Results 71 to 80 of about 5,135,153 (297)
Measures of dependence for Ornstein-Uhlenbeck processes with tempered stable distribution [PDF]
In this paper we investigate the dependence structure for Ornstein-Uhlenbeck processes with totally skewed tempered stable structure. They are natural extension of Ornstein-Uhlenbeck processes with stable (and Gaussian) distribution.
Wylomanska-, Agnieszka
core
Tempering the Bayes Filter Towards Improved Model-Based Estimation
IEEE Open Journal of Control SystemsModel-based filtering is often carried out while subject to an imperfect model, as learning partially-observable stochastic systems remains a challenge.
Menno J. T. C. van Zutphen +3 more
doaj +1 more source
Elastic–Plastic Modeling and Experimental Characterization of Granular Jamming Actuators
Advanced Engineering Materials, EarlyView.Granular jamming enables rapid switching between soft and rigid mechanical states. Here, a reduced‐order elastic‐perfectly‐plastic beam framework captures pressure‐dependent loading, unloading, residual deformation, and hysteresis in jammed beams, while matching three‐point bending experiments across materials and geometries. The framework links design
Saheli Patel +2 more
wiley +1 more source
Risk measurement using the mixed tempered stable distribution
, 2014 The Mixed Tempered Stable distribution (MixedTS) recently introduced has as special cases parametric distributions used in asset return modelling such as the Variance Gamma (VG) and Tempered Stable. In this paper, we start from this flexible distribution
Edit Rroji +3 more
core +1 more source
Advanced Engineering Materials, EarlyView.A high interstital austenitic steel is additively manufactured and postdensified by HIP to eliminate gas porosity. Thereby, the loss of N and Mn in Ar HIP atmosphere is investigated. Further, HIP using N2 atmosphere is investigated which led to excessive nitride formation.
F. Großwendt +4 more
wiley +1 more source
Heavy-tailed distributions in VaR calculations [PDF]
The essence of the Value-at-Risk (VaR) and Expected Shortfall (ES) computations is estimation of low quantiles in the portfolio return distributions.
Rafal Weron, Adam Misiorek
core
工程科学学报, 2018 Non-quenched and tempered steels offer many advantages such as energy saving, emission reduction, simple processing, short production time, and low cost.
YANG Yong +4 more
doaj +1 more source
Advanced Engineering Materials, EarlyView.PUF/ENB microcapsules were synthesized based on a sequential factorial design and incorporated into an epoxy matrix. Their anticorrosive action, associated with the self‐healing mechanism, demonstrated that the addition of microcapsules to the coating improved anticorrosive performance compared to pure epoxy coatings, particularly when the encapsulate ...
Vandicleya Alves Moreira +6 more
wiley +1 more source
Advanced Engineering Materials, EarlyView.Additive manufacturing introduces pronounced microstructural and crystallographic anisotropy in Ni‐based superalloys, resulting in orientation‐dependent creep deformation and damage. This review identifies the key microstructural origins of creep anisotropy, examines their influence on dominant deformation mechanisms, and highlights processing ...
Chandan Kumar +3 more
wiley +1 more source
The Wigner distribution of Gaussian tempered generalized stochastic processes [PDF]
We define the Wigner distribution of a tempered generalized stochastic process that is complex-valued symmetric Gaussian. This gives a time-frequency generalized stochastic process defined on the phase space.
Wahlberg P.
core +1 more source