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An introductory survey of probability density function control

open access: yesSystems Science and Control Engineering, 2019
Probability density function (PDF) control strategy investigates the controller design approaches where the random variables for the stochastic processes were adjusted to follow the desirable distributions. In other words, the shape of the system PDF can
Mifeng Ren   +2 more
exaly   +2 more sources

Fusion of Probability Density Functions

open access: yesProceedings 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.
Günther Koliander   +3 more
openaire   +2 more sources

Time-dependent probability density function for partial resetting dynamics

open access: yesNew Journal of Physics, 2023
Stochastic resetting is a rapidly developing topic in the field of stochastic processes and their applications. It denotes the occasional reset of a diffusing particle to its starting point and effects, inter alia, optimal first-passage times to a target.
Costantino Di Bello   +4 more
doaj   +1 more source

On the Probability Density Function of Baskets [PDF]

open access: yes, 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 Financial and Actuarial Mathematics.) In this note we discuss short time and small volatility ...
Bayer, Christian   +2 more
openaire   +3 more sources

Parameterizing deep convection using the assumed probability density function method [PDF]

open access: yesGeoscientific Model Development, 2015
Due to their coarse horizontal resolution, present-day climate models must parameterize deep convection. This paper presents single-column simulations of deep convection using a probability density function (PDF) parameterization.
R. L. Storer   +7 more
doaj   +1 more source

Prognostic assumed-probability-density-function (distribution density function) approach: further generalization and demonstrations [PDF]

open access: yesNonlinear Processes in Geophysics
A methodology for directly predicting the time evolution of the assumed parameters for distribution densities based on the Liouville equation, as proposed earlier, is extended to multidimensional cases and to cases in which the systems are constrained by
J.-I. Yano
doaj   +1 more source

Nonlocal Probability Theory: General Fractional Calculus Approach

open access: yesMathematics, 2022
Nonlocal generalization of the standard (classical) probability theory of a continuous distribution on a positive semi-axis is proposed. An approach to the formulation of a nonlocal generalization of the standard probability theory based on the use of ...
Vasily E. Tarasov
doaj   +1 more source

Visualization techniques for spatial probability density function data

open access: yesData Science Journal, 2006
Novel visualization methods are presented for spatial probability density function data. These are spatial datasets, where each pixel is a random variable, and has multiple samples which are the results of experiments on that random variable.
Udeepta D Bordoloi   +2 more
doaj   +1 more source

The Calculation of the Density and Distribution Functions of Strictly Stable Laws

open access: yesMathematics, 2020
Integral representations for the probability density and distribution function of a strictly stable law with the characteristic function in the Zolotarev’s “C” parametrization were obtained in the paper.
Viacheslav Saenko
doaj   +1 more source

Replacing Histogram with Smooth Empirical Probability Density Function Estimated by K-Moments

open access: yesSci, 2022
Whilst several methods exist to provide sample estimates of the probability distribution function at several points, for the probability density of continuous stochastic variables, only a gross representation through the histogram is typically used.
Demetris Koutsoyiannis
doaj   +1 more source

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