Results 1 to 10 of about 2,314,269 (376)

On the probability density function of baskets [PDF]

, 2015
The state price density of a basket, even under uncorrelated Black-Scholes dynamics, does not allow for a closed from density. (This may be rephrased as statement on the sum of lognormals and is especially annoying for such are used most frequently in ...
Bayer, Christian, Friz, Peter, Laurence, Peter   +2 more
core   +5 more sources

Fusion of Probability Density Functions [PDF]

Proceedings of the IEEE, 2022
Fusing probabilistic information is a fundamental task in signal and data processing with relevance to many fields of technology and science. In this work, we investigate the fusion of multiple probability density functions (pdfs) of a continuous random variable or vector.
Koliander, Günther, El-Laham, Yousef, Djurić, Petar M., Hlawatsch, Franz   +3 more
openaire   +3 more sources

The Probability Distribution Function of Column Density in Molecular Clouds [PDF]

, 2001
(Abridged) We discuss the probability distribution function (PDF) of column density resulting from density fields with lognormal PDFs, applicable to isothermal gas (e.g., probably molecular clouds).
Armi L., Cambresy L., Dubinsky J., Enrique Vazquez‐Semadeni, Kegel W. H., Kramer C., Larson R. B., Nieves Garcia, Padoan P., Smith M. D., Smith M. D.   +10 more
core   +3 more sources

Experimental Lagrangian Acceleration Probability Density Function Measurement [PDF]

, 2003
We report experimental results on the acceleration component probability distribution function at $R_\lambda = 690$ to probabilities of less than $10^{-7}$. This is an improvement of more than an order of magnitude over past measurements and allows us to
A.M. Crawford, Beck, Borgas, E. Bodenschatz, Gotoh, La Porta, Mordant, Mordant, N. Mordant, Ott, Reynolds, Sawford, Sawford, Vedula, Voth, Voth   +15 more
core   +7 more sources

Probability density function of turbulent velocity fluctuation [PDF]

Physical Review E, 2002
The probability density function (PDF) of velocity fluctuations is studied experimentally for grid turbulence in a systematical manner. At small distances from the grid, where the turbulence is still developing, the PDF is sub-Gaussian.
A. Noullez, Akihiro Hori, C. Brun, C.W. Van Atta, F. Anselmet, F.N. Frenkiel, H. Mouri, H. Mouri, Hideaki Mouri, J. Jiménez, K.R. Sreenivasan, K.R. Sreenivasan, Masanori Takaoka, R. Camussi, Yoshihide Kawashima, Z. Fan   +15 more
core   +6 more sources

Asymptotic Probability Density Function of Nonlinear Phase Noise [PDF]

, 2003
The asymptotic probability density function of nonlinear phase noise, often called the Gordon-Mollenauer effect, is derived analytically when the number of fiber spans is very large.
Cameron, Gordon, Keang-Po Ho, Kim, McKinstrie, McKinstrie, Mecozzi, Ryu   +7 more
core   +3 more sources

On the distances between probability density functions

Electronic Journal of Probability, 2014
We give estimates of the distance between the densities of the laws of two functionals $F$ and $G$ on the Wiener space in terms of the Malliavin-Sobolev norm of $F-G.$ We actually consider a more general framework which allows one to treat with similar (Malliavin type) methods functionals of a Poisson point measure (solutions of jump type stochastic ...
Bally, V, CARAMELLINO, LUCIA
openaire   +8 more sources

The binding capacity is a probability density function

Biophysical Journal, 1993
The binding capacity of a system, or equivalently, the fluctuations of the number of ligands bound around the average value defined by the binding isotherm, can be regarded as a probability density function for the chemical potential of the ligand. The first moment of this density function is the mean ligand activity as defined by Wyman and gives the ...
E. Di Cera, Zhen-Qing Chen
openaire   +3 more sources

The VIMOS Public Extragalactic Redshift Survey (VIPERS): On the correct recovery of the count-in-cell probability distribution function [PDF]

, 2015
We compare three methods to measure the count-in-cell probability density function of galaxies in a spectroscopic redshift survey. From this comparison we found that when the sampling is low (the average number of object per cell is around unity) it is ...
Abbas, U., Adami, C., Arnouts, S., Bel, J., Bolzonella, M., Bottini, D., Branchini, E., Brun, V. Le, Burden, A., Cappi, A., Coupon, J., Cucciati, O., Davidzon, I., de la Torre, S., De Lucia, G., Di Porto, C., Franzetti, P., Fritz, A., Fumana, M., Fèvre, O. Le, Garilli, B., Granett, B. R., Guzzo, L., Ilbert, O., Iovino, A., Krywult, J., Maccagni, D., Marchetti, A., Marinoni, C., Marulli, F., Małek, K., McCracken, H. J., Mellier, Y., Moscardini, L., Nichol, R. C., Paioro, L., Peacock, J. A., Percival, W. J., Phleps, S., Polletta, M., Pollo, A., Schlagenhaufer, H., Scodeggio, M., Tasca, L. A. M., Tojeiro, R., Vergani, D., Wolk, M., Zanichelli, A.   +47 more
core   +3 more sources

Strict calculation of the light statistics at the output of a travelling wave optical amplifier [PDF]

, 1993
A new method for calculating the probability density function of the photon number propagating through a travelling wave optical amplifier with no restriction on its working regime (linear and nonlinear) is reported. The authors show that the widely used
Guitart Felip, Jorge, Ruiz Moreno, Sergio   +1 more
core   +2 more sources