The conditional dissipation and diffusion for a passive scalar with an imposed mean gradient are studied here. The results are obtained for an elementary model consisting of a random shear flow with a simple time-periodic transverse sweep. As the Peclet number is increased, scalar intermittency is observed; the scalar probability density function departs strongly from a Gaussian law. As a resul...

Extended Abstract. Suppose n i.i.d. observations, X1, …, Xn, are available from the unknown distribution F(.), goodness-of-fit tests refer to tests such as H0 : F(x) = F0(x) against H1 : F(x) $neq$ F0(x). Some nonparametric tests such as the Kolmogorov--Smirnov test, the Cramer-Von Mises test, the Anderson-Darling test and the Watson test have been suggested by comparing empirical ...

This paper, using the covariance information, proposes recursive least-squares (RLS) 4ltering and 4xed-point smoothing algorithms with uncertain observations in linear discrete-time stochastic systems. The observation equation is given by y(k) = (k)Hx(k) + v(k), where { (k)} is a binary switching sequence with conditional probability distribution verifying Eq. (3). This observation equation is ...

In this paper we first intend to examine the probability of falling into the realm of child labor by using conditional probability theorem. Furthermore, we will compare the extent of each factor’s effect on boys and girls using a TOBIT regression model. Finally we will analyze aspects of Iran’s labor market to assess the future ahead of the children who work at present. As the results will show...

Having observed the initial segment of a random sequence, subsequent values may be predicted by calculating the conditional distribution given what has been observed. In statistical applications, it is usually necesary to work with a parametric family of processes, so the predictive distribution depends on the parameter, which must be estimated from the data. This device is used in a finitedime...

We describe the method for finding the non-Gaussian tails of the probability distribution function ~PDF! for solutions of a stochastic differential equation, such as the convection equation for a passive scalar, the random driven Navier-Stokes equation, etc. The existence of such tails is generally regarded as a manifestation of the intermittency phenomenon. Our formalism is based on the WKB ap...