Results 81 to 90 of about 45,963 (130)

Statistics of non-linear stochastic dynamical systems under L\'evy noises by a convolution quadrature approach

, 2011
This paper describes a novel numerical approach to find the statistics of the non-stationary response of scalar non-linear systems excited by L\'evy white noises.
Cottone G Di Paola M Marino F, Dybiec B, Gikhman I I, Giulio Cottone, Grigoriu M, Lin Y K, Masud A, Metzler R, Protter Philip E, Risken H, Roberts J B, Samko S G, Sobczyk K, Wedig W V, Young D M   +14 more
core   +1 more source

Приложение дробной модели деформационной активности к исследованию свойств эредитарности и нестационарности сейсмического процесса в зоне субдукции Курило-Камчатской островной дуги в фазе релаксации

Vestnik KRAUNC: Fiziko-Matematičeskie Nauki
Исследование свойств эредитарности и нестационарности сейсмического процесса в фазе релаксации проводится на основании данных каталога землетрясений КФ ЕГС РАН (01.01.1962 − 31.12.2002, зона субдукции Курило-Камчатской островной дуги).
Шереметьева, О.В., Шевцов, Б.М.   +1 more
doaj   +1 more source

Предвестники землетрясений в теории критичности геодеформаций

Vestnik KRAUNC: Fiziko-Matematičeskie Nauki
Предвестники землетрясений рассматриваются как резонансные проявления критических геодеформаций, дислокационные изменения которых отвечают за аномальные свойства, как самих деформаций, так и порожденных ими физических процессов, играющих роль индикаторов
Шевцов, Б.М., Шереметьева, О.В.   +1 more
doaj   +1 more source

A fractional generalization of the Poisson processes

, 2004
15 ...
MAINARDI, FRANCESCO, R. Gorenflo, E. Scalas   +2 more
openaire   +3 more sources

Filtered Brownian motions as weak limit of filtered Poisson processes [PDF]

, 2005
International audienceThe main result of this paper is a limit theorem which shows the convergence in law, on a Hölderian space, of filtered Poisson processes (a class of processes which contains shot noise process) to filtered Brownian motion (a class ...
Decreusefond, L., Savy, Nicolas
core   +1 more source

PEMFC Improved Fractional-order Subspace Identification Model Based on IECSDE Algorithm [PDF]

Jisuanji gongcheng
To accurately describe the characteristics of a Proton Exchange Membrane Fuel Cell (PEMFC) during its power-generation process and the relationship among variable effects, an improved fractional-order subspace identification method based on the ...
QIN Hao, QI Zhidong, YU Lingzhi, TONG Xin
doaj   +1 more source

On long-range dependent time series driven by pseudo-Poisson type processes

Modern Stochastics: Theory and Applications
In many practical systems, the load changes at the moments when random events occur, which are often modeled as arrivals in a Poisson process independent of the current load state.
Eslah Azzo
doaj   +1 more source

El movimiento browniano fraccional como límite de ciertos tipos de procesos estocásticos The Brownian Fractional Motion as a Limit of some Types of Stochastic Processes

Revista Colombiana de Estadística, 2005
Se hace un estudio detallado de algunas construcciones significativas del movimiento browniano fraccional (mBf) desarrolladas recientemente: la de Taqqu (1975), quien construye el mBf como un límite de sumas parciales normalizadas de variables aleatorias
ANDREA CAVANZO NISSO, LILIANA BLANCO CASTAÑEDA   +1 more
doaj  

Successive Approximation and Stability Analysis of Fractional Stochastic Differential Systems with Non-Gaussian Process and Poisson Jumps

Fractal and Fractional
This paper investigates a new class of fractional stochastic differential systems with non-Gaussian processes and Poisson jumps. Firstly, we examine the solvability results for the considered system.
Nidhi Asthana, Mohd Nadeem, Rajesh Dhayal   +2 more
doaj   +1 more source

THE BROWNIAN FRACTIONAL MOTION AS A LIMIT OF SOME TYPES OF EL MOVIMIENTO BROWNIANO FRACCIONAL COMO LÍMITE DE CIERTOS TIPOS DE PROCESOS ESTOCÁSTICOS

Revista Colombiana de Estadística, 2005
Some of the most significant constructions of the fractional brownian motion developed recently are reviewed in detail. Taqqu works with the limit under weak convergence of normalized partial sums of stationary random variables exhibiting long run non ...
Cavanzo Nisso Andrea, Blanco Castañeda Liliana   +1 more
doaj