For performance evaluation and dimensioning of packet-based networks, engineers need simple, efficient and realistic traffic models. The traffic volume on a packet link, observed at different time scales t, has previously been modeled as a stationary stochastic process based on the Coefficient of Variation CoV(t). In this paper we try to supply the missing information about the shape of the dis...

In linear mixed models, the assumption of normally distributed random effects is often inappropriate and unnecessarily restrictive. The proposed approximate Dirichlet process mixture assumes a hierarchical Gaussian mixture that is based on the truncated version of the stick breaking presentation of the Dirichlet process. In addition to the weakening of distributional assumptions, the specificat...

SUMMARY: We consider additive mixed models for longitudinal data with a nonlinear time trend. As random effects distribution an approximate Dirichlet process mixture is proposed that is based on the truncated version of the stick breaking presentation of the Dirichlet process and provides a Gaussian mixture with a data driven choice of the number of mixture components. The main advantage of the...

When solving the non linear non Gaussian filtering problem via orthognal series expansions the involved probability density functions are approximated with truncated series expansions. Inevitable the truncation introduces an error. In this paper an upper bound on the 1-norm of the approximation error in the probability density function of the state vector conditional on the system output measur...

Integrating geological concepts, such as relative positions and proportions of the different lithofacies, is of highest importance in order to render realistic geological patterns. The truncated plurigaussian simulation method provides a way of using both local and conceptual geological information to infer the distributions of the facies and then those of hydraulic parameters. The method (Le L...

We study the properties of stationary G-chains in terms their generating functions. In particular, we prove an analogue Szeg\H{o} limit theorem for symplectic eigenvalues, derive expression entropy rate quantum Gaussian processes, and distribution eigenvalues truncated block Toeplitz matrices. also introduce a concept numerical range, analogous to that some its basic properties, mainly context ...

In this paper, we performed DTV interference test in order to measure the affected ranges of DTV service due to the operating of narrowband system as the DTV White Space Service in Korea. The Terrestrial Truncated Radio (TETRA) system was targeted as a narrowband application of DTV White Space. A series of simulations was conducted in order to estimate the effective ranges according to the oper...

On the basis of morphological thermodynamics we develop an exactly solvable version statistical mutifragmentation model for nuclear liquid-gas phase transition. It is shown that hard-core repulsion between spherical nuclei generates only bulk (volume), surface and curvature parts free energy nucleus, while Gaussian one does not appear in derivation. The diagram transition studied a truncated de...

The purpose of this paper is to incorporate the CPC (Climate Prediction Center) seasonal forecast in the temperature process so that conditional means and conditional variances of both the temperature and the CDD (Cooling Degree Day) may be redetermined in accordance with the seasonal forecasting probabilities. Under the Gaussian property of the underlying process, the prices of the CDD options...

Introduction to Gaussian Random Function Simulation The so-called Gaussian Random Function simulation (GRFS) differs substantially from the Sequential Gaussian simulation (SGS) from GSLIB. GRFS more accurately reproduces distributions. It is typically faster than SGS, with additional efficiencies due to its parallel architecture. GRFS also has an option to run a fast collocated cosimulation – f...