry is studied theoretically as well as numerically by taking into account the conditional probability and the correlations among many earthquakes in different magnitude levels. It is known so far that the interoccurrence time statistics is well approximated by the Weibull distribution, but the more detailed information about the interoccurrence times can be obtained from the analysis of the conditional probability. Firstly, we propose the Embedding Equation Theory (EET), where the conditional probability is described by two kinds of correlation coefficients; one is the magnitude correlation and the other is the inter-event time correlation. Furthermore, the scaling law of each correlation coefficient is clearly determined from the numerical data-analysis carrying out with the Preliminary Determination of Epicenter (PDE) Catalog and the Japan Meteorological Agency (JMA) Catalog. Secondly, the EET is examined to derive the magnitude dependence of the interoccurrence time statistics and the multi-fractal relation is successfully formulated. Theoretically we cannot prove the universality of the multi-fractal relation in seismic activity; nevertheless, the theoretical results well reproduce all numerical data in our analysis, where several common features or the invariant aspects are clearly observed. Especially in the case of stationary ensembles the multi-fractal relation seems to obey an invariant curve, furthermore in the case of non-stationary (moving time) ensembles for the aftershock regime the multi-fractal relation seems to satisfy a certain invariant curve at any moving times. It is emphasized that the multi-fractal relation plays an important role to unify the statistical laws of seismicity: actually the Gutenberg-Richter law and the Weibull distribution are unified in the multi-fractal relation, and some universality conjectures regarding the seismicity are briefly discussed.

Impact of the infectious period on epidemics

NASA Astrophysics Data System (ADS)

Wilkinson, Robert R.; Sharkey, Kieran J.

2018-05-01

The duration of the infectious period is a crucial determinant of the ability of an infectious disease to spread. We consider an epidemic model that is network based and non-Markovian, containing classic Kermack-McKendrick, pairwise, message passing, and spatial models as special cases. For this model, we prove a monotonic relationship between the variability of the infectious period (with fixed mean) and the probability that the infection will reach any given subset of the population by any given time. For certain families of distributions, this result implies that epidemic severity is decreasing with respect to the variance of the infectious period. The striking importance of this relationship is demonstrated numerically. We then prove, with a fixed basic reproductive ratio (R0), a monotonic relationship between the variability of the posterior transmission probability (which is a function of the infectious period) and the probability that the infection will reach any given subset of the population by any given time. Thus again, even when R0 is fixed, variability of the infectious period tends to dampen the epidemic. Numerical results illustrate this but indicate the relationship is weaker. We then show how our results apply to message passing, pairwise, and Kermack-McKendrick epidemic models, even when they are not exactly consistent with the stochastic dynamics. For Poissonian contact processes, and arbitrarily distributed infectious periods, we demonstrate how systems of delay differential equations and ordinary differential equations can provide upper and lower bounds, respectively, for the probability that any given individual has been infected by any given time.

Effects of tour boats on dolphin activity examined with sensitivity analysis of Markov chains.

PubMed

Dans, Silvana Laura; Degrati, Mariana; Pedraza, Susana Noemí; Crespo, Enrique Alberto

2012-08-01

In Patagonia, Argentina, watching dolphins, especially dusky dolphins (Lagenorhynchus obscurus), is a new tourist activity. Feeding time decreases and time to return to feeding after feeding is abandoned and time it takes a group of dolphins to feed increase in the presence of boats. Such effects on feeding behavior may exert energetic costs on dolphins and thus reduce an individual's survival and reproductive capacity or maybe associated with shifts in distribution. We sought to predict which behavioral changes modify the activity pattern of dolphins the most. We modeled behavioral sequences of dusky dolphins with Markov chains. We calculated transition probabilities from one activity to another and arranged them in a stochastic matrix model. The proportion of time dolphins dedicated to a given activity (activity budget) and the time it took a dolphin to resume that activity after it had been abandoned (recurrence time) were calculated. We used a sensitivity analysis of Markov chains to calculate the sensitivity of the time budget and the activity-resumption time to changes in behavioral transition probabilities. Feeding-time budget was most sensitive to changes in the probability of dolphins switching from traveling to feeding behavior and of maintaining feeding behavior. Thus, an increase in these probabilities would be associated with the largest reduction in the time dedicated to feeding. A reduction in the probability of changing from traveling to feeding would also be associated with the largest increases in the time it takes dolphins to resume feeding. To approach dolphins when they are traveling would not affect behavior less because presence of the boat may keep dolphins from returning to feeding. Our results may help operators of dolphin-watching vessels minimize negative effects on dolphins. ©2012 Society for Conservation Biology.

Assessment of some important factors affecting the singing-ground survey

USGS Publications Warehouse

Tautin, J.

1982-01-01

A brief history of the procedures used to analyze singing-ground survey data is outlined. Some weaknesses associated with the analytical procedures are discussed, and preliminary results of efforts to improve the procedures are presented. The most significant finding to date is that counts made by new observers need not be omitted when calculating an index of the woodcock population. Also, the distribution of woodcock heard singing, with respect to time after sunset, affirms the appropriateness of recommended starting times for counting woodcock. Woodcock count data fit the negative binomial probability distribution.

Computing the Expected Cost of an Appointment Schedule for Statistically Identical Customers with Probabilistic Service Times

PubMed Central

Dietz, Dennis C.

2014-01-01

A cogent method is presented for computing the expected cost of an appointment schedule where customers are statistically identical, the service time distribution has known mean and variance, and customer no-shows occur with time-dependent probability. The approach is computationally efficient and can be easily implemented to evaluate candidate schedules within a schedule optimization algorithm. PMID:24605070

Relaxation of ferroelectric states in 2D distributions of quantum dots: EELS simulation

NASA Astrophysics Data System (ADS)

Cortés, C. M.; Meza-Montes, L.; Moctezuma, R. E.; Carrillo, J. L.

2016-06-01

The relaxation time of collective electronic states in a 2D distribution of quantum dots is investigated theoretically by simulating EELS experiments. From the numerical calculation of the probability of energy loss of an electron beam, traveling parallel to the distribution, it is possible to estimate the damping time of ferroelectric-like states. We generate this collective response of the distribution by introducing a mean field interaction among the quantum dots, and then, the model is extended incorporating effects of long-range correlations through a Bragg-Williams approximation. The behavior of the dielectric function, the energy loss function, and the relaxation time of ferroelectric-like states is then investigated as a function of the temperature of the distribution and the damping constant of the electronic states in the single quantum dots. The robustness of the trends and tendencies of our results indicate that this scheme of analysis can guide experimentalists to develop tailored quantum dots distributions for specific applications.

Transient queue-size distribution in a finite-capacity queueing system with server breakdowns and Bernoulli feedback

NASA Astrophysics Data System (ADS)

Kempa, Wojciech M.

2017-12-01

A finite-capacity queueing system with server breakdowns is investigated, in which successive exponentially distributed failure-free times are followed by repair periods. After the processing a customer may either rejoin the queue (feedback) with probability q, or definitely leave the system with probability 1 - q. The system of integral equations for transient queue-size distribution, conditioned by the initial level of buffer saturation, is build. The solution of the corresponding system written for Laplace transforms is found using the linear algebraic approach. The considered queueing system can be successfully used in modelling production lines with machine failures, in which the parameter q may be considered as a typical fraction of items demanding corrections. Morever, this queueing model can be applied in the analysis of real TCP/IP performance, where q stands for the fraction of packets requiring retransmission.

Analysis on flood generation processes by means of a continuous simulation model

NASA Astrophysics Data System (ADS)

Fiorentino, M.; Gioia, A.; Iacobellis, V.; Manfreda, S.

2006-03-01

In the present research, we exploited a continuous hydrological simulation to investigate on key variables responsible of flood peak formation. With this purpose, a distributed hydrological model (DREAM) is used in cascade with a rainfall generator (IRP-Iterated Random Pulse) to simulate a large number of extreme events providing insight into the main controls of flood generation mechanisms. Investigated variables are those used in theoretically derived probability distribution of floods based on the concept of partial contributing area (e.g. Iacobellis and Fiorentino, 2000). The continuous simulation model is used to investigate on the hydrological losses occurring during extreme events, the variability of the source area contributing to the flood peak and its lag-time. Results suggest interesting simplification for the theoretical probability distribution of floods according to the different climatic and geomorfologic environments. The study is applied to two basins located in Southern Italy with different climatic characteristics.

The Estimation of Tree Posterior Probabilities Using Conditional Clade Probability Distributions

PubMed Central

Larget, Bret

2013-01-01

In this article I introduce the idea of conditional independence of separated subtrees as a principle by which to estimate the posterior probability of trees using conditional clade probability distributions rather than simple sample relative frequencies. I describe an algorithm for these calculations and software which implements these ideas. I show that these alternative calculations are very similar to simple sample relative frequencies for high probability trees but are substantially more accurate for relatively low probability trees. The method allows the posterior probability of unsampled trees to be calculated when these trees contain only clades that are in other sampled trees. Furthermore, the method can be used to estimate the total probability of the set of sampled trees which provides a measure of the thoroughness of a posterior sample. [Bayesian phylogenetics; conditional clade distributions; improved accuracy; posterior probabilities of trees.] PMID:23479066

Changes in tropical precipitation cluster size distributions under global warming

NASA Astrophysics Data System (ADS)

Neelin, J. D.; Quinn, K. M.

2016-12-01

The total amount of precipitation integrated across a tropical storm or other precipitation feature (contiguous clusters of precipitation exceeding a minimum rain rate) is a useful measure of the aggregate size of the disturbance. To establish baseline behavior in current climate, the probability distribution of cluster sizes from multiple satellite retrievals and National Center for Environmental Prediction (NCEP) reanalysis is compared to those from Coupled Model Intercomparison Project (CMIP5) models and the Geophysical Fluid Dynamics Laboratory high-resolution atmospheric model (HIRAM-360 and -180). With the caveat that a minimum rain rate threshold is important in the models (which tend to overproduce low rain rates), the models agree well with observations in leading properties. In particular, scale-free power law ranges in which the probability drops slowly with increasing cluster size are well modeled, followed by a rapid drop in probability of the largest clusters above a cutoff scale. Under the RCP 8.5 global warming scenario, the models indicate substantial increases in probability (up to an order of magnitude) of the largest clusters by the end of century. For models with continuous time series of high resolution output, there is substantial spread on when these probability increases for the largest precipitation clusters should be detectable, ranging from detectable within the observational period to statistically significant trends emerging only in the second half of the century. Examination of NCEP reanalysis and SSMI/SSMIS series of satellite retrievals from 1979 to present does not yield reliable evidence of trends at this time. The results suggest improvements in inter-satellite calibration of the SSMI/SSMIS retrievals could aid future detection.

The Geothermal Probabilistic Cost Model with an Application to a Geothermal Reservoir at Heber, California

NASA Technical Reports Server (NTRS)

Orren, L. H.; Ziman, G. M.; Jones, S. C.

1981-01-01

A financial accounting model that incorporates physical and institutional uncertainties was developed for geothermal projects. Among the uncertainties it can handle are well depth, flow rate, fluid temperature, and permit and construction times. The outputs of the model are cumulative probability distributions of financial measures such as capital cost, levelized cost, and profit. These outputs are well suited for use in an investment decision incorporating risk. The model has the powerful feature that conditional probability distribution can be used to account for correlations among any of the input variables. The model has been applied to a geothermal reservoir at Heber, California, for a 45-MW binary electric plant. Under the assumptions made, the reservoir appears to be economically viable.

Predicting the probability of slip in gait: methodology and distribution study.

PubMed

Gragg, Jared; Yang, James

2016-01-01

The likelihood of a slip is related to the available and required friction for a certain activity, here gait. Classical slip and fall analysis presumed that a walking surface was safe if the difference between the mean available and required friction coefficients exceeded a certain threshold. Previous research was dedicated to reformulating the classical slip and fall theory to include the stochastic variation of the available and required friction when predicting the probability of slip in gait. However, when predicting the probability of a slip, previous researchers have either ignored the variation in the required friction or assumed the available and required friction to be normally distributed. Also, there are no published results that actually give the probability of slip for various combinations of required and available frictions. This study proposes a modification to the equation for predicting the probability of slip, reducing the previous equation from a double-integral to a more convenient single-integral form. Also, a simple numerical integration technique is provided to predict the probability of slip in gait: the trapezoidal method. The effect of the random variable distributions on the probability of slip is also studied. It is shown that both the required and available friction distributions cannot automatically be assumed as being normally distributed. The proposed methods allow for any combination of distributions for the available and required friction, and numerical results are compared to analytical solutions for an error analysis. The trapezoidal method is shown to be highly accurate and efficient. The probability of slip is also shown to be sensitive to the input distributions of the required and available friction. Lastly, a critical value for the probability of slip is proposed based on the number of steps taken by an average person in a single day.

Integrated-Circuit Pseudorandom-Number Generator

NASA Technical Reports Server (NTRS)

Steelman, James E.; Beasley, Jeff; Aragon, Michael; Ramirez, Francisco; Summers, Kenneth L.; Knoebel, Arthur

1992-01-01

Integrated circuit produces 8-bit pseudorandom numbers from specified probability distribution, at rate of 10 MHz. Use of Boolean logic, circuit implements pseudorandom-number-generating algorithm. Circuit includes eight 12-bit pseudorandom-number generators, outputs are uniformly distributed. 8-bit pseudorandom numbers satisfying specified nonuniform probability distribution are generated by processing uniformly distributed outputs of eight 12-bit pseudorandom-number generators through "pipeline" of D flip-flops, comparators, and memories implementing conditional probabilities on zeros and ones.

A non-stationary cost-benefit based bivariate extreme flood estimation approach

NASA Astrophysics Data System (ADS)

Qi, Wei; Liu, Junguo

2018-02-01

Cost-benefit analysis and flood frequency analysis have been integrated into a comprehensive framework to estimate cost effective design values. However, previous cost-benefit based extreme flood estimation is based on stationary assumptions and analyze dependent flood variables separately. A Non-Stationary Cost-Benefit based bivariate design flood estimation (NSCOBE) approach is developed in this study to investigate influence of non-stationarities in both the dependence of flood variables and the marginal distributions on extreme flood estimation. The dependence is modeled utilizing copula functions. Previous design flood selection criteria are not suitable for NSCOBE since they ignore time changing dependence of flood variables. Therefore, a risk calculation approach is proposed based on non-stationarities in both marginal probability distributions and copula functions. A case study with 54-year observed data is utilized to illustrate the application of NSCOBE. Results show NSCOBE can effectively integrate non-stationarities in both copula functions and marginal distributions into cost-benefit based design flood estimation. It is also found that there is a trade-off between maximum probability of exceedance calculated from copula functions and marginal distributions. This study for the first time provides a new approach towards a better understanding of influence of non-stationarities in both copula functions and marginal distributions on extreme flood estimation, and could be beneficial to cost-benefit based non-stationary bivariate design flood estimation across the world.

H theorem for generalized entropic forms within a master-equation framework

NASA Astrophysics Data System (ADS)

Casas, Gabriela A.; Nobre, Fernando D.; Curado, Evaldo M. F.

2016-03-01

The H theorem is proven for generalized entropic forms, in the case of a discrete set of states. The associated probability distributions evolve in time according to a master equation, for which the corresponding transition rates depend on these entropic forms. An important equation describing the time evolution of the transition rates and probabilities in such a way as to drive the system towards an equilibrium state is found. In the particular case of Boltzmann-Gibbs entropy, it is shown that this equation is satisfied in the microcanonical ensemble only for symmetric probability transition rates, characterizing a single path to the equilibrium state. This equation fulfils the proof of the H theorem for generalized entropic forms, associated with systems characterized by complex dynamics, e.g., presenting nonsymmetric probability transition rates and more than one path towards the same equilibrium state. Some examples considering generalized entropies of the literature are discussed, showing that they should be applicable to a wide range of natural phenomena, mainly those within the realm of complex systems.

On the extinction probability in models of within-host infection: the role of latency and immunity.

PubMed

Yan, Ada W C; Cao, Pengxing; McCaw, James M

2016-10-01

Not every exposure to virus establishes infection in the host; instead, the small amount of initial virus could become extinct due to stochastic events. Different diseases and routes of transmission have a different average number of exposures required to establish an infection. Furthermore, the host immune response and antiviral treatment affect not only the time course of the viral load provided infection occurs, but can prevent infection altogether by increasing the extinction probability. We show that the extinction probability when there is a time-dependent immune response depends on the chosen form of the model-specifically, on the presence or absence of a delay between infection of a cell and production of virus, and the distribution of latent and infectious periods of an infected cell. We hypothesise that experimentally measuring the extinction probability when the virus is introduced at different stages of the immune response, alongside the viral load which is usually measured, will improve parameter estimates and determine the most suitable mathematical form of the model.

Decoding and modelling of time series count data using Poisson hidden Markov model and Markov ordinal logistic regression models.

PubMed

Sebastian, Tunny; Jeyaseelan, Visalakshi; Jeyaseelan, Lakshmanan; Anandan, Shalini; George, Sebastian; Bangdiwala, Shrikant I

2018-01-01

Hidden Markov models are stochastic models in which the observations are assumed to follow a mixture distribution, but the parameters of the components are governed by a Markov chain which is unobservable. The issues related to the estimation of Poisson-hidden Markov models in which the observations are coming from mixture of Poisson distributions and the parameters of the component Poisson distributions are governed by an m-state Markov chain with an unknown transition probability matrix are explained here. These methods were applied to the data on Vibrio cholerae counts reported every month for 11-year span at Christian Medical College, Vellore, India. Using Viterbi algorithm, the best estimate of the state sequence was obtained and hence the transition probability matrix. The mean passage time between the states were estimated. The 95% confidence interval for the mean passage time was estimated via Monte Carlo simulation. The three hidden states of the estimated Markov chain are labelled as 'Low', 'Moderate' and 'High' with the mean counts of 1.4, 6.6 and 20.2 and the estimated average duration of stay of 3, 3 and 4 months, respectively. Environmental risk factors were studied using Markov ordinal logistic regression analysis. No significant association was found between disease severity levels and climate components.

Direct test of the Gaussian auxiliary field ansatz in nonconserved order parameter phase ordering dynamics

NASA Astrophysics Data System (ADS)

Yeung, Chuck

2018-06-01

The assumption that the local order parameter is related to an underlying spatially smooth auxiliary field, u (r ⃗,t ) , is a common feature in theoretical approaches to non-conserved order parameter phase separation dynamics. In particular, the ansatz that u (r ⃗,t ) is a Gaussian random field leads to predictions for the decay of the autocorrelation function which are consistent with observations, but distinct from predictions using alternative theoretical approaches. In this paper, the auxiliary field is obtained directly from simulations of the time-dependent Ginzburg-Landau equation in two and three dimensions. The results show that u (r ⃗,t ) is equivalent to the distance to the nearest interface. In two dimensions, the probability distribution, P (u ) , is well approximated as Gaussian except for small values of u /L (t ) , where L (t ) is the characteristic length-scale of the patterns. The behavior of P (u ) in three dimensions is more complicated; the non-Gaussian region for small u /L (t ) is much larger than that in two dimensions but the tails of P (u ) begin to approach a Gaussian form at intermediate times. However, at later times, the tails of the probability distribution appear to decay faster than a Gaussian distribution.

Fission and quasifission of composite systems with Z =108 -120 : Transition from heavy-ion reactions involving S and Ca to Ti and Ni ions

NASA Astrophysics Data System (ADS)

Kozulin, E. M.; Knyazheva, G. N.; Novikov, K. V.; Itkis, I. M.; Itkis, M. G.; Dmitriev, S. N.; Oganessian, Yu. Ts.; Bogachev, A. A.; Kozulina, N. I.; Harca, I.; Trzaska, W. H.; Ghosh, T. K.

2016-11-01

Background: Suppression of compound nucleus formation in the reactions with heavy ions by a quasifission process in dependence on the reaction entrance channel. Purpose: Investigation of fission and quasifission processes in the reactions 36S,48Ca,48Ti , and 64Ni+238U at energies around the Coulomb barrier. Methods: Mass-energy distributions of fissionlike fragments formed in the reaction 48Ti+238U at energies of 247, 258, and 271 MeV have been measured using the double-arm time-of-flight spectrometer CORSET at the U400 cyclotron of the Flerov Laboratory of Nuclear Reactions and compared with mass-energy distributions for the reactions 36S,48Ca,64Ni+238U . Results: The most probable fragment masses as well as total kinetic energies and their dispersions in dependence on the interaction energies have been investigated for asymmetric and symmetric fragments for the studied reactions. The fusion probabilities have been deduced from the analysis of mass-energy distributions. Conclusion: The estimated fusion probability for the reactions S, Ca, Ti, and Ni ions with actinide nuclei shows that it depends exponentially on the mean fissility parameter of the system. For the reactions with actinide nuclei leading to the formation of superheavy elements the fusion probabilities are of several orders of magnitude higher than in the case of cold fusion reactions.

Understanding Local Structure Globally in Earth Science Remote Sensing Data Sets

NASA Technical Reports Server (NTRS)

Braverman, Amy; Fetzer, Eric

2007-01-01

Empirical probability distributions derived from the data are the signatures of physical processes generating the data. Distributions defined on different space-time windows can be compared and differences or changes can be attributed to physical processes. This presentation discusses on ways to reduce remote sensing data in a way that preserves information, focusing on the rate-distortion theory and using the entropy-constrained vector quantization algorithm.

Bivariate normal, conditional and rectangular probabilities: A computer program with applications

NASA Technical Reports Server (NTRS)

Swaroop, R.; Brownlow, J. D.; Ashwworth, G. R.; Winter, W. R.

1980-01-01

Some results for the bivariate normal distribution analysis are presented. Computer programs for conditional normal probabilities, marginal probabilities, as well as joint probabilities for rectangular regions are given: routines for computing fractile points and distribution functions are also presented. Some examples from a closed circuit television experiment are included.

Multinomial mixture model with heterogeneous classification probabilities

USGS Publications Warehouse

Holland, M.D.; Gray, B.R.

2011-01-01

Royle and Link (Ecology 86(9):2505-2512, 2005) proposed an analytical method that allowed estimation of multinomial distribution parameters and classification probabilities from categorical data measured with error. While useful, we demonstrate algebraically and by simulations that this method yields biased multinomial parameter estimates when the probabilities of correct category classifications vary among sampling units. We address this shortcoming by treating these probabilities as logit-normal random variables within a Bayesian framework. We use Markov chain Monte Carlo to compute Bayes estimates from a simulated sample from the posterior distribution. Based on simulations, this elaborated Royle-Link model yields nearly unbiased estimates of multinomial and correct classification probability estimates when classification probabilities are allowed to vary according to the normal distribution on the logit scale or according to the Beta distribution. The method is illustrated using categorical submersed aquatic vegetation data. ?? 2010 Springer Science+Business Media, LLC.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Friar, James Lewis; Goldman, Terrance J.; Pérez-Mercader, J.

In this paper, we apply the Law of Total Probability to the construction of scale-invariant probability distribution functions (pdf's), and require that probability measures be dimensionless and unitless under a continuous change of scales. If the scale-change distribution function is scale invariant then the constructed distribution will also be scale invariant. Repeated application of this construction on an arbitrary set of (normalizable) pdf's results again in scale-invariant distributions. The invariant function of this procedure is given uniquely by the reciprocal distribution, suggesting a kind of universality. Finally, we separately demonstrate that the reciprocal distribution results uniquely from requiring maximum entropymore » for size-class distributions with uniform bin sizes.« less

Positive phase space distributions and uncertainty relations

NASA Technical Reports Server (NTRS)

Kruger, Jan

1993-01-01

In contrast to a widespread belief, Wigner's theorem allows the construction of true joint probabilities in phase space for distributions describing the object system as well as for distributions depending on the measurement apparatus. The fundamental role of Heisenberg's uncertainty relations in Schroedinger form (including correlations) is pointed out for these two possible interpretations of joint probability distributions. Hence, in order that a multivariate normal probability distribution in phase space may correspond to a Wigner distribution of a pure or a mixed state, it is necessary and sufficient that Heisenberg's uncertainty relation in Schroedinger form should be satisfied.

A missing dimension in measures of vaccination impacts

USGS Publications Warehouse

Gomes, M. Gabriela M.; Lipsitch, Marc; Wargo, Andrew R.; Kurath, Gael; Rebelo, Carlota; Medley, Graham F.; Coutinho, Antonio

2013-01-01

Immunological protection, acquired from either natural infection or vaccination, varies among hosts, reflecting underlying biological variation and affecting population-level protection. Owing to the nature of resistance mechanisms, distributions of susceptibility and protection entangle with pathogen dose in a way that can be decoupled by adequately representing the dose dimension. Any infectious processes must depend in some fashion on dose, and empirical evidence exists for an effect of exposure dose on the probability of transmission to mumps-vaccinated hosts [1], the case-fatality ratio of measles [2], and the probability of infection and, given infection, of symptoms in cholera [3]. Extreme distributions of vaccine protection have been termed leaky (partially protects all hosts) and all-or-nothing (totally protects a proportion of hosts) [4]. These distributions can be distinguished in vaccine field trials from the time dependence of infections [5]. Frailty mixing models have also been proposed to estimate the distribution of protection from time to event data [6], [7], although the results are not comparable across regions unless there is explicit control for baseline transmission [8]. Distributions of host susceptibility and acquired protection can be estimated from dose-response data generated under controlled experimental conditions [9]–[11] and natural settings [12], [13]. These distributions can guide research on mechanisms of protection, as well as enable model validity across the entire range of transmission intensities. We argue for a shift to a dose-dimension paradigm in infectious disease science and community health.

Wave-height hazard analysis in Eastern Coast of Spain - Bayesian approach using generalized Pareto distribution

NASA Astrophysics Data System (ADS)

Egozcue, J. J.; Pawlowsky-Glahn, V.; Ortego, M. I.

2005-03-01

Standard practice of wave-height hazard analysis often pays little attention to the uncertainty of assessed return periods and occurrence probabilities. This fact favors the opinion that, when large events happen, the hazard assessment should change accordingly. However, uncertainty of the hazard estimates is normally able to hide the effect of those large events. This is illustrated using data from the Mediterranean coast of Spain, where the last years have been extremely disastrous. Thus, it is possible to compare the hazard assessment based on data previous to those years with the analysis including them. With our approach, no significant change is detected when the statistical uncertainty is taken into account. The hazard analysis is carried out with a standard model. Time-occurrence of events is assumed Poisson distributed. The wave-height of each event is modelled as a random variable which upper tail follows a Generalized Pareto Distribution (GPD). Moreover, wave-heights are assumed independent from event to event and also independent of their occurrence in time. A threshold for excesses is assessed empirically. The other three parameters (Poisson rate, shape and scale parameters of GPD) are jointly estimated using Bayes' theorem. Prior distribution accounts for physical features of ocean waves in the Mediterranean sea and experience with these phenomena. Posterior distribution of the parameters allows to obtain posterior distributions of other derived parameters like occurrence probabilities and return periods. Predictives are also available. Computations are carried out using the program BGPE v2.0.

