An efficient DSE using conditional multivariate complex Gaussian distribution

This paper presents an efficient noniterative method for distribution state estimation using conditional multivariate complex Gaussian distribution (CMCGD). In the proposed method, the mean and standard deviation (SD) of the state variables is obtained in one step considering load uncertainties, measurement errors, and load correlations. In this method, first the bus voltages, branch currents, and injection currents are represented by MCGD using direct load flow and a linear transformation. Then, the mean and SD of bus voltages, or other states, are calculated using CMCGD and estimation of variance method. The mean and SD of pseudo measurements, as well as spatial correlations between pseudo measurements, are modeled based on the historical data for different levels of load duration curve. The proposed method can handle load uncertainties without using time-consuming approaches such as Monte Carlo. Simulation results of two case studies, six-bus, and a realistic 747-bus distribution network show the effectiveness of the proposed method in terms of speed, accuracy, and quality against the conventional approach.

Double Gaussian distribution of barrier height observed in densely packed GaN nanorods over Si (111) heterostructures

GaN nanorods were grown by plasma assisted molecular beam epitaxy on intrinsic Si (111) substrates which were characterized by powder X-ray diffraction, field emission scanning electron microscopy, and photoluminescence. The current-voltage characteristics of the GaN nanorods on Si (111) heterojunction were obtained from 138 to 493K which showed the inverted rectification behavior. The I-V characteristics were analyzed in terms of thermionic emission model. The temperature variation of the apparent barrier height and ideality factor along with the non-linearity of the activation energy plot indicated the presence of lateral inhomogeneities in the barrier height. The observed two temperature regimes in Richardson's plot could be well explained by assuming two separate Gaussian distribution of the barrier heights. (C) 2014 AIP Publishing LLC.

The exponentiated generalized inverse Gaussian distribution

The modeling and analysis of lifetime data is an important aspect of statistical work in a wide variety of scientific and technological fields. Good (1953) introduced a probability distribution which is commonly used in the analysis of lifetime data. For the first time, based on this distribution, we propose the so-called exponentiated generalized inverse Gaussian distribution, which extends the exponentiated standard gamma distribution (Nadarajah and Kotz, 2006). Various structural properties of the new distribution are derived, including expansions for its moments, moment generating function, moments of the order statistics, and so forth. We discuss maximum likelihood estimation of the model parameters. The usefulness of the new model is illustrated by means of a real data set. (c) 2010 Elsevier B.V. All rights reserved.

Non-Gaussian distribution of collective operators in quantum spin chains

We numerically analyse the behavior of the full distribution of collective observables in quantum spin chains. While most of previous studies of quantum critical phenomena are limited to the first moments, here we demonstrate how quantum fluctuations at criticality lead to highly non-Gaussian distributions. Interestingly, we show that the distributions for different system sizes collapse on thesame curve after scaling for a wide range of transitions: first and second order quantum transitions and transitions of the Berezinskii–Kosterlitz–Thouless type. We propose and analyse the feasibility of an experimental reconstruction of the distribution using light–matter interfaces for atoms in optical lattices or in optical resonators.

