相关论文: Level-crossing distributions of kinematic variable…
By means of the direct numerical simulation of directional waves on the surface of deep water it is shown that extreme waves can exhibit such asymmetry that the occurrence of deeper troughs is several times more likely on the wave rear…
Second order statistics provides a dynamic representation of a fading channel and plays an important role in the evaluation and design of the wireless communication systems. In this paper, we present a novel analytical framework for the…
The smoothing distribution is the conditional distribution of the diffusion process in the space of trajectories given noisy observations made continuously in time. It is generally difficult to sample from this distribution. We use the…
Irrotational and monochromatic surface gravity waves possess a mean Lagrangian drift which transports mass and enhances mixing in the upper ocean. In the ocean, where many surface waves are present, it is commonly assumed that the mean…
We consider a stochastic sandpile where the sand-grains of unstable sites are randomly distributed to the nearest neighbors. Increasing the value of the threshold condition the stochastic character of the distribution is lost and a…
We investigate performance of approximations put forth in \citeNP{[Malinovskii 2017a]} and \citeNP{[Malinovskii 2017b]} for the distribution of the time of first level $u$ crossing by the random process $\homV{s}-cs$, $s>0$, where…
The (conditional or unconditional) distribution of the continuous scan statistic in a one-dimensional Poisson process may be approximated by that of a discrete analogue via time discretization (to be referred to as the discrete…
Cross-classified data frequently arise in scientific fields such as education, healthcare, and social sciences. A common modeling strategy is to introduce crossed random effects within a regression framework. However, this approach often…
We propose a new approximation for the distribution of the time of the first level $u$ crossing by the random process $\homV{s}-cs$, where $\homV{s}$, $s>0$, is compound renewal process and $c>0$. It is competitive with respect to existing…
Numerous accidents caused by parametric rolling have been reported on container ships and pure car carriers (PCCs). A number of theoretical studies have been performed to estimate the occurrence condition of parametric rolling in both…
The ocean wave distribution in a specific region of space and time is described by its sea state. Knowledge about the sea states a ship encounters on a journey can be used to assess various parameters of risk and wear associated with the…
The main purpose of this paper is to establish the first and second order necessary optimality conditions for stochastic optimal controls using the classical variational analysis approach. The control system is governed by a stochastic…
Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…
Consider two batches of independent or interdependent exponentiated location-scale distributed heterogeneous random variables. This article investigates ordering results for the second-order statistics from these batches when a vector of…
An extension of non-deterministic processes driven by the random telegraph signal is introduced in the framework of "piecewise deterministic Markov processes" [Davis], including a broader category of random systems. The corresponding…
Ocean turbulence plays a key role in shaping large-scale circulation, heat uptake, and biogeochemical processes. The kinetic energy (KE) wavenumber spectrum is a fundamental diagnostic, quantifying how KE is distributed across spatial…
The Richards' equation is a model for flow of water in unsaturated soils. The coefficients of this (nonlinear) partial differential equation describe the permeability of the medium. Insufficient or uncertain measurements are commonly…
We have studied the conductance distribution function of two-dimensional disordered noninteracting systems in the crossover regime between the diffusive and the localized phases. The distribution is entirely determined by the mean…
We introduce a new regression method that relates the mean of an outcome variable to covariates, under the "adverse condition" that a distress variable falls in its tail. This allows to tailor classical mean regressions to adverse…
Recently, we provided a simple but accurate formula which closely approximates the first crossing distribution associated with random walks having correlated steps. The approximation is accurate for the wide range of barrier shapes of…