Integrity of Ceramic Parts Predicted When Loads and Temperatures Fluctuate Over Time

NASA Technical Reports Server (NTRS)

Nemeth, Noel N.

2004-01-01

Brittle materials are being used, and being considered for use, for a wide variety of high performance applications that operate in harsh environments, including static and rotating turbine parts for unmanned aerial vehicles, auxiliary power units, and distributed power generation. Other applications include thermal protection systems, dental prosthetics, fuel cells, oxygen transport membranes, radomes, and microelectromechanical systems (MEMS). In order for these high-technology ceramics to be used successfully for structural applications that push the envelope of materials capabilities, design engineers must consider that brittle materials are designed and analyzed differently than metallic materials. Unlike ductile metals, brittle materials display a stochastic strength response because of the combination of low fracture toughness and the random nature of the size, orientation, and distribution of inherent microscopic flaws. This plus the fact that the strength of a component under load may degrade over time because of slow crack growth means that a probabilistic-based life-prediction methodology must be used when the tradeoffs of failure probability, performance, and useful life are being optimized. The CARES/Life code (which was developed at the NASA Glenn Research Center) predicts the probability of ceramic components failing from spontaneous catastrophic rupture when these components are subjected to multiaxial loading and slow crack growth conditions. Enhancements to CARES/Life now allow for the component survival probability to be calculated when loading and temperature vary over time.

Significance of stress transfer in time-dependent earthquake probability calculations

USGS Publications Warehouse

Parsons, T.

2005-01-01

A sudden change in stress is seen to modify earthquake rates, but should it also revise earthquake probability? Data used to derive input parameters permits an array of forecasts; so how large a static stress change is require to cause a statistically significant earthquake probability change? To answer that question, effects of parameter and philosophical choices are examined through all phases of sample calculations, Drawing at random from distributions of recurrence-aperiodicity pairs identifies many that recreate long paleoseismic and historic earthquake catalogs. Probability density funtions built from the recurrence-aperiodicity pairs give the range of possible earthquake forecasts under a point process renewal model. Consequences of choices made in stress transfer calculations, such as different slip models, fault rake, dip, and friction are, tracked. For interactions among large faults, calculated peak stress changes may be localized, with most of the receiving fault area changed less than the mean. Thus, to avoid overstating probability change on segments, stress change values should be drawn from a distribution reflecting the spatial pattern rather than using the segment mean. Disparity resulting from interaction probability methodology is also examined. For a fault with a well-understood earthquake history, a minimum stress change to stressing rate ratio of 10:1 to 20:1 is required to significantly skew probabilities with >80-85% confidence. That ratio must be closer to 50:1 to exceed 90-95% confidence levels. Thus revision to earthquake probability is achievable when a perturbing event is very close to the fault in question or the tectonic stressing rate is low.

Reliable gain-scheduled control of discrete-time systems and its application to CSTR model

NASA Astrophysics Data System (ADS)

Sakthivel, R.; Selvi, S.; Mathiyalagan, K.; Shi, Y.

2016-10-01

This paper is focused on reliable gain-scheduled controller design for a class of discrete-time systems with randomly occurring nonlinearities and actuator fault. Further, the nonlinearity in the system model is assumed to occur randomly according to a Bernoulli distribution with measurable time-varying probability in real time. The main purpose of this paper is to design a gain-scheduled controller by implementing a probability-dependent Lyapunov function and linear matrix inequality (LMI) approach such that the closed-loop discrete-time system is stochastically stable for all admissible randomly occurring nonlinearities. The existence conditions for the reliable controller is formulated in terms of LMI constraints. Finally, the proposed reliable gain-scheduled control scheme is applied on continuously stirred tank reactor model to demonstrate the effectiveness and applicability of the proposed design technique.

Ubiquity of Benford's law and emergence of the reciprocal distribution

DOE PAGES

Friar, James Lewis; Goldman, Terrance J.; Pérez-Mercader, J.

2016-04-07

In this paper, we apply the Law of Total Probability to the construction of scale-invariant probability distribution functions (pdf's), and require that probability measures be dimensionless and unitless under a continuous change of scales. If the scale-change distribution function is scale invariant then the constructed distribution will also be scale invariant. Repeated application of this construction on an arbitrary set of (normalizable) pdf's results again in scale-invariant distributions. The invariant function of this procedure is given uniquely by the reciprocal distribution, suggesting a kind of universality. Finally, we separately demonstrate that the reciprocal distribution results uniquely from requiring maximum entropymore » for size-class distributions with uniform bin sizes.« less

Middle-high latitude N2O distributions related to the arctic vortex breakup

NASA Astrophysics Data System (ADS)

Zhou, L. B.; Zou, H.; Gao, Y. Q.

2006-03-01

The relationship of N2O distributions with the Arctic vortex breakup is first analyzed with a probability distribution function (PDF) analysis. The N2O concentration shows different distributions between the early and late vortex breakup years. In the early breakup years, the N2O concentration shows low values and large dispersions after the vortex breakup, which is related to the inhomogeneity in the vertical advection in the middle and high latitude lower stratosphere. The horizontal diffusion coefficient (K,,) shows a larger value accordingly. In the late breakup years, the N2O concentration shows high values and more uniform distributions than in the early years after the vortex breakup, with a smaller vertical advection and K,, after the vortex breakup. It is found that the N2O distributions are largely affected by the Arctic vortex breakup time but the dynamically defined vortex breakup time is not the only factor.

Role of conviction in nonequilibrium models of opinion formation

NASA Astrophysics Data System (ADS)

Crokidakis, Nuno; Anteneodo, Celia

2012-12-01

We analyze the critical behavior of a class of discrete opinion models in the presence of disorder. Within this class, each agent opinion takes a discrete value (±1 or 0) and its time evolution is ruled by two terms, one representing agent-agent interactions and the other the degree of conviction or persuasion (a self-interaction). The mean-field limit, where each agent can interact evenly with any other, is considered. Disorder is introduced in the strength of both interactions, with either quenched or annealed random variables. With probability p (1-p), a pairwise interaction reflects a negative (positive) coupling, while the degree of conviction also follows a binary probability distribution (two different discrete probability distributions are considered). Numerical simulations show that a nonequilibrium continuous phase transition, from a disordered state to a state with a prevailing opinion, occurs at a critical point pc that depends on the distribution of the convictions, with the transition being spoiled in some cases. We also show how the critical line, for each model, is affected by the update scheme (either parallel or sequential) as well as by the kind of disorder (either quenched or annealed).

A multimodal detection model of dolphins to estimate abundance validated by field experiments.

PubMed

Akamatsu, Tomonari; Ura, Tamaki; Sugimatsu, Harumi; Bahl, Rajendar; Behera, Sandeep; Panda, Sudarsan; Khan, Muntaz; Kar, S K; Kar, C S; Kimura, Satoko; Sasaki-Yamamoto, Yukiko

2013-09-01

Abundance estimation of marine mammals requires matching of detection of an animal or a group of animal by two independent means. A multimodal detection model using visual and acoustic cues (surfacing and phonation) that enables abundance estimation of dolphins is proposed. The method does not require a specific time window to match the cues of both means for applying mark-recapture method. The proposed model was evaluated using data obtained in field observations of Ganges River dolphins and Irrawaddy dolphins, as examples of dispersed and condensed distributions of animals, respectively. The acoustic detection probability was approximately 80%, 20% higher than that of visual detection for both species, regardless of the distribution of the animals in present study sites. The abundance estimates of Ganges River dolphins and Irrawaddy dolphins fairly agreed with the numbers reported in previous monitoring studies. The single animal detection probability was smaller than that of larger cluster size, as predicted by the model and confirmed by field data. However, dense groups of Irrawaddy dolphins showed difference in cluster sizes observed by visual and acoustic methods. Lower detection probability of single clusters of this species seemed to be caused by the clumped distribution of this species.

Poincaré recurrence statistics as an indicator of chaos synchronization

DOE Office of Scientific and Technical Information (OSTI.GOV)

Boev, Yaroslav I., E-mail: boev.yaroslav@gmail.com; Vadivasova, Tatiana E., E-mail: vadivasovate@yandex.ru; Anishchenko, Vadim S., E-mail: wadim@info.sgu.ru

The dynamics of the autonomous and non-autonomous Rössler system is studied using the Poincaré recurrence time statistics. It is shown that the probability distribution density of Poincaré recurrences represents a set of equidistant peaks with the distance that is equal to the oscillation period and the envelope obeys an exponential distribution. The dimension of the spatially uniform Rössler attractor is estimated using Poincaré recurrence times. The mean Poincaré recurrence time in the non-autonomous Rössler system is locked by the external frequency, and this enables us to detect the effect of phase-frequency synchronization.

Complete Numerical Solution of the Diffusion Equation of Random Genetic Drift

PubMed Central

Zhao, Lei; Yue, Xingye; Waxman, David

2013-01-01

A numerical method is presented to solve the diffusion equation for the random genetic drift that occurs at a single unlinked locus with two alleles. The method was designed to conserve probability, and the resulting numerical solution represents a probability distribution whose total probability is unity. We describe solutions of the diffusion equation whose total probability is unity as complete. Thus the numerical method introduced in this work produces complete solutions, and such solutions have the property that whenever fixation and loss can occur, they are automatically included within the solution. This feature demonstrates that the diffusion approximation can describe not only internal allele frequencies, but also the boundary frequencies zero and one. The numerical approach presented here constitutes a single inclusive framework from which to perform calculations for random genetic drift. It has a straightforward implementation, allowing it to be applied to a wide variety of problems, including those with time-dependent parameters, such as changing population sizes. As tests and illustrations of the numerical method, it is used to determine: (i) the probability density and time-dependent probability of fixation for a neutral locus in a population of constant size; (ii) the probability of fixation in the presence of selection; and (iii) the probability of fixation in the presence of selection and demographic change, the latter in the form of a changing population size. PMID:23749318

Spatial Probability Distribution of Strata's Lithofacies and its Impacts on Land Subsidence in Huairou Emergency Water Resources Region of Beijing

NASA Astrophysics Data System (ADS)

Li, Y.; Gong, H.; Zhu, L.; Guo, L.; Gao, M.; Zhou, C.

2016-12-01

Continuous over-exploitation of groundwater causes dramatic drawdown, and leads to regional land subsidence in the Huairou Emergency Water Resources region, which is located in the up-middle part of the Chaobai river basin of Beijing. Owing to the spatial heterogeneity of strata's lithofacies of the alluvial fan, ground deformation has no significant positive correlation with groundwater drawdown, and one of the challenges ahead is to quantify the spatial distribution of strata's lithofacies. The transition probability geostatistics approach provides potential for characterizing the distribution of heterogeneous lithofacies in the subsurface. Combined the thickness of clay layer extracted from the simulation, with deformation field acquired from PS-InSAR technology, the influence of strata's lithofacies on land subsidence can be analyzed quantitatively. The strata's lithofacies derived from borehole data were generalized into four categories and their probability distribution in the observe space was mined by using the transition probability geostatistics, of which clay was the predominant compressible material. Geologically plausible realizations of lithofacies distribution were produced, accounting for complex heterogeneity in alluvial plain. At a particular probability level of more than 40 percent, the volume of clay defined was 55 percent of the total volume of strata's lithofacies. This level, equaling nearly the volume of compressible clay derived from the geostatistics, was thus chosen to represent the boundary between compressible and uncompressible material. The method incorporates statistical geological information, such as distribution proportions, average lengths and juxtaposition tendencies of geological types, mainly derived from borehole data and expert knowledge, into the Markov chain model of transition probability. Some similarities of patterns were indicated between the spatial distribution of deformation field and clay layer. In the area with roughly similar water table decline, locations in the subsurface having a higher probability for the existence of compressible material occur more than that in the location with a lower probability. Such estimate of spatial probability distribution is useful to analyze the uncertainty of land subsidence.

The exact probability distribution of the rank product statistics for replicated experiments.

PubMed

Eisinga, Rob; Breitling, Rainer; Heskes, Tom

2013-03-18

The rank product method is a widely accepted technique for detecting differentially regulated genes in replicated microarray experiments. To approximate the sampling distribution of the rank product statistic, the original publication proposed a permutation approach, whereas recently an alternative approximation based on the continuous gamma distribution was suggested. However, both approximations are imperfect for estimating small tail probabilities. In this paper we relate the rank product statistic to number theory and provide a derivation of its exact probability distribution and the true tail probabilities. Copyright © 2013 Federation of European Biochemical Societies. Published by Elsevier B.V. All rights reserved.

Soil organic matter persistence as a stochastic process: age and transit time distributions of carbon in soils

NASA Astrophysics Data System (ADS)

Sierra, Carlos

2017-04-01

The question of why some organic matter is more persistent than other that decomposes quickly in soils has sparkled a large amount of research in recent years. Persistence is commonly characterized as the turnover or mean residence time of specific compounds or soil organic matter (SOM) pools. However, turnover and residence times are ambiguous measures of persistence, which is better characterized by the probability distribution of ages in the system and in particular pools. We calculated age distributions for a wide range of SOM models, which showed long-tail distributions far from the mean value. Age and transit time distributions from a variety of models also showed: 1) transit times are lower than ages of SOM, 2) turnover times differ significantly from mean ages in slow cycling pools, 3) change in the inputs, without changes in the allocation of photosynthetic products, has no effect on transit times, but does affect system and pool ages. We propose an index to assess persistence of C in soils that can be derived from observations alone or from models. We also ask whether random chance is an important contributor to the persistence of SOM.

Bivariate sub-Gaussian model for stock index returns

NASA Astrophysics Data System (ADS)

Jabłońska-Sabuka, Matylda; Teuerle, Marek; Wyłomańska, Agnieszka

2017-11-01

Financial time series are commonly modeled with methods assuming data normality. However, the real distribution can be nontrivial, also not having an explicitly formulated probability density function. In this work we introduce novel parameter estimation and high-powered distribution testing methods which do not rely on closed form densities, but use the characteristic functions for comparison. The approach applied to a pair of stock index returns demonstrates that such a bivariate vector can be a sample coming from a bivariate sub-Gaussian distribution. The methods presented here can be applied to any nontrivially distributed financial data, among others.

Probability evolution method for exit location distribution

NASA Astrophysics Data System (ADS)

Zhu, Jinjie; Chen, Zhen; Liu, Xianbin

2018-03-01

The exit problem in the framework of the large deviation theory has been a hot topic in the past few decades. The most probable escape path in the weak-noise limit has been clarified by the Freidlin-Wentzell action functional. However, noise in real physical systems cannot be arbitrarily small while noise with finite strength may induce nontrivial phenomena, such as noise-induced shift and noise-induced saddle-point avoidance. Traditional Monte Carlo simulation of noise-induced escape will take exponentially large time as noise approaches zero. The majority of the time is wasted on the uninteresting wandering around the attractors. In this paper, a new method is proposed to decrease the escape simulation time by an exponentially large factor by introducing a series of interfaces and by applying the reinjection on them. This method can be used to calculate the exit location distribution. It is verified by examining two classical examples and is compared with theoretical predictions. The results show that the method performs well for weak noise while may induce certain deviations for large noise. Finally, some possible ways to improve our method are discussed.

Reaction-diffusion on the fully-connected lattice: A+A\\rightarrow A

NASA Astrophysics Data System (ADS)

Turban, Loïc; Fortin, Jean-Yves

2018-04-01

Diffusion-coagulation can be simply described by a dynamic where particles perform a random walk on a lattice and coalesce with probability unity when meeting on the same site. Such processes display non-equilibrium properties with strong fluctuations in low dimensions. In this work we study this problem on the fully-connected lattice, an infinite-dimensional system in the thermodynamic limit, for which mean-field behaviour is expected. Exact expressions for the particle density distribution at a given time and survival time distribution for a given number of particles are obtained. In particular, we show that the time needed to reach a finite number of surviving particles (vanishing density in the scaling limit) displays strong fluctuations and extreme value statistics, characterized by a universal class of non-Gaussian distributions with singular behaviour.

Photocounting distributions for exponentially decaying sources.

PubMed

Teich, M C; Card, H C

1979-05-01

Exact photocounting distributions are obtained for a pulse of light whose intensity is exponentially decaying in time, when the underlying photon statistics are Poisson. It is assumed that the starting time for the sampling interval (which is of arbitrary duration) is uniformly distributed. The probability of registering n counts in the fixed time T is given in terms of the incomplete gamma function for n >/= 1 and in terms of the exponential integral for n = 0. Simple closed-form expressions are obtained for the count mean and variance. The results are expected to be of interest in certain studies involving spontaneous emission, radiation damage in solids, and nuclear counting. They will also be useful in neurobiology and psychophysics, since habituation and sensitization processes may sometimes be characterized by the same stochastic model.

Bayesian probability of success for clinical trials using historical data

PubMed Central

Ibrahim, Joseph G.; Chen, Ming-Hui; Lakshminarayanan, Mani; Liu, Guanghan F.; Heyse, Joseph F.

2015-01-01

Developing sophisticated statistical methods for go/no-go decisions is crucial for clinical trials, as planning phase III or phase IV trials is costly and time consuming. In this paper, we develop a novel Bayesian methodology for determining the probability of success of a treatment regimen on the basis of the current data of a given trial. We introduce a new criterion for calculating the probability of success that allows for inclusion of covariates as well as allowing for historical data based on the treatment regimen, and patient characteristics. A new class of prior distributions and covariate distributions is developed to achieve this goal. The methodology is quite general and can be used with univariate or multivariate continuous or discrete data, and it generalizes Chuang-Stein’s work. This methodology will be invaluable for informing the scientist on the likelihood of success of the compound, while including the information of covariates for patient characteristics in the trial population for planning future pre-market or post-market trials. PMID:25339499

Bayesian probability of success for clinical trials using historical data.

PubMed

Ibrahim, Joseph G; Chen, Ming-Hui; Lakshminarayanan, Mani; Liu, Guanghan F; Heyse, Joseph F

2015-01-30

Developing sophisticated statistical methods for go/no-go decisions is crucial for clinical trials, as planning phase III or phase IV trials is costly and time consuming. In this paper, we develop a novel Bayesian methodology for determining the probability of success of a treatment regimen on the basis of the current data of a given trial. We introduce a new criterion for calculating the probability of success that allows for inclusion of covariates as well as allowing for historical data based on the treatment regimen, and patient characteristics. A new class of prior distributions and covariate distributions is developed to achieve this goal. The methodology is quite general and can be used with univariate or multivariate continuous or discrete data, and it generalizes Chuang-Stein's work. This methodology will be invaluable for informing the scientist on the likelihood of success of the compound, while including the information of covariates for patient characteristics in the trial population for planning future pre-market or post-market trials. Copyright © 2014 John Wiley & Sons, Ltd.

Modeling the probability distribution of peak discharge for infiltrating hillslopes

NASA Astrophysics Data System (ADS)

Baiamonte, Giorgio; Singh, Vijay P.

2017-07-01

Hillslope response plays a fundamental role in the prediction of peak discharge at the basin outlet. The peak discharge for the critical duration of rainfall and its probability distribution are needed for designing urban infrastructure facilities. This study derives the probability distribution, denoted as GABS model, by coupling three models: (1) the Green-Ampt model for computing infiltration, (2) the kinematic wave model for computing discharge hydrograph from the hillslope, and (3) the intensity-duration-frequency (IDF) model for computing design rainfall intensity. The Hortonian mechanism for runoff generation is employed for computing the surface runoff hydrograph. Since the antecedent soil moisture condition (ASMC) significantly affects the rate of infiltration, its effect on the probability distribution of peak discharge is investigated. Application to a watershed in Sicily, Italy, shows that with the increase of probability, the expected effect of ASMC to increase the maximum discharge diminishes. Only for low values of probability, the critical duration of rainfall is influenced by ASMC, whereas its effect on the peak discharge seems to be less for any probability. For a set of parameters, the derived probability distribution of peak discharge seems to be fitted by the gamma distribution well. Finally, an application to a small watershed, with the aim to test the possibility to arrange in advance the rational runoff coefficient tables to be used for the rational method, and a comparison between peak discharges obtained by the GABS model with those measured in an experimental flume for a loamy-sand soil were carried out.

Forecasting deflation, intrusion and eruption at inflating volcanoes

NASA Astrophysics Data System (ADS)

Blake, Stephen; Cortés, Joaquín A.

2018-01-01

A principal goal of volcanology is to successfully forecast the start of volcanic eruptions. This paper introduces a general forecasting method, which relies on a stream of monitoring data and a statistical description of a given threshold criterion for an eruption to start. Specifically we investigate the timing of intrusive and eruptive events at inflating volcanoes. The gradual inflation of the ground surface is a well-known phenomenon at many volcanoes and is attributable to pressurised magma accumulating within a shallow chamber. Inflation usually culminates in a rapid deflation event caused by magma escaping from the chamber to produce a shallow intrusion and, in some cases, a volcanic eruption. We show that the ground elevation during 15 inflation periods at Krafla volcano, Iceland, increased with time towards a limiting value by following a decaying exponential with characteristic timescale τ. The available data for Krafla, Kilauea and Mauna Loa volcanoes show that the duration of inflation (t*) is approximately equal to τ. The distribution of t* / τ values follows a log-logistic distribution in which the central 60% of the data lie between 0.99

Constructing inverse probability weights for continuous exposures: a comparison of methods.

PubMed

Naimi, Ashley I; Moodie, Erica E M; Auger, Nathalie; Kaufman, Jay S

2014-03-01

Inverse probability-weighted marginal structural models with binary exposures are common in epidemiology. Constructing inverse probability weights for a continuous exposure can be complicated by the presence of outliers, and the need to identify a parametric form for the exposure and account for nonconstant exposure variance. We explored the performance of various methods to construct inverse probability weights for continuous exposures using Monte Carlo simulation. We generated two continuous exposures and binary outcomes using data sampled from a large empirical cohort. The first exposure followed a normal distribution with homoscedastic variance. The second exposure followed a contaminated Poisson distribution, with heteroscedastic variance equal to the conditional mean. We assessed six methods to construct inverse probability weights using: a normal distribution, a normal distribution with heteroscedastic variance, a truncated normal distribution with heteroscedastic variance, a gamma distribution, a t distribution (1, 3, and 5 degrees of freedom), and a quantile binning approach (based on 10, 15, and 20 exposure categories). We estimated the marginal odds ratio for a single-unit increase in each simulated exposure in a regression model weighted by the inverse probability weights constructed using each approach, and then computed the bias and mean squared error for each method. For the homoscedastic exposure, the standard normal, gamma, and quantile binning approaches performed best. For the heteroscedastic exposure, the quantile binning, gamma, and heteroscedastic normal approaches performed best. Our results suggest that the quantile binning approach is a simple and versatile way to construct inverse probability weights for continuous exposures.

Mean-field approximations of fixation time distributions of evolutionary game dynamics on graphs

NASA Astrophysics Data System (ADS)

Ying, Li-Min; Zhou, Jie; Tang, Ming; Guan, Shu-Guang; Zou, Yong

2018-02-01

The mean fixation time is often not accurate for describing the timescales of fixation probabilities of evolutionary games taking place on complex networks. We simulate the game dynamics on top of complex network topologies and approximate the fixation time distributions using a mean-field approach. We assume that there are two absorbing states. Numerically, we show that the mean fixation time is sufficient in characterizing the evolutionary timescales when network structures are close to the well-mixing condition. In contrast, the mean fixation time shows large inaccuracies when networks become sparse. The approximation accuracy is determined by the network structure, and hence by the suitability of the mean-field approach. The numerical results show good agreement with the theoretical predictions.

Detection of statistical asymmetries in non-stationary sign time series: Analysis of foreign exchange data

PubMed Central

Takayasu, Hideki; Takayasu, Misako

2017-01-01

We extend the concept of statistical symmetry as the invariance of a probability distribution under transformation to analyze binary sign time series data of price difference from the foreign exchange market. We model segments of the sign time series as Markov sequences and apply a local hypothesis test to evaluate the symmetries of independence and time reversion in different periods of the market. For the test, we derive the probability of a binary Markov process to generate a given set of number of symbol pairs. Using such analysis, we could not only segment the time series according the different behaviors but also characterize the segments in terms of statistical symmetries. As a particular result, we find that the foreign exchange market is essentially time reversible but this symmetry is broken when there is a strong external influence. PMID:28542208

Generalized Arcsine Laws for Fractional Brownian Motion.

PubMed

Sadhu, Tridib; Delorme, Mathieu; Wiese, Kay Jörg

2018-01-26

The three arcsine laws for Brownian motion are a cornerstone of extreme-value statistics. For a Brownian B_{t} starting from the origin, and evolving during time T, one considers the following three observables: (i) the duration t_{+} the process is positive, (ii) the time t_{last} the process last visits the origin, and (iii) the time t_{max} when it achieves its maximum (or minimum). All three observables have the same cumulative probability distribution expressed as an arcsine function, thus the name arcsine laws. We show how these laws change for fractional Brownian motion X_{t}, a non-Markovian Gaussian process indexed by the Hurst exponent H. It generalizes standard Brownian motion (i.e., H=1/2). We obtain the three probabilities using a perturbative expansion in ϵ=H-1/2. While all three probabilities are different, this distinction can only be made at second order in ϵ. Our results are confirmed to high precision by extensive numerical simulations.

Infinite capacity multi-server queue with second optional service channel

NASA Astrophysics Data System (ADS)

Ke, Jau-Chuan; Wu, Chia-Huang; Pearn, Wen Lea

2013-02-01

This paper deals with an infinite-capacity multi-server queueing system with a second optional service (SOS) channel. The inter-arrival times of arriving customers, the service times of the first essential service (FES) and the SOS channel are all exponentially distributed. A customer may leave the system after the FES channel with probability (1-θ), or at the completion of the FES may immediately require a SOS with probability θ (0 <= θ <= 1). The formulae for computing the rate matrix and stationary probabilities are derived by means of a matrix analytical approach. A cost model is developed to determine the optimal values of the number of servers and the two service rates, simultaneously, at the minimal total expected cost per unit time. Quasi-Newton method are employed to deal with the optimization problem. Under optimal operating conditions, numerical results are provided in which several system performance measures are calculated based on assumed numerical values of the system parameters.

Markov Chain Monte Carlo estimation of species distributions: a case study of the swift fox in western Kansas

USGS Publications Warehouse

Sargeant, Glen A.; Sovada, Marsha A.; Slivinski, Christiane C.; Johnson, Douglas H.