Velocity distribution for a dilute vibrated granular material

The velocity distribution for a vibrated granular material is determined in the dilute limit where the frequency of particle collisions with the vibrating surface is large compared to the frequency of binary collisions. The particle motion is driven by the source of energy due to particle collisions with the vibrating surface, and two dissipation mechanisms-inelastic collisions and air drag-are considered. In the latter case, a general form for the drag force is assumed. First, the distribution function for the vertical velocity for a single particle colliding with a vibrating surface is determined in the limit where the dissipation during a collision due to inelasticity or between successive collisions due to drag is small compared to the energy of a particle. In addition, two types of amplitude functions for the velocity of the surface, symmetric and asymmetric about zero velocity, are considered. In all cases, differential equations for the distribution of velocities at the vibrating surface are obtained using a flux balance condition in velocity space, and these are solved to determine the distribution function. It is found that the distribution function is a Gaussian distribution when the dissipation is due to inelastic collisions and the amplitude function is symmetric, and the mean square velocity scales as [[U-2](s)/(1 - e(2))], where [U-2](s) is the mean square velocity of the vibrating surface and e is the coefficient of restitution. The distribution function is very different from a Gaussian when the dissipation is due to air drag and the amplitude function is symmetric, and the mean square velocity scales as ([U-2](s)g/mu(m))(1/(m+2)) when the acceleration due to the fluid drag is -mu(m)u(y)\u(y)\(m-1), where g is the acceleration due to gravity. For an asymmetric amplitude function, the distribution function at the vibrating surface is found to be sharply peaked around [+/-2[U](s)/(1-e)] when the dissipation is due to inelastic collisions, and around +/-[(m +2)[U](s)g/mu(m)](1/(m+1)) when the dissipation is due to fluid drag, where [U](s) is the mean velocity of the surface. The distribution functions are compared with numerical simulations of a particle colliding with a vibrating surface, and excellent agreement is found with no adjustable parameters. The distribution function for a two-dimensional vibrated granular material that includes the first effect of binary collisions is determined for the system with dissipation due to inelastic collisions and the amplitude function for the velocity of the vibrating surface is symmetric in the limit delta(I)=(2nr)/(1 - e)much less than 1. Here, n is the number of particles per unit width and r is the particle radius. In this Limit, an asymptotic analysis is used about the Limit where there are no binary collisions. It is found that the distribution function has a power-law divergence proportional to \u(x)\((c delta l-1)) in the limit u(x)-->0, where u(x) is the horizontal velocity. The constant c and the moments of the distribution function are evaluated from the conservation equation in velocity space. It is found that the mean square velocity in the horizontal direction scales as O(delta(I)T), and the nontrivial third moments of the velocity distribution scale as O(delta(I)epsilon(I)T(3/2)) where epsilon(I) = (1 - e)(1/2). Here, T = [2[U2](s)/(1 - e)] is the mean square velocity of the particles.

q-Gaussian based Smoothed Functional Algorithms for Stochastic Optimization

The q-Gaussian distribution results from maximizing certain generalizations of Shannon entropy under some constraints. The importance of q-Gaussian distributions stems from the fact that they exhibit power-law behavior, and also generalize Gaussian distributions. In this paper, we propose a Smoothed Functional (SF) scheme for gradient estimation using q-Gaussian distribution, and also propose an algorithm for optimization based on the above scheme. Convergence results of the algorithm are presented. Performance of the proposed algorithm is shown by simulation results on a queuing model.

Smoothed Functional Algorithms for Stochastic Optimization Using q-Gaussian Distributions

Smoothed functional (SF) schemes for gradient estimation are known to be efficient in stochastic optimization algorithms, especially when the objective is to improve the performance of a stochastic system However, the performance of these methods depends on several parameters, such as the choice of a suitable smoothing kernel. Different kernels have been studied in the literature, which include Gaussian, Cauchy, and uniform distributions, among others. This article studies a new class of kernels based on the q-Gaussian distribution, which has gained popularity in statistical physics over the last decade. Though the importance of this family of distributions is attributed to its ability to generalize the Gaussian distribution, we observe that this class encompasses almost all existing smoothing kernels. This motivates us to study SF schemes for gradient estimation using the q-Gaussian distribution. Using the derived gradient estimates, we propose two-timescale algorithms for optimization of a stochastic objective function in a constrained setting with a projected gradient search approach. We prove the convergence of our algorithms to the set of stationary points of an associated ODE. We also demonstrate their performance numerically through simulations on a queuing model.

