914 resultados para Probability Density Function


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In this paper a number of outdoor body-to-body communications channels at 2.45 GHz which are deemed to be susceptible to shadowed fading are analyzed. The newlyproposed shadowed K-Il model is used to characterize thesechannels. Its probability density function is shown to provide an improved fit to the distribution of the signal fading compared to established models such as lognormal, Nakagamiand Rice.

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Using device-to-device communications as an underlay for cellular communications will provide an exciting opportunity to increase network capacity as well as improving spectral efficiency. The unique geometry of device-to-device links, where user equipment is often held or carried at low elevation and in close proximity to the human body, will mean that they are particularly susceptible to shadowing events caused not only by the local environment but also by the user's body. In this paper, the shadowed κ - μ fading model is proposed, which is capable of characterizing shadowed fading in wireless communication channels. In this model, the statistics of the received signal are manifested by the clustering of multipath components. Within each of these clusters, a dominant signal component with arbitrary power may exist. The resultant dominant signal component, which is formed by the phasor addition of these leading contributions, is assumed to follow a Nakagami- m distribution. The probability density function, moments, and the moment-generating function are also derived. The new model is then applied to device-to-device links operating at 868 MHz in an outdoor urban environment. It was found that shadowing of the resultant dominant component can vary significantly depending upon the position of the user equipment relative to the body and the link geometry. Overall, the shadowed κ - μ fading model is shown to provide a good fit to the field data as well as providing a useful insight into the characteristics of the received signal.

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This study investigates the effects of ground heterogeneity, considering permeability as a random variable, on an intruding SW wedge using Monte Carlo simulations. Random permeability fields were generated, using the method of Local Average Subdivision (LAS), based on a lognormal probability density function. The LAS method allows the creation of spatially correlated random fields, generated using coefficients of variation (COV) and horizontal and vertical scales of fluctuation (SOF). The numerical modelling code SUTRA was employed to solve the coupled flow and transport problem. The well-defined 2D dispersive Henry problem was used as the test case for the method. The intruding SW wedge is defined by two key parameters, the toe penetration length (TL) and the width of mixing zone (WMZ). These parameters were compared to the results of a homogeneous case simulated using effective permeability values. The simulation results revealed: (1) an increase in COV resulted in a seaward movement of TL; (2) the WMZ extended with increasing COV; (3) a general increase in horizontal and vertical SOF produced a seaward movement of TL, with the WMZ increasing slightly; (4) as the anisotropic ratio increased the TL intruded further inland and the WMZ reduced in size. The results show that for large values of COV, effective permeability parameters are inadequate at reproducing the effects of heterogeneity on SW intrusion.

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Research over the past two decades on the Holocene sediments from the tide dominated west side of the lower Ganges delta has focussed on constraining the sedimentary environment through grain size distributions (GSD). GSD has traditionally been assessed through the use of probability density function (PDF) methods (e.g. log-normal, log skew-Laplace functions), but these approaches do not acknowledge the compositional nature of the data, which may compromise outcomes in lithofacies interpretations. The use of PDF approaches in GSD analysis poses a series of challenges for the development of lithofacies models, such as equifinal distribution coefficients and obscuring the empirical data variability. In this study a methodological framework for characterising GSD is presented through compositional data analysis (CODA) plus a multivariate statistical framework. This provides a statistically robust analysis of the fine tidal estuary sediments from the West Bengal Sundarbans, relative to alternative PDF approaches.

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ABSTRACT BODY: To resolve outstanding questions on heating of coronal loops, we study intensity fluctuations in inter-moss portions of active region core loops as observed with AIA/SDO. The 94Å fluctuations (Figure 1) have structure on timescales shorter than radiative and conductive cooling times. Each of several strong 94Å brightenings is followed after ~8 min by a broader peak in the cooler 335Å emission. This indicates that we see emission from the hot component of the 94Å contribution function. No hotter contributions appear, and we conclude that the 94Å intensity can be used as a proxy for energy injection into the loop plasma. The probability density function of the observed 94Å intensity has 'heavy tails' that approach zero more slowly than the tails of a normal distribution. Hence, large fluctuations dominate the behavior of the system. The resulting 'intermittence' is associated with power-law or exponential scaling of the related variables, and these in turn are associated with turbulent phenomena. The intensity plots in Figure 1 resemble multifractal time series, which are common to various forms of turbulent energy dissipation. In these systems a single fractal dimension is insufficient to describe the dynamics and instead there is a spectrum of fractal dimensions that quantify the self-similar properties. Figure 2 shows the multifractal spectrum from our data to be invariant over timescales from 24 s to 6.4 min. We compare these results to outputs from theoretical energy dissipation models based on MHD turbulence, and in some cases we find substantial agreement, in terms of intermittence, multifractality and scale invariance. Figure 1. Time traces of 94A intensity in the inter-moss portions of four AR core loops. Figure 2. Multifractal spectra showing timescale invariance. The four cases of Figure 1 are included.

