نتایج جستجو برای: Stochastic quantification
تعداد نتایج: 205902 فیلتر نتایج به سال:
the renewable energy resources such as wind power have recently attracted more researchers’ attention. it is mainly due to the aggressive energy consumption, high pollution and cost of fossil fuels. in this era, the future fluctuations of these time series should be predicted to increase the reliability of the power network. in this paper, the dynamic characteristics and short-term predictabili...
the problem of crack identification in continuous beam like structures is considered. the cracks’ locations and their depths are identified by employing experimental modal test results performed on the structure. the cracks are modeled using generic elements to include the coupling effects between shear forces and bending moments at the crack section. in the identification procedure eigen- sens...
The main result of this paper is the extension of the Schur-Horn Theorem to infinite sequences: For two nonincreasing nonsummable sequences ξ and η that converge to 0, there exists a positive compact operator A with eigenvalue list η and diagonal sequence ξ if and only if Pn j=1 ξj ≤ Pn j=1 ηj for every n if and only if ξ = Qη for some orthostochastic matrix Q. When ξ and η are summable, requir...
Abstract. The main result of this paper is the extension of the Schur-Horn Theorem to infinite sequences: For two nonincreasing nonsummable sequences ξ and η that converge to 0, there exists a compact operator A with eigenvalue list η and diagonal sequence ξ if and only if Pn j=1 ξj ≤ Pn j=1 ηj for every n if and only if ξ = Qη for some orthostochastic matrix Q. The similar result requiring equ...
exist. We shall prove that under certain conditions we obtain (1) as a limit distribution of double sequences of independent and infinitesimal random variables and apply this theorem to stochastic processes with independent increments. Theorem 1 Let ξn1, ξn2, . . . , ξnkn (n = 1, 2, . . .) be a double sequence of random variables. Suppose that the random variables in each row are independent, t...
In this paper we characterize the matrices A with the following property: for each ε > 0 there exists k ∈ N such that ‖Ak − I‖ < ε for a given matrix norm. This characterization is applied to the theory of unitary, hermitian nonnegative, positive and stochastic matrices.
For a Young function ϕ and a Borel probability measure m on a compact metric space (T, d) the minorizing metric is defined by τ m,ϕ (s, t) := max{ d(s,t) 0 ϕ −1 (1 m(B(s, ε)))dε, d(s,t) 0 ϕ −1 (1 m(B(t, ε)))dε}. In the paper we extend the result of Kwapien and Rosinski [2] relaxing the conditions on ϕ under which there exists a constant K such that E sup s,t∈T ϕ(|X(s) − X(t)| Kτ m,ϕ (s, t)) 1, ...
provided the first quantitative comparison of related languages based on a well-defined model of language change. The stochastic nature of this model was poorly understood by linguists, in the main, and many have rejected the theory in the course of a protracted and confused controversy. Meanwhile field linguists, especially those working with language groups of unknown history, have accepted l...
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