Newton-based stochastic optimization using q-Gaussian smoothed functional algorithms

We present the first q-Gaussian smoothed functional (SF) estimator of the Hessian and the first Newton-based stochastic optimization algorithm that estimates both the Hessian and the gradient of the objective function using q-Gaussian perturbations. Our algorithm requires only two system simulations (regardless of the parameter dimension) and estimates both the gradient and the Hessian at each update epoch using these. We also present a proof of convergence of the proposed algorithm. In a related recent work (Ghoshdastidar, Dukkipati, & Bhatnagar, 2014), we presented gradient SF algorithms based on the q-Gaussian perturbations. Our work extends prior work on SF algorithms by generalizing the class of perturbation distributions as most distributions reported in the literature for which SF algorithms are known to work turn out to be special cases of the q-Gaussian distribution. Besides studying the convergence properties of our algorithm analytically, we also show the results of numerical simulations on a model of a queuing network, that illustrate the significance of the proposed method. In particular, we observe that our algorithm performs better in most cases, over a wide range of q-values, in comparison to Newton SF algorithms with the Gaussian and Cauchy perturbations, as well as the gradient q-Gaussian SF algorithms. (C) 2014 Elsevier Ltd. All rights reserved.

Statistical distribution of wave-surface elevation for second-order random directional ocean waves in finite water depth

Based on the second-order random wave solutions of water wave equations in finite water depth, a statistical distribution of the wave-surface elevation is derived by using the characteristic function expansion method. It is found that the distribution, after normalization of the wave-surface elevation, depends only on two parameters. One parameter describes the small mean bias of the surface produced by the second-order wave-wave interactions. Another one is approximately proportional to the skewness of the distribution. Both of these two parameters can be determined by the water depth and the wave-number spectrum of ocean waves. As an illustrative example, we consider a fully developed wind-generated sea and the parameters are calculated for various wind speeds and water depths by using Donelan and Pierson spectrum. It is also found that, for deep water, the dimensionless distribution reduces to the third-order Gram-Charlier series obtained by Longuet-Higgins [J. Fluid Mech. 17 (1963) 459]. The newly proposed distribution is compared with the data of Bitner [Appl. Ocean Res. 2 (1980) 63], Gaussian distribution and the fourth-order Gram-Charlier series, and found our distribution gives a more reasonable fit to the data. (C) 2002 Elsevier Science B.V. All rights reserved.

NON-GAUSSIAN STATISTICS OF OIL PRICING TIME-SERIES: A CASE STUDY

The stochastic nature of oil price fluctuations is investigated over a twelve-year period, borrowing feedback from an existing database (USA Energy Information Administration database, available online). We evaluate the scaling exponents of the fluctuations by employing different statistical analysis methods, namely rescaled range analysis (R/S), scale windowed variance analysis (SWV) and the generalized Hurst exponent (GH) method. Relying on the scaling exponents obtained, we apply a rescaling procedure to investigate the complex characteristics of the probability density functions (PDFs) dominating oil price fluctuations. It is found that PDFs exhibit scale invariance, and in fact collapse onto a single curve when increments are measured over microscales (typically less than 30 days). The time evolution of the distributions is well fitted by a Levy-type stable distribution. The relevance of a Levy distribution is made plausible by a simple model of nonlinear transfer. Our results also exhibit a degree of multifractality as the PDFs change and converge toward to a Gaussian distribution at the macroscales.

Spatial evolution of a q-Gaussian laser beam in relativistic plasma

In a recent experimental study, the beam intensity profile of the Vulcan petawatt laser beam was measured; it was found that only 20% of the energy was contained within the full width at half maximum of 6.9 mu m and 50% within 16 mu m, suggesting a long-tailed non-Gaussian transverse beam profile. A q-Gaussian distribution function was suggested therein to reproduce this behavior. The spatial beam profile dynamics of a q-Gaussian laser beam propagating in relativistic plasma is investigated in this article. A non-paraxial theory is employed, taking into account nonlinearity via the relativistic decrease of the plasma frequency. We have studied analytically and numerically the dynamics of a relativistically guided beam and its dependence on the q-parameter. Numerical simulation results are shown to trace the dependence of the focusing length on the q-Gaussian profile.