2005-01-01

Accurate maps of species distributions are essential tools for wildlife research and conservation. Unfortunately, biologists often are forced to rely on maps derived from observed occurrences recorded opportunistically during observation periods of variable length. Spurious inferences are likely to result because such maps are profoundly affected by the duration and intensity of observation and by methods used to delineate distributions, especially when detection is uncertain. We conducted a systematic survey of swift fox (Vulpes velox) distribution in western Kansas, USA, and used Markov chain Monte Carlo (MCMC) image restoration to rectify these problems. During 1997–1999, we searched 355 townships (ca. 93 km) 1–3 times each for an average cost of $7,315 per year and achieved a detection rate (probability of detecting swift foxes, if present, during a single search) of = 0.69 (95% Bayesian confidence interval [BCI] = [0.60, 0.77]). Our analysis produced an estimate of the underlying distribution, rather than a map of observed occurrences, that reflected the uncertainty associated with estimates of model parameters. To evaluate our results, we analyzed simulated data with similar properties. Results of our simulations suggest negligible bias and good precision when probabilities of detection on ≥1 survey occasions (cumulative probabilities of detection) exceed 0.65. Although the use of MCMC image restoration has been limited by theoretical and computational complexities, alternatives do not possess the same advantages. Image models accommodate uncertain detection, do not require spatially independent data or a census of map units, and can be used to estimate species distributions directly from observations without relying on habitat covariates or parameters that must be estimated subjectively. These features facilitate economical surveys of large regions, the detection of temporal trends in distribution, and assessments of landscape-level relations between species and habitats. Requirements for the use of MCMC image restoration include study areas that can be partitioned into regular grids of mapping units, spatially contagious species distributions, reliable methods for identifying target species, and cumulative probabilities of detection ≥0.65.

Markov chain Monte Carlo estimation of species distributions: A case study of the swift fox in western Kansas

USGS Publications Warehouse

Sargeant, G.A.; Sovada, M.A.; Slivinski, C.C.; Johnson, D.H.

2005-01-01

Accurate maps of species distributions are essential tools for wildlife research and conservation. Unfortunately, biologists often are forced to rely on maps derived from observed occurrences recorded opportunistically during observation periods of variable length. Spurious inferences are likely to result because such maps are profoundly affected by the duration and intensity of observation and by methods used to delineate distributions, especially when detection is uncertain. We conducted a systematic survey of swift fox (Vulpes velox) distribution in western Kansas, USA, and used Markov chain Monte Carlo (MCMC) image restoration to rectify these problems. During 1997-1999, we searched 355 townships (ca. 93 km2) 1-3 times each for an average cost of $7,315 per year and achieved a detection rate (probability of detecting swift foxes, if present, during a single search) of ?? = 0.69 (95% Bayesian confidence interval [BCI] = [0.60, 0.77]). Our analysis produced an estimate of the underlying distribution, rather than a map of observed occurrences, that reflected the uncertainty associated with estimates of model parameters. To evaluate our results, we analyzed simulated data with similar properties. Results of our simulations suggest negligible bias and good precision when probabilities of detection on ???1 survey occasions (cumulative probabilities of detection) exceed 0.65. Although the use of MCMC image restoration has been limited by theoretical and computational complexities, alternatives do not possess the same advantages. Image models accommodate uncertain detection, do not require spatially independent data or a census of map units, and can be used to estimate species distributions directly from observations without relying on habitat covariates or parameters that must be estimated subjectively. These features facilitate economical surveys of large regions, the detection of temporal trends in distribution, and assessments of landscape-level relations between species and habitats. Requirements for the use of MCMC image restoration include study areas that can be partitioned into regular grids of mapping units, spatially contagious species distributions, reliable methods for identifying target species, and cumulative probabilities of detection ???0.65.

Bayesian analyses of time-interval data for environmental radiation monitoring.

PubMed

Luo, Peng; Sharp, Julia L; DeVol, Timothy A

2013-01-01

Time-interval (time difference between two consecutive pulses) analysis based on the principles of Bayesian inference was investigated for online radiation monitoring. Using experimental and simulated data, Bayesian analysis of time-interval data [Bayesian (ti)] was compared with Bayesian and a conventional frequentist analysis of counts in a fixed count time [Bayesian (cnt) and single interval test (SIT), respectively]. The performances of the three methods were compared in terms of average run length (ARL) and detection probability for several simulated detection scenarios. Experimental data were acquired with a DGF-4C system in list mode. Simulated data were obtained using Monte Carlo techniques to obtain a random sampling of the Poisson distribution. All statistical algorithms were developed using the R Project for statistical computing. Bayesian analysis of time-interval information provided a similar detection probability as Bayesian analysis of count information, but the authors were able to make a decision with fewer pulses at relatively higher radiation levels. In addition, for the cases with very short presence of the source (< count time), time-interval information is more sensitive to detect a change than count information since the source data is averaged by the background data over the entire count time. The relationships of the source time, change points, and modifications to the Bayesian approach for increasing detection probability are presented.

Exploratory study on a statistical method to analyse time resolved data obtained during nanomaterial exposure measurements

NASA Astrophysics Data System (ADS)

Clerc, F.; Njiki-Menga, G.-H.; Witschger, O.

2013-04-01

Most of the measurement strategies that are suggested at the international level to assess workplace exposure to nanomaterials rely on devices measuring, in real time, airborne particles concentrations (according different metrics). Since none of the instruments to measure aerosols can distinguish a particle of interest to the background aerosol, the statistical analysis of time resolved data requires special attention. So far, very few approaches have been used for statistical analysis in the literature. This ranges from simple qualitative analysis of graphs to the implementation of more complex statistical models. To date, there is still no consensus on a particular approach and the current period is always looking for an appropriate and robust method. In this context, this exploratory study investigates a statistical method to analyse time resolved data based on a Bayesian probabilistic approach. To investigate and illustrate the use of the this statistical method, particle number concentration data from a workplace study that investigated the potential for exposure via inhalation from cleanout operations by sandpapering of a reactor producing nanocomposite thin films have been used. In this workplace study, the background issue has been addressed through the near-field and far-field approaches and several size integrated and time resolved devices have been used. The analysis of the results presented here focuses only on data obtained with two handheld condensation particle counters. While one was measuring at the source of the released particles, the other one was measuring in parallel far-field. The Bayesian probabilistic approach allows a probabilistic modelling of data series, and the observed task is modelled in the form of probability distributions. The probability distributions issuing from time resolved data obtained at the source can be compared with the probability distributions issuing from the time resolved data obtained far-field, leading in a quantitative estimation of the airborne particles released at the source when the task is performed. Beyond obtained results, this exploratory study indicates that the analysis of the results requires specific experience in statistics.

Use of the negative binomial-truncated Poisson distribution in thunderstorm prediction

NASA Technical Reports Server (NTRS)

Cohen, A. C.

1971-01-01

A probability model is presented for the distribution of thunderstorms over a small area given that thunderstorm events (1 or more thunderstorms) are occurring over a larger area. The model incorporates the negative binomial and truncated Poisson distributions. Probability tables for Cape Kennedy for spring, summer, and fall months and seasons are presented. The computer program used to compute these probabilities is appended.

Mean Field Approach to the Giant Wormhole Problem

NASA Astrophysics Data System (ADS)

Gamba, A.; Kolokolov, I.; Martellini, M.

We introduce a gaussian probability density for the space-time distribution of worm-holes, thus taking effectively into account wormhole interaction. Using a mean-field approximation for the free energy, we show that giant wormholes are probabilistically suppressed in a homogenous isotropic “large” universe.

Estimates of the low-level wind shear and turbulence in the vicinity of Kennedy International Airport on 24 June 1975

NASA Technical Reports Server (NTRS)

Lewellen, W. S.; Williamson, G. G.

1976-01-01

A study was conducted to estimate the type of wind and turbulence distributions which may have existed at the time of the crash of Eastern Airlines Flight 66 while attempting to land. A number of different wind and turbulence profiles are predicted for the site and date of the crash. The morning and mid-afternoon predictions are in reasonably good agreement with magnitude and direction as reported by the weather observer. Although precise predictions cannot be made during the passage of the thunderstorm which coincides with the time of the accident, a number of different profiles which might exist under or in the vicinity of a thunderstorm are presented. The profile that is most probable predicts the mean headwind shear over 100 m (300 feet) altitude change and the average fluctuations about the mean headwind distribution. This combination of means and fluctuations leads to a reasonable probability that the instantaneous headwind shear would equal the maximum value reported in the flight recorder data.

Patterns of a spatial exploration under time evolution of the attractiveness: Persistent nodes, degree distribution, and spectral properties

NASA Astrophysics Data System (ADS)

da Silva, Roberto

2018-06-01

This work explores the features of a graph generated by agents that hop from one node to another node, where the nodes have evolutionary attractiveness. The jumps are governed by Boltzmann-like transition probabilities that depend both on the euclidean distance between the nodes and on the ratio (β) of the attractiveness between them. It is shown that persistent nodes, i.e., nodes that never been reached by this special random walk are possible in the stationary limit differently from the case where the attractiveness is fixed and equal to one for all nodes (β = 1). Simultaneously, one also investigates the spectral properties and statistics related to the attractiveness and degree distribution of the evolutionary network. Finally, a study of the crossover between persistent phase and no persistent phase was performed and it was also observed the existence of a special type of transition probability which leads to a power law behaviour for the time evolution of the persistence.

Dynamics of coherent states in regular and chaotic regimes of the non-integrable Dicke model

NASA Astrophysics Data System (ADS)

Lerma-Hernández, S.; Chávez-Carlos, J.; Bastarrachea-Magnani, M. A.; López-del-Carpio, B.; Hirsch, J. G.

2018-04-01

The quantum dynamics of initial coherent states is studied in the Dicke model and correlated with the dynamics, regular or chaotic, of their classical limit. Analytical expressions for the survival probability, i.e. the probability of finding the system in its initial state at time t, are provided in the regular regions of the model. The results for regular regimes are compared with those of the chaotic ones. It is found that initial coherent states in regular regions have a much longer equilibration time than those located in chaotic regions. The properties of the distributions for the initial coherent states in the Hamiltonian eigenbasis are also studied. It is found that for regular states the components with no negligible contribution are organized in sequences of energy levels distributed according to Gaussian functions. In the case of chaotic coherent states, the energy components do not have a simple structure and the number of participating energy levels is larger than in the regular cases.

Nonparametric Density Estimation Based on Self-Organizing Incremental Neural Network for Large Noisy Data.

PubMed

Nakamura, Yoshihiro; Hasegawa, Osamu

2017-01-01

With the ongoing development and expansion of communication networks and sensors, massive amounts of data are continuously generated in real time from real environments. Beforehand, prediction of a distribution underlying such data is difficult; furthermore, the data include substantial amounts of noise. These factors make it difficult to estimate probability densities. To handle these issues and massive amounts of data, we propose a nonparametric density estimator that rapidly learns data online and has high robustness. Our approach is an extension of both kernel density estimation (KDE) and a self-organizing incremental neural network (SOINN); therefore, we call our approach KDESOINN. An SOINN provides a clustering method that learns about the given data as networks of prototype of data; more specifically, an SOINN can learn the distribution underlying the given data. Using this information, KDESOINN estimates the probability density function. The results of our experiments show that KDESOINN outperforms or achieves performance comparable to the current state-of-the-art approaches in terms of robustness, learning time, and accuracy.

ExGUtils: A Python Package for Statistical Analysis With the ex-Gaussian Probability Density.

PubMed

Moret-Tatay, Carmen; Gamermann, Daniel; Navarro-Pardo, Esperanza; Fernández de Córdoba Castellá, Pedro

2018-01-01

The study of reaction times and their underlying cognitive processes is an important field in Psychology. Reaction times are often modeled through the ex-Gaussian distribution, because it provides a good fit to multiple empirical data. The complexity of this distribution makes the use of computational tools an essential element. Therefore, there is a strong need for efficient and versatile computational tools for the research in this area. In this manuscript we discuss some mathematical details of the ex-Gaussian distribution and apply the ExGUtils package, a set of functions and numerical tools, programmed for python, developed for numerical analysis of data involving the ex-Gaussian probability density. In order to validate the package, we present an extensive analysis of fits obtained with it, discuss advantages and differences between the least squares and maximum likelihood methods and quantitatively evaluate the goodness of the obtained fits (which is usually an overlooked point in most literature in the area). The analysis done allows one to identify outliers in the empirical datasets and criteriously determine if there is a need for data trimming and at which points it should be done.

ExGUtils: A Python Package for Statistical Analysis With the ex-Gaussian Probability Density

PubMed Central

Moret-Tatay, Carmen; Gamermann, Daniel; Navarro-Pardo, Esperanza; Fernández de Córdoba Castellá, Pedro

2018-01-01

The study of reaction times and their underlying cognitive processes is an important field in Psychology. Reaction times are often modeled through the ex-Gaussian distribution, because it provides a good fit to multiple empirical data. The complexity of this distribution makes the use of computational tools an essential element. Therefore, there is a strong need for efficient and versatile computational tools for the research in this area. In this manuscript we discuss some mathematical details of the ex-Gaussian distribution and apply the ExGUtils package, a set of functions and numerical tools, programmed for python, developed for numerical analysis of data involving the ex-Gaussian probability density. In order to validate the package, we present an extensive analysis of fits obtained with it, discuss advantages and differences between the least squares and maximum likelihood methods and quantitatively evaluate the goodness of the obtained fits (which is usually an overlooked point in most literature in the area). The analysis done allows one to identify outliers in the empirical datasets and criteriously determine if there is a need for data trimming and at which points it should be done. PMID:29765345

The incubation period distribution of tuberculosis estimated with a molecular epidemiological approach.

PubMed

Borgdorff, Martien W; Sebek, Maruschka; Geskus, Ronald B; Kremer, Kristin; Kalisvaart, Nico; van Soolingen, Dick

2011-08-01

There is limited information on the distribution of incubation periods of tuberculosis (TB). In The Netherlands, patients whose Mycobacterium tuberculosis isolates have identical DNA fingerprints in the period 1993-2007 were interviewed to identify epidemiological links between cases. We determined the incubation period distribution in secondary cases. Survival analysis techniques were used to include secondary cases not yet symptomatic at diagnosis with weighting to adjust for lower capture probabilities of couples with longer time intervals between their diagnoses. In order to deal with missing data, we used multiple imputations. We identified 1095 epidemiologically linked secondary cases, attributed to 688 source cases with pulmonary TB. Of those developing disease within 15 years, the Kaplan-Meier probability to fall ill within 1 year was 45%, within 2 years 62% and within 5 years 83%. The incubation time was shorter in secondary cases who were men, young, those with extra-pulmonary TB and those not reporting previous TB or previous preventive therapy. Molecular epidemiological analysis has allowed a more precise description of the incubation period of TB than was possible in previous studies, including the identification of risk factors for shorter incubation periods.

Monitoring multiple species: Estimating state variables and exploring the efficacy of a monitoring program

USGS Publications Warehouse

Mattfeldt, S.D.; Bailey, L.L.; Grant, E.H.C.

2009-01-01

Monitoring programs have the potential to identify population declines and differentiate among the possible cause(s) of these declines. Recent criticisms regarding the design of monitoring programs have highlighted a failure to clearly state objectives and to address detectability and spatial sampling issues. Here, we incorporate these criticisms to design an efficient monitoring program whose goals are to determine environmental factors which influence the current distribution and measure change in distributions over time for a suite of amphibians. In designing the study we (1) specified a priori factors that may relate to occupancy, extinction, and colonization probabilities and (2) used the data collected (incorporating detectability) to address our scientific questions and adjust our sampling protocols. Our results highlight the role of wetland hydroperiod and other local covariates in the probability of amphibian occupancy. There was a change in overall occupancy probabilities for most species over the first three years of monitoring. Most colonization and extinction estimates were constant over time (years) and space (among wetlands), with one notable exception: local extinction probabilities for Rana clamitans were lower for wetlands with longer hydroperiods. We used information from the target system to generate scenarios of population change and gauge the ability of the current sampling to meet monitoring goals. Our results highlight the limitations of the current sampling design, emphasizing the need for long-term efforts, with periodic re-evaluation of the program in a framework that can inform management decisions.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chang, Shih-Jung

Dynamic strength of the High Flux Isotope Reactor (HFIR) vessel to resist hypothetical accidents is analyzed by using the method of fracture mechanics. Vessel critical stresses are estimated by applying dynamic pressure pulses of a range of magnitudes and pulse-durations. The pulses versus time functions are assumed to be step functions. The probability of vessel fracture is then calculated by assuming a distribution of possible surface cracks of different crack depths. The probability distribution function for the crack depths is based on the form that is recommended by the Marshall report. The toughness of the vessel steel used in themore » analysis is based on the projected and embrittled value after 10 effective full power years from 1986. From the study made by Cheverton, Merkle and Nanstad, the weakest point on the vessel for fracture evaluation is known to be located within the region surrounding the tangential beam tube HB3. The increase in the probability of fracture is obtained as an extension of the result from that report for the regular operating condition to include conditions of higher dynamic pressures due to accident loadings. The increase in the probability of vessel fracture is plotted for a range of hoop stresses to indicate the vessel strength against hypothetical accident conditions.« less

Phase walk analysis of leptokurtic time series.

PubMed

Schreiber, Korbinian; Modest, Heike I; Räth, Christoph

2018-06-01

The Fourier phase information play a key role for the quantified description of nonlinear data. We present a novel tool for time series analysis that identifies nonlinearities by sensitively detecting correlations among the Fourier phases. The method, being called phase walk analysis, is based on well established measures from random walk analysis, which are now applied to the unwrapped Fourier phases of time series. We provide an analytical description of its functionality and demonstrate its capabilities on systematically controlled leptokurtic noise. Hereby, we investigate the properties of leptokurtic time series and their influence on the Fourier phases of time series. The phase walk analysis is applied to measured and simulated intermittent time series, whose probability density distribution is approximated by power laws. We use the day-to-day returns of the Dow-Jones industrial average, a synthetic time series with tailored nonlinearities mimicing the power law behavior of the Dow-Jones and the acceleration of the wind at an Atlantic offshore site. Testing for nonlinearities by means of surrogates shows that the new method yields strong significances for nonlinear behavior. Due to the drastically decreased computing time as compared to embedding space methods, the number of surrogate realizations can be increased by orders of magnitude. Thereby, the probability distribution of the test statistics can very accurately be derived and parameterized, which allows for much more precise tests on nonlinearities.

GPU-Based Interactive Exploration and Online Probability Maps Calculation for Visualizing Assimilated Ocean Ensembles Data

NASA Astrophysics Data System (ADS)

Hoteit, I.; Hollt, T.; Hadwiger, M.; Knio, O. M.; Gopalakrishnan, G.; Zhan, P.

2016-02-01

Ocean reanalyses and forecasts are nowadays generated by combining ensemble simulations with data assimilation techniques. Most of these techniques resample the ensemble members after each assimilation cycle. Tracking behavior over time, such as all possible paths of a particle in an ensemble vector field, becomes very difficult, as the number of combinations rises exponentially with the number of assimilation cycles. In general a single possible path is not of interest but only the probabilities that any point in space might be reached by a particle at some point in time. We present an approach using probability-weighted piecewise particle trajectories to allow for interactive probability mapping. This is achieved by binning the domain and splitting up the tracing process into the individual assimilation cycles, so that particles that fall into the same bin after a cycle can be treated as a single particle with a larger probability as input for the next cycle. As a result we loose the possibility to track individual particles, but can create probability maps for any desired seed at interactive rates. The technique is integrated in an interactive visualization system that enables the visual analysis of the particle traces side by side with other forecast variables, such as the sea surface height, and their corresponding behavior over time. By harnessing the power of modern graphics processing units (GPUs) for visualization as well as computation, our system allows the user to browse through the simulation ensembles in real-time, view specific parameter settings or simulation models and move between different spatial or temporal regions without delay. In addition our system provides advanced visualizations to highlight the uncertainty, or show the complete distribution of the simulations at user-defined positions over the complete time series of the domain.

Distributed Denial of Service Attack Source Detection Using Efficient Traceback Technique (ETT) in Cloud-Assisted Healthcare Environment.

PubMed

Latif, Rabia; Abbas, Haider; Latif, Seemab; Masood, Ashraf

2016-07-01

Security and privacy are the first and foremost concerns that should be given special attention when dealing with Wireless Body Area Networks (WBANs). As WBAN sensors operate in an unattended environment and carry critical patient health information, Distributed Denial of Service (DDoS) attack is one of the major attacks in WBAN environment that not only exhausts the available resources but also influence the reliability of information being transmitted. This research work is an extension of our previous work in which a machine learning based attack detection algorithm is proposed to detect DDoS attack in WBAN environment. However, in order to avoid complexity, no consideration was given to the traceback mechanism. During traceback, the challenge lies in reconstructing the attack path leading to identify the attack source. Among existing traceback techniques, Probabilistic Packet Marking (PPM) approach is the most commonly used technique in conventional IP- based networks. However, since marking probability assignment has significant effect on both the convergence time and performance of a scheme, it is not directly applicable in WBAN environment due to high convergence time and overhead on intermediate nodes. Therefore, in this paper we have proposed a new scheme called Efficient Traceback Technique (ETT) based on Dynamic Probability Packet Marking (DPPM) approach and uses MAC header in place of IP header. Instead of using fixed marking probability, the proposed scheme uses variable marking probability based on the number of hops travelled by a packet to reach the target node. Finally, path reconstruction algorithms are proposed to traceback an attacker. Evaluation and simulation results indicate that the proposed solution outperforms fixed PPM in terms of convergence time and computational overhead on nodes.

Ergodic Theory, Interpretations of Probability and the Foundations of Statistical Mechanics

NASA Astrophysics Data System (ADS)

van Lith, Janneke

The traditional use of ergodic theory in the foundations of equilibrium statistical mechanics is that it provides a link between thermodynamic observables and microcanonical probabilities. First of all, the ergodic theorem demonstrates the equality of microcanonical phase averages and infinite time averages (albeit for a special class of systems, and up to a measure zero set of exceptions). Secondly, one argues that actual measurements of thermodynamic quantities yield time averaged quantities, since measurements take a long time. The combination of these two points is held to be an explanation why calculating microcanonical phase averages is a successful algorithm for predicting the values of thermodynamic observables. It is also well known that this account is problematic. This survey intends to show that ergodic theory nevertheless may have important roles to play, and it explores three other uses of ergodic theory. Particular attention is paid, firstly, to the relevance of specific interpretations of probability, and secondly, to the way in which the concern with systems in thermal equilibrium is translated into probabilistic language. With respect to the latter point, it is argued that equilibrium should not be represented as a stationary probability distribution as is standardly done; instead, a weaker definition is presented.

Mode switching in volcanic seismicity: El Hierro 2011-2013

NASA Astrophysics Data System (ADS)

Roberts, Nick S.; Bell, Andrew F.; Main, Ian G.

2016-05-01

The Gutenberg-Richter b value is commonly used in volcanic eruption forecasting to infer material or mechanical properties from earthquake distributions. Such studies typically analyze discrete time windows or phases, but the choice of such windows is subjective and can introduce significant bias. Here we minimize this sample bias by iteratively sampling catalogs with randomly chosen windows and then stack the resulting probability density functions for the estimated b>˜ value to determine a net probability density function. We examine data from the El Hierro seismic catalog during a period of unrest in 2011-2013 and demonstrate clear multimodal behavior. Individual modes are relatively stable in time, but the most probable b>˜ value intermittently switches between modes, one of which is similar to that of tectonic seismicity. Multimodality is primarily associated with intermittent activation and cessation of activity in different parts of the volcanic system rather than with respect to any systematic inferred underlying process.

Probability Distribution of Turbulent Kinetic Energy Dissipation Rate in Ocean: Observations and Approximations

NASA Astrophysics Data System (ADS)

Lozovatsky, I.; Fernando, H. J. S.; Planella-Morato, J.; Liu, Zhiyu; Lee, J.-H.; Jinadasa, S. U. P.

2017-10-01

The probability distribution of turbulent kinetic energy dissipation rate in stratified ocean usually deviates from the classic lognormal distribution that has been formulated for and often observed in unstratified homogeneous layers of atmospheric and oceanic turbulence. Our measurements of vertical profiles of micro-scale shear, collected in the East China Sea, northern Bay of Bengal, to the south and east of Sri Lanka, and in the Gulf Stream region, show that the probability distributions of the dissipation rate ɛ˜r in the pycnoclines (r ˜ 1.4 m is the averaging scale) can be successfully modeled by the Burr (type XII) probability distribution. In weakly stratified boundary layers, lognormal distribution of ɛ˜r is preferable, although the Burr is an acceptable alternative. The skewness Skɛ and the kurtosis Kɛ of the dissipation rate appear to be well correlated in a wide range of Skɛ and Kɛ variability.

Double ionization of neon in elliptically polarized femtosecond laser fields

NASA Astrophysics Data System (ADS)

Kang, HuiPeng; Henrichs, Kevin; Wang, YanLan; Hao, XiaoLei; Eckart, Sebastian; Kunitski, Maksim; Schöffler, Markus; Jahnke, Till; Liu, XiaoJun; Dörner, Reinhard

2018-06-01

We present a joint experimental and theoretical investigation of the correlated electron momentum spectra from strong-field double ionization of neon induced by elliptically polarized laser pulses. A significant asymmetry of the electron momentum distributions along the major polarization axis is reported. This asymmetry depends sensitively on the laser ellipticity. Using a three-dimensional semiclassical model, we attribute this asymmetry pattern to the ellipticity-dependent probability distributions of recollision time. Our work demonstrates that, by simply varying the ellipticity, the correlated electron emission can be two-dimensionally controlled and the recolliding electron trajectories can be steered on a subcycle time scale.

Computational analysis of kidney scintigrams

DOE Office of Scientific and Technical Information (OSTI.GOV)

Vrincianu, D.; Puscasu, E.; Creanga, D.

The scintigraphic investigation of normal and pathological kidneys was carried out using specialized gamma-camera device from nuclear medicine hospital department. Technetium 90m isotope with gamma radiation emission, coupled with vector molecules for kidney tissues was introduced into the subject body, its dynamics being recorded as data source for kidney clearance capacity. Two representative data series were investigated, corresponding to healthy and pathological organs respectively. The semi-quantitative tests applied for the comparison of the two distinct medical situations were: the shape of probability distribution histogram, the power spectrum, the auto-correlation function and the Lyapunov exponent. While power spectrum led to similarmore » results in both cases, significant differences were revealed by means of distribution probability, Lyapunov exponent and correlation time, recommending these numerical tests as possible complementary tools in clinical diagnosis.« less

Probabilistic distribution and stochastic P-bifurcation of a hybrid energy harvester under colored noise

NASA Astrophysics Data System (ADS)

Mokem Fokou, I. S.; Nono Dueyou Buckjohn, C.; Siewe Siewe, M.; Tchawoua, C.

2018-03-01

In this manuscript, a hybrid energy harvesting system combining piezoelectric and electromagnetic transduction and subjected to colored noise is investigated. By using the stochastic averaging method, the stationary probability density functions of amplitudes are obtained and reveal interesting dynamics related to the long term behavior of the device. From stationary probability densities, we discuss the stochastic bifurcation through the qualitative change which shows that noise intensity, correlation time and other system parameters can be treated as bifurcation parameters. Numerical simulations are made for a comparison with analytical findings. The Mean first passage time (MFPT) is numerical provided in the purpose to investigate the system stability. By computing the Mean residence time (TMR), we explore the stochastic resonance phenomenon; we show how it is related to the correlation time of colored noise and high output power.