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The statistical properties of the multivariate GammaGamma (ΓΓ) distribution with arbitrary correlation have remained unknown. In this paper, we provide analytical expressions for the joint probability density function (PDF), cumulative distribution function (CDF) and moment generation function of the multivariate ΓΓ distribution with arbitrary correlation. Furthermore, we present novel approximating expressions for the PDF and CDF of the su m of ΓΓ random variables with arbitrary correlation. Based on this statistical analysis, we investigate the performance of radio frequency and optical wireless communication systems. It is noteworthy that the presented expressions include several previous results in the literature as special cases.

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Statistical distributions have been extensively used in modeling fading effects in conventional and modern wireless communications. In the present work, we propose a novel κ − µ composite shadowed fading model, which is based on the valid assumption that the mean signal power follows the inverse gamma distribution instead of the lognormal or commonly used gamma distributions. This distribution has a simple relationship with the gamma distribution, but most importantly, its semi heavy-tailed characteristics constitute it suitable for applications relating to modeling of shadowed fading. Furthermore, the derived probability density function of the κ − µ / inverse gamma composite distribution admits a rather simple algebraic representation that renders it convenient to handle both analytically and numerically. The validity and utility of this fading model are demonstrated by means of modeling the fading effects encountered in body centric communications channels, which have been known to be susceptible to the shadowing effect. To this end, extensive comparisons are provided between theoretical and respective real-time measurement results. It is shown that these comparisons exhibit accurate fitting of the new model for various measurement set ups that correspond to realistic communication scenarios.

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This paper investigates the characteristics of the shadowed fading observed in off-body communications channels at 5.8 GHz. This is realized with the aid of the $\kappa-\mu$ / gamma composite fading model which assumes that the transmitted signal undergoes $\kappa-\mu$ fading which is subject to \emph{multiplicative} shadowing. Based on this, the total power of the multipath components, including both the dominant and scattered components, is subject to non-negligible variations that follow the gamma distribution. For this model, we present an integral form of the probability density function (PDF) as well as important analytic expressions for the PDF, cumulative distribution function, moments and moment generating function. In the case of indoor off-body communications, the corresponding measurements were carried out in the context of four explicit individual scenarios namely: line of sight (LOS) and non-LOS (NLOS) walking, rotational and random movements. The measurements were repeated within three different indoor environments and considered three different hypothetical body worn node locations. With the aid of these results, the parameters for the $\kappa-\mu$ / gamma composite fading model were estimated and analyzed extensively. Interestingly, for the majority of the indoor environments and movement scenarios, the parameter estimates suggested that dominant signal components existed even when the direct signal path was obscured by the test subject's body. Additionally, it is shown that the $\kappa-\mu$ / gamma composite fading model provides an adequate fit to the fading effects involved in off-body communications channels. Using the Kullback-Leibler divergence, we have also compared our results with another recently proposed shadowed fading model, namely the $\kappa-\mu$ / lognormal LOS shadowed fading model. It was found that the $\kappa-\mu$ / gamma composite fading model provided a better fit for the majority of the scenarios considered in this study.

