Stochastic g-Fractional Integrals and their Bounds for Convex Stochastic Processes
Sign Up to like & getrecommendations! Published in 2019 at "Results in Mathematics"
DOI: 10.1007/s00025-019-1112-x
Abstract: In this paper, we introduce stochastic g-fractional integrals of order $$ \alpha $$, containing stochastic fractional integrals (Hafiz in Stoch Anal Appl 22:507–523, 2004), stochastic integral (Shaked and Shanthikumar in Adv Appl Prob 20:427–446, 1988)… read more here.
Keywords: stochastic processes; integrals bounds; fractional integrals; convex stochastic ... See more keywords
Time-variant global reliability sensitivity analysis of structures with both input random variables and stochastic processes
Sign Up to like & getrecommendations! Published in 2017 at "Structural and Multidisciplinary Optimization"
DOI: 10.1007/s00158-016-1598-8
Abstract: The ubiquitous uncertainties presented in the input factors (e.g., material properties and loads) commonly lead to occasional failure of mechanical systems, and these input factors are generally characterized as random variables or stochastic processes. For… read more here.
Keywords: stochastic processes; random variables; time; variables stochastic ... See more keywords
Estimation of cusp location of stochastic processes: a survey
Sign Up to like & getrecommendations! Published in 2017 at "Statistical Inference for Stochastic Processes"
DOI: 10.1007/s11203-018-9171-2
Abstract: We present a review of some recent results on estimation of location parameter for several models of observations with cusp-type singularity at the change point. We suppose that the cusp-type models fit better to the… read more here.
Keywords: location stochastic; location; stochastic processes; estimation cusp ... See more keywords
Scalable Bayesian inference for self-excitatory stochastic processes applied to big American gunfire data
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DOI: 10.1007/s11222-020-09980-4
Abstract: The Hawkes process and its extensions effectively model self-excitatory phenomena including earthquakes, viral pandemics, financial transactions, neural spike trains and the spread of memes through social networks. The usefulness of these stochastic process models within… read more here.
Keywords: bayesian inference; stochastic processes; inference self; scalable bayesian ... See more keywords
Stochastic processes during transients in nuclear reactors
Sign Up to like & getrecommendations! Published in 2017 at "Annals of Nuclear Energy"
DOI: 10.1016/j.anucene.2017.01.022
Abstract: Abstract Steady state noise techniques are widely known and applied to the monitoring of neutron reacting system. This paper deals with the stochastic analysis of neutron chain systems (nuclear reactors or fissile system) which are… read more here.
Keywords: processes transients; transients nuclear; stochastic processes; nuclear reactors ... See more keywords
Dynamics of a Duffing oscillator with the stiffness modeled as a stochastic process
Sign Up to like & getrecommendations! Published in 2019 at "International Journal of Non-Linear Mechanics"
DOI: 10.1016/j.ijnonlinmec.2019.07.012
Abstract: Abstract The Duffing equation has been extensively studied in the last decades, especially in systems of vibrating micro-beams subjected to electro-mechanical fluctuating fields. However, mechanical systems are often subjected to uncertainties coming from the excitation… read more here.
Keywords: stochastic processes; methodology; non stationary; stochastic process ... See more keywords
Hyper-positive definite functions I: scalar case, Branching-type stationary stochastic processes
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Functional Analysis"
DOI: 10.1016/j.jfa.2021.109266
Abstract: We propose a definition of branching-type stationary stochastic processes on rooted trees and related definitions of hyper-positivity for functions on the unit circle and functions on the set of non-negative integers. We then obtain (1)… read more here.
Keywords: type stationary; stochastic processes; branching type; stationary stochastic ... See more keywords
The optimal rate of canonical correlation analysis for stochastic processes
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Statistical Planning and Inference"
DOI: 10.1016/j.jspi.2020.01.003
Abstract: Abstract Functional canonical correlation analysis (FCCA) has been applied in many contexts, but the asymptotic properties have not yet been studied enough. In this paper we consider a general setup resembling that of Eubank and… read more here.
Keywords: stochastic processes; optimal rate; correlation analysis; canonical correlation ... See more keywords
Simulation of stationary Gaussian/non-Gaussian stochastic processes based on stochastic harmonic functions
Sign Up to like & getrecommendations! Published in 2021 at "Probabilistic Engineering Mechanics"
DOI: 10.1016/j.probengmech.2021.103141
Abstract: Abstract A new model is proposed to represent and simulate Gaussian/non-Gaussian stochastic processes. In the proposed model, stochastic harmonic function (SHF) is extended to represent multivariate Gaussian process firstly. Compared with the conventional spectral representation… read more here.
Keywords: stochastic processes; non; model; gaussian stochastic ... See more keywords
A sample-based iterative scheme for simulating non-stationary non-Gaussian stochastic processes
Sign Up to like & getrecommendations! Published in 2021 at "Mechanical Systems and Signal Processing"
DOI: 10.1016/j.ymssp.2020.107420
Abstract: Abstract This paper presents a new numerical scheme for simulating stochastic processes specified by their marginal distribution functions and covariance functions. Stochastic samples are first generated to satisfy target marginal distribution functions. An iterative algorithm… read more here.
Keywords: stochastic processes; non gaussian; scheme simulating; non stationary ... See more keywords
A structure theorem for stochastic processes indexed by the discrete hypercube
Sign Up to like & getrecommendations! Published in 2021 at "Forum of Mathematics, Sigma"
DOI: 10.1017/fms.2021.3
Abstract: Abstract Let A be a finite set with , let n be a positive integer, and let $A^n$ denote the discrete $n\text {-dimensional}$ hypercube (that is, $A^n$ is the Cartesian product of n many copies… read more here.
Keywords: stochastic processes; processes indexed; structure theorem; hypercube ... See more keywords