Results 41 to 50 of about 401,256 (317)
A Stochastic Dynamical Model of Slope Creep and Failure
Geophysical Research Letters, 2023 We propose a stochastic dynamical model to simulate slope secondary and tertiary creep phenomena. The slope secondary creep is represented by the Kesten process defined as a stochastic affine auto‐regressive process involving both multiplicative and ...
Qinghua Lei, Didier Sornette
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Nonparametric Bayesian estimation of a H\"older continuous diffusion coefficient [PDF]
, 2019 We consider a nonparametric Bayesian approach to estimate the diffusion coefficient of a stochastic differential equation given discrete time observations over a fixed time interval.
Gugushvili, Shota +3 more
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A Family of Bayesian Estimators for the Two-Parametric Burr Type II Distribution
Journal of Function Spaces, 2022 This study discusses the posterior estimation for the parameters of the Burr type II distribution (BIID). The informative and noninformative priors along with different loss functions have also been assumed for the posterior estimation. The applicability
R. Alshenawy +4 more
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Distribution Of Wealth In A Network Model Of The Economy
, 2012 We show, analytically and numerically, that wealth distribution in the Bouchaud-M\'ezard network model of the economy is described by a three-parameter generalized inverse gamma distribution.
Holden, John G., Ma, Tao, Serota, R. A.
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Compound distributions for financial returns.
PLoS ONE, 2020 In this paper, we propose six Student's t based compound distributions where the scale parameter is randomized using functional forms of the half normal, Fréchet, Lomax, Burr III, inverse gamma and generalized gamma distributions.
Emmanuel Afuecheta +4 more
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, 2010 The binary system PSR B1259-63 consists of a 48 ms pulsar in a 3.4 year orbit around a Be star and unpulsed TeV gamma-ray emission has been detected near previous periastron passages. A likely source of the gamma-rays is the inverse Compton up-scattering
Meintjes, P. J., van Soelen, B.
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The η − µ / Inverse Gamma Composite Fading Model [PDF]
, 2015 © 2015 IEEE. In this paper we propose a new composite fading model which assumes that the mean signal power of an η - μ signal envelope follows an inverse gamma distribution.
Cotton, Simon L. +5 more
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Maize productivity based on a distributional regression approach [PDF]
Pesquisa Agropecuária BrasileiraThe objective of this work was to propose the use of traditional models based on distributional regression models to analyze maize productivity. The experiment was carried out in an alpha lattice design, with three replicates and 24 blocks.
Momate Emate Ossifo +6 more
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Chebyshev–Edgeworth-Type Approximations for Statistics Based on Samples with Random Sizes
Mathematics, 2021 Second-order Chebyshev–Edgeworth expansions are derived for various statistics from samples with random sample sizes, where the asymptotic laws are scale mixtures of the standard normal or chi-square distributions with scale mixing gamma or inverse ...
Gerd Christoph, Vladimir V. Ulyanov
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Modelling, 2021 Properly modeling the shadowing effects during wireless transmissions is crucial to perform the network quality assessment. From a mathematical point of view, using composite distributions allows one to combine both fast fading and slow fading stochastic
Luan C. S. M. Ozelim +2 more
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