Results 31 to 40 of about 126,178 (307)
A dynamical Gaussian, lognormal, and reverse lognormal Kalman filter
Quarterly Journal of the Royal Meteorological Society, 2023 AbstractWe derive a generalization of the Kalman filter that allows for non‐Gaussian background and observation errors. The Gaussian assumption is replaced by considering that the errors come from a mixed distribution of Gaussian, lognormal, and reverse lognormal random variables.
Senne Van Loon, Steven J. Fletcher
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Multilevel Quasi-Monte Carlo methods for lognormal diffusion problems [PDF]
Mathematics of Computation, 2015 In this paper we present a rigorous cost and error analysis of a multilevel estimator based on randomly shifted Quasi-Monte Carlo (QMC) lattice rules for lognormal diffusion problems. These problems are motivated by uncertainty quantification problems in
F. Kuo +4 more
semanticscholar +1 more source
Pareto versus lognormal: a maximum entropy test [PDF]
, 2011 It is commonly found that distributions that seem to be lognormal over a broad range change to a power-law (Pareto) distribution for the last few percentiles.
A. P. Dempster +19 more
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An Approximate Closed Formula for European Mortgage Options
Trends in Computational and Applied Mathematics, 2023 The aim of this paper is to investigate the use of close formula approximation for pricing European mortgage options. Under the assumption of logistic duration and normal mortgage rates the underlying price at the option expiry is approximated by ...
A. M. Lopez Galvan
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Sparse polynomial approximation of parametric elliptic PDEs. Part II: lognormal coefficients [PDF]
, 2015 Elliptic partial differential equations with diffusion coefficients of lognormal form, that is $a=exp(b)$, where $b$ is a Gaussian random field, are considered.
M. Bachmayr +3 more
semanticscholar +1 more source
Temporal properties of the short gamma-ray bursts [PDF]
, 2001 A temporal analysis has been performed on a sample of 100 bright gamma-ray bursts (GRBs) with T902s. The two sub-classes of GRBs appear to have the same emission mechanism which is probably caused by internal shocks.
B. McBreen +17 more
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Nihon Kikai Gakkai ronbunshu, 2016 Thermal vacuum and thermal cycle testing are widely complemented in space flight hardware and components as an effective way to screen out potential defects in manufacture and integration.
Daisuke TAKAHASHI, Qinzhong SHI
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The generalized lognormal distribution and the Stieltjes moment problem [PDF]
, 2012 This paper studies a Stieltjes-type moment problem defined by the generalized lognormal distribution, a heavy-tailed distribution with applications in economics, finance and related fields.
Kleiber, Christian
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Orthonormal Polynomial Expansions and Lognormal Sum Densities [PDF]
Risk and Stochastics, 2015 Approximations for an unknown density $g$ in terms of a reference density $f_\nu$ and its associated orthonormal polynomials are discussed. The main application is the approximation of the density $f$ of a sum $S$ of lognormals which may have different ...
S. Asmussen, P. Goffard, Patrick J. Laub
semanticscholar +1 more source
, 2017 We present a Bayesian reconstruction algorithm that infers the three-dimensional large-scale matter distribution from the weak gravitational lensing effects measured in the image shapes of galaxies.
Böhm, Vanessa +3 more
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