Estimated Accuracy of Three Common Trajectory Statistical Methods

NASA Technical Reports Server (NTRS)

Kabashnikov, Vitaliy P.; Chaikovsky, Anatoli P.; Kucsera, Tom L.; Metelskaya, Natalia S.

2011-01-01

Three well-known trajectory statistical methods (TSMs), namely concentration field (CF), concentration weighted trajectory (CWT), and potential source contribution function (PSCF) methods were tested using known sources and artificially generated data sets to determine the ability of TSMs to reproduce spatial distribution of the sources. In the works by other authors, the accuracy of the trajectory statistical methods was estimated for particular species and at specified receptor locations. We have obtained a more general statistical estimation of the accuracy of source reconstruction and have found optimum conditions to reconstruct source distributions of atmospheric trace substances. Only virtual pollutants of the primary type were considered. In real world experiments, TSMs are intended for application to a priori unknown sources. Therefore, the accuracy of TSMs has to be tested with all possible spatial distributions of sources. An ensemble of geographical distributions of virtual sources was generated. Spearman s rank order correlation coefficient between spatial distributions of the known virtual and the reconstructed sources was taken to be a quantitative measure of the accuracy. Statistical estimates of the mean correlation coefficient and a range of the most probable values of correlation coefficients were obtained. All the TSMs that were considered here showed similar close results. The maximum of the ratio of the mean correlation to the width of the correlation interval containing the most probable correlation values determines the optimum conditions for reconstruction. An optimal geographical domain roughly coincides with the area supplying most of the substance to the receptor. The optimal domain s size is dependent on the substance decay time. Under optimum reconstruction conditions, the mean correlation coefficients can reach 0.70 0.75. The boundaries of the interval with the most probable correlation values are 0.6 0.9 for the decay time of 240 h and 0.5 0.95 for the decay time of 12 h. The best results of source reconstruction can be expected for the trace substances with a decay time on the order of several days. Although the methods considered in this paper do not guarantee high accuracy they are computationally simple and fast. Using the TSMs in optimum conditions and taking into account the range of uncertainties, one can obtain a first hint on potential source areas.

Particle detection and non-detection in a quantum time of arrival measurement

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sombillo, Denny Lane B., E-mail: dsombillo@nip.upd.edu.ph; Galapon, Eric A.

2016-01-15

The standard time-of-arrival distribution cannot reproduce both the temporal and the spatial profile of the modulus squared of the time-evolved wave function for an arbitrary initial state. In particular, the time-of-arrival distribution gives a non-vanishing probability even if the wave function is zero at a given point for all values of time. This poses a problem in the standard formulation of quantum mechanics where one quantizes a classical observable and uses its spectral resolution to calculate the corresponding distribution. In this work, we show that the modulus squared of the time-evolved wave function is in fact contained in one ofmore » the degenerate eigenfunctions of the quantized time-of-arrival operator. This generalizes our understanding of quantum arrival phenomenon where particle detection is not a necessary requirement, thereby providing a direct link between time-of-arrival quantization and the outcomes of the two-slit experiment. -- Highlights: •The time-evolved position density is contained in the standard TOA distribution. •Particle may quantum mechanically arrive at a given point without being detected. •The eigenstates of the standard TOA operator are linked to the two-slit experiment.« less

Evaluation of the Three Parameter Weibull Distribution Function for Predicting Fracture Probability in Composite Materials

DTIC Science & Technology

1978-03-01

for the risk of rupture for a unidirectionally laminat - ed composite subjected to pure bending. (5D This equation can be simplified further by use of...C EVALUATION OF THE THREE PARAMETER WEIBULL DISTRIBUTION FUNCTION FOR PREDICTING FRACTURE PROBABILITY IN COMPOSITE MATERIALS. THESIS / AFIT/GAE...EVALUATION OF THE THREE PARAMETER WE1BULL DISTRIBUTION FUNCTION FOR PREDICTING FRACTURE PROBABILITY IN COMPOSITE MATERIALS THESIS Presented

Bayesian network representing system dynamics in risk analysis of nuclear systems

NASA Astrophysics Data System (ADS)

Varuttamaseni, Athi

2011-12-01

A dynamic Bayesian network (DBN) model is used in conjunction with the alternating conditional expectation (ACE) regression method to analyze the risk associated with the loss of feedwater accident coupled with a subsequent initiation of the feed and bleed operation in the Zion-1 nuclear power plant. The use of the DBN allows the joint probability distribution to be factorized, enabling the analysis to be done on many simpler network structures rather than on one complicated structure. The construction of the DBN model assumes conditional independence relations among certain key reactor parameters. The choice of parameter to model is based on considerations of the macroscopic balance statements governing the behavior of the reactor under a quasi-static assumption. The DBN is used to relate the peak clad temperature to a set of independent variables that are known to be important in determining the success of the feed and bleed operation. A simple linear relationship is then used to relate the clad temperature to the core damage probability. To obtain a quantitative relationship among different nodes in the DBN, surrogates of the RELAP5 reactor transient analysis code are used. These surrogates are generated by applying the ACE algorithm to output data obtained from about 50 RELAP5 cases covering a wide range of the selected independent variables. These surrogates allow important safety parameters such as the fuel clad temperature to be expressed as a function of key reactor parameters such as the coolant temperature and pressure together with important independent variables such as the scram delay time. The time-dependent core damage probability is calculated by sampling the independent variables from their probability distributions and propagate the information up through the Bayesian network to give the clad temperature. With the knowledge of the clad temperature and the assumption that the core damage probability has a one-to-one relationship to it, we have calculated the core damage probably as a function of transient time. The use of the DBN model in combination with ACE allows risk analysis to be performed with much less effort than if the analysis were done using the standard techniques.

Delay-induced stochastic bifurcations in a bistable system under white noise

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sun, Zhongkui, E-mail: sunzk@nwpu.edu.cn; Fu, Jin; Xu, Wei

2015-08-15

In this paper, the effects of noise and time delay on stochastic bifurcations are investigated theoretically and numerically in a time-delayed Duffing-Van der Pol oscillator subjected to white noise. Due to the time delay, the random response is not Markovian. Thereby, approximate methods have been adopted to obtain the Fokker-Planck-Kolmogorov equation and the stationary probability density function for amplitude of the response. Based on the knowledge that stochastic bifurcation is characterized by the qualitative properties of the steady-state probability distribution, it is found that time delay and feedback intensity as well as noise intensity will induce the appearance of stochasticmore » P-bifurcation. Besides, results demonstrated that the effects of the strength of the delayed displacement feedback on stochastic bifurcation are accompanied by the sensitive dependence on time delay. Furthermore, the results from numerical simulations best confirm the effectiveness of the theoretical analyses.« less

A new approach to estimate time-to-cure from cancer registries data.

PubMed

Boussari, Olayidé; Romain, Gaëlle; Remontet, Laurent; Bossard, Nadine; Mounier, Morgane; Bouvier, Anne-Marie; Binquet, Christine; Colonna, Marc; Jooste, Valérie

2018-04-01

Cure models have been adapted to net survival context to provide important indicators from population-based cancer data, such as the cure fraction and the time-to-cure. However existing methods for computing time-to-cure suffer from some limitations. Cure models in net survival framework were briefly overviewed and a new definition of time-to-cure was introduced as the time TTC at which P(t), the estimated covariate-specific probability of being cured at a given time t after diagnosis, reaches 0.95. We applied flexible parametric cure models to data of four cancer sites provided by the French network of cancer registries (FRANCIM). Then estimates of the time-to-cure by TTC and by two existing methods were derived and compared. Cure fractions and probabilities P(t) were also computed. Depending on the age group, TTC ranged from to 8 to 10 years for colorectal and pancreatic cancer and was nearly 12 years for breast cancer. In thyroid cancer patients under 55 years at diagnosis, TTC was strikingly 0: the probability of being cured was >0.95 just after diagnosis. This is an interesting result regarding the health insurance premiums of these patients. The estimated values of time-to-cure from the three approaches were close for colorectal cancer only. We propose a new approach, based on estimated covariate-specific probability of being cured, to estimate time-to-cure. Compared to two existing methods, the new approach seems to be more intuitive and natural and less sensitive to the survival time distribution. Copyright © 2018 Elsevier Ltd. All rights reserved.

Analysis of vector wind change with respect to time for Cape Kennedy, Florida

NASA Technical Reports Server (NTRS)

Adelfang, S. I.

1978-01-01

Multivariate analysis was used to determine the joint distribution of the four variables represented by the components of the wind vector at an initial time and after a specified elapsed time is hypothesized to be quadravariate normal; the fourteen statistics of this distribution, calculated from 15 years of twice-daily rawinsonde data are presented by monthly reference periods for each month from 0 to 27 km. The hypotheses that the wind component changes with respect to time is univariate normal, that the joint distribution of wind component change with respect to time is univariate normal, that the joint distribution of wind component changes is bivariate normal, and that the modulus of vector wind change is Rayleigh are tested by comparison with observed distributions. Statistics of the conditional bivariate normal distributions of vector wind at a future time given the vector wind at an initial time are derived. Wind changes over time periods from 1 to 5 hours, calculated from Jimsphere data, are presented. Extension of the theoretical prediction (based on rawinsonde data) of wind component change standard deviation to time periods of 1 to 5 hours falls (with a few exceptions) within the 95 percentile confidence band of the population estimate obtained from the Jimsphere sample data. The joint distributions of wind change components, conditional wind components, and 1 km vector wind shear change components are illustrated by probability ellipses at the 95 percentile level.

Comparison of sampling techniques for Bayesian parameter estimation

NASA Astrophysics Data System (ADS)

Allison, Rupert; Dunkley, Joanna

2014-02-01

The posterior probability distribution for a set of model parameters encodes all that the data have to tell us in the context of a given model; it is the fundamental quantity for Bayesian parameter estimation. In order to infer the posterior probability distribution we have to decide how to explore parameter space. Here we compare three prescriptions for how parameter space is navigated, discussing their relative merits. We consider Metropolis-Hasting sampling, nested sampling and affine-invariant ensemble Markov chain Monte Carlo (MCMC) sampling. We focus on their performance on toy-model Gaussian likelihoods and on a real-world cosmological data set. We outline the sampling algorithms themselves and elaborate on performance diagnostics such as convergence time, scope for parallelization, dimensional scaling, requisite tunings and suitability for non-Gaussian distributions. We find that nested sampling delivers high-fidelity estimates for posterior statistics at low computational cost, and should be adopted in favour of Metropolis-Hastings in many cases. Affine-invariant MCMC is competitive when computing clusters can be utilized for massive parallelization. Affine-invariant MCMC and existing extensions to nested sampling naturally probe multimodal and curving distributions.

On the probability distribution of daily streamflow in the United States

USGS Publications Warehouse

Blum, Annalise G.; Archfield, Stacey A.; Vogel, Richard M.

2017-01-01

Daily streamflows are often represented by flow duration curves (FDCs), which illustrate the frequency with which flows are equaled or exceeded. FDCs have had broad applications across both operational and research hydrology for decades; however, modeling FDCs has proven elusive. Daily streamflow is a complex time series with flow values ranging over many orders of magnitude. The identification of a probability distribution that can approximate daily streamflow would improve understanding of the behavior of daily flows and the ability to estimate FDCs at ungaged river locations. Comparisons of modeled and empirical FDCs at nearly 400 unregulated, perennial streams illustrate that the four-parameter kappa distribution provides a very good representation of daily streamflow across the majority of physiographic regions in the conterminous United States (US). Further, for some regions of the US, the three-parameter generalized Pareto and lognormal distributions also provide a good approximation to FDCs. Similar results are found for the period of record FDCs, representing the long-term hydrologic regime at a site, and median annual FDCs, representing the behavior of flows in a typical year.

Bivariate extreme value distributions

NASA Technical Reports Server (NTRS)

Elshamy, M.

1992-01-01

In certain engineering applications, such as those occurring in the analyses of ascent structural loads for the Space Transportation System (STS), some of the load variables have a lower bound of zero. Thus, the need for practical models of bivariate extreme value probability distribution functions with lower limits was identified. We discuss the Gumbel models and present practical forms of bivariate extreme probability distributions of Weibull and Frechet types with two parameters. Bivariate extreme value probability distribution functions can be expressed in terms of the marginal extremel distributions and a 'dependence' function subject to certain analytical conditions. Properties of such bivariate extreme distributions, sums and differences of paired extremals, as well as the corresponding forms of conditional distributions, are discussed. Practical estimation techniques are also given.

Bayesian analysis of multimodal data and brain imaging

NASA Astrophysics Data System (ADS)

Assadi, Amir H.; Eghbalnia, Hamid; Backonja, Miroslav; Wakai, Ronald T.; Rutecki, Paul; Haughton, Victor

2000-06-01

It is often the case that information about a process can be obtained using a variety of methods. Each method is employed because of specific advantages over the competing alternatives. An example in medical neuro-imaging is the choice between fMRI and MEG modes where fMRI can provide high spatial resolution in comparison to the superior temporal resolution of MEG. The combination of data from varying modes provides the opportunity to infer results that may not be possible by means of any one mode alone. We discuss a Bayesian and learning theoretic framework for enhanced feature extraction that is particularly suited to multi-modal investigations of massive data sets from multiple experiments. In the following Bayesian approach, acquired knowledge (information) regarding various aspects of the process are all directly incorporated into the formulation. This information can come from a variety of sources. In our case, it represents statistical information obtained from other modes of data collection. The information is used to train a learning machine to estimate a probability distribution, which is used in turn by a second machine as a prior, in order to produce a more refined estimation of the distribution of events. The computational demand of the algorithm is handled by proposing a distributed parallel implementation on a cluster of workstations that can be scaled to address real-time needs if required. We provide a simulation of these methods on a set of synthetically generated MEG and EEG data. We show how spatial and temporal resolutions improve by using prior distributions. The method on fMRI signals permits one to construct the probability distribution of the non-linear hemodynamics of the human brain (real data). These computational results are in agreement with biologically based measurements of other labs, as reported to us by researchers from UK. We also provide preliminary analysis involving multi-electrode cortical recording that accompanies behavioral data in pain experiments on freely moving mice subjected to moderate heat delivered by an electric bulb. Summary of new or breakthrough ideas: (1) A new method to estimate probability distribution for measurement of nonlinear hemodynamics of brain from a multi- modal neuronal data. This is the first time that such an idea is tried, to our knowledge. (2) Breakthrough in improvement of time resolution of fMRI signals using (1) above.

Maximum caliber inference of nonequilibrium processes

NASA Astrophysics Data System (ADS)

Otten, Moritz; Stock, Gerhard

2010-07-01

Thirty years ago, Jaynes suggested a general theoretical approach to nonequilibrium statistical mechanics, called maximum caliber (MaxCal) [Annu. Rev. Phys. Chem. 31, 579 (1980)]. MaxCal is a variational principle for dynamics in the same spirit that maximum entropy is a variational principle for equilibrium statistical mechanics. Motivated by the success of maximum entropy inference methods for equilibrium problems, in this work the MaxCal formulation is applied to the inference of nonequilibrium processes. That is, given some time-dependent observables of a dynamical process, one constructs a model that reproduces these input data and moreover, predicts the underlying dynamics of the system. For example, the observables could be some time-resolved measurements of the folding of a protein, which are described by a few-state model of the free energy landscape of the system. MaxCal then calculates the probabilities of an ensemble of trajectories such that on average the data are reproduced. From this probability distribution, any dynamical quantity of the system can be calculated, including population probabilities, fluxes, or waiting time distributions. After briefly reviewing the formalism, the practical numerical implementation of MaxCal in the case of an inference problem is discussed. Adopting various few-state models of increasing complexity, it is demonstrated that the MaxCal principle indeed works as a practical method of inference: The scheme is fairly robust and yields correct results as long as the input data are sufficient. As the method is unbiased and general, it can deal with any kind of time dependency such as oscillatory transients and multitime decays.

Approaches to quantifying long-term continental shelf sediment transport with an example from the Northern California STRESS mid-shelf site

NASA Astrophysics Data System (ADS)

Harris, Courtney K.; Wiberg, Patricia L.

1997-09-01

Modeling shelf sediment transport rates and bed reworking depths is problematic when the wave and current forcing conditions are not precisely known, as is usually the case when long-term sedimentation patterns are of interest. Two approaches to modeling sediment transport under such circumstances are considered. The first relies on measured or simulated time series of flow conditions to drive model calculations. The second approach uses as model input probability distribution functions of bottom boundary layer flow conditions developed from wave and current measurements. Sediment transport rates, frequency of bed resuspension by waves and currents, and bed reworking calculated using the two methods are compared at the mid-shelf STRESS (Sediment TRansport on Shelves and Slopes) site on the northern California continental shelf. Current, wave and resuspension measurements at the site are used to generate model inputs and test model results. An 11-year record of bottom wave orbital velocity, calculated from surface wave spectra measured by the National Data Buoy Center (NDBC) Buoy 46013 and verified against bottom tripod measurements, is used to characterize the frequency and duration of wave-driven transport events and to estimate the joint probability distribution of wave orbital velocity and period. A 109-day record of hourly current measurements 10 m above bottom is used to estimate the probability distribution of bottom boundary layer current velocity at this site and to develop an auto-regressive model to simulate current velocities for times when direct measurements of currents are not available. Frequency of transport, the maximum volume of suspended sediment, and average flux calculated using measured wave and simulated current time series agree well with values calculated using measured time series. A probabilistic approach is more amenable to calculations over time scales longer than existing wave records, but it tends to underestimate net transport because it does not capture the episodic nature of transport events. Both methods enable estimates to be made of the uncertainty in transport quantities that arise from an incomplete knowledge of the specific timing of wave and current conditions. 1997 Elsevier Science Ltd

Time of arrival in quantum and Bohmian mechanics

NASA Astrophysics Data System (ADS)

Leavens, C. R.

1998-08-01

In a recent paper Grot, Rovelli, and Tate (GRT) [Phys. Rev. A 54, 4676 (1996)] derived an expression for the probability distribution π(TX) of intrinsic arrival times T(X) at position x=X for a quantum particle with initial wave function ψ(x,t=0) freely evolving in one dimension. This was done by quantizing the classical expression for the time of arrival of a free particle at X, assuming a particular choice of operator ordering, and then regulating the resulting time of arrival operator. For the special case of a minimum-uncertainty-product wave packet at t=0 with average wave number and variance Δk they showed that their analytical expression for π(TX) agreed with the probability current density J(x=X,t=T) only to terms of order Δk/. They dismissed the probability current density as a viable candidate for the exact arrival time distribution on the grounds that it can sometimes be negative. This fact is not a problem within Bohmian mechanics where the arrival time distribution for a particle, either free or in the presence of a potential, is rigorously given by \\|J(X,T)\\| (suitably normalized) [W. R. McKinnon and C. R. Leavens, Phys. Rev. A 51, 2748 (1995); C. R. Leavens, Phys. Lett. A 178, 27 (1993); M. Daumer et al., in On Three Levels: The Mathematical Physics of Micro-, Meso-, and Macro-Approaches to Physics, edited by M. Fannes et al. (Plenum, New York, 1994); M. Daumer, in Bohmian Mechanics and Quantum Theory: An Appraisal, edited by J. T. Cushing et al. (Kluwer Academic, Dordrecht, 1996)]. The two theories are compared in this paper and a case presented for which the results could not differ more: According to GRT's theory, every particle in the ensemble reaches a point x=X, where ψ(x,t) and J(x,t) are both zero for all t, while no particle ever reaches X according to the theory based on Bohmian mechanics. Some possible implications are discussed.

Estimation of the incubation period of invasive aspergillosis by survival models in acute myeloid leukemia patients.

PubMed

Bénet, Thomas; Voirin, Nicolas; Nicolle, Marie-Christine; Picot, Stephane; Michallet, Mauricette; Vanhems, Philippe

2013-02-01

The duration of the incubation of invasive aspergillosis (IA) remains unknown. The objective of this investigation was to estimate the time interval between aplasia onset and that of IA symptoms in acute myeloid leukemia (AML) patients. A single-centre prospective survey (2004-2009) included all patients with AML and probable/proven IA. Parametric survival models were fitted to the distribution of the time intervals between aplasia onset and IA. Overall, 53 patients had IA after aplasia, with the median observed time interval between the two being 15 days. Based on log-normal distribution, the median estimated IA incubation period was 14.6 days (95% CI; 12.8-16.5 days).

Multiserver Queueing Model subject to Single Exponential Vacation

NASA Astrophysics Data System (ADS)

Vijayashree, K. V.; Janani, B.

2018-04-01

A multi-server queueing model subject to single exponential vacation is considered. The arrivals are allowed to join the queue according to a Poisson distribution and services takes place according to an exponential distribution. Whenever the system becomes empty, all the servers goes for a vacation and returns back after a fixed interval of time. The servers then starts providing service if there are waiting customers otherwise they will wait to complete the busy period. The vacation times are also assumed to be exponentially distributed. In this paper, the stationary and transient probabilities for the number of customers during ideal and functional state of the server are obtained explicitly. Also, numerical illustrations are added to visualize the effect of various parameters.

An approach to evaluating reactive airborne wind shear systems

NASA Technical Reports Server (NTRS)

Gibson, Joseph P., Jr.

1992-01-01

An approach to evaluating reactive airborne windshear detection systems was developed to support a deployment study for future FAA ground-based windshear detection systems. The deployment study methodology assesses potential future safety enhancements beyond planned capabilities. The reactive airborne systems will be an integral part of planned windshear safety enhancements. The approach to evaluating reactive airborne systems involves separate analyses for both landing and take-off scenario. The analysis estimates the probability of effective warning considering several factors including NASA energy height loss characteristics, reactive alert timing, and a probability distribution for microburst strength.

Fitness Probability Distribution of Bit-Flip Mutation.

PubMed

Chicano, Francisco; Sutton, Andrew M; Whitley, L Darrell; Alba, Enrique

2015-01-01

Bit-flip mutation is a common mutation operator for evolutionary algorithms applied to optimize functions over binary strings. In this paper, we develop results from the theory of landscapes and Krawtchouk polynomials to exactly compute the probability distribution of fitness values of a binary string undergoing uniform bit-flip mutation. We prove that this probability distribution can be expressed as a polynomial in p, the probability of flipping each bit. We analyze these polynomials and provide closed-form expressions for an easy linear problem (Onemax), and an NP-hard problem, MAX-SAT. We also discuss a connection of the results with runtime analysis.

A stochastic model for the probability of malaria extinction by mass drug administration.

PubMed

Pemberton-Ross, Peter; Chitnis, Nakul; Pothin, Emilie; Smith, Thomas A

2017-09-18

Mass drug administration (MDA) has been proposed as an intervention to achieve local extinction of malaria. Although its effect on the reproduction number is short lived, extinction may subsequently occur in a small population due to stochastic fluctuations. This paper examines how the probability of stochastic extinction depends on population size, MDA coverage and the reproduction number under control, R c . A simple compartmental model is developed which is used to compute the probability of extinction using probability generating functions. The expected time to extinction in small populations after MDA for various scenarios in this model is calculated analytically. The results indicate that mass drug administration (Firstly, R c must be sustained at R c  < 1.2 to avoid the rapid re-establishment of infections in the population. Secondly, the MDA must produce effective cure rates of >95% to have a non-negligible probability of successful elimination. Stochastic fluctuations only significantly affect the probability of extinction in populations of about 1000 individuals or less. The expected time to extinction via stochastic fluctuation is less than 10 years only in populations less than about 150 individuals. Clustering of secondary infections and of MDA distribution both contribute positively to the potential probability of success, indicating that MDA would most effectively be administered at the household level. There are very limited circumstances in which MDA will lead to local malaria elimination with a substantial probability.

Effect of radar rainfall time resolution on the predictive capability of a distributed hydrologic model

NASA Astrophysics Data System (ADS)

Atencia, A.; Llasat, M. C.; Garrote, L.; Mediero, L.

2010-10-01

The performance of distributed hydrological models depends on the resolution, both spatial and temporal, of the rainfall surface data introduced. The estimation of quantitative precipitation from meteorological radar or satellite can improve hydrological model results, thanks to an indirect estimation at higher spatial and temporal resolution. In this work, composed radar data from a network of three C-band radars, with 6-minutal temporal and 2 × 2 km2 spatial resolution, provided by the Catalan Meteorological Service, is used to feed the RIBS distributed hydrological model. A Window Probability Matching Method (gage-adjustment method) is applied to four cases of heavy rainfall to improve the observed rainfall sub-estimation in both convective and stratiform Z/R relations used over Catalonia. Once the rainfall field has been adequately obtained, an advection correction, based on cross-correlation between two consecutive images, was introduced to get several time resolutions from 1 min to 30 min. Each different resolution is treated as an independent event, resulting in a probable range of input rainfall data. This ensemble of rainfall data is used, together with other sources of uncertainty, such as the initial basin state or the accuracy of discharge measurements, to calibrate the RIBS model using probabilistic methodology. A sensitivity analysis of time resolutions was implemented by comparing the various results with real values from stream-flow measurement stations.

The Impact of an Instructional Intervention Designed to Support Development of Stochastic Understanding of Probability Distribution

ERIC Educational Resources Information Center

Conant, Darcy Lynn

2013-01-01

Stochastic understanding of probability distribution undergirds development of conceptual connections between probability and statistics and supports development of a principled understanding of statistical inference. This study investigated the impact of an instructional course intervention designed to support development of stochastic…

An Army-Centric System of Systems Analysis (SoSA) Definition

DTIC Science & Technology

2011-02-01

1994, 19, 49–74. 34. Suzuki, K.; Ikegami , T . Homeodynamics in the Game of Life. In Artificial Life XI: Proceedings of the Eleventh International...insect displacement as a function of sampling time. (b) The same dataset displaying displacement at time t versus displacement at time t +  t ...probability distribution of x(ti), x( t i + 1), x( t i + 2), …, x( t i + m - 1) is dependent upon the value of ti (21). Similarly, a discrete time series

Probability distributions of the electroencephalogram envelope of preterm infants.

