• Title/Summary/Keyword: stable probability distributions

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CHARACTERIZATION OF STRICTLY OPERATOR SEMI-STABLE DISTRIBUTIONS

  • Choi, Gyeong-Suk
    • Journal of the Korean Mathematical Society
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    • v.38 no.1
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    • pp.101-123
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    • 2001
  • For a linear operator Q from R(sup)d into R(sup)d and 0$\alpha$ and parameter b on the other. characterization of strictly (Q,b)-semi-stable distributions among (Q,b)-semi-stable distributions is made. Existence of (Q,b)-semi-stable distributions which are not translation of strictly (Q,b)-semi-stable distribution is discussed.

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Characterization of Some Classes of Distributions Related to Operator Semi-stable Distributions

  • Joo, Sang Yeol;Yoo, Young Ho;Choi, Gyeong Suk
    • Communications for Statistical Applications and Methods
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    • v.10 no.1
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    • pp.177-189
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    • 2003
  • For a positive integer m, operator m-semi-stability and the strict operator m-semi-stability of probability measures on R^d$ are defined. The operator m-semi-stability is a generalization of the definition of operator semi-stability with exponent Q. Characterization of strictly operator na-semi-stable distributions among operator m-semi-stable distributions is given. Translation of strictly operator m-semi-stable distribution is discussed.

REPRESENTATION OF OPERATOR SEMI-STABLE DISTRIBUTIONS

  • Choi, Gyeong-Suk
    • Bulletin of the Korean Mathematical Society
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    • v.37 no.1
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    • pp.135-152
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    • 2000
  • For a linear operator Q from $R^{d}\; into\; R^{d},\; {\alpha}\;>0\; and\ 0-semi-stability and the operater semi-stability of probability measures on $R^{d}$ are defined. Characterization of $(Q,b,{\alpha})$-semi-stable Gaussian distribution is obtained and the relationship between the class of $(Q,b,{\alpha})$-semi-stable non-Gaussian distributions and that of operator semistable distributions is discussed.

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Characterization of some classes of distributions related to operator semi-stable distributions

  • Joo, Sang-Yeol;Choi, Gyeong-Suk
    • Proceedings of the Korean Statistical Society Conference
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    • 2002.11a
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    • pp.221-225
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    • 2002
  • For a positive integer m, operator m-semi-stability and the strict operator m-semi-stability of probability measures on $R^{d}$ are defined. The operator m-semi-stability is a generalization of the definition of operator semi- stability with exponent Q. Translation of strictly operator m-semi-stable distribution is discussed.

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Fusion of Decisions in Wireless Sensor Networks under Non-Gaussian Noise Channels at Large SNR (비 정규 분포 잡음 채널에서 높은 신호 대 잡음비를 갖는 무선 센서 네트워크의 정보 융합)

  • Park, Jin-Tae;Kim, Gi-Sung;Kim, Ki-Seon
    • Journal of the Korea Institute of Military Science and Technology
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    • v.12 no.5
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    • pp.577-584
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    • 2009
  • Fusion of decisions in wireless sensor networks having flexibility on energy efficiency is studied in this paper. Two representative distributions, the generalized Gaussian and $\alpha$-stable probability density functions, are used to model non-Gaussian noise channels. By incorporating noise channels into the parallel fusion model, the optimal fusion rules are represented and suboptimal fusion rules are derived by using a large signal-to-noise ratio(SNR) approximation. For both distributions, the obtained suboptimal fusion rules are same and have equivalent form to the Chair-Varshney fusion rule(CVR). Thus, the CVR does not depend on the behavior of noise distributions that belong to the generalized Gaussian and $\alpha$-stable probability density functions. The simulation results show the suboptimality of the CVR at large SNRs.

