Results 1 to 10 of about 19,088 (218)
Mathematics, 2022 The problem of calculating the probability density and distribution function of a strictly stable law is considered at x→0. The expansions of these values into power series were obtained to solve this problem.
Viacheslav V. Saenko
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Mathematics, 2023 This paper studies the identification for fractional-order systems (FOSs) under stable distribution noises. First, the generalized operational matrix of block pulse functions is used to convert the identified system into an algebraic one.
Yao Lu
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Neutrosophic Stable Random Variables [PDF]
Neutrosophic Sets and Systems, 2022 In this paper, the concept of a neutrosophic stable random variable is introduced. Two definitions of a neutrosophic random variable are presented. We introduced both the neutrosophic probability distribution function and the neutrosophic probability ...
Azzam Mustafa Nouri +2 more
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Stochastic model-based assessment of power systems subject to extreme wind power fluctuation
SICE Journal of Control, Measurement, and System Integration, 2021 Extreme outliers of wind power fluctuation are a source of severe damage to power systems. In our previous work, we proposed a modelling framework, verified its usefulness via real data, and developed a model-based evaluation method of the impact of such
Kaito Ito +3 more
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An Entropy Paradox Free Fractional Diffusion Equation
Fractal and Fractional, 2021 A new look at the fractional diffusion equation was done. Using the unified fractional derivative, a new formulation was proposed, and the equation was solved for three different order cases: neutral, dominant time, and dominant space. The solutions were
Manuel Duarte Ortigueira
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Stable distributions in stochastic fragmentation [PDF]
Journal of Physics A: Mathematical and General, 2004 We investigate a class of stochastic fragmentation processes involving stable and unstable fragments. We solve analytically for the fragment length density and find that a generic algebraic divergence characterizes its small-size tail. Furthermore, the entire range of acceptable values of decay exponent consistent with the length conservation can be ...
Krapivsky, P. L. +2 more
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Three classes of decomposable distributions
Open Mathematics, 2020 In this work, we refine the results of Sendov and Shan [New representation theorems for completely monotone and Bernstein functions with convexity properties on their measures, J. Theor. Probab.
Jedidi Wissem +2 more
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, 2005 Many of the concepts in theoretical and empirical Ønance developed over the past decades { including the classical portfolio theory, the Black-Scholes-Merton option pricing model and the RiskMetrics variance-covariance approach to Value at Risk (VaR) { rest upon the assumption that asset returns follow a normal distribution.
Szymon Borak +2 more
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Turbo Code with Hybrid Interleaver in the Presence of Impulsive Noise
International Journal of Emerging Research in Engineering, Science, and Management, 2022 In this paper, a numerical density function of Impulsive symmetric α-stable (ISAS) noise was presented and simulated in the turbo coding environment. The ISAS noise has no closed-form expression, making it difficult to realize. The ISAS noise can be used
Y Ravisankaraiah, S Varadarajan
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Discrete Tempered Stable Distributions [PDF]
Methodology and Computing in Applied Probability, 2021 A discrete tempered stable (DTS) random variable \(X\) with parameters \(\alpha\in(0,1)\) and \(\eta\geq0\), and with tempering function \(q\) satisfying \(\lim_{x\downarrow0}q(x)=1\) and \(\mathrm{ess}\sup q(x)
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