PubMed

Saji, Ryoya; Hirasawa, Kyoko; Ito, Masako; Kusuda, Satoshi; Konishi, Yukuo; Taga, Gentaro

2015-06-01

To determine the stationary characteristics of electroencephalogram (EEG) envelopes for prematurely born (preterm) infants and investigate the intrinsic characteristics of early brain development in preterm infants. Twenty neurologically normal sets of EEGs recorded in infants with a post-conceptional age (PCA) range of 26-44 weeks (mean 37.5 ± 5.0 weeks) were analyzed. Hilbert transform was applied to extract the envelope. We determined the suitable probability distribution of the envelope and performed a statistical analysis. It was found that (i) the probability distributions for preterm EEG envelopes were best fitted by lognormal distributions at 38 weeks PCA or less, and by gamma distributions at 44 weeks PCA; (ii) the scale parameter of the lognormal distribution had positive correlations with PCA as well as a strong negative correlation with the percentage of low-voltage activity; (iii) the shape parameter of the lognormal distribution had significant positive correlations with PCA; (iv) the statistics of mode showed significant linear relationships with PCA, and, therefore, it was considered a useful index in PCA prediction. These statistics, including the scale parameter of the lognormal distribution and the skewness and mode derived from a suitable probability distribution, may be good indexes for estimating stationary nature in developing brain activity in preterm infants. The stationary characteristics, such as discontinuity, asymmetry, and unimodality, of preterm EEGs are well indicated by the statistics estimated from the probability distribution of the preterm EEG envelopes. Copyright © 2014 International Federation of Clinical Neurophysiology. Published by Elsevier Ireland Ltd. All rights reserved.

Extreme rainfall events: Learning from raingauge time series

NASA Astrophysics Data System (ADS)

Boni, G.; Parodi, A.; Rudari, R.

2006-08-01

SummaryThis study analyzes the historical records of annual rainfall maxima recorded in Northern Italy, cumulated over time windows (durations) of 1 and 24 h and considered paradigmatic descriptions of storms of both short and long duration. Three large areas are studied: Liguria, Piedmont and Triveneto (Triveneto includes the Regions of Veneto, Trentino Alto Adige and Friuli Venezia Giulia). A regional frequency analysis of annual rainfall maxima is carried out through the Two Components Extreme Value (TCEV) distribution. A hierarchical approach is used to define statistically homogeneous areas so that the definition of a regional distribution becomes possible. Thanks to the peculiar nature of the TCEV distribution, a frequency-based threshold criterion is proposed. Such criterion allows to distinguish the observed ordinary values from the observed extra-ordinary values of annual rainfall maxima. A second step of this study focuses on the analysis of the probability of occurrence of extra-ordinary events over a period of one year. Results show the existence of a four month dominant season that maximizes the number of occurrences of annual rainfall maxima. Such results also show how the seasonality of extra-ordinary events changes whenever a different duration of events is considered. The joint probability of occurrence of extreme storms of short and long duration is also analyzed. Such analysis demonstrates how the joint probability of occurrence significantly changes when all rainfall maxima or only extra-ordinary maxima are used. All results undergo a critical discussion. Such discussion seems to lead to the point that the identified statistical characteristics might represent the landmark of those mechanisms causing heavy precipitation in the analyzed regions.

The proton and helium anomalies in the light of the Myriad model

NASA Astrophysics Data System (ADS)

Salati, Pierre; Génolini, Yoann; Serpico, Pasquale; Taillet, Richard

2017-03-01

A hardening of the proton and helium fluxes is observed above a few hundreds of GeV/nuc. The distribution of local sources of primary cosmic rays has been suggested as a potential solution to this puzzling behavior. Some authors even claim that a single source is responsible for the observed anomalies. But how probable these explanations are? To answer that question, our current description of cosmic ray Galactic propagation needs to be replaced by the Myriad model. In the former approach, sources of protons and helium nuclei are treated as a jelly continuously spread over space and time. A more accurate description is provided by the Myriad model where sources are considered as point-like events. This leads to a probabilistic derivation of the fluxes of primary species, and opens the possibility that larger-than-average values may be observed at the Earth. For a long time though, a major obstacle has been the infinite variance associated to the probability distribution function which the fluxes follow. Several suggestions have been made to cure this problem but none is entirely satisfactory. We go a step further here and solve the infinite variance problem of the Myriad model by making use of the generalized central limit theorem. We find that primary fluxes are distributed according to a stable law with heavy tail, well-known to financial analysts. The probability that the proton and helium anomalies are sourced by local SNR can then be calculated. The p-values associated to the CREAM measurements turn out to be small, unless somewhat unrealistic propagation parameters are assumed.

Using optimal transport theory to estimate transition probabilities in metapopulation dynamics

USGS Publications Warehouse

Nichols, Jonathan M.; Spendelow, Jeffrey A.; Nichols, James D.

2017-01-01

This work considers the estimation of transition probabilities associated with populations moving among multiple spatial locations based on numbers of individuals at each location at two points in time. The problem is generally underdetermined as there exists an extremely large number of ways in which individuals can move from one set of locations to another. A unique solution therefore requires a constraint. The theory of optimal transport provides such a constraint in the form of a cost function, to be minimized in expectation over the space of possible transition matrices. We demonstrate the optimal transport approach on marked bird data and compare to the probabilities obtained via maximum likelihood estimation based on marked individuals. It is shown that by choosing the squared Euclidean distance as the cost, the estimated transition probabilities compare favorably to those obtained via maximum likelihood with marked individuals. Other implications of this cost are discussed, including the ability to accurately interpolate the population's spatial distribution at unobserved points in time and the more general relationship between the cost and minimum transport energy.

Hypothesis testing and earthquake prediction.

PubMed

Jackson, D D

1996-04-30

Requirements for testing include advance specification of the conditional rate density (probability per unit time, area, and magnitude) or, alternatively, probabilities for specified intervals of time, space, and magnitude. Here I consider testing fully specified hypotheses, with no parameter adjustments or arbitrary decisions allowed during the test period. Because it may take decades to validate prediction methods, it is worthwhile to formulate testable hypotheses carefully in advance. Earthquake prediction generally implies that the probability will be temporarily higher than normal. Such a statement requires knowledge of "normal behavior"--that is, it requires a null hypothesis. Hypotheses can be tested in three ways: (i) by comparing the number of actual earth-quakes to the number predicted, (ii) by comparing the likelihood score of actual earthquakes to the predicted distribution, and (iii) by comparing the likelihood ratio to that of a null hypothesis. The first two tests are purely self-consistency tests, while the third is a direct comparison of two hypotheses. Predictions made without a statement of probability are very difficult to test, and any test must be based on the ratio of earthquakes in and out of the forecast regions.

Hypothesis testing and earthquake prediction.

PubMed Central

Jackson, D D

1996-01-01

Requirements for testing include advance specification of the conditional rate density (probability per unit time, area, and magnitude) or, alternatively, probabilities for specified intervals of time, space, and magnitude. Here I consider testing fully specified hypotheses, with no parameter adjustments or arbitrary decisions allowed during the test period. Because it may take decades to validate prediction methods, it is worthwhile to formulate testable hypotheses carefully in advance. Earthquake prediction generally implies that the probability will be temporarily higher than normal. Such a statement requires knowledge of "normal behavior"--that is, it requires a null hypothesis. Hypotheses can be tested in three ways: (i) by comparing the number of actual earth-quakes to the number predicted, (ii) by comparing the likelihood score of actual earthquakes to the predicted distribution, and (iii) by comparing the likelihood ratio to that of a null hypothesis. The first two tests are purely self-consistency tests, while the third is a direct comparison of two hypotheses. Predictions made without a statement of probability are very difficult to test, and any test must be based on the ratio of earthquakes in and out of the forecast regions. PMID:11607663

Probability distribution of haplotype frequencies under the two-locus Wright-Fisher model by diffusion approximation.

PubMed

Boitard, Simon; Loisel, Patrice

2007-05-01

The probability distribution of haplotype frequencies in a population, and the way it is influenced by genetical forces such as recombination, selection, random drift ...is a question of fundamental interest in population genetics. For large populations, the distribution of haplotype frequencies for two linked loci under the classical Wright-Fisher model is almost impossible to compute because of numerical reasons. However the Wright-Fisher process can in such cases be approximated by a diffusion process and the transition density can then be deduced from the Kolmogorov equations. As no exact solution has been found for these equations, we developed a numerical method based on finite differences to solve them. It applies to transient states and models including selection or mutations. We show by several tests that this method is accurate for computing the conditional joint density of haplotype frequencies given that no haplotype has been lost. We also prove that it is far less time consuming than other methods such as Monte Carlo simulations.

Dependency of outbreaks distribution from insects - defoliators' seasonal development

Treesearch

Valentina Meshkova

2003-01-01

Analysis of data on the population dynamics of foliage browsing insects in time and space was conducted in the Ukraine. For each of the main species, correlation indices were calculated between outbreak characteristics (mean and specific foci area, outbreak probability), weather elements (air temperature, precipitation), indices (hydrothermal coefficient, winter...

Serial Spike Time Correlations Affect Probability Distribution of Joint Spike Events.

PubMed

Shahi, Mina; van Vreeswijk, Carl; Pipa, Gordon

2016-01-01

Detecting the existence of temporally coordinated spiking activity, and its role in information processing in the cortex, has remained a major challenge for neuroscience research. Different methods and approaches have been suggested to test whether the observed synchronized events are significantly different from those expected by chance. To analyze the simultaneous spike trains for precise spike correlation, these methods typically model the spike trains as a Poisson process implying that the generation of each spike is independent of all the other spikes. However, studies have shown that neural spike trains exhibit dependence among spike sequences, such as the absolute and relative refractory periods which govern the spike probability of the oncoming action potential based on the time of the last spike, or the bursting behavior, which is characterized by short epochs of rapid action potentials, followed by longer episodes of silence. Here we investigate non-renewal processes with the inter-spike interval distribution model that incorporates spike-history dependence of individual neurons. For that, we use the Monte Carlo method to estimate the full shape of the coincidence count distribution and to generate false positives for coincidence detection. The results show that compared to the distributions based on homogeneous Poisson processes, and also non-Poisson processes, the width of the distribution of joint spike events changes. Non-renewal processes can lead to both heavy tailed or narrow coincidence distribution. We conclude that small differences in the exact autostructure of the point process can cause large differences in the width of a coincidence distribution. Therefore, manipulations of the autostructure for the estimation of significance of joint spike events seem to be inadequate.

Serial Spike Time Correlations Affect Probability Distribution of Joint Spike Events

PubMed Central

Shahi, Mina; van Vreeswijk, Carl; Pipa, Gordon

2016-01-01

Detecting the existence of temporally coordinated spiking activity, and its role in information processing in the cortex, has remained a major challenge for neuroscience research. Different methods and approaches have been suggested to test whether the observed synchronized events are significantly different from those expected by chance. To analyze the simultaneous spike trains for precise spike correlation, these methods typically model the spike trains as a Poisson process implying that the generation of each spike is independent of all the other spikes. However, studies have shown that neural spike trains exhibit dependence among spike sequences, such as the absolute and relative refractory periods which govern the spike probability of the oncoming action potential based on the time of the last spike, or the bursting behavior, which is characterized by short epochs of rapid action potentials, followed by longer episodes of silence. Here we investigate non-renewal processes with the inter-spike interval distribution model that incorporates spike-history dependence of individual neurons. For that, we use the Monte Carlo method to estimate the full shape of the coincidence count distribution and to generate false positives for coincidence detection. The results show that compared to the distributions based on homogeneous Poisson processes, and also non-Poisson processes, the width of the distribution of joint spike events changes. Non-renewal processes can lead to both heavy tailed or narrow coincidence distribution. We conclude that small differences in the exact autostructure of the point process can cause large differences in the width of a coincidence distribution. Therefore, manipulations of the autostructure for the estimation of significance of joint spike events seem to be inadequate. PMID:28066225

Technology-enhanced Interactive Teaching of Marginal, Joint and Conditional Probabilities: The Special Case of Bivariate Normal Distribution

PubMed Central

Dinov, Ivo D.; Kamino, Scott; Bhakhrani, Bilal; Christou, Nicolas

2014-01-01

Summary Data analysis requires subtle probability reasoning to answer questions like What is the chance of event A occurring, given that event B was observed? This generic question arises in discussions of many intriguing scientific questions such as What is the probability that an adolescent weighs between 120 and 140 pounds given that they are of average height? and What is the probability of (monetary) inflation exceeding 4% and housing price index below 110? To address such problems, learning some applied, theoretical or cross-disciplinary probability concepts is necessary. Teaching such courses can be improved by utilizing modern information technology resources. Students’ understanding of multivariate distributions, conditional probabilities, correlation and causation can be significantly strengthened by employing interactive web-based science educational resources. Independent of the type of a probability course (e.g. majors, minors or service probability course, rigorous measure-theoretic, applied or statistics course) student motivation, learning experiences and knowledge retention may be enhanced by blending modern technological tools within the classical conceptual pedagogical models. We have designed, implemented and disseminated a portable open-source web-application for teaching multivariate distributions, marginal, joint and conditional probabilities using the special case of bivariate Normal distribution. A real adolescent height and weight dataset is used to demonstrate the classroom utilization of the new web-application to address problems of parameter estimation, univariate and multivariate inference. PMID:25419016

Technology-enhanced Interactive Teaching of Marginal, Joint and Conditional Probabilities: The Special Case of Bivariate Normal Distribution.

PubMed

Dinov, Ivo D; Kamino, Scott; Bhakhrani, Bilal; Christou, Nicolas

2013-01-01

Data analysis requires subtle probability reasoning to answer questions like What is the chance of event A occurring, given that event B was observed? This generic question arises in discussions of many intriguing scientific questions such as What is the probability that an adolescent weighs between 120 and 140 pounds given that they are of average height? and What is the probability of (monetary) inflation exceeding 4% and housing price index below 110? To address such problems, learning some applied, theoretical or cross-disciplinary probability concepts is necessary. Teaching such courses can be improved by utilizing modern information technology resources. Students' understanding of multivariate distributions, conditional probabilities, correlation and causation can be significantly strengthened by employing interactive web-based science educational resources. Independent of the type of a probability course (e.g. majors, minors or service probability course, rigorous measure-theoretic, applied or statistics course) student motivation, learning experiences and knowledge retention may be enhanced by blending modern technological tools within the classical conceptual pedagogical models. We have designed, implemented and disseminated a portable open-source web-application for teaching multivariate distributions, marginal, joint and conditional probabilities using the special case of bivariate Normal distribution. A real adolescent height and weight dataset is used to demonstrate the classroom utilization of the new web-application to address problems of parameter estimation, univariate and multivariate inference.

Reliability Estimation of Parameters of Helical Wind Turbine with Vertical Axis

PubMed Central

Dumitrascu, Adela-Eliza; Lepadatescu, Badea; Dumitrascu, Dorin-Ion; Nedelcu, Anisor; Ciobanu, Doina Valentina

2015-01-01

Due to the prolonged use of wind turbines they must be characterized by high reliability. This can be achieved through a rigorous design, appropriate simulation and testing, and proper construction. The reliability prediction and analysis of these systems will lead to identifying the critical components, increasing the operating time, minimizing failure rate, and minimizing maintenance costs. To estimate the produced energy by the wind turbine, an evaluation approach based on the Monte Carlo simulation model is developed which enables us to estimate the probability of minimum and maximum parameters. In our simulation process we used triangular distributions. The analysis of simulation results has been focused on the interpretation of the relative frequency histograms and cumulative distribution curve (ogive diagram), which indicates the probability of obtaining the daily or annual energy output depending on wind speed. The experimental researches consist in estimation of the reliability and unreliability functions and hazard rate of the helical vertical axis wind turbine designed and patented to climatic conditions for Romanian regions. Also, the variation of power produced for different wind speeds, the Weibull distribution of wind probability, and the power generated were determined. The analysis of experimental results indicates that this type of wind turbine is efficient at low wind speed. PMID:26167524

Reliability Estimation of Parameters of Helical Wind Turbine with Vertical Axis.

PubMed

Dumitrascu, Adela-Eliza; Lepadatescu, Badea; Dumitrascu, Dorin-Ion; Nedelcu, Anisor; Ciobanu, Doina Valentina

2015-01-01

Due to the prolonged use of wind turbines they must be characterized by high reliability. This can be achieved through a rigorous design, appropriate simulation and testing, and proper construction. The reliability prediction and analysis of these systems will lead to identifying the critical components, increasing the operating time, minimizing failure rate, and minimizing maintenance costs. To estimate the produced energy by the wind turbine, an evaluation approach based on the Monte Carlo simulation model is developed which enables us to estimate the probability of minimum and maximum parameters. In our simulation process we used triangular distributions. The analysis of simulation results has been focused on the interpretation of the relative frequency histograms and cumulative distribution curve (ogive diagram), which indicates the probability of obtaining the daily or annual energy output depending on wind speed. The experimental researches consist in estimation of the reliability and unreliability functions and hazard rate of the helical vertical axis wind turbine designed and patented to climatic conditions for Romanian regions. Also, the variation of power produced for different wind speeds, the Weibull distribution of wind probability, and the power generated were determined. The analysis of experimental results indicates that this type of wind turbine is efficient at low wind speed.

Driven fragmentation of granular gases.

PubMed

Cruz Hidalgo, Raúl; Pagonabarraga, Ignacio

2008-06-01

The dynamics of homogeneously heated granular gases which fragment due to particle collisions is analyzed. We introduce a kinetic model which accounts for correlations induced at the grain collisions and analyze both the kinetics and relevant distribution functions these systems develop. The work combines analytical and numerical studies based on direct simulation Monte Carlo calculations. A broad family of fragmentation probabilities is considered, and its implications for the system kinetics are discussed. We show that generically these driven materials evolve asymptotically into a dynamical scaling regime. If the fragmentation probability tends to a constant, the grain number diverges at a finite time, leading to a shattering singularity. If the fragmentation probability vanishes, then the number of grains grows monotonously as a power law. We consider different homogeneous thermostats and show that the kinetics of these systems depends weakly on both the grain inelasticity and driving. We observe that fragmentation plays a relevant role in the shape of the velocity distribution of the particles. When the fragmentation is driven by local stochastic events, the long velocity tail is essentially exponential independently of the heating frequency and the breaking rule. However, for a Lowe-Andersen thermostat, numerical evidence strongly supports the conjecture that the scaled velocity distribution follows a generalized exponential behavior f(c) approximately exp(-cn) , with n approximately 1.2 , regarding less the fragmentation mechanisms.

Tuning Monotonic Basin Hopping: Improving the Efficiency of Stochastic Search as Applied to Low-Thrust Trajectory Optimization

NASA Technical Reports Server (NTRS)

Englander, Jacob; Englander, Arnold

2014-01-01

Trajectory optimization methods using MBH have become well developed during the past decade. An essential component of MBH is a controlled random search through the multi-dimensional space of possible solutions. Historically, the randomness has been generated by drawing RVs from a uniform probability distribution. Here, we investigate the generating the randomness by drawing the RVs from Cauchy and Pareto distributions, chosen because of their characteristic long tails. We demonstrate that using Cauchy distributions (as first suggested by Englander significantly improves MBH performance, and that Pareto distributions provide even greater improvements. Improved performance is defined in terms of efficiency and robustness, where efficiency is finding better solutions in less time, and robustness is efficiency that is undiminished by (a) the boundary conditions and internal constraints of the optimization problem being solved, and (b) by variations in the parameters of the probability distribution. Robustness is important for achieving performance improvements that are not problem specific. In this work we show that the performance improvements are the result of how these long-tailed distributions enable MBH to search the solution space faster and more thoroughly. In developing this explanation, we use the concepts of sub-diffusive, normally-diffusive, and super-diffusive RWs originally developed in the field of statistical physics.

Probability Density Functions of Observed Rainfall in Montana

NASA Technical Reports Server (NTRS)

Larsen, Scott D.; Johnson, L. Ronald; Smith, Paul L.

1995-01-01

The question of whether a rain rate probability density function (PDF) can vary uniformly between precipitation events is examined. Image analysis on large samples of radar echoes is possible because of advances in technology. The data provided by such an analysis easily allow development of radar reflectivity factors (and by extension rain rate) distribution. Finding a PDF becomes a matter of finding a function that describes the curve approximating the resulting distributions. Ideally, one PDF would exist for all cases; or many PDF's that have the same functional form with only systematic variations in parameters (such as size or shape) exist. Satisfying either of theses cases will, validate the theoretical basis of the Area Time Integral (ATI). Using the method of moments and Elderton's curve selection criteria, the Pearson Type 1 equation was identified as a potential fit for 89 percent of the observed distributions. Further analysis indicates that the Type 1 curve does approximate the shape of the distributions but quantitatively does not produce a great fit. Using the method of moments and Elderton's curve selection criteria, the Pearson Type 1 equation was identified as a potential fit for 89% of the observed distributions. Further analysis indicates that the Type 1 curve does approximate the shape of the distributions but quantitatively does not produce a great fit.

Ensemble-Biased Metadynamics: A Molecular Simulation Method to Sample Experimental Distributions

PubMed Central

Marinelli, Fabrizio; Faraldo-Gómez, José D.

2015-01-01

We introduce an enhanced-sampling method for molecular dynamics (MD) simulations referred to as ensemble-biased metadynamics (EBMetaD). The method biases a conventional MD simulation to sample a molecular ensemble that is consistent with one or more probability distributions known a priori, e.g., experimental intramolecular distance distributions obtained by double electron-electron resonance or other spectroscopic techniques. To this end, EBMetaD adds an adaptive biasing potential throughout the simulation that discourages sampling of configurations inconsistent with the target probability distributions. The bias introduced is the minimum necessary to fulfill the target distributions, i.e., EBMetaD satisfies the maximum-entropy principle. Unlike other methods, EBMetaD does not require multiple simulation replicas or the introduction of Lagrange multipliers, and is therefore computationally efficient and straightforward in practice. We demonstrate the performance and accuracy of the method for a model system as well as for spin-labeled T4 lysozyme in explicit water, and show how EBMetaD reproduces three double electron-electron resonance distance distributions concurrently within a few tens of nanoseconds of simulation time. EBMetaD is integrated in the open-source PLUMED plug-in (www.plumed-code.org), and can be therefore readily used with multiple MD engines. PMID:26083917

Flow-duration-frequency behaviour of British rivers based on annual minima data

NASA Astrophysics Data System (ADS)

Zaidman, Maxine D.; Keller, Virginie; Young, Andrew R.; Cadman, Daniel

2003-06-01

A comparison of different probability distribution models for describing the flow-duration-frequency behaviour of annual minima flow events in British rivers is reported. Twenty-five catchments were included in the study, each having stable and natural flow records of at least 30 years in length. Time series of annual minima D-day average flows were derived for each record using durations ( D) of 1, 7, 30, 60, 90, and 365 days and used to construct low flow frequency curves. In each case the Gringorten plotting position formula was used to determine probabilities (of non-exceedance). Four distribution types—Generalised Extreme Value (GEV), Generalised Logistic (GL), Pearson Type-3 (PE3) and Generalised Pareto (GP)—were used to model the probability distribution function for each site. L-moments were used to parameterise individual models, whilst goodness-of-fit tests were used to assess their match to the sample data. The study showed that where short durations (i.e. 60 days or less) were considered, high storage catchments tended to be best represented by GL and GEV distribution models whilst low storage catchments were best described by PE3 or GEV models. However, these models produced reasonable results only within a limited range (e.g. models for high storage catchments did not produce sensible estimates of return periods where the prescribed flow was less than 10% of the mean flow). For annual minima series derived using long duration flow averages (e.g. more than 90 days), GP and GEV models were generally more applicable. The study suggests that longer duration minima do not conform to the same distribution types as short durations, and that catchment properties can influence the type of distribution selected.

Land processes lead to surprising patterns in atmospheric residence time

NASA Astrophysics Data System (ADS)

van der Ent, R.; Tuinenburg, O.

2017-12-01

Our research using atmospheric moisture tracking methods shows that the global average atmospheric residence time of evaporation is 8-10 days. This residence time appears to be Gamma distributed with a higher probability of shorter than average residence times and a long tail. As a consequence the median of this residence time is around 5 days. In some places in the world the first few hours/days after evaporation there seems to be a little chance for a moisture particle to precipitate again, which is reflected by a Gamma distribution having a shape parameter below 1. In this study we present global maps of this parameter using different datasets (GLDAS and ERA-Interim). The shape parameter is as such also a measure for the land-atmospheric coupling strength along the path of the atmospheric water particle. We also find that different evaporation components: canopy interception, soil evaporation and transpiration appear to have different residence time distributions. We find a daily cycle in the residence time distribution over land, which is not present over the oceans. In this paper we will show which of the evaporation components is mainly responsible for this daily pattern and thus exhibits the largest daily cycle of land-atmosphere coupling strength.

Takeover times for a simple model of network infection.

PubMed

Ottino-Löffler, Bertrand; Scott, Jacob G; Strogatz, Steven H

2017-07-01

We study a stochastic model of infection spreading on a network. At each time step a node is chosen at random, along with one of its neighbors. If the node is infected and the neighbor is susceptible, the neighbor becomes infected. How many time steps T does it take to completely infect a network of N nodes, starting from a single infected node? An analogy to the classic "coupon collector" problem of probability theory reveals that the takeover time T is dominated by extremal behavior, either when there are only a few infected nodes near the start of the process or a few susceptible nodes near the end. We show that for N≫1, the takeover time T is distributed as a Gumbel distribution for the star graph, as the convolution of two Gumbel distributions for a complete graph and an Erdős-Rényi random graph, as a normal for a one-dimensional ring and a two-dimensional lattice, and as a family of intermediate skewed distributions for d-dimensional lattices with d≥3 (these distributions approach the convolution of two Gumbel distributions as d approaches infinity). Connections to evolutionary dynamics, cancer, incubation periods of infectious diseases, first-passage percolation, and other spreading phenomena in biology and physics are discussed.

Takeover times for a simple model of network infection

NASA Astrophysics Data System (ADS)

Ottino-Löffler, Bertrand; Scott, Jacob G.; Strogatz, Steven H.

2017-07-01

We study a stochastic model of infection spreading on a network. At each time step a node is chosen at random, along with one of its neighbors. If the node is infected and the neighbor is susceptible, the neighbor becomes infected. How many time steps T does it take to completely infect a network of N nodes, starting from a single infected node? An analogy to the classic "coupon collector" problem of probability theory reveals that the takeover time T is dominated by extremal behavior, either when there are only a few infected nodes near the start of the process or a few susceptible nodes near the end. We show that for N ≫1 , the takeover time T is distributed as a Gumbel distribution for the star graph, as the convolution of two Gumbel distributions for a complete graph and an Erdős-Rényi random graph, as a normal for a one-dimensional ring and a two-dimensional lattice, and as a family of intermediate skewed distributions for d -dimensional lattices with d ≥3 (these distributions approach the convolution of two Gumbel distributions as d approaches infinity). Connections to evolutionary dynamics, cancer, incubation periods of infectious diseases, first-passage percolation, and other spreading phenomena in biology and physics are discussed.

Mathematical Model to estimate the wind power using four-parameter Burr distribution

NASA Astrophysics Data System (ADS)

Liu, Sanming; Wang, Zhijie; Pan, Zhaoxu

2018-03-01

When the real probability of wind speed in the same position needs to be described, the four-parameter Burr distribution is more suitable than other distributions. This paper introduces its important properties and characteristics. Also, the application of the four-parameter Burr distribution in wind speed prediction is discussed, and the expression of probability distribution of output power of wind turbine is deduced.

Entropy Methods For Univariate Distributions in Decision Analysis

NASA Astrophysics Data System (ADS)

Abbas, Ali E.