Modelling of strains in reinforced concrete flexural members using alpha-stable distribution

  • Rao, K. Balaji;Anoop, M.B.;Kesavan, K.;Balasubramanian, S.R.;Ravisankar, K.;Iyer, Nagesh R.
    • Computers and Concrete
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    • v.11 no.5
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    • pp.411-440
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    • 2013
  • Large fluctuations in surface strain at the level of steel are expected in reinforced concrete flexural members at a given stage of loading due to the emergent structure (emergence of new crack patterns). This has been identified in developing deterministic constitutive models for finite element applications in Ibrahimbegovic et al. (2010). The aim of this paper is to identify a suitable probability distribution for describing the large deviations at far from equilibrium points due to emergent structures, based on phenomenological, thermodynamic and statistical considerations. Motivated by the investigations reported by Prigogine (1978) and Rubi (2008), distributions with heavy tails (namely, alpha-stable distributions) are proposed for modeling the variations in strain in reinforced concrete flexural members to account for the large fluctuations. The applicability of alpha-stable distributions at or in the neighborhood of far from equilibrium points is examined based on the results obtained from carefully planned experimental investigations, on seven reinforced concrete flexural members. It is found that alpha-stable distribution performs better than normal distribution for modeling the observed surface strains in reinforced concrete flexural members at these points.

REMARKS ON GAUSSIAN OPERATOR SEMI-STABLE DISTRIBUTIONS

  • Chae, Hong Chul;Choi, Gyeong Suk
    • Korean Journal of Mathematics
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    • v.8 no.2
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    • pp.111-119
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    • 2000
  • For a linear operator Q from $R^d$ into $R^d$. ${\alpha}$ > 0 and 0 < $b$ < 1, the Gaussian (Q, $b$, ${\alpha}$)-semi-stability of probability measures on $R^d$ is investigated.

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Second-order nonstationary source separation; Natural gradient learning (2차 Nonstationary 신호 분리: 자연기울기 학습)

  • 최희열;최승진
    • Proceedings of the Korean Information Science Society Conference
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    • 2002.04b
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    • pp.289-291
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    • 2002
  • Host of source separation methods focus on stationary sources so higher-order statistics is necessary In this paler we consider a problem of source separation when sources are second-order nonstationary stochastic processes . We employ the natural gradient method and develop learning algorithms for both 1inear feedback and feedforward neural networks. Thus our algorithms possess equivariant property Local stabi1iffy analysis shows that separating solutions are always locally stable stationary points of the proposed algorithms, regardless of probability distributions of

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Reliability Calculation of Power Generation Systems Using Generalized Expansion

  • Kim, Jin-O
    • Journal of Electrical Engineering and information Science
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    • v.2 no.6
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    • pp.123-130
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    • 1997
  • This paper presents a generalized expansion method for calculating reliability index in power generation systems. This generalized expansion with a gamma distribution is a very useful tool for the approximation of capacity outage probability distribution of generation system. The well-known Gram-Charlier expansion and Legendre series are also studied in this paper to be compared with this generalized expansion using a sample system IEEE-RTS(Reliability Test System). The results show that the generalized expansion with a composite of gamma distributions is more accurate and stable than Gram-Charlier expansion and Legendre series as addition of the terms to be expanded.

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THE SPACE-TIME FRACTIONAL DIFFUSION EQUATION WITH CAPUTO DERIVATIVES

  • HUANG F.;LIU F.
    • Journal of applied mathematics & informatics
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    • v.19 no.1_2
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    • pp.179-190
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    • 2005
  • We deal with the Cauchy problem for the space-time fractional diffusion equation, which is obtained from standard diffusion equation by replacing the second-order space derivative with a Caputo (or Riemann-Liouville) derivative of order ${\beta}{\in}$ (0, 2] and the first-order time derivative with Caputo derivative of order ${\beta}{\in}$ (0, 1]. The fundamental solution (Green function) for the Cauchy problem is investigated with respect to its scaling and similarity properties, starting from its Fourier-Laplace representation. We derive explicit expression of the Green function. The Green function also can be interpreted as a spatial probability density function evolving in time. We further explain the similarity property by discussing the scale-invariance of the space-time fractional diffusion equation.