Abstract Stochastic processes are encountered in many contexts, ranging from generation sizes of bacterial colonies and service times a queueing system to displacements Brownian particles frequency fluctuations an electrical power grid. If such Markov, then their probability distribution is governed by the Kramers–Moyal (KM) equation, partial differential equation that involves infinite number ...

The present contribution addresses the performance of a statistical extreme wind analysis over the whole Mediterranean Basin. Estimations of return periods and levels are obtained over offshore areas through analysis of annual wind maxima. An alternative regional statistic method, based on regional L-moments, is also proposed. This regional technique allows increasing the sample size, using dat...

The time-dependent angular distributions of decays of neutral B mesons into two vector mesons contain information about the lifetimes, mass differences, strong and weak phases, form factors, and CP violating quantities. A statistical analysis of the information content is performed by giving the “information” a quantitative meaning. It is shown that for some parameters of interest, the informat...

The flexibility of the family of Generalized Lambda Distributions (GLD) has encouraged researchers to fit GLD distributions to datasets in many circumstances. The methods that have been used to obtain GLD fits have also varied. This paper compares, for the first time, the relative qualities of three GLD fitting methods: the method of moments, a method based on percentiles, and a method that use...

The performance of a multidisciplinary system is inevitably affected by various sources of uncertainties, usually categorized as aleatory (e.g. input variability) or epistemic (e.g. model uncertainty) uncertainty. In the framework of design under uncertainty, all sources of uncertainties should be aggregated to assess the uncertainty of system quantities of interest (QOIs). In a multidisciplina...