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Wind resource evaluation in two sites located in Portugal was performed using the mesoscale modelling system Weather Research and Forecasting (WRF) and the wind resource analysis tool commonly used within the wind power industry, the Wind Atlas Analysis and Application Program (WAsP) microscale model. Wind measurement campaigns were conducted in the selected sites, allowing for a comparison between in situ measurements and simulated wind, in terms of flow characteristics and energy yields estimates. Three different methodologies were tested, aiming to provide an overview of the benefits and limitations of these methodologies for wind resource estimation. In the first methodology the mesoscale model acts like “virtual” wind measuring stations, where wind data was computed by WRF for both sites and inserted directly as input in WAsP. In the second approach, the same procedure was followed but here the terrain influences induced by the mesoscale model low resolution terrain data were removed from the simulated wind data. In the third methodology, the simulated wind data is extracted at the top of the planetary boundary layer height for both sites, aiming to assess if the use of geostrophic winds (which, by definition, are not influenced by the local terrain) can bring any improvement in the models performance. The obtained results for the abovementioned methodologies were compared with those resulting from in situ measurements, in terms of mean wind speed, Weibull probability density function parameters and production estimates, considering the installation of one wind turbine in each site. Results showed that the second tested approach is the one that produces values closest to the measured ones, and fairly acceptable deviations were found using this coupling technique in terms of estimated annual production. However, mesoscale output should not be used directly in wind farm sitting projects, mainly due to the mesoscale model terrain data poor resolution. Instead, the use of mesoscale output in microscale models should be seen as a valid alternative to in situ data mainly for preliminary wind resource assessments, although the application of mesoscale and microscale coupling in areas with complex topography should be done with extreme caution.

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The study of simple chaotic maps for non-equilibrium processes in statistical physics has been one of the central themes in the theory of chaotic dynamical systems. Recently, many works have been carried out on deterministic diffusion in spatially extended one-dimensional maps This can be related to real physical systems such as Josephson junctions in the presence of microwave radiation and parametrically driven oscillators. Transport due to chaos is an important problem in Hamiltonian dynamics also. A recent approach is to evaluate the exact diffusion coefficient in terms of the periodic orbits of the system in the form of cycle expansions. But the fact is that the chaotic motion in such spatially extended maps has two complementary aspects- - diffusion and interrnittency. These are related to the time evolution of the probability density function which is approximately Gaussian by central limit theorem. It is noticed that the characteristic function method introduced by Fujisaka and his co-workers is a very powerful tool for analysing both these aspects of chaotic motion. The theory based on characteristic function actually provides a thermodynamic formalism for chaotic systems It can be applied to other types of chaos-induced diffusion also, such as the one arising in statistics of trajectory separation. It was noted that there is a close connection between cycle expansion technique and characteristic function method. It was found that this connection can be exploited to enhance the applicability of the cycle expansion technique. In this way, we found that cycle expansion can be used to analyse the probability density function in chaotic maps. In our research studies we have successfully applied the characteristic function method and cycle expansion technique for analysing some chaotic maps. We introduced in this connection, two classes of chaotic maps with variable shape by generalizing two types of maps well known in literature.

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La present tesi proposa una metodología per a la simulació probabilística de la fallada de la matriu en materials compòsits reforçats amb fibres de carboni, basant-se en l'anàlisi de la distribució aleatòria de les fibres. En els primers capítols es revisa l'estat de l'art sobre modelització matemàtica de materials aleatoris, càlcul de propietats efectives i criteris de fallada transversal en materials compòsits. El primer pas en la metodologia proposada és la definició de la determinació del tamany mínim d'un Element de Volum Representatiu Estadístic (SRVE) . Aquesta determinació es du a terme analitzant el volum de fibra, les propietats elàstiques efectives, la condició de Hill, els estadístics de les components de tensió i defromació, la funció de densitat de probabilitat i les funcions estadístiques de distància entre fibres de models d'elements de la microestructura, de diferent tamany. Un cop s'ha determinat aquest tamany mínim, es comparen un model periòdic i un model aleatori, per constatar la magnitud de les diferències que s'hi observen. Es defineix, també, una metodologia per a l'anàlisi estadístic de la distribució de la fibra en el compòsit, a partir d'imatges digitals de la secció transversal. Aquest anàlisi s'aplica a quatre materials diferents. Finalment, es proposa un mètode computacional de dues escales per a simular la fallada transversal de làmines unidireccionals, que permet obtenir funcions de densitat de probabilitat per a les variables mecàniques. Es descriuen algunes aplicacions i possibilitats d'aquest mètode i es comparen els resultats obtinguts de la simulació amb valors experimentals.