2003-03-01

One of the most important steps in decision analysis practice is the elicitation of the decision-maker's belief about an uncertainty of interest in the form of a representative probability distribution. However, the probability elicitation process is a task that involves many cognitive and motivational biases. Alternatively, the decision-maker may provide other information about the distribution of interest, such as its moments, and the maximum entropy method can be used to obtain a full distribution subject to the given moment constraints. In practice however, decision makers cannot readily provide moments for the distribution, and are much more comfortable providing information about the fractiles of the distribution of interest or bounds on its cumulative probabilities. In this paper we present a graphical method to determine the maximum entropy distribution between upper and lower probability bounds and provide an interpretation for the shape of the maximum entropy distribution subject to fractile constraints, (FMED). We also discuss the problems with the FMED in that it is discontinuous and flat over each fractile interval. We present a heuristic approximation to a distribution if in addition to its fractiles, we also know it is continuous and work through full examples to illustrate the approach.

Work probability distribution for a ferromagnet with long-ranged and short-ranged correlations

NASA Astrophysics Data System (ADS)

Bhattacharjee, J. K.; Kirkpatrick, T. R.; Sengers, J. V.

2018-04-01

Work fluctuations and work probability distributions are fundamentally different in systems with short-ranged versus long-ranged correlations. Specifically, in systems with long-ranged correlations the work distribution is extraordinarily broad compared to systems with short-ranged correlations. This difference profoundly affects the possible applicability of fluctuation theorems like the Jarzynski fluctuation theorem. The Heisenberg ferromagnet, well below its Curie temperature, is a system with long-ranged correlations in very low magnetic fields due to the presence of Goldstone modes. As the magnetic field is increased the correlations gradually become short ranged. Hence, such a ferromagnet is an ideal system for elucidating the changes of the work probability distribution as one goes from a domain with long-ranged correlations to a domain with short-ranged correlations by tuning the magnetic field. A quantitative analysis of this crossover behavior of the work probability distribution and the associated fluctuations is presented.

Methods to elicit probability distributions from experts: a systematic review of reported practice in health technology assessment.

PubMed

Grigore, Bogdan; Peters, Jaime; Hyde, Christopher; Stein, Ken

2013-11-01

Elicitation is a technique that can be used to obtain probability distribution from experts about unknown quantities. We conducted a methodology review of reports where probability distributions had been elicited from experts to be used in model-based health technology assessments. Databases including MEDLINE, EMBASE and the CRD database were searched from inception to April 2013. Reference lists were checked and citation mapping was also used. Studies describing their approach to the elicitation of probability distributions were included. Data was abstracted on pre-defined aspects of the elicitation technique. Reports were critically appraised on their consideration of the validity, reliability and feasibility of the elicitation exercise. Fourteen articles were included. Across these studies, the most marked features were heterogeneity in elicitation approach and failure to report key aspects of the elicitation method. The most frequently used approaches to elicitation were the histogram technique and the bisection method. Only three papers explicitly considered the validity, reliability and feasibility of the elicitation exercises. Judged by the studies identified in the review, reports of expert elicitation are insufficient in detail and this impacts on the perceived usability of expert-elicited probability distributions. In this context, the wider credibility of elicitation will only be improved by better reporting and greater standardisation of approach. Until then, the advantage of eliciting probability distributions from experts may be lost.

Distribution of shortest path lengths in a class of node duplication network models

NASA Astrophysics Data System (ADS)

Steinbock, Chanania; Biham, Ofer; Katzav, Eytan

2017-09-01

We present analytical results for the distribution of shortest path lengths (DSPL) in a network growth model which evolves by node duplication (ND). The model captures essential properties of the structure and growth dynamics of social networks, acquaintance networks, and scientific citation networks, where duplication mechanisms play a major role. Starting from an initial seed network, at each time step a random node, referred to as a mother node, is selected for duplication. Its daughter node is added to the network, forming a link to the mother node, and with probability p to each one of its neighbors. The degree distribution of the resulting network turns out to follow a power-law distribution, thus the ND network is a scale-free network. To calculate the DSPL we derive a master equation for the time evolution of the probability Pt(L =ℓ ) , ℓ =1 ,2 ,⋯ , where L is the distance between a pair of nodes and t is the time. Finding an exact analytical solution of the master equation, we obtain a closed form expression for Pt(L =ℓ ) . The mean distance 〈L〉 t and the diameter Δt are found to scale like lnt , namely, the ND network is a small-world network. The variance of the DSPL is also found to scale like lnt . Interestingly, the mean distance and the diameter exhibit properties of a small-world network, rather than the ultrasmall-world network behavior observed in other scale-free networks, in which 〈L〉 t˜lnlnt .

STOCHASTIC DUELS--II

DTIC Science & Technology

of his time to fire a single round. The solution of the simple duel in the case where each protagonist’s time-to-kill is distributed as a gamma-variate...general simple duel . An expansion of the moment-generating function of the marksman’s time-to- kill in powers of his kill probability is next derived and...found to provide a good approximation to the solution of the simple duel ; various properties of the expansion are also considered. A stochastic battle

Gaussian noise and time-reversal symmetry in nonequilibrium Langevin models.

PubMed

Vainstein, M H; Rubí, J M

2007-03-01

We show that in driven systems the Gaussian nature of the fluctuating force and time reversibility are equivalent properties. This result together with the potential condition of the external force drastically restricts the form of the probability distribution function, which can be shown to satisfy time-independent relations. We have corroborated this feature by explicitly analyzing a model for the stretching of a polymer and a model for a suspension of noninteracting Brownian particles in steady flow.

Permutation entropy of finite-length white-noise time series.

PubMed

Little, Douglas J; Kane, Deb M

2016-08-01

Permutation entropy (PE) is commonly used to discriminate complex structure from white noise in a time series. While the PE of white noise is well understood in the long time-series limit, analysis in the general case is currently lacking. Here the expectation value and variance of white-noise PE are derived as functions of the number of ordinal pattern trials, N, and the embedding dimension, D. It is demonstrated that the probability distribution of the white-noise PE converges to a χ^{2} distribution with D!-1 degrees of freedom as N becomes large. It is further demonstrated that the PE variance for an arbitrary time series can be estimated as the variance of a related metric, the Kullback-Leibler entropy (KLE), allowing the qualitative N≫D! condition to be recast as a quantitative estimate of the N required to achieve a desired PE calculation precision. Application of this theory to statistical inference is demonstrated in the case of an experimentally obtained noise series, where the probability of obtaining the observed PE value was calculated assuming a white-noise time series. Standard statistical inference can be used to draw conclusions whether the white-noise null hypothesis can be accepted or rejected. This methodology can be applied to other null hypotheses, such as discriminating whether two time series are generated from different complex system states.

Colloquium: Statistical mechanics of money, wealth, and income

NASA Astrophysics Data System (ADS)

Yakovenko, Victor M.; Rosser, J. Barkley, Jr.

2009-10-01

This Colloquium reviews statistical models for money, wealth, and income distributions developed in the econophysics literature since the late 1990s. By analogy with the Boltzmann-Gibbs distribution of energy in physics, it is shown that the probability distribution of money is exponential for certain classes of models with interacting economic agents. Alternative scenarios are also reviewed. Data analysis of the empirical distributions of wealth and income reveals a two-class distribution. The majority of the population belongs to the lower class, characterized by the exponential (“thermal”) distribution, whereas a small fraction of the population in the upper class is characterized by the power-law (“superthermal”) distribution. The lower part is very stable, stationary in time, whereas the upper part is highly dynamical and out of equilibrium.

Computer simulation of random variables and vectors with arbitrary probability distribution laws

NASA Technical Reports Server (NTRS)

Bogdan, V. M.

1981-01-01

Assume that there is given an arbitrary n-dimensional probability distribution F. A recursive construction is found for a sequence of functions x sub 1 = f sub 1 (U sub 1, ..., U sub n), ..., x sub n = f sub n (U sub 1, ..., U sub n) such that if U sub 1, ..., U sub n are independent random variables having uniform distribution over the open interval (0,1), then the joint distribution of the variables x sub 1, ..., x sub n coincides with the distribution F. Since uniform independent random variables can be well simulated by means of a computer, this result allows one to simulate arbitrary n-random variables if their joint probability distribution is known.

Continuous time Boolean modeling for biological signaling: application of Gillespie algorithm.

PubMed

Stoll, Gautier; Viara, Eric; Barillot, Emmanuel; Calzone, Laurence

2012-08-29

Mathematical modeling is used as a Systems Biology tool to answer biological questions, and more precisely, to validate a network that describes biological observations and predict the effect of perturbations. This article presents an algorithm for modeling biological networks in a discrete framework with continuous time. There exist two major types of mathematical modeling approaches: (1) quantitative modeling, representing various chemical species concentrations by real numbers, mainly based on differential equations and chemical kinetics formalism; (2) and qualitative modeling, representing chemical species concentrations or activities by a finite set of discrete values. Both approaches answer particular (and often different) biological questions. Qualitative modeling approach permits a simple and less detailed description of the biological systems, efficiently describes stable state identification but remains inconvenient in describing the transient kinetics leading to these states. In this context, time is represented by discrete steps. Quantitative modeling, on the other hand, can describe more accurately the dynamical behavior of biological processes as it follows the evolution of concentration or activities of chemical species as a function of time, but requires an important amount of information on the parameters difficult to find in the literature. Here, we propose a modeling framework based on a qualitative approach that is intrinsically continuous in time. The algorithm presented in this article fills the gap between qualitative and quantitative modeling. It is based on continuous time Markov process applied on a Boolean state space. In order to describe the temporal evolution of the biological process we wish to model, we explicitly specify the transition rates for each node. For that purpose, we built a language that can be seen as a generalization of Boolean equations. Mathematically, this approach can be translated in a set of ordinary differential equations on probability distributions. We developed a C++ software, MaBoSS, that is able to simulate such a system by applying Kinetic Monte-Carlo (or Gillespie algorithm) on the Boolean state space. This software, parallelized and optimized, computes the temporal evolution of probability distributions and estimates stationary distributions. Applications of the Boolean Kinetic Monte-Carlo are demonstrated for three qualitative models: a toy model, a published model of p53/Mdm2 interaction and a published model of the mammalian cell cycle. Our approach allows to describe kinetic phenomena which were difficult to handle in the original models. In particular, transient effects are represented by time dependent probability distributions, interpretable in terms of cell populations.

Nuclear risk analysis of the Ulysses mission

NASA Astrophysics Data System (ADS)

Bartram, Bart W.; Vaughan, Frank R.; Englehart, Richard W., Dr.

1991-01-01

The use of a radioisotope thermoelectric generator fueled with plutonium-238 dioxide on the Space Shuttle-launched Ulysses mission implies some level of risk due to potential accidents. This paper describes the method used to quantify risks in the Ulysses mission Final Safety Analysis Report prepared for the U.S. Department of Energy. The starting point for the analysis described herein is following input of source term probability distributions from the General Electric Company. A Monte Carlo technique is used to develop probability distributions of radiological consequences for a range of accident scenarios thoughout the mission. Factors affecting radiological consequences are identified, the probability distribution of the effect of each factor determined, and the functional relationship among all the factors established. The probability distributions of all the factor effects are then combined using a Monte Carlo technique. The results of the analysis are presented in terms of complementary cumulative distribution functions (CCDF) by mission sub-phase, phase, and the overall mission. The CCDFs show the total probability that consequences (calculated health effects) would be equal to or greater than a given value.

On the distribution of species occurrence

USGS Publications Warehouse

Buzas, Martin A.; Koch, Carl F.; Culver, Stephen J.; Sohl, Norman F.

1982-01-01

The distribution of species abundance (number of individuals per species) is well documented. The distribution of species occurrence (number of localities per species), however, has received little attention. This study investigates the distribution of species occurrence for five large data sets. For modern benthic foraminifera, species occurrence is examined from the Atlantic continental margin of North America, where 875 species were recorded 10,017 times at 542 localities, the Gulf of Mexico, where 848 species were recorded 18,007 times at 426 localities, and the Caribbean, where 1,149 species were recorded 6,684 times at 268 localities. For Late Cretaceous molluscs, species occurrence is examined from the Gulf Coast where 716 species were recorded 6,236 times at 166 localities and a subset of this data consisting of 643 species recorded 3,851 times at 86 localities.Logseries and lognormal distributions were fitted to these data sets. In most instances the logseries best predicts the distribution of species occurrence. The lognormal, however, also fits the data fairly well, and, in one instance, better. The use of these distributions allows the prediction of the number of species occurring once, twice, ..., n times.Species abundance data are also available for the molluscan data sets. They indicate that the most abundant species (greatest number of individuals) usually occur most frequently. In all data sets approximately half the species occur four or less times. The probability of noting the presence of rarely occurring species is small, and, consequently, such species must be used with extreme caution in studies requiring knowledge of the distribution of species in space and time.

Viscoelasticity, postseismic slip, fault interactions, and the recurrence of large earthquakes

USGS Publications Warehouse

Michael, A.J.

2005-01-01

The Brownian Passage Time (BPT) model for earthquake recurrence is modified to include transient deformation due to either viscoelasticity or deep post seismic slip. Both of these processes act to increase the rate of loading on the seismogenic fault for some time after a large event. To approximate these effects, a decaying exponential term is added to the BPT model's uniform loading term. The resulting interevent time distributions remain approximately lognormal, but the balance between the level of noise (e.g., unknown fault interactions) and the coefficient of variability of the interevent time distribution changes depending on the shape of the loading function. For a given level of noise in the loading process, transient deformation has the effect of increasing the coefficient of variability of earthquake interevent times. Conversely, the level of noise needed to achieve a given level of variability is reduced when transient deformation is included. Using less noise would then increase the effect of known fault interactions modeled as stress or strain steps because they would be larger with respect to the noise. If we only seek to estimate the shape of the interevent time distribution from observed earthquake occurrences, then the use of a transient deformation model will not dramatically change the results of a probability study because a similar shaped distribution can be achieved with either uniform or transient loading functions. However, if the goal is to estimate earthquake probabilities based on our increasing understanding of the seismogenic process, including earthquake interactions, then including transient deformation is important to obtain accurate results. For example, a loading curve based on the 1906 earthquake, paleoseismic observations of prior events, and observations of recent deformation in the San Francisco Bay region produces a 40% greater variability in earthquake recurrence than a uniform loading model with the same noise level.

Time trends in recurrence of juvenile nasopharyngeal angiofibroma: Experience of the past 4 decades.

PubMed

Mishra, Anupam; Mishra, Subhash Chandra

2016-01-01

An analysis of time distribution of juvenile nasopharyngeal angiofibroma (JNA) from the last 4 decades is presented. Sixty recurrences were analyzed as per actuarial survival. SPSS software was used to generate Kaplan-Meier (KM) curves and time distributions were compared by Log-rank, Breslow and Tarone-Ware test. The overall recurrence rate was 17.59%. Majority underwent open transpalatal approach(es) without embolization. The probability of detecting a recurrence was 95% in first 24months and comparison of KM curves of 4 different time periods was not significant. This is the first and largest series to address the time-distribution. The required follow up period is 2years. Our recurrence is just half of the largest series (reported so far) suggesting the superiority of transpalatal techniques. The similarity of curves suggests less likelihood for recent technical advances to influence the recurrence that as per our hypothesis is more likely to reflect tumor biology per se. Copyright © 2016 Elsevier Inc. All rights reserved.

Force Density Function Relationships in 2-D Granular Media

NASA Technical Reports Server (NTRS)

Youngquist, Robert C.; Metzger, Philip T.; Kilts, Kelly N.

2004-01-01

An integral transform relationship is developed to convert between two important probability density functions (distributions) used in the study of contact forces in granular physics. Developing this transform has now made it possible to compare and relate various theoretical approaches with one another and with the experimental data despite the fact that one may predict the Cartesian probability density and another the force magnitude probability density. Also, the transforms identify which functional forms are relevant to describe the probability density observed in nature, and so the modified Bessel function of the second kind has been identified as the relevant form for the Cartesian probability density corresponding to exponential forms in the force magnitude distribution. Furthermore, it is shown that this transform pair supplies a sufficient mathematical framework to describe the evolution of the force magnitude distribution under shearing. Apart from the choice of several coefficients, whose evolution of values must be explained in the physics, this framework successfully reproduces the features of the distribution that are taken to be an indicator of jamming and unjamming in a granular packing. Key words. Granular Physics, Probability Density Functions, Fourier Transforms

Detection of "noisy" chaos in a time series

NASA Technical Reports Server (NTRS)

Chon, K. H.; Kanters, J. K.; Cohen, R. J.; Holstein-Rathlou, N. H.

1997-01-01

Time series from biological system often displays fluctuations in the measured variables. Much effort has been directed at determining whether this variability reflects deterministic chaos, or whether it is merely "noise". The output from most biological systems is probably the result of both the internal dynamics of the systems, and the input to the system from the surroundings. This implies that the system should be viewed as a mixed system with both stochastic and deterministic components. We present a method that appears to be useful in deciding whether determinism is present in a time series, and if this determinism has chaotic attributes. The method relies on fitting a nonlinear autoregressive model to the time series followed by an estimation of the characteristic exponents of the model over the observed probability distribution of states for the system. The method is tested by computer simulations, and applied to heart rate variability data.

Time-dependent earthquake probabilities

USGS Publications Warehouse

Gomberg, J.; Belardinelli, M.E.; Cocco, M.; Reasenberg, P.

2005-01-01

We have attempted to provide a careful examination of a class of approaches for estimating the conditional probability of failure of a single large earthquake, particularly approaches that account for static stress perturbations to tectonic loading as in the approaches of Stein et al. (1997) and Hardebeck (2004). We have loading as in the framework based on a simple, generalized rate change formulation and applied it to these two approaches to show how they relate to one another. We also have attempted to show the connection between models of seismicity rate changes applied to (1) populations of independent faults as in background and aftershock seismicity and (2) changes in estimates of the conditional probability of failures of different members of a the notion of failure rate corresponds to successive failures of different members of a population of faults. The latter application requires specification of some probability distribution (density function of PDF) that describes some population of potential recurrence times. This PDF may reflect our imperfect knowledge of when past earthquakes have occurred on a fault (epistemic uncertainty), the true natural variability in failure times, or some combination of both. We suggest two end-member conceptual single-fault models that may explain natural variability in recurrence times and suggest how they might be distinguished observationally. When viewed deterministically, these single-fault patch models differ significantly in their physical attributes, and when faults are immature, they differ in their responses to stress perturbations. Estimates of conditional failure probabilities effectively integrate over a range of possible deterministic fault models, usually with ranges that correspond to mature faults. Thus conditional failure probability estimates usually should not differ significantly for these models. Copyright 2005 by the American Geophysical Union.

Statistical prescission point model of fission fragment angular distributions

NASA Astrophysics Data System (ADS)

John, Bency; Kataria, S. K.

1998-03-01

In light of recent developments in fission studies such as slow saddle to scission motion and spin equilibration near the scission point, the theory of fission fragment angular distribution is examined and a new statistical prescission point model is developed. The conditional equilibrium of the collective angular bearing modes at the prescission point, which is guided mainly by their relaxation times and population probabilities, is taken into account in the present model. The present model gives a consistent description of the fragment angular and spin distributions for a wide variety of heavy and light ion induced fission reactions.

An evaluation of procedures to estimate monthly precipitation probabilities

NASA Astrophysics Data System (ADS)

Legates, David R.

1991-01-01

Many frequency distributions have been used to evaluate monthly precipitation probabilities. Eight of these distributions (including Pearson type III, extreme value, and transform normal probability density functions) are comparatively examined to determine their ability to represent accurately variations in monthly precipitation totals for global hydroclimatological analyses. Results indicate that a modified version of the Box-Cox transform-normal distribution more adequately describes the 'true' precipitation distribution than does any of the other methods. This assessment was made using a cross-validation procedure for a global network of 253 stations for which at least 100 years of monthly precipitation totals were available.

Statistical analysis and modeling of intermittent transport events in the tokamak scrape-off layer

DOE Office of Scientific and Technical Information (OSTI.GOV)

Anderson, Johan, E-mail: anderson.johan@gmail.com; Halpern, Federico D.; Ricci, Paolo

The turbulence observed in the scrape-off-layer of a tokamak is often characterized by intermittent events of bursty nature, a feature which raises concerns about the prediction of heat loads on the physical boundaries of the device. It appears thus necessary to delve into the statistical properties of turbulent physical fields such as density, electrostatic potential, and temperature, focusing on the mathematical expression of tails of the probability distribution functions. The method followed here is to generate statistical information from time-traces of the plasma density stemming from Braginskii-type fluid simulations and check this against a first-principles theoretical model. The analysis ofmore » the numerical simulations indicates that the probability distribution function of the intermittent process contains strong exponential tails, as predicted by the analytical theory.« less

Spatial estimation from remotely sensed data via empirical Bayes models

NASA Technical Reports Server (NTRS)

Hill, J. R.; Hinkley, D. V.; Kostal, H.; Morris, C. N.

1984-01-01

Multichannel satellite image data, available as LANDSAT imagery, are recorded as a multivariate time series (four channels, multiple passovers) in two spatial dimensions. The application of parametric empirical Bayes theory to classification of, and estimating the probability of, each crop type at each of a large number of pixels is considered. This theory involves both the probability distribution of imagery data, conditional on crop types, and the prior spatial distribution of crop types. For the latter Markov models indexed by estimable parameters are used. A broad outline of the general theory reveals several questions for further research. Some detailed results are given for the special case of two crop types when only a line transect is analyzed. Finally, the estimation of an underlying continuous process on the lattice is discussed which would be applicable to such quantities as crop yield.

Computer Simulation Results for the Two-Point Probability Function of Composite Media

NASA Astrophysics Data System (ADS)

Smith, P.; Torquato, S.

1988-05-01

Computer simulation results are reported for the two-point matrix probability function S2 of two-phase random media composed of disks distributed with an arbitrary degree of impenetrability λ. The novel technique employed to sample S2( r) (which gives the probability of finding the endpoints of a line segment of length r in the matrix) is very accurate and has a fast execution time. Results for the limiting cases λ = 0 (fully penetrable disks) and λ = 1 (hard disks), respectively, compare very favorably with theoretical predictions made by Torquato and Beasley and by Torquato and Lado. Results are also reported for several values of λ. that lie between these two extremes: cases which heretofore have not been examined.

A removal model for estimating detection probabilities from point-count surveys

USGS Publications Warehouse

Farnsworth, G.L.; Pollock, K.H.; Nichols, J.D.; Simons, T.R.; Hines, J.E.; Sauer, J.R.

2002-01-01

Use of point-count surveys is a popular method for collecting data on abundance and distribution of birds. However, analyses of such data often ignore potential differences in detection probability. We adapted a removal model to directly estimate detection probability during point-count surveys. The model assumes that singing frequency is a major factor influencing probability of detection when birds are surveyed using point counts. This may be appropriate for surveys in which most detections are by sound. The model requires counts to be divided into several time intervals. Point counts are often conducted for 10 min, where the number of birds recorded is divided into those first observed in the first 3 min, the subsequent 2 min, and the last 5 min. We developed a maximum-likelihood estimator for the detectability of birds recorded during counts divided into those intervals. This technique can easily be adapted to point counts divided into intervals of any length. We applied this method to unlimited-radius counts conducted in Great Smoky Mountains National Park. We used model selection criteria to identify whether detection probabilities varied among species, throughout the morning, throughout the season, and among different observers. We found differences in detection probability among species. Species that sing frequently such as Winter Wren (Troglodytes troglodytes) and Acadian Flycatcher (Empidonax virescens) had high detection probabilities (∼90%) and species that call infrequently such as Pileated Woodpecker (Dryocopus pileatus) had low detection probability (36%). We also found detection probabilities varied with the time of day for some species (e.g. thrushes) and between observers for other species. We used the same approach to estimate detection probability and density for a subset of the observations with limited-radius point counts.

Probability weighted moments: Definition and relation to parameters of several distributions expressable in inverse form

USGS Publications Warehouse

Greenwood, J. Arthur; Landwehr, J. Maciunas; Matalas, N.C.; Wallis, J.R.

1979-01-01

Distributions whose inverse forms are explicitly defined, such as Tukey's lambda, may present problems in deriving their parameters by more conventional means. Probability weighted moments are introduced and shown to be potentially useful in expressing the parameters of these distributions.

Univariate Probability Distributions

ERIC Educational Resources Information Center

Leemis, Lawrence M.; Luckett, Daniel J.; Powell, Austin G.; Vermeer, Peter E.

2012-01-01

We describe a web-based interactive graphic that can be used as a resource in introductory classes in mathematical statistics. This interactive graphic presents 76 common univariate distributions and gives details on (a) various features of the distribution such as the functional form of the probability density function and cumulative distribution…

A probability space for quantum models

NASA Astrophysics Data System (ADS)

Lemmens, L. F.

2017-06-01

A probability space contains a set of outcomes, a collection of events formed by subsets of the set of outcomes and probabilities defined for all events. A reformulation in terms of propositions allows to use the maximum entropy method to assign the probabilities taking some constraints into account. The construction of a probability space for quantum models is determined by the choice of propositions, choosing the constraints and making the probability assignment by the maximum entropy method. This approach shows, how typical quantum distributions such as Maxwell-Boltzmann, Fermi-Dirac and Bose-Einstein are partly related with well-known classical distributions. The relation between the conditional probability density, given some averages as constraints and the appropriate ensemble is elucidated.

Quantum supremacy in constant-time measurement-based computation: A unified architecture for sampling and verification

NASA Astrophysics Data System (ADS)

Miller, Jacob; Sanders, Stephen; Miyake, Akimasa

2017-12-01

While quantum speed-up in solving certain decision problems by a fault-tolerant universal quantum computer has been promised, a timely research interest includes how far one can reduce the resource requirement to demonstrate a provable advantage in quantum devices without demanding quantum error correction, which is crucial for prolonging the coherence time of qubits. We propose a model device made of locally interacting multiple qubits, designed such that simultaneous single-qubit measurements on it can output probability distributions whose average-case sampling is classically intractable, under similar assumptions as the sampling of noninteracting bosons and instantaneous quantum circuits. Notably, in contrast to these previous unitary-based realizations, our measurement-based implementation has two distinctive features. (i) Our implementation involves no adaptation of measurement bases, leading output probability distributions to be generated in constant time, independent of the system size. Thus, it could be implemented in principle without quantum error correction. (ii) Verifying the classical intractability of our sampling is done by changing the Pauli measurement bases only at certain output qubits. Our usage of random commuting quantum circuits in place of computationally universal circuits allows a unique unification of sampling and verification, so they require the same physical resource requirements in contrast to the more demanding verification protocols seen elsewhere in the literature.

Intertime jump statistics of state-dependent Poisson processes.

