An introductory survey of probability density function control
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
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
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Time-dependent probability density function for partial resetting dynamics
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]
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
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Parameterizing deep convection using the assumed probability density function method [PDF]
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
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Prognostic assumed-probability-density-function (distribution density function) approach: further generalization and demonstrations [PDF]
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
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Nonlocal Probability Theory: General Fractional Calculus Approach
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
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Visualization techniques for spatial probability density function data
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
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The Calculation of the Density and Distribution Functions of Strictly Stable Laws
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
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Replacing Histogram with Smooth Empirical Probability Density Function Estimated by K-Moments
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
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