• 제목/요약/키워드: classical probability

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FRACTIONAL EULER'S INTEGRAL OF FIRST AND SECOND KINDS. APPLICATION TO FRACTIONAL HERMITE'S POLYNOMIALS AND TO PROBABILITY DENSITY OF FRACTIONAL ORDER

  • Jumarie, Guy
    • Journal of applied mathematics & informatics
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    • v.28 no.1_2
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    • pp.257-273
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    • 2010
  • One can construct a theory of probability of fractional order in which the exponential function is replaced by the Mittag-Leffler function. In this framework, it seems of interest to generalize some useful classical mathematical tools, so that they are more suitable in fractional calculus. After a short background on fractional calculus based on modified Riemann Liouville derivative, one summarizes some definitions on probability density of fractional order (for the motive), and then one introduces successively fractional Euler's integrals (first and second kind) and fractional Hermite polynomials. Some properties of the Gaussian density of fractional order are exhibited. The fractional probability so introduced exhibits some relations with quantum probability.

Interaction of Gas-phase Atomic Hydrogen with Chemisorbed Oxygen Atoms on a Silicon Surface

  • Lee, Sang-Kwon;Ree, Jong-Baik;Kim, Yoo-Hang;Shin, Hyung-Kyu
    • Bulletin of the Korean Chemical Society
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    • v.32 no.5
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    • pp.1527-1533
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    • 2011
  • The reaction of gas-phase atomic hydrogen with oxygen atoms chemisorbed on a silicon surface is studied by use of the classical trajectory approach. We have calculated the probability of the OH formation and energy deposit of the reaction exothermicity in the newly formed OH in the gas-surface reaction H(g) + O(ad)/Si${\rightarrow}$ OH(g) + Si. All reactive events occur in a single impact collision on a subpicosecond scale, following the Eley-Rideal mechanism. These events occur in a localized region around the adatom site on the surface. The reaction probability is dependent upon the gas temperature and shows the maximum near 1000 K, but it is essentially independent of the surface temperature. The reaction probability is also independent upon the initial excitation of the O-Si vibration. The reaction energy available for the product state is carried away by the desorbing OH in its translational and vibrational motions. When the initial excitation of the O-Si vibration increases, translational and vibrational energies of OH rise accordingly, while the energy shared by rotational motion varies only slightly. Flow of energy between the reaction zone and the solid has been incorporated in trajectory calculations, but the amount of energy propagated into the solid is only a few percent of the available energy released in the OH formation.

On the Conditional Tolerance Probability in Time Series Models

  • Lee, Sang-Yeol
    • Journal of the Korean Statistical Society
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    • v.26 no.3
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    • pp.407-416
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    • 1997
  • Suppose that { $X_{i}$ } is a stationary AR(1) process and { $Y_{j}$ } is an ARX process with { $X_{i}$ } as exogeneous variables. Let $Y_{j}$ $^{*}$ be the stochastic process which is the sum of $Y_{j}$ and a nonstochastic trend. In this paper we consider the problem of estimating the conditional probability that $Y_{{n+1}}$$^{*}$ is bigger than $X_{{n+1}}$, given $X_{1}$, $Y_{1}$$^{*}$,..., $X_{n}$ , $Y_{n}$ $^{*}$. As an estimator for the tolerance probability, an Mann-Whitney statistic based on least squares residuars is suggested. It is shown that the deviations between the estimator and true probability are stochatically bounded with $n^{{-1}$2}/ order. The result may be applied to the stress-strength reliability theory when the stress and strength variables violate the classical iid assumption.umption.n.

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Implementation issues for Uncertain Relational Databases

  • Yu, Hairong;Ramer, Arthur
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1998.06a
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    • pp.128-133
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    • 1998
  • This paper aims to present some ideas for implementation of Uncertain Relational Databases (URD) which are extensions of classical relational databases. Our system firstly is based on possibility distribution and probability theory to represent and manipulate fuzzy and probabilistic information, secondly adopts flexible mechanisms that allow the management of uncertain data through the resources provided by both available relational database management systems and front-end interfaces, and lastly chooses dynamic SQL to enhance versatility and adjustability of systems.

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An Analysis of the United States Elementary Mathematics Textbooks - Focused on Probability in "Everyday Mathematics" - (미국 초등학교 수학 교과서 "Everyday Mathematics" 의 확률 영역 분석)

  • Park, Sang Uk;Park, Kyo Sik;Kim, Jiwon
    • Journal of Elementary Mathematics Education in Korea
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    • v.18 no.3
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    • pp.475-492
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    • 2014
  • The purpose of this study is to analyze the United States Elementary Mathematics textbooks "Everyday Mathematics", focused on area of the probability. The concept of probability as qualitative probability is taught from Kindergarten in EM curricula for progressive mathematising. EM have reflected both perspectives in probability which are a frequency perspective and a classical perspective. And EM includes abundant activities for remedying the misconceptions of probability. On the basis of the results from this analysis, we have five suggestions which are helpful for the revision of the Korean national curriculum.