PubMed

Daly, Edoardo; Porporato, Amilcare

2007-01-01

A method to obtain the probability distribution of the interarrival times of jump occurrences in systems driven by state-dependent Poisson noise is proposed. Such a method uses the survivor function obtained by a modified version of the master equation associated to the stochastic process under analysis. A model for the timing of human activities shows the capability of state-dependent Poisson noise to generate power-law distributions. The application of the method to a model for neuron dynamics and to a hydrological model accounting for land-atmosphere interaction elucidates the origin of characteristic recurrence intervals and possible persistence in state-dependent Poisson models.

Multi-photon self-error-correction hyperentanglement distribution over arbitrary collective-noise channels

NASA Astrophysics Data System (ADS)

Gao, Cheng-Yan; Wang, Guan-Yu; Zhang, Hao; Deng, Fu-Guo

2017-01-01

We present a self-error-correction spatial-polarization hyperentanglement distribution scheme for N-photon systems in a hyperentangled Greenberger-Horne-Zeilinger state over arbitrary collective-noise channels. In our scheme, the errors of spatial entanglement can be first averted by encoding the spatial-polarization hyperentanglement into the time-bin entanglement with identical polarization and defined spatial modes before it is transmitted over the fiber channels. After transmission over the noisy channels, the polarization errors introduced by the depolarizing noise can be corrected resorting to the time-bin entanglement. Finally, the parties in quantum communication can in principle share maximally hyperentangled states with a success probability of 100%.

Quantifying nonstationary radioactivity concentration fluctuations near Chernobyl: A complete statistical description

NASA Astrophysics Data System (ADS)

Viswanathan, G. M.; Buldyrev, S. V.; Garger, E. K.; Kashpur, V. A.; Lucena, L. S.; Shlyakhter, A.; Stanley, H. E.; Tschiersch, J.

2000-09-01

We analyze nonstationary 137Cs atmospheric activity concentration fluctuations measured near Chernobyl after the 1986 disaster and find three new results: (i) the histogram of fluctuations is well described by a log-normal distribution; (ii) there is a pronounced spectral component with period T=1yr, and (iii) the fluctuations are long-range correlated. These findings allow us to quantify two fundamental statistical properties of the data: the probability distribution and the correlation properties of the time series. We interpret our findings as evidence that the atmospheric radionuclide resuspension processes are tightly coupled to the surrounding ecosystems and to large time scale weather patterns.

Characteristics of ground motion at permafrost sites along the Qinghai-Tibet railway

USGS Publications Warehouse

Wang, L.; Wu, Z.; Sun, Jielun; Liu, Xiuying; Wang, Z.

2009-01-01

Based on 14 typical drilling holes distributed in the permafrost areas along the Qinghai-Tibet railway, the distribution of wave velocities of soils in the permafrost regions were determined. Using results of dynamic triaxial tests, the results of dynamic triaxiality test and time histories of ground motion acceleration in this area, characteristics of ground motion response were analyzed for these permafrost sites for time histories of ground accelerations with three exceedance probabilities (63%, 10% and 2%). The influence of ground temperature on the seismic displacement, velocity, acceleration and response spectrum on the surface of permafrost were also studied. ?? 2008 Elsevier Ltd. All rights reserved.

Hantavirus reservoir Oligoryzomys longicaudatus spatial distribution sensitivity to climate change scenarios in Argentine Patagonia

PubMed Central

Carbajo, Aníbal E; Vera, Carolina; González, Paula LM

2009-01-01

Background Oligoryzomys longicaudatus (colilargo) is the rodent responsible for hantavirus pulmonary syndrome (HPS) in Argentine Patagonia. In past decades (1967–1998), trends of precipitation reduction and surface air temperature increase have been observed in western Patagonia. We explore how the potential distribution of the hantavirus reservoir would change under different climate change scenarios based on the observed trends. Methods Four scenarios of potential climate change were constructed using temperature and precipitation changes observed in Argentine Patagonia between 1967 and 1998: Scenario 1 assumed no change in precipitation but a temperature trend as observed; scenario 2 assumed no changes in temperature but a precipitation trend as observed; Scenario 3 included changes in both temperature and precipitation trends as observed; Scenario 4 assumed changes in both temperature and precipitation trends as observed but doubled. We used a validated spatial distribution model of O. longicaudatus as a function of temperature and precipitation. From the model probability of the rodent presence was calculated for each scenario. Results If changes in precipitation follow previous trends, the probability of the colilargo presence would fall in the HPS transmission zone of northern Patagonia. If temperature and precipitation trends remain at current levels for 60 years or double in the future 30 years, the probability of the rodent presence and the associated total area of potential distribution would diminish throughout Patagonia; the areas of potential distribution for colilargos would shift eastwards. These results suggest that future changes in Patagonia climate may lower transmission risk through a reduction in the potential distribution of the rodent reservoir. Conclusion According to our model the rates of temperature and precipitation changes observed between 1967 and 1998 may produce significant changes in the rodent distribution in an equivalent period of time only in certain areas. Given that changes maintain for 60 years or double in 30 years, the hantavirus reservoir Oligoryzomys longicaudatus may contract its distribution in Argentine Patagonia extensively. PMID:19607707

Granular Segregation Driven by Particle Interactions

NASA Astrophysics Data System (ADS)

Lozano, C.; Zuriguel, I.; Garcimartín, A.; Mullin, T.

2015-05-01

We report the results of an experimental study of particle-particle interactions in a horizontally shaken granular layer that undergoes a second order phase transition from a binary gas to a segregation liquid as the packing fraction C is increased. By focusing on the behavior of individual particles, the effect of C is studied on (1) the process of cluster formation, (2) cluster dynamics, and (3) cluster destruction. The outcomes indicate that the segregation is driven by two mechanisms: attraction between particles with the same properties and random motion with a characteristic length that is inversely proportional to C . All clusters investigated are found to be transient and the probability distribution functions of the separation times display a power law tail, indicating that the splitting probability decreases with time.

Regional probability distribution of the annual reference evapotranspiration and its effective parameters in Iran

NASA Astrophysics Data System (ADS)

Khanmohammadi, Neda; Rezaie, Hossein; Montaseri, Majid; Behmanesh, Javad

2017-10-01

The reference evapotranspiration (ET0) plays an important role in water management plans in arid or semi-arid countries such as Iran. For this reason, the regional analysis of this parameter is important. But, ET0 process is affected by several meteorological parameters such as wind speed, solar radiation, temperature and relative humidity. Therefore, the effect of distribution type of effective meteorological variables on ET0 distribution was analyzed. For this purpose, the regional probability distribution of the annual ET0 and its effective parameters were selected. Used data in this research was recorded data at 30 synoptic stations of Iran during 1960-2014. Using the probability plot correlation coefficient (PPCC) test and the L-moment method, five common distributions were compared and the best distribution was selected. The results of PPCC test and L-moment diagram indicated that the Pearson type III distribution was the best probability distribution for fitting annual ET0 and its four effective parameters. The results of RMSE showed that the ability of the PPCC test and L-moment method for regional analysis of reference evapotranspiration and its effective parameters was similar. The results also showed that the distribution type of the parameters which affected ET0 values can affect the distribution of reference evapotranspiration.

Statistical characteristics of the sequential detection of signals in correlated noise

NASA Astrophysics Data System (ADS)

Averochkin, V. A.; Baranov, P. E.

1985-10-01

A solution is given to the problem of determining the distribution of the duration of the sequential two-threshold Wald rule for the time-discrete detection of determinate and Gaussian correlated signals on a background of Gaussian correlated noise. Expressions are obtained for the joint probability densities of the likelihood ratio logarithms, and an analysis is made of the effect of correlation and SNR on the duration distribution and the detection efficiency. Comparison is made with Neumann-Pearson detection.

Transient statistics in stabilizing periodic orbits

NASA Astrophysics Data System (ADS)

Meucci, R.; Gadomski, W.; Ciofini, M.; Arecchi, F. T.

1995-11-01

The statistics of chaotic and periodic transient time intervals preceding the stabilization of a given periodic orbit have been experimentally studied in a CO2 laser with modulated losses, subjected to a small subharmonic perturbation. As predicted by the theory, an exponential tail has been found in the probability distribution of chaotic transients. Furthermore, a fine periodic structure in the distributions of the periodic transients, resulting from the interaction of the control signal and the local structure of the chaotic attractor, has been revealed.

Multifractal features in stock and foreign exchange markets

NASA Astrophysics Data System (ADS)

Kim, Kyungsik; Yoon, Seong-Min

2004-03-01

We investigate the tick dynamical behavior of three assets(the yen-dollar exchange rate, the won-dollar exchange rate, and the KOSPI) using the rescaled range analysis in stock and foreign exchange markets. The multifractal Hurst exponents with long-run memory effects can be obtained from assets, and we discuss whether it exists the crossover or not for the Hurst exponents at charateristic time scales. Particularly, we find that the probability distribution of prices is approached to a Lorentz distribution, different from fat-tailed properties.

Multiobjective fuzzy stochastic linear programming problems with inexact probability distribution

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hamadameen, Abdulqader Othman; Zainuddin, Zaitul Marlizawati

This study deals with multiobjective fuzzy stochastic linear programming problems with uncertainty probability distribution which are defined as fuzzy assertions by ambiguous experts. The problem formulation has been presented and the two solutions strategies are; the fuzzy transformation via ranking function and the stochastic transformation when α{sup –}. cut technique and linguistic hedges are used in the uncertainty probability distribution. The development of Sen’s method is employed to find a compromise solution, supported by illustrative numerical example.

Work probability distribution and tossing a biased coin

NASA Astrophysics Data System (ADS)

Saha, Arnab; Bhattacharjee, Jayanta K.; Chakraborty, Sagar

2011-01-01

We show that the rare events present in dissipated work that enters Jarzynski equality, when mapped appropriately to the phenomenon of large deviations found in a biased coin toss, are enough to yield a quantitative work probability distribution for the Jarzynski equality. This allows us to propose a recipe for constructing work probability distribution independent of the details of any relevant system. The underlying framework, developed herein, is expected to be of use in modeling other physical phenomena where rare events play an important role.

Computing Real-time Streamflow Using Emerging Technologies: Non-contact Radars and the Probability Concept

NASA Astrophysics Data System (ADS)

Fulton, J. W.; Bjerklie, D. M.; Jones, J. W.; Minear, J. T.

2015-12-01

Measuring streamflow, developing, and maintaining rating curves at new streamgaging stations is both time-consuming and problematic. Hydro 21 was an initiative by the U.S. Geological Survey to provide vision and leadership to identify and evaluate new technologies and methods that had the potential to change the way in which streamgaging is conducted. Since 2014, additional trials have been conducted to evaluate some of the methods promoted by the Hydro 21 Committee. Emerging technologies such as continuous-wave radars and computationally-efficient methods such as the Probability Concept require significantly less field time, promote real-time velocity and streamflow measurements, and apply to unsteady flow conditions such as looped ratings and unsteady-flood flows. Portable and fixed-mount radars have advanced beyond the development phase, are cost effective, and readily available in the marketplace. The Probability Concept is based on an alternative velocity-distribution equation developed by C.-L. Chiu, who pioneered the concept. By measuring the surface-water velocity and correcting for environmental influences such as wind drift, radars offer a reliable alternative for measuring and computing real-time streamflow for a variety of hydraulic conditions. If successful, these tools may allow us to establish ratings more efficiently, assess unsteady flow conditions, and report real-time streamflow at new streamgaging stations.

N -tag probability law of the symmetric exclusion process

NASA Astrophysics Data System (ADS)

Poncet, Alexis; Bénichou, Olivier; Démery, Vincent; Oshanin, Gleb

2018-06-01

The symmetric exclusion process (SEP), in which particles hop symmetrically on a discrete line with hard-core constraints, is a paradigmatic model of subdiffusion in confined systems. This anomalous behavior is a direct consequence of strong spatial correlations induced by the requirement that the particles cannot overtake each other. Even if this fact has been recognized qualitatively for a long time, up to now there has been no full quantitative determination of these correlations. Here we study the joint probability distribution of an arbitrary number of tagged particles in the SEP. We determine analytically its large-time limit for an arbitrary density of particles, and its full dynamics in the high-density limit. In this limit, we obtain the time-dependent large deviation function of the problem and unveil a universal scaling form shared by the cumulants.

A new approach to counting measurements: Addressing the problems with ISO-11929

DOE Office of Scientific and Technical Information (OSTI.GOV)

Klumpp, John Allan; Poudel, Deepesh; Miller, Guthrie

We present an alternative approach to making counting measurements of radioactivity which offers probabilistic interpretations of the measurements. Unlike the approach in the current international standard (ISO-11929), our approach, which uses an assumed prior probability distribution of the true amount in the sample, is able to answer the question of interest for most users of the standard: “what is the probability distribution of the true amount in the sample, given the data?” The final interpretation of the measurement requires information not necessarily available at the measurement stage. However, we provide an analytical formula for what we term the “measurement strength”more » that depends only on measurement-stage count quantities. Here, we show that, when the sources are rare, the posterior odds that the sample true value exceeds ε are the measurement strength times the prior odds, independently of ε, the prior odds, and the distribution of the calibration coefficient. We recommend that the measurement lab immediately follow-up on unusually high samples using an “action threshold” on the measurement strength which is similar to the decision threshold recommended by the current standard. Finally, we further recommend that the measurement lab perform large background studies in order to characterize non constancy of background, including possible time correlation of background.« less

A new approach to counting measurements: Addressing the problems with ISO-11929

DOE PAGES

Klumpp, John Allan; Poudel, Deepesh; Miller, Guthrie

2017-12-23

We present an alternative approach to making counting measurements of radioactivity which offers probabilistic interpretations of the measurements. Unlike the approach in the current international standard (ISO-11929), our approach, which uses an assumed prior probability distribution of the true amount in the sample, is able to answer the question of interest for most users of the standard: “what is the probability distribution of the true amount in the sample, given the data?” The final interpretation of the measurement requires information not necessarily available at the measurement stage. However, we provide an analytical formula for what we term the “measurement strength”more » that depends only on measurement-stage count quantities. Here, we show that, when the sources are rare, the posterior odds that the sample true value exceeds ε are the measurement strength times the prior odds, independently of ε, the prior odds, and the distribution of the calibration coefficient. We recommend that the measurement lab immediately follow-up on unusually high samples using an “action threshold” on the measurement strength which is similar to the decision threshold recommended by the current standard. Finally, we further recommend that the measurement lab perform large background studies in order to characterize non constancy of background, including possible time correlation of background.« less

Efficient quantum repeater with respect to both entanglement-concentration rate and complexity of local operations and classical communication

NASA Astrophysics Data System (ADS)

Su, Zhaofeng; Guan, Ji; Li, Lvzhou

2018-01-01

Quantum entanglement is an indispensable resource for many significant quantum information processing tasks. However, in practice, it is difficult to distribute quantum entanglement over a long distance, due to the absorption and noise in quantum channels. A solution to this challenge is a quantum repeater, which can extend the distance of entanglement distribution. In this scheme, the time consumption of classical communication and local operations takes an important place with respect to time efficiency. Motivated by this observation, we consider a basic quantum repeater scheme that focuses on not only the optimal rate of entanglement concentration but also the complexity of local operations and classical communication. First, we consider the case where two different two-qubit pure states are initially distributed in the scenario. We construct a protocol with the optimal entanglement-concentration rate and less consumption of local operations and classical communication. We also find a criterion for the projective measurements to achieve the optimal probability of creating a maximally entangled state between the two ends. Second, we consider the case in which two general pure states are prepared and general measurements are allowed. We get an upper bound on the probability for a successful measurement operation to produce a maximally entangled state without any further local operations.

A new approach to counting measurements: Addressing the problems with ISO-11929

NASA Astrophysics Data System (ADS)

Klumpp, John; Miller, Guthrie; Poudel, Deepesh

2018-06-01

We present an alternative approach to making counting measurements of radioactivity which offers probabilistic interpretations of the measurements. Unlike the approach in the current international standard (ISO-11929), our approach, which uses an assumed prior probability distribution of the true amount in the sample, is able to answer the question of interest for most users of the standard: "what is the probability distribution of the true amount in the sample, given the data?" The final interpretation of the measurement requires information not necessarily available at the measurement stage. However, we provide an analytical formula for what we term the "measurement strength" that depends only on measurement-stage count quantities. We show that, when the sources are rare, the posterior odds that the sample true value exceeds ε are the measurement strength times the prior odds, independently of ε, the prior odds, and the distribution of the calibration coefficient. We recommend that the measurement lab immediately follow-up on unusually high samples using an "action threshold" on the measurement strength which is similar to the decision threshold recommended by the current standard. We further recommend that the measurement lab perform large background studies in order to characterize non constancy of background, including possible time correlation of background.

Hybrid computer technique yields random signal probability distributions

NASA Technical Reports Server (NTRS)

Cameron, W. D.

1965-01-01

Hybrid computer determines the probability distributions of instantaneous and peak amplitudes of random signals. This combined digital and analog computer system reduces the errors and delays of manual data analysis.

Large scale distribution of ultra high energy cosmic rays detected at the Pierre Auger Observatory with zenith angles up to 80°

DOE PAGES

Aab, Alexander

2015-03-30

In this study, we present the results of an analysis of the large angular scale distribution of the arrival directions of cosmic rays with energy above 4 EeV detected at the Pierre Auger Observatory including for the first time events with zenith angle between 60° and 80°. We perform two Rayleigh analyses, one in the right ascension and one in the azimuth angle distributions, that are sensitive to modulations in right ascension and declination, respectively. The largest departure from isotropy appears in themore » $$E\\gt 8$$ EeV energy bin, with an amplitude for the first harmonic in right ascension $$r_{1}^{\\alpha }=(4.4\\pm 1.0)\\times {{10}^{-2}}$$, that has a chance probability $$P(\\geqslant r_{1}^{\\alpha })=6.4\\times {{10}^{-5}}$$, reinforcing the hint previously reported with vertical events alone.« less

Time-specific ecological niche modeling predicts spatial dynamics of vector insects and human dengue cases.

PubMed

Peterson, A Townsend; Martínez-Campos, Carmen; Nakazawa, Yoshinori; Martínez-Meyer, Enrique

2005-09-01

Numerous human diseases-malaria, dengue, yellow fever and leishmaniasis, to name a few-are transmitted by insect vectors with brief life cycles and biting activity that varies in both space and time. Although the general geographic distributions of these epidemiologically important species are known, the spatiotemporal variation in their emergence and activity remains poorly understood. We used ecological niche modeling via a genetic algorithm to produce time-specific predictive models of monthly distributions of Aedes aegypti in Mexico in 1995. Significant predictions of monthly mosquito activity and distributions indicate that predicting spatiotemporal dynamics of disease vector species is feasible; significant coincidence with human cases of dengue indicate that these dynamics probably translate directly into transmission of dengue virus to humans. This approach provides new potential for optimizing use of resources for disease prevention and remediation via automated forecasting of disease transmission risk.

On the statistical properties of viral misinformation in online social media

NASA Astrophysics Data System (ADS)

Bessi, Alessandro

2017-03-01

The massive diffusion of online social media allows for the rapid and uncontrolled spreading of conspiracy theories, hoaxes, unsubstantiated claims, and false news. Such an impressive amount of misinformation can influence policy preferences and encourage behaviors strongly divergent from recommended practices. In this paper, we study the statistical properties of viral misinformation in online social media. By means of methods belonging to Extreme Value Theory, we show that the number of extremely viral posts over time follows a homogeneous Poisson process, and that the interarrival times between such posts are independent and identically distributed, following an exponential distribution. Moreover, we characterize the uncertainty around the rate parameter of the Poisson process through Bayesian methods. Finally, we are able to derive the predictive posterior probability distribution of the number of posts exceeding a certain threshold of shares over a finite interval of time.

Fast Reliability Assessing Method for Distribution Network with Distributed Renewable Energy Generation

NASA Astrophysics Data System (ADS)

Chen, Fan; Huang, Shaoxiong; Ding, Jinjin; Ding, Jinjin; Gao, Bo; Xie, Yuguang; Wang, Xiaoming

2018-01-01

This paper proposes a fast reliability assessing method for distribution grid with distributed renewable energy generation. First, the Weibull distribution and the Beta distribution are used to describe the probability distribution characteristics of wind speed and solar irradiance respectively, and the models of wind farm, solar park and local load are built for reliability assessment. Then based on power system production cost simulation probability discretization and linearization power flow, a optimal power flow objected with minimum cost of conventional power generation is to be resolved. Thus a reliability assessment for distribution grid is implemented fast and accurately. The Loss Of Load Probability (LOLP) and Expected Energy Not Supplied (EENS) are selected as the reliability index, a simulation for IEEE RBTS BUS6 system in MATLAB indicates that the fast reliability assessing method calculates the reliability index much faster with the accuracy ensured when compared with Monte Carlo method.

Estimating transition probabilities in unmarked populations --entropy revisited

USGS Publications Warehouse

Cooch, E.G.; Link, W.A.

1999-01-01

The probability of surviving and moving between 'states' is of great interest to biologists. Robust estimation of these transitions using multiple observations of individually identifiable marked individuals has received considerable attention in recent years. However, in some situations, individuals are not identifiable (or have a very low recapture rate), although all individuals in a sample can be assigned to a particular state (e.g. breeding or non-breeding) without error. In such cases, only aggregate data (number of individuals in a given state at each occasion) are available. If the underlying matrix of transition probabilities does not vary through time and aggregate data are available for several time periods, then it is possible to estimate these parameters using least-squares methods. Even when such data are available, this assumption of stationarity will usually be deemed overly restrictive and, frequently, data will only be available for two time periods. In these cases, the problem reduces to estimating the most likely matrix (or matrices) leading to the observed frequency distribution of individuals in each state. An entropy maximization approach has been previously suggested. In this paper, we show that the entropy approach rests on a particular limiting assumption, and does not provide estimates of latent population parameters (the transition probabilities), but rather predictions of realized rates.

Identification of five time periods on the Indonesian stock exchange index historical data since 1997 to 2016

NASA Astrophysics Data System (ADS)

Riveli, N.; Suroto, B. J.

2018-05-01

We are investigating the behavioural changes of the Indonesian financial systems in the last 20 years. Changes in the financial system behaviour were indicated by differences in the statistical properties of the daily log return distribution in two adjacent time windows. To measure how likely two distributions are differ, the Kolmogorov-Smirnov (KS) Test was applied. We have found that we can divide our time series data into five segments, where the KS probability values between two adjacent segments are maximum. This finding can be used to study the effect on the financial system imposed by, for example, the socio-economy and political policy by the government, by studying the changes in such factors in the identified time periods.

Space-time thermodynamics of the glass transition

NASA Astrophysics Data System (ADS)

Merolle, Mauro; Garrahan, Juan P.; Chandler, David

2005-08-01

We consider the probability distribution for fluctuations in dynamical action and similar quantities related to dynamic heterogeneity. We argue that the so-called “glass transition” is a manifestation of low action tails in these distributions where the entropy of trajectory space is subextensive in time. These low action tails are a consequence of dynamic heterogeneity and an indication of phase coexistence in trajectory space. The glass transition, where the system falls out of equilibrium, is then an order-disorder phenomenon in space-time occurring at a temperature Tg, which is a weak function of measurement time. We illustrate our perspective ideas with facilitated lattice models and note how these ideas apply more generally. Author contributions: M.M., J.P.G., and D.C. performed research and wrote the paper.

40 CFR Appendix C to Part 191 - Guidance for Implementation of Subpart B

Code of Federal Regulations, 2014 CFR

2014-07-01

... that the remaining probability distribution of cumulative releases would not be significantly changed... with § 191.13 into a “complementary cumulative distribution function” that indicates the probability of... distribution function for each disposal system considered. The Agency assumes that a disposal system can be...

40 CFR Appendix C to Part 191 - Guidance for Implementation of Subpart B

Code of Federal Regulations, 2011 CFR

2011-07-01

... that the remaining probability distribution of cumulative releases would not be significantly changed... with § 191.13 into a “complementary cumulative distribution function” that indicates the probability of... distribution function for each disposal system considered. The Agency assumes that a disposal system can be...

The probability of lava inundation at the proposed and existing Kulani prison sites

USGS Publications Warehouse

Kauahikaua, J.P.; Trusdell, F.A.; Heliker, C.C.

1998-01-01

The State of Hawai`i has proposed building a 2,300-bed medium-security prison about 10 km downslope from the existing Kulani medium-security correctional facility. The proposed and existing facilities lie on the northeast rift zone of Mauna Loa, which last erupted in 1984 in this same general area. We use the best available geologic mapping and dating with GIS software to estimate the average recurrence interval between lava flows that inundate these sites. Three different methods are used to adjust the number of flows exposed at the surface for those flows that are buried to allow a better representation of the recurrence interval. Probabilities are then computed, based on these recurrence intervals, assuming that the data match a Poisson distribution. The probability of lava inundation for the existing prison site is estimated to be 11- 12% in the next 50 years. The probability of lava inundation for the proposed sites B and C are 2- 3% and 1-2%, respectively, in the same period. The probabilities are based on estimated recurrence intervals for lava flows, which are approximately proportional to the area considered. The probability of having to evacuate the prison is certainly higher than the probability of lava entering the site. Maximum warning times between eruption and lava inundation of a site are estimated to be 24 hours for the existing prison site and 72 hours for proposed sites B and C. Evacuation plans should take these times into consideration.

How Can Histograms Be Useful for Introducing Continuous Probability Distributions?

ERIC Educational Resources Information Center

Derouet, Charlotte; Parzysz, Bernard

2016-01-01

The teaching of probability has changed a great deal since the end of the last century. The development of technologies is indeed part of this evolution. In France, continuous probability distributions began to be studied in 2002 by scientific 12th graders, but this subject was marginal and appeared only as an application of integral calculus.…

Pseudo Bayes Estimates for Test Score Distributions and Chained Equipercentile Equating. Research Report. ETS RR-09-47

ERIC Educational Resources Information Center

Moses, Tim; Oh, Hyeonjoo J.