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The behavior of the Asian summer monsoon is documented and compared using the European Centre for Medium-Range Weather Forecasts (ECMWF) Reanalysis (ERA) and the National Centers for Environmental Prediction-National Center for Atmospheric Research (NCEP-NCAR) Reanalysis. In terms of seasonal mean climatologies the results suggest that, in several respects, the ERA is superior to the NCEP-NCAR Reanalysis. The overall better simulation of the precipitation and hence the diabatic heating field over the monsoon domain in ERA means that the analyzed circulation is probably nearer reality. In terms of interannual variability, inconsistencies in the definition of weak and strong monsoon years based on typical monsoon indices such as All-India Rainfall (AIR) anomalies and the large-scale wind shear based dynamical monsoon index (DMI) still exist. Two dominant modes of interannual variability have been identified that together explain nearly 50% of the variance. Individually, they have many features in common with the composite flow patterns associated with weak and strong monsoons, when defined in terms of regional AIR anomalies and the large-scale DMI. The reanalyses also show a common dominant mode of intraseasonal variability that describes the latitudinal displacement of the tropical convergence zone from its oceanic-to-continental regime and essentially captures the low-frequency active/break cycles of the monsoon. The relationship between interannual and intraseasonal variability has been investigated by considering the probability density function (PDF) of the principal component of the dominant intraseasonal mode. Based on the DMI, there is an indication that in years with a weaker monsoon circulation, the PDF is skewed toward negative values (i,e., break conditions). Similarly, the PDFs for El Nino and La Nina years suggest that El Nino predisposes the system to more break spells, although the sample size may limit the statistical significance of the results.

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Sudden stratospheric warmings (SSWs) are usually considered to be initiated by planetary wave activity. Here it is asked whether small-scale variability (e.g., related to gravity waves) can lead to SSWs given a certain amount of planetary wave activity that is by itself not sufficient to cause a SSW. A highly vertically truncated version of the Holton–Mass model of stratospheric wave–mean flow interaction, recently proposed by Ruzmaikin et al., is extended to include stochastic forcing. In the deterministic setting, this low-order model exhibits multiple stable equilibria corresponding to the undisturbed vortex and SSW state, respectively. Momentum forcing due to quasi-random gravity wave activity is introduced as an additive noise term in the zonal momentum equation. Two distinct approaches are pursued to study the stochastic system. First, the system, initialized at the undisturbed state, is numerically integrated many times to derive statistics of first passage times of the system undergoing a transition to the SSW state. Second, the Fokker–Planck equation corresponding to the stochastic system is solved numerically to derive the stationary probability density function of the system. Both approaches show that even small to moderate strengths of the stochastic gravity wave forcing can be sufficient to cause a SSW for cases for which the deterministic system would not have predicted a SSW.

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We report on a numerical study of the impact of short, fast inertia-gravity waves on the large-scale, slowly-evolving flow with which they co-exist. A nonlinear quasi-geostrophic numerical model of a stratified shear flow is used to simulate, at reasonably high resolution, the evolution of a large-scale mode which grows due to baroclinic instability and equilibrates at finite amplitude. Ageostrophic inertia-gravity modes are filtered out of the model by construction, but their effects on the balanced flow are incorporated using a simple stochastic parameterization of the potential vorticity anomalies which they induce. The model simulates a rotating, two-layer annulus laboratory experiment, in which we recently observed systematic inertia-gravity wave generation by an evolving, large-scale flow. We find that the impact of the small-amplitude stochastic contribution to the potential vorticity tendency, on the model balanced flow, is generally small, as expected. In certain circumstances, however, the parameterized fast waves can exert a dominant influence. In a flow which is baroclinically-unstable to a range of zonal wavenumbers, and in which there is a close match between the growth rates of the multiple modes, the stochastic waves can strongly affect wavenumber selection. This is illustrated by a flow in which the parameterized fast modes dramatically re-partition the probability-density function for equilibrated large-scale zonal wavenumber. In a second case study, the stochastic perturbations are shown to force spontaneous wavenumber transitions in the large-scale flow, which do not occur in their absence. These phenomena are due to a stochastic resonance effect. They add to the evidence that deterministic parameterizations in general circulation models, of subgrid-scale processes such as gravity wave drag, cannot always adequately capture the full details of the nonlinear interaction.

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A unified approach is proposed for sparse kernel data modelling that includes regression and classification as well as probability density function estimation. The orthogonal-least-squares forward selection method based on the leave-one-out test criteria is presented within this unified data-modelling framework to construct sparse kernel models that generalise well. Examples from regression, classification and density estimation applications are used to illustrate the effectiveness of this generic sparse kernel data modelling approach.