Response characteristics of optical sensors for oxygen: models based on a distribution in tau(o) or kappa(q)

The features of two popular models used to describe the observed response characteristics of typical oxygen optical sensors based on luminescence quenching are examined critically. The models are the 'two-site' and 'Gaussian distribution in natural lifetime, tau(o),' models. These models are used to characterise the response features of typical optical oxygen sensors; features which include: downward curving Stern-Volmer plots and increasingly non-first order luminescence decay kinetics with increasing partial pressures of oxygen, pO(2). Neither model appears able to unite these latter features, let alone the observed disparate array of response features exhibited by the myriad optical oxygen sensors reported in the literature, and still maintain any level of physical plausibility. A model based on a Gaussian distribution in quenching rate constant, k(q), is developed and, although flawed by a limited breadth in distribution, rho, does produce Stern-Volmer plots which would cover the range in curvature seen with real optical oxygen sensors. A new 'log-Gaussian distribution in tau(o) or k(q)' model is introduced which has the advantage over a Gaussian distribution model of placing no limitation on the value of rho. Work on a 'log-Gaussian distribution in tau(o)' model reveals that the Stern-Volmer quenching plots would show little degree in curvature, even at large rho values and the luminescence decays would become increasingly first order with increasing pO(2). In fact, with real optical oxygen sensors, the opposite is observed and thus the model appears of little value. In contrast, a 'log-Gaussian distribution in k(o)' model does produce the trends observed with real optical oxygen sensors; although it is technically restricted in use to those in which the kinetics of luminescence decay are good first order in the absence of oxygen. The latter model gives a good fit to the major response features of sensors which show the latter feature, most notably the [Ru(dpp)(3)(2+)(Ph4B-)(2)] in cellulose optical oxygen sensors. The scope of a log-Gaussian model for further expansion and, therefore, application to optical oxygen sensors, by combining both a log-Gaussian distribution in k(o) with one in tau(o) is briefly discussed.

Inverse Gaussian Modeling of Turbulence-Induced Fading in Free-Space Optical Systems

We propose the inverse Gaussian distribution, as a less complex alternative to the classical log-normal model, to describe turbulence-induced fading in free-space optical (FSO) systems operating in weak turbulence conditions and/or in the presence of aperture averaging effects. By conducting goodness of fit tests, we define the range of values of the scintillation index for various multiple-input multiple-output (MIMO) FSO configurations, where the two distributions approximate each other with a certain significance level. Furthermore, the bit error rate performance of two typical MIMO FSO systems is investigated over the new turbulence model; an intensity-modulation/direct detection MIMO FSO system with Q-ary pulse position modulation that employs repetition coding at the transmitter and equal gain combining at the receiver, and a heterodyne MIMO FSO system with differential phase-shift keying and maximal ratio combining at the receiver. Finally, numerical results are presented that validate the theoretical analysis and provide useful insights into the implications of the model parameters on the overall system performance. © 2011 IEEE.

Performance assessment of cascade control loopswith non-Gaussian disturbances using entropy information

Cascade control is one of the routinely used control strategies in industrial processes because it can dramatically improve the performance of single-loop control, reducing both the maximum deviation and the integral error of the disturbance response. Currently, many control performance assessment methods of cascade control loops are developed based on the assumption that all the disturbances are subject to Gaussian distribution. However, in the practical condition, several disturbance sources occur in the manipulated variable or the upstream exhibits nonlinear behaviors. In this paper, a general and effective index of the performance assessment of the cascade control system subjected to the unknown disturbance distribution is proposed. Like the minimum variance control (MVC) design, the output variances of the primary and the secondary loops are decomposed into a cascade-invariant and a cascade-dependent term, but the estimated ARMA model for the cascade control loop based on the minimum entropy, instead of the minimum mean squares error, is developed for non-Gaussian disturbances. Unlike the MVC index, an innovative control performance index is given based on the information theory and the minimum entropy criterion. The index is informative and in agreement with the expected control knowledge. To elucidate wide applicability and effectiveness of the minimum entropy cascade control index, a simulation problem and a cascade control case of an oil refinery are applied. The comparison with MVC based cascade control is also included.