2009-01-01

Pseudo Bayes probability estimates are weighted averages of raw and modeled probabilities; these estimates have been studied primarily in nonpsychometric contexts. The purpose of this study was to evaluate pseudo Bayes probability estimates as applied to the estimation of psychometric test score distributions and chained equipercentile equating…

Conditional probability distribution function of "energy transfer rate" (PDF(ɛ|PVI)) as compared with its counterpart of temperature (PDF(T|PVI)) at the same condition of fluctuation

NASA Astrophysics Data System (ADS)

He, Jiansen; Wang, Yin; Pei, Zhongtian; Zhang, Lei; Tu, Chuanyi

2017-04-01

Energy transfer rate of turbulence is not uniform everywhere but suggested to follow a certain distribution, e.g., lognormal distribution (Kolmogorov 1962). The inhomogeneous transfer rate leads to emergence of intermittency, which may be identified with some parameter, e.g., normalized partial variance increments (PVI) (Greco et al., 2009). Large PVI of magnetic field fluctuations are found to have a temperature distribution with the median and mean values higher than that for small PVI level (Osman et al., 2012). However, there is a large proportion of overlap between temperature distributions associated with the smaller and larger PVIs. So it is recognized that only PVI cannot fully determine the temperature, since the one-to-one mapping relationship does not exist. One may be curious about the reason responsible for the considerable overlap of conditional temperature distribution for different levels of PVI. Usually the hotter plasma with higher temperature is speculated to be heated more with more dissipation of turbulence energy corresponding to more energy cascading rate, if the temperature fluctuation of the eigen wave mode is not taken into account. To explore the statistical relationship between turbulence cascading and plasma thermal state, we aim to study and reveal, for the first time, the conditional probability function of "energy transfer rate" under different levels of PVI condition (PDF(ɛ|PVI)), and compare it with the conditional probability function of temperature. The conditional probability distribution function, PDF(ɛ|PVI), is derived from PDF(PVI|ɛ)·PDF(ɛ)/PDF(PVI) according to the Bayesian theorem. PDF(PVI) can be obtained directly from the data. PDF(ɛ) is derived from the conjugate-gradient inversion of PDF(PVI) by assuming reasonably that PDF(δB|σ) is a Gaussian distribution, where PVI=|δB|/ σ and σ ( ɛι)1/3. PDF(ɛ) can also be acquired from fitting PDF(δB) with an integral function ∫PDF(δB|σ)PDF(σ)d σ. As a result, PDF(ɛ|PVI) is found to shift to higher median value of ɛ with increasing PVI but with a significant overlap of PDFs for different PVIs. Therefore, PDF(ɛ|PVI) is similar to PDF(T|PVI) in the sense of slow migration along with increasing PVI. The detailed comparison between these two conditional PDFs are also performed.

A simple two-stage model predicts response time distributions.

PubMed

Carpenter, R H S; Reddi, B A J; Anderson, A J

2009-08-15

The neural mechanisms underlying reaction times have previously been modelled in two distinct ways. When stimuli are hard to detect, response time tends to follow a random-walk model that integrates noisy sensory signals. But studies investigating the influence of higher-level factors such as prior probability and response urgency typically use highly detectable targets, and response times then usually correspond to a linear rise-to-threshold mechanism. Here we show that a model incorporating both types of element in series - a detector integrating noisy afferent signals, followed by a linear rise-to-threshold performing decision - successfully predicts not only mean response times but, much more stringently, the observed distribution of these times and the rate of decision errors over a wide range of stimulus detectability. By reconciling what previously may have seemed to be conflicting theories, we are now closer to having a complete description of reaction time and the decision processes that underlie it.

Reward and uncertainty in exploration programs

NASA Technical Reports Server (NTRS)

Kaufman, G. M.; Bradley, P. G.

1971-01-01

A set of variables which are crucial to the economic outcome of petroleum exploration are discussed. These are treated as random variables; the values they assume indicate the number of successes that occur in a drilling program and determine, for a particular discovery, the unit production cost and net economic return if that reservoir is developed. In specifying the joint probability law for those variables, extreme and probably unrealistic assumptions are made. In particular, the different random variables are assumed to be independently distributed. Using postulated probability functions and specified parameters, values are generated for selected random variables, such as reservoir size. From this set of values the economic magnitudes of interest, net return and unit production cost are computed. This constitutes a single trial, and the procedure is repeated many times. The resulting histograms approximate the probability density functions of the variables which describe the economic outcomes of an exploratory drilling program.

Inverse sequential procedures for the monitoring of time series

NASA Technical Reports Server (NTRS)

Radok, Uwe; Brown, Timothy

1993-01-01

Climate changes traditionally have been detected from long series of observations and long after they happened. The 'inverse sequential' monitoring procedure is designed to detect changes as soon as they occur. Frequency distribution parameters are estimated both from the most recent existing set of observations and from the same set augmented by 1,2,...j new observations. Individual-value probability products ('likelihoods') are then calculated which yield probabilities for erroneously accepting the existing parameter(s) as valid for the augmented data set and vice versa. A parameter change is signaled when these probabilities (or a more convenient and robust compound 'no change' probability) show a progressive decrease. New parameters are then estimated from the new observations alone to restart the procedure. The detailed algebra is developed and tested for Gaussian means and variances, Poisson and chi-square means, and linear or exponential trends; a comprehensive and interactive Fortran program is provided in the appendix.

Gravitational wave hotspots: Ranking potential locations of single-source gravitational wave emission

DOE Office of Scientific and Technical Information (OSTI.GOV)

Simon, Joseph; Polin, Abigail; Lommen, Andrea

2014-03-20

The steadily improving sensitivity of pulsar timing arrays (PTAs) suggests that gravitational waves (GWs) from supermassive black hole binary (SMBHB) systems in the nearby universe will be detectable sometime during the next decade. Currently, PTAs assume an equal probability of detection from every sky position, but as evidence grows for a non-isotropic distribution of sources, is there a most likely sky position for a detectable single source of GWs? In this paper, a collection of Galactic catalogs is used to calculate various metrics related to the detectability of a single GW source resolvable above a GW background, assuming that everymore » galaxy has the same probability of containing an SMBHB. Our analyses of these data reveal small probabilities that one of these sources is currently in the PTA band, but as sensitivity is improved regions of consistent probability density are found in predictable locations, specifically around local galaxy clusters.« less

TURBULENCE-GENERATED PROTON-SCALE STRUCTURES IN THE TERRESTRIAL MAGNETOSHEATH

DOE Office of Scientific and Technical Information (OSTI.GOV)

Vörös, Zoltán; Narita, Yasuhito; Yordanova, Emiliya

2016-03-01

Recent results of numerical magnetohydrodynamic simulations suggest that in collisionless space plasmas, turbulence can spontaneously generate thin current sheets. These coherent structures can partially explain the intermittency and the non-homogenous distribution of localized plasma heating in turbulence. In this Letter, Cluster multi-point observations are used to investigate the distribution of magnetic field discontinuities and the associated small-scale current sheets in the terrestrial magnetosheath downstream of a quasi-parallel bow shock. It is shown experimentally, for the first time, that the strongest turbulence-generated current sheets occupy the long tails of probability distribution functions associated with extremal values of magnetic field partial derivatives.more » During the analyzed one-hour time interval, about a hundred strong discontinuities, possibly proton-scale current sheets, were observed.« less

Failure probability under parameter uncertainty.

PubMed

Gerrard, R; Tsanakas, A

2011-05-01

In many problems of risk analysis, failure is equivalent to the event of a random risk factor exceeding a given threshold. Failure probabilities can be controlled if a decisionmaker is able to set the threshold at an appropriate level. This abstract situation applies, for example, to environmental risks with infrastructure controls; to supply chain risks with inventory controls; and to insurance solvency risks with capital controls. However, uncertainty around the distribution of the risk factor implies that parameter error will be present and the measures taken to control failure probabilities may not be effective. We show that parameter uncertainty increases the probability (understood as expected frequency) of failures. For a large class of loss distributions, arising from increasing transformations of location-scale families (including the log-normal, Weibull, and Pareto distributions), the article shows that failure probabilities can be exactly calculated, as they are independent of the true (but unknown) parameters. Hence it is possible to obtain an explicit measure of the effect of parameter uncertainty on failure probability. Failure probability can be controlled in two different ways: (1) by reducing the nominal required failure probability, depending on the size of the available data set, and (2) by modifying of the distribution itself that is used to calculate the risk control. Approach (1) corresponds to a frequentist/regulatory view of probability, while approach (2) is consistent with a Bayesian/personalistic view. We furthermore show that the two approaches are consistent in achieving the required failure probability. Finally, we briefly discuss the effects of data pooling and its systemic risk implications. © 2010 Society for Risk Analysis.

On buffer overflow duration in a finite-capacity queueing system with multiple vacation policy

NASA Astrophysics Data System (ADS)

Kempa, Wojciech M.

2017-12-01

A finite-buffer queueing system with Poisson arrivals and generally distributed processing times, operating under multiple vacation policy, is considered. Each time when the system becomes empty, the service station takes successive independent and identically distributed vacation periods, until, at the completion epoch of one of them, at least one job waiting for service is detected in the buffer. Applying analytical approach based on the idea of embedded Markov chain, integral equations and linear algebra, the compact-form representation for the cumulative distribution function (CDF for short) of the first buffer overflow duration is found. Hence, the formula for the CDF of next such periods is obtained. Moreover, probability distributions of the number of job losses in successive buffer overflow periods are found. The considered queueing system can be efficienly applied in modelling energy saving mechanisms in wireless network communication.

Comparison of three-parameter probability distributions for representing annual extreme and partial duration precipitation series

NASA Astrophysics Data System (ADS)

Wilks, Daniel S.

1993-10-01

Performance of 8 three-parameter probability distributions for representing annual extreme and partial duration precipitation data at stations in the northeastern and southeastern United States is investigated. Particular attention is paid to fidelity on the right tail, through use of a bootstrap procedure simulating extrapolation on the right tail beyond the data. It is found that the beta-κ distribution best describes the extreme right tail of annual extreme series, and the beta-P distribution is best for the partial duration data. The conventionally employed two-parameter Gumbel distribution is found to substantially underestimate probabilities associated with the larger precipitation amounts for both annual extreme and partial duration data. Fitting the distributions using left-censored data did not result in improved fits to the right tail.

Lévy flight with absorption: A model for diffusing diffusivity with long tails

NASA Astrophysics Data System (ADS)

Jain, Rohit; Sebastian, K. L.

2017-03-01

We consider diffusion of a particle in rearranging environment, so that the diffusivity of the particle is a stochastic function of time. In our previous model of "diffusing diffusivity" [Jain and Sebastian, J. Phys. Chem. B 120, 3988 (2016), 10.1021/acs.jpcb.6b01527], it was shown that the mean square displacement of particle remains Fickian, i.e., ∝T at all times, but the probability distribution of particle displacement is not Gaussian at all times. It is exponential at short times and crosses over to become Gaussian only in a large time limit in the case where the distribution of D in that model has a steady state limit which is exponential, i.e., πe(D ) ˜e-D /D0 . In the present study, we model the diffusivity of a particle as a Lévy flight process so that D has a power-law tailed distribution, viz., πe(D ) ˜D-1 -α with 0 <α <1 . We find that in the short time limit, the width of displacement distribution is proportional to √{T }, implying that the diffusion is Fickian. But for long times, the width is proportional to T1 /2 α which is a characteristic of anomalous diffusion. The distribution function for the displacement of the particle is found to be a symmetric stable distribution with a stability index 2 α which preserves its shape at all times.

Anomalous dismeter distribution shifts estimated from FIA inventories through time

Treesearch

Francis A. Roesch; Paul C. Van Deusen

2010-01-01

In the past decade, the United States Department of Agriculture Forest Service’s Forest Inventory and Analysis Program (FIA) has replaced regionally autonomous, periodic, state-wide forest inventories using various probability proportional to tree size sampling designs with a nationally consistent annual forest inventory design utilizing systematically spaced clusters...

Reliability analysis of degradable networks with modified BPR

NASA Astrophysics Data System (ADS)

Wang, Yu-Qing; Zhou, Chao-Fan; Jia, Bin; Zhu, Hua-Bing

2017-12-01

In this paper, the effect of the speed limit on degradable networks with capacity restrictions and the forced flow is investigated. The link performance function considering the road capacity is proposed. Additionally, the probability density distribution and the cumulative distribution of link travel time are introduced in the degradable network. By the mean of distinguishing the value of the speed limit, four cases are discussed, respectively. Means and variances of link travel time and route one of the degradable road network are calculated. Besides, by the mean of performing numerical simulation experiments in a specific network, it is found that the speed limit strategy can reduce the travel time budget and mean travel time of link and route. Moreover, it reveals that the speed limit strategy can cut down variances of the travel time of networks to some extent.

Effects of translation-rotation coupling on the displacement probability distribution functions of boomerang colloidal particles

NASA Astrophysics Data System (ADS)

Chakrabarty, Ayan; Wang, Feng; Sun, Kai; Wei, Qi-Huo

Prior studies have shown that low symmetry particles such as micro-boomerangs exhibit behaviour of Brownian motion rather different from that of high symmetry particles because convenient tracking points (TPs) are usually inconsistent with the center of hydrodynamic stress (CoH) where the translational and rotational motions are decoupled. In this paper we study the effects of the translation-rotation coupling on the displacement probability distribution functions (PDFs) of the boomerang colloid particles with symmetric arms. By tracking the motions of different points on the particle symmetry axis, we show that as the distance between the TP and the CoH is increased, the effects of translation-rotation coupling becomes pronounced, making the short-time 2D PDF for fixed initial orientation to change from elliptical to crescent shape and the angle averaged PDFs from ellipsoidal-particle-like PDF to a shape with a Gaussian top and long displacement tails. We also observed that at long times the PDFs revert to Gaussian. This crescent shape of 2D PDF provides a clear physical picture of the non-zero mean displacements observed in boomerangs particles.

Generation of Stationary Non-Gaussian Time Histories with a Specified Cross-spectral Density

DOE PAGES

Smallwood, David O.

1997-01-01

The paper reviews several methods for the generation of stationary realizations of sampled time histories with non-Gaussian distributions and introduces a new method which can be used to control the cross-spectral density matrix and the probability density functions (pdfs) of the multiple input problem. Discussed first are two methods for the specialized case of matching the auto (power) spectrum, the skewness, and kurtosis using generalized shot noise and using polynomial functions. It is then shown that the skewness and kurtosis can also be controlled by the phase of a complex frequency domain description of the random process. The general casemore » of matching a target probability density function using a zero memory nonlinear (ZMNL) function is then covered. Next methods for generating vectors of random variables with a specified covariance matrix for a class of spherically invariant random vectors (SIRV) are discussed. Finally the general case of matching the cross-spectral density matrix of a vector of inputs with non-Gaussian marginal distributions is presented.« less

Selfish routing equilibrium in stochastic traffic network: A probability-dominant description.

PubMed

Zhang, Wenyi; He, Zhengbing; Guan, Wei; Ma, Rui

2017-01-01

This paper suggests a probability-dominant user equilibrium (PdUE) model to describe the selfish routing equilibrium in a stochastic traffic network. At PdUE, travel demands are only assigned to the most dominant routes in the same origin-destination pair. A probability-dominant rerouting dynamic model is proposed to explain the behavioral mechanism of PdUE. To facilitate applications, the logit formula of PdUE is developed, of which a well-designed route set is not indispensable and the equivalent varitional inequality formation is simple. Two routing strategies, i.e., the probability-dominant strategy (PDS) and the dominant probability strategy (DPS), are discussed through a hypothetical experiment. It is found that, whether out of insurance or striving for perfection, PDS is a better choice than DPS. For more general cases, the conducted numerical tests lead to the same conclusion. These imply that PdUE (rather than the conventional stochastic user equilibrium) is a desirable selfish routing equilibrium for a stochastic network, given that the probability distributions of travel time are available to travelers.

Selfish routing equilibrium in stochastic traffic network: A probability-dominant description

PubMed Central

Zhang, Wenyi; Guan, Wei; Ma, Rui

2017-01-01

This paper suggests a probability-dominant user equilibrium (PdUE) model to describe the selfish routing equilibrium in a stochastic traffic network. At PdUE, travel demands are only assigned to the most dominant routes in the same origin-destination pair. A probability-dominant rerouting dynamic model is proposed to explain the behavioral mechanism of PdUE. To facilitate applications, the logit formula of PdUE is developed, of which a well-designed route set is not indispensable and the equivalent varitional inequality formation is simple. Two routing strategies, i.e., the probability-dominant strategy (PDS) and the dominant probability strategy (DPS), are discussed through a hypothetical experiment. It is found that, whether out of insurance or striving for perfection, PDS is a better choice than DPS. For more general cases, the conducted numerical tests lead to the same conclusion. These imply that PdUE (rather than the conventional stochastic user equilibrium) is a desirable selfish routing equilibrium for a stochastic network, given that the probability distributions of travel time are available to travelers. PMID:28829834

The estimated lifetime probability of acquiring human papillomavirus in the United States.

PubMed

Chesson, Harrell W; Dunne, Eileen F; Hariri, Susan; Markowitz, Lauri E

2014-11-01

Estimates of the lifetime probability of acquiring human papillomavirus (HPV) can help to quantify HPV incidence, illustrate how common HPV infection is, and highlight the importance of HPV vaccination. We developed a simple model, based primarily on the distribution of lifetime numbers of sex partners across the population and the per-partnership probability of acquiring HPV, to estimate the lifetime probability of acquiring HPV in the United States in the time frame before HPV vaccine availability. We estimated the average lifetime probability of acquiring HPV among those with at least 1 opposite sex partner to be 84.6% (range, 53.6%-95.0%) for women and 91.3% (range, 69.5%-97.7%) for men. Under base case assumptions, more than 80% of women and men acquire HPV by age 45 years. Our results are consistent with estimates in the existing literature suggesting a high lifetime probability of HPV acquisition and are supported by cohort studies showing high cumulative HPV incidence over a relatively short period, such as 3 to 5 years.

Delay decomposition at a single server queue with constant service time and multiple inputs

NASA Technical Reports Server (NTRS)

Ziegler, C.; Schilling, D. L.

1978-01-01

Two network consisting of single server queues, each with a constant service time, are considered. The external inputs to each network are assumed to follow some general probability distribution. Several interesting equivalencies that exist between the two networks considered are derived. This leads to the introduction of an important concept in delay decomposition. It is shown that the waiting time experienced by a customer can be decomposed into two basic components called self-delay and interference delay.

The estimation of tree posterior probabilities using conditional clade probability distributions.

PubMed

Larget, Bret

2013-07-01

In this article I introduce the idea of conditional independence of separated subtrees as a principle by which to estimate the posterior probability of trees using conditional clade probability distributions rather than simple sample relative frequencies. I describe an algorithm for these calculations and software which implements these ideas. I show that these alternative calculations are very similar to simple sample relative frequencies for high probability trees but are substantially more accurate for relatively low probability trees. The method allows the posterior probability of unsampled trees to be calculated when these trees contain only clades that are in other sampled trees. Furthermore, the method can be used to estimate the total probability of the set of sampled trees which provides a measure of the thoroughness of a posterior sample.

On the inequivalence of the CH and CHSH inequalities due to finite statistics

NASA Astrophysics Data System (ADS)

Renou, M. O.; Rosset, D.; Martin, A.; Gisin, N.

2017-06-01

Different variants of a Bell inequality, such as CHSH and CH, are known to be equivalent when evaluated on nonsignaling outcome probability distributions. However, in experimental setups, the outcome probability distributions are estimated using a finite number of samples. Therefore the nonsignaling conditions are only approximately satisfied and the robustness of the violation depends on the chosen inequality variant. We explain that phenomenon using the decomposition of the space of outcome probability distributions under the action of the symmetry group of the scenario, and propose a method to optimize the statistical robustness of a Bell inequality. In the process, we describe the finite group composed of relabeling of parties, measurement settings and outcomes, and identify correspondences between the irreducible representations of this group and properties of outcome probability distributions such as normalization, signaling or having uniform marginals.

Football fever: goal distributions and non-Gaussian statistics

NASA Astrophysics Data System (ADS)

Bittner, E.; Nußbaumer, A.; Janke, W.; Weigel, M.

2009-02-01

Analyzing football score data with statistical techniques, we investigate how the not purely random, but highly co-operative nature of the game is reflected in averaged properties such as the probability distributions of scored goals for the home and away teams. As it turns out, especially the tails of the distributions are not well described by the Poissonian or binomial model resulting from the assumption of uncorrelated random events. Instead, a good effective description of the data is provided by less basic distributions such as the negative binomial one or the probability densities of extreme value statistics. To understand this behavior from a microscopical point of view, however, no waiting time problem or extremal process need be invoked. Instead, modifying the Bernoulli random process underlying the Poissonian model to include a simple component of self-affirmation seems to describe the data surprisingly well and allows to understand the observed deviation from Gaussian statistics. The phenomenological distributions used before can be understood as special cases within this framework. We analyzed historical football score data from many leagues in Europe as well as from international tournaments, including data from all past tournaments of the “FIFA World Cup” series, and found the proposed models to be applicable rather universally. In particular, here we analyze the results of the German women’s premier football league and consider the two separate German men’s premier leagues in the East and West during the cold war times as well as the unified league after 1990 to see how scoring in football and the component of self-affirmation depend on cultural and political circumstances.

A seismological model for earthquakes induced by fluid extraction from a subsurface reservoir

NASA Astrophysics Data System (ADS)

Bourne, S. J.; Oates, S. J.; van Elk, J.; Doornhof, D.

2014-12-01

A seismological model is developed for earthquakes induced by subsurface reservoir volume changes. The approach is based on the work of Kostrov () and McGarr () linking total strain to the summed seismic moment in an earthquake catalog. We refer to the fraction of the total strain expressed as seismic moment as the strain partitioning function, α. A probability distribution for total seismic moment as a function of time is derived from an evolving earthquake catalog. The moment distribution is taken to be a Pareto Sum Distribution with confidence bounds estimated using approximations given by Zaliapin et al. (). In this way available seismic moment is expressed in terms of reservoir volume change and hence compaction in the case of a depleting reservoir. The Pareto Sum Distribution for moment and the Pareto Distribution underpinning the Gutenberg-Richter Law are sampled using Monte Carlo methods to simulate synthetic earthquake catalogs for subsequent estimation of seismic ground motion hazard. We demonstrate the method by applying it to the Groningen gas field. A compaction model for the field calibrated using various geodetic data allows reservoir strain due to gas extraction to be expressed as a function of both spatial position and time since the start of production. Fitting with a generalized logistic function gives an empirical expression for the dependence of α on reservoir compaction. Probability density maps for earthquake event locations can then be calculated from the compaction maps. Predicted seismic moment is shown to be strongly dependent on planned gas production.

Confidence as Bayesian Probability: From Neural Origins to Behavior.

PubMed

Meyniel, Florent; Sigman, Mariano; Mainen, Zachary F

2015-10-07

Research on confidence spreads across several sub-fields of psychology and neuroscience. Here, we explore how a definition of confidence as Bayesian probability can unify these viewpoints. This computational view entails that there are distinct forms in which confidence is represented and used in the brain, including distributional confidence, pertaining to neural representations of probability distributions, and summary confidence, pertaining to scalar summaries of those distributions. Summary confidence is, normatively, derived or "read out" from distributional confidence. Neural implementations of readout will trade off optimality versus flexibility of routing across brain systems, allowing confidence to serve diverse cognitive functions. Copyright © 2015 Elsevier Inc. All rights reserved.

Open EFTs, IR effects & late-time resummations: systematic corrections in stochastic inflation

DOE PAGES

Burgess, C. P.; Holman, R.; Tasinato, G.

2016-01-26

Though simple inflationary models describe the CMB well, their corrections are often plagued by infrared effects that obstruct a reliable calculation of late-time behaviour. Here we adapt to cosmology tools designed to address similar issues in other physical systems with the goal of making reliable late-time inflationary predictions. The main such tool is Open EFTs which reduce in the inflationary case to Stochastic Inflation plus calculable corrections. We apply this to a simple inflationary model that is complicated enough to have dangerous IR behaviour yet simple enough to allow the inference of late-time behaviour. We find corrections to standard Stochasticmore » Inflationary predictions for the noise and drift, and we find these corrections ensure the IR finiteness of both these quantities. The late-time probability distribution, P(Φ), for super-Hubble field fluctuations are obtained as functions of the noise and drift and so these too are IR finite. We compare our results to other methods (such as large-N models) and find they agree when these models are reliable. In all cases we can explore in detail we find IR secular effects describe the slow accumulation of small perturbations to give a big effect: a significant distortion of the late-time probability distribution for the field. But the energy density associated with this is only of order H 4 at late times and so does not generate a dramatic gravitational back-reaction.« less

Open EFTs, IR effects & late-time resummations: systematic corrections in stochastic inflation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Burgess, C. P.; Holman, R.; Tasinato, G.

Though simple inflationary models describe the CMB well, their corrections are often plagued by infrared effects that obstruct a reliable calculation of late-time behaviour. Here we adapt to cosmology tools designed to address similar issues in other physical systems with the goal of making reliable late-time inflationary predictions. The main such tool is Open EFTs which reduce in the inflationary case to Stochastic Inflation plus calculable corrections. We apply this to a simple inflationary model that is complicated enough to have dangerous IR behaviour yet simple enough to allow the inference of late-time behaviour. We find corrections to standard Stochasticmore » Inflationary predictions for the noise and drift, and we find these corrections ensure the IR finiteness of both these quantities. The late-time probability distribution, P(Φ), for super-Hubble field fluctuations are obtained as functions of the noise and drift and so these too are IR finite. We compare our results to other methods (such as large-N models) and find they agree when these models are reliable. In all cases we can explore in detail we find IR secular effects describe the slow accumulation of small perturbations to give a big effect: a significant distortion of the late-time probability distribution for the field. But the energy density associated with this is only of order H 4 at late times and so does not generate a dramatic gravitational back-reaction.« less

Towards an accurate real-time locator of infrasonic sources

NASA Astrophysics Data System (ADS)

Pinsky, V.; Blom, P.; Polozov, A.; Marcillo, O.; Arrowsmith, S.; Hofstetter, A.

2017-11-01

Infrasonic signals propagate from an atmospheric source via media with stochastic and fast space-varying conditions. Hence, their travel time, the amplitude at sensor recordings and even manifestation in the so-called "shadow zones" are random. Therefore, the traditional least-squares technique for locating infrasonic sources is often not effective, and the problem for the best solution must be formulated in probabilistic terms. Recently, a series of papers has been published about Bayesian Infrasonic Source Localization (BISL) method based on the computation of the posterior probability density function (PPDF) of the source location, as a convolution of a priori probability distribution function (APDF) of the propagation model parameters with likelihood function (LF) of observations. The present study is devoted to the further development of BISL for higher accuracy and stability of the source location results and decreasing of computational load. We critically analyse previous algorithms and propose several new ones. First of all, we describe the general PPDF formulation and demonstrate that this relatively slow algorithm might be among the most accurate algorithms, provided the adequate APDF and LF are used. Then, we suggest using summation instead of integration in a general PPDF calculation for increased robustness, but this leads us to the 3D space-time optimization problem. Two different forms of APDF approximation are considered and applied for the PPDF calculation in our study. One of them is previously suggested, but not yet properly used is the so-called "celerity-range histograms" (CRHs). Another is the outcome from previous findings of linear mean travel time for the four first infrasonic phases in the overlapping consecutive distance ranges. This stochastic model is extended here to the regional distance of 1000 km, and the APDF introduced is the probabilistic form of the junction between this travel time model and range-dependent probability distributions of the phase arrival time picks. To illustrate the improvements in both computation time and location accuracy achieved, we compare location results for the new algorithms, previously published BISL-type algorithms and the least-squares location technique. This comparison is provided via a case study of different typical spatial data distributions and statistical experiment using the database of 36 ground-truth explosions from the Utah Test and Training Range (UTTR) recorded during the US summer season at USArray transportable seismic stations when they were near the site between 2006 and 2008.