A Langevin particle is initiated at the origin with positive velocity. Its trajectory is terminated when it returns to the origin. In 1945, Wang and Uhlenbeck posed the problem of finding the joint probability density function (PDF) of the recurrence time and velocity, naming it "the recurrence time problem". We show that the short-time asymptotics of the recurrence PDF is similar to that of th...

We present a computationally efficient method to generate random variables from a univariate conditional probability density function (PDF) derived from a multivariate α-sub-Gaussian (αSG) distribution. The approach may be used to sequentially generate variates for sliding-window models that constrain immediately adjacent samples to be αSG random vectors. We initially derive and establish vario...

Signal processing techniques will lean on blind methods in the near future, where no redundant, resource allocating information will be transmitted through the channel. To achieve a proper decision, however, it is essential to know at least the probability density function (pdf), which to estimate is classically a time consumpting and/or less accurate hard task, that may make decisions to fail....

In this paper we present a Multi-Element generalized Polynomial Chaos (MEgPC) method to deal with stochastic inputs with arbitrary probability measures. Based on the decomposition of the random space of the stochastic inputs, we construct numerically a set of orthogonal polynomials with respect to a conditional probability density function (PDF) in each element and subsequently implement genera...

An approximate, closed-form expression for the value of the integral encountered inthe calculation ofthe probability density function (PDF) of the envelope of a partially saturated ocean acoustic process i obtained. Furthermore, an expression of this PDF as a series of modified Bessel functions i presented. The results may also be directly applied to the evaluation of the PDF encountered in the...

We propose an approach for data clustering based on optimum-path forest. The samples are taken as nodes of a graph, whose arcs are defined by an adjacency relation. The nodes are weighted by their probability density values (pdf) and a connectivity function is maximized, such that each maximum of the pdf becomes root of an optimumpath tree (cluster), composed by samples “more strongly connected...

Numerical evidence of nondiffusive transport in three-dimensional, resistive pressure-gradient-driven plasma turbulence is presented. It is shown that the probability density function (pdf) of tracer particles' radial displacements is strongly non-Gaussian and exhibits algebraic decaying tails. To model these results we propose a macroscopic transport model for the pdf based on the use of fract...

This paper proposes a generalized method for playfield segmentation of various sport videos. It first estimates the probability density function (pdf) of color components of an image frame. Two hill-climbing schemes, which employ two-dimensional pdf and one-dimensional pdf, respectively, are proposed for clustering. Next, a novel algorithm that utilizes the domain knowledge of sport playfields ...

7 www.wjir.org  Abstract— As we know that closed form PDF (probability density function) does not present for noise which is normally detected at communication receiver. So, due to this reason implementation of optimum receiver is very difficult. And this noise(undesirable disturbance) is the sum of Guassian noise and impulsive interference . So, alternate PDF is proposed by many authors which...

Performance of a dual maximal ratio combining receiver has been analyzed for M-ary coherent and noncoherent modulations over independent Hoyt fading channels with non-identical fading parameter using classical probability density function (PDF) based approach. Analytical expressions for the PDF of the receiver output signal-to-noise ratio (SNR) have been presented. Expressions of outage and ave...