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NOTE ON STRONG LAW OF LARGE NUMBER UNDER SUB-LINEAR EXPECTATION

  • Hwang, Kyo-Shin
    • East Asian mathematical journal
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    • v.36 no.1
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    • pp.25-34
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    • 2020
  • The classical limit theorems like strong law of large numbers, central limit theorems and law of iterated logarithms are fundamental theories in probability and statistics. These limit theorems are proved under additivity of probabilities and expectations. In this paper, we investigate strong law of large numbers under sub-linear expectation which generalize the classical ones. We give strong law of large numbers under sub-linear expectation with respect to the partial sums and some conditions similar to Petrov's. It is an extension of the classical Chung type strong law of large numbers of Jardas et al.'s result. As an application, we obtain Chung's strong law of large number and Marcinkiewicz's strong law of large number for independent and identically distributed random variables under the sub-linear expectation. Here the sub-linear expectation and its related capacity are not additive.

Instability of (Heterogeneous) Euler beam: Deterministic vs. stochastic reduced model approach

  • Ibrahimbegovic, Adnan;Mejia-Nava, Rosa Adela;Hajdo, Emina;Limnios, Nikolaos
    • Coupled systems mechanics
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    • v.11 no.2
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    • pp.167-198
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    • 2022
  • In this paper we deal with classical instability problems of heterogeneous Euler beam under conservative loading. It is chosen as the model problem to systematically present several possible solution methods from simplest deterministic to more complex stochastic approach, both of which that can handle more complex engineering problems. We first present classical analytic solution along with rigorous definition of the classical Euler buckling problem starting from homogeneous beam with either simplified linearized theory or the most general geometrically exact beam theory. We then present the numerical solution to this problem by using reduced model constructed by discrete approximation based upon the weak form of the instability problem featuring von Karman (virtual) strain combined with the finite element method. We explain how such numerical approach can easily be adapted to solving instability problems much more complex than classical Euler's beam and in particular for heterogeneous beam, where analytic solution is not readily available. We finally present the stochastic approach making use of the Duffing oscillator, as the corresponding reduced model for heterogeneous Euler's beam within the dynamics framework. We show that such an approach allows computing probability density function quantifying all possible solutions to this instability problem. We conclude that increased computational cost of the stochastic framework is more than compensated by its ability to take into account beam material heterogeneities described in terms of fast oscillating stochastic process, which is typical of time evolution of internal variables describing plasticity and damage.

Low-discrepancy sampling for structural reliability sensitivity analysis

  • Cao, Zhenggang;Dai, Hongzhe;Wang, Wei
    • Structural Engineering and Mechanics
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    • v.38 no.1
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    • pp.125-140
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    • 2011
  • This study presents an innovative method to estimate the reliability sensitivity based on the low-discrepancy sampling which is a new technique for structural reliability analysis. Two advantages are contributed to the method: one is that, by developing a general importance sampling procedure for reliability sensitivity analysis, the partial derivative of the failure probability with respect to the distribution parameter can be directly obtained with typically insignificant additional computations on the basis of structural reliability analysis; and the other is that, by combining various low-discrepancy sequences with the above importance sampling procedure, the proposed method is far more efficient than that based on the classical Monte Carlo method in estimating reliability sensitivity, especially for problems of small failure probability or problems that require a large number of costly finite element analyses. Examples involving both numerical and structural problems illustrate the application and effectiveness of the method developed, which indicate that the proposed method can provide accurate and computationally efficient estimates of reliability sensitivity.

Distance between the Distributions of the P-value and the Lower Bound of the Posterior Probability

  • Oh, Hyun-Sook
    • Communications for Statistical Applications and Methods
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    • v.6 no.1
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    • pp.237-249
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    • 1999
  • It has been issued that the irreconcilability of the classical test for a point null and standard Bayesian formulation for testing such a point null. The infimum of the posterior probability of the null hypothesis is used as measure of evidence against the null hypothesis in Bayesian approach; here the infimum is over the family of priors on the alternative hypotheses which includes all density that are a priori reasonable. For iid observations from a multivariate normal distribution in $\textit{p}$ dimensions with an unknown mean and a covariance matrix propotional to the Identity we consider the difference and the Wolfowitz distance of the distributions of the P-value and the lower bound of the posterior probability over the family of all normal priors. The Wolfowitz distance is interpreted as the average difference of the quantiles of the two distrbutions.

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Investigation of Stereo-dynamic Properties for the Reaction H+HLi by Quasi-classical Trajectory Approach

  • Wang, Yuliang;Zhang, Jinchun;Jiang, Yanlan;Wang, Kun;Zhou, Mingyu;Liang, Xiaorui
    • Bulletin of the Korean Chemical Society
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    • v.33 no.9
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    • pp.2873-2877
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    • 2012
  • Quasi-classical trajectory (QCT) calculations of H+HLi reaction have been carried out on a new potential energy surface of the ground state reported by Prudente et al. [Chem. Phys. Lett. 2009, 474, 18]. The four polarization-dependent differential cross sections have been carried out in the center of mass (CM) frame at various collision energies. The reaction probability for the depletion channel has been studied over a wide collision energy range. It has been found that the collision energy decreases remarkably reaction probability, which shows the expected behavior of the title reaction belonging to an exothermic barrierless reaction. The results are in good agreement with previous RMP results. The P(${\theta}_r$), P(${\phi}_r$) and P(${\theta}_r,\;{\phi}_r$) distributions, the k-k'-j' correlation and the angular distribution of product rotational vectors are presented in the form of polar plots. The average rotational alignment factor <$P_2(j{\prime}{\cdot}k)$> as a function of collision energy is also calculated. The results indicate that the collision energy has a great influence on the polarization of the product rotational angular momentum vector j'.