In the hydrodynamic lubricated journal bearing system, surface roughness and angular misalignment are two critical factors that affect bearing’s performance. this paper, coupled effects of different non-Gaussian properties misalignments investigated on performance bearings. Christensen’s stochastic model is extended by improving probability density function random heights, which incorporates Gr...

One of the developments in options market is formation various pricing models for an option to help buyer determine fairness price. Black-Scholes model uses assumption that log return price stocks normally distributed, while reality, real-world couldn’t fit into assumption. To be able obtain calculation considers skewness and kurtosis stock data, there are many alternative methods, namely with ...

In this paper we consider the estimation of Markov models where the transition density is unknown. The approach we propose is the empirical characteristic function (ECF) estimation procedure with an approximate optimal weight function. The approximate optimal weight function is obtained through an Edgeworth/Gram-Charlier expansion of the logarithmic transition density of the Markov process. Bas...

Gram-Charlier and Edgeworth Series Expansions are used in the field of statistics to approximate probability density functions. The expansions have proven useful but have experienced limitations due to the values of the moments that admit a proper probability density function. An alternative approach in developing the boundary conditions for the boundary of the positive region for both series e...

This paper shows a practice to raise the reliability of an electric power system by installation distributed generation, taking gasified biomass as fuel. To calculate index, probabilistic load flow was used. index is determined fault probability system. The resolution this combines method cumulants and Gram–Charlier expansion. achieve simulating number contingencies required; greater simulated ...

Probabilistic load flow (PLF) analyses the probability behaviour of the power injected and demanded in an electrical network, providing cumulative results of the power flowing through its lines. However, the probability behaviour analysis is not complete if the correlation between load demands has not been considered. Environmental or social factors can lead to such correlation. This paper prop...

Following the lead of J. Dehesa and his collaborators, we compute the Fisher information of the Meixner-Pollaczek, Meixner, Krawtchouk and Charlier polynomials.

In this paper we answer two recent questions from Charlier et al. (2014) and Harju (2013) about self-shuffling words. An infinite word w is called self-shuffling, if w = ∏∞ i=0 UiVi = ∏∞ i=0 Ui = ∏∞ i=0 Vi for some finite words Ui, Vi. Harju recently asked whether square-free self-shuffling words exist. We answer this question affirmatively. Besides that, we build an infinite word such that no ...