scholarly journals Corrected discrete approximations for the conditional and unconditional distributions of the continuous scan statistic

2017 ◽  
Vol 54 (1) ◽  
pp. 304-319 ◽  
Author(s):  
Yi-Ching Yao ◽  
Daniel Wei-Chung Miao ◽  
Xenos Chang-Shuo Lin
Keyword(s):  
Poisson Process ◽  
Order Approximation ◽  
Order Term ◽  
Time Discretization ◽  
Discrete Analogue ◽  
Discrete Approximation ◽  
Discrete Approximations ◽  
Scan Statistic ◽  
One Dimensional ◽  
Richardson’S Extrapolation

AbstractThe (conditional or unconditional) distribution of the continuous scan statistic in a one-dimensional Poisson process may be approximated by that of a discrete analogue via time discretization (to be referred to as the discrete approximation). Using a change of measure argument, we derive the first-order term of the discrete approximation which involves some functionals of the Poisson process. Richardson's extrapolation is then applied to yield a corrected (second-order) approximation. Numerical results are presented to compare various approximations.

On inference in a one-dimensional mosaic and an M/G/∞ queue

1985 ◽  
Vol 17 (01) ◽  
pp. 210-229
Author(s):  
Peter Hall
Keyword(s):  
Poisson Process ◽  
Segment Length ◽  
One Dimensional ◽  
Estimation Procedures ◽  
The One

Suppose segments are distributed at random along a line, their locations being determined by a Poisson process. In the case where segment length is fixed, we compare efficiencies of several different estimates of Poisson intensity. The case of random segment length is also considered, and there we study estimation procedures based on empiric properties. The one-dimensional mosaic may be viewed as an M/G/∞ queue.

scholarly journals Fractional negative binomial and Pólya processes

2018 ◽  
Vol 38 (1) ◽  
pp. 77-101
Author(s):  
Palaniappan Vellai Samy ◽  
Aditya Maheshwari
Keyword(s):  
Poisson Process ◽  
Negative Binomial ◽  
Random Variable ◽  
Infinitely Divisible ◽  
One Dimensional ◽  
Fractional Poisson Process ◽  
Negative Binomial Process ◽  
The One ◽  
Definition Of ◽  
Binomial Process

In this paper, we define a fractional negative binomial process FNBP by replacing the Poisson process by a fractional Poisson process FPP in the gamma subordinated form of the negative binomial process. It is shown that the one-dimensional distributions of the FPP and the FNBP are not infinitely divisible. Also, the space fractional Pólya process SFPP is defined by replacing the rate parameter λ by a gamma random variable in the definition of the space fractional Poisson process. The properties of the FNBP and the SFPP and the connections to PDEs governing the density of the FNBP and the SFPP are also investigated.

The SKN Approximation for Solving Radiative Transfer Problems in Absorbing, Emitting, and Isotropically Scattering Plane-Parallel Medium: Part 1

2002 ◽  
Vol 124 (4) ◽  
pp. 674-684 ◽  
Author(s):  
Zekeriya Altac¸
Keyword(s):  
Integral Equation ◽  
Radiative Transfer ◽  
Differential Equations ◽  
Order Approximation ◽  
High Order ◽  
High Order Approximation ◽  
One Dimensional ◽  
Second Order Differential Equations ◽  
Plane Parallel ◽  
Transfer Problems

A high order approximation, the SKN method—a mnemonic for synthetic kernel—is proposed for solving radiative transfer problems in participating medium. The method relies on approximating the integral transfer kernel by a sum of exponential kernels. The radiative integral equation is then reducible to a set of coupled second-order differential equations. The method is tested for one-dimensional plane-parallel participating medium. Three quadrature sets are proposed for the method, and the convergence of the method with the proposed sets is explored. The SKN solutions are compared with the exact, PN, and SN solutions. The SK1 and SK2 approximations using quadrature Set-2 possess the capability of solving radiative transfer problems in optically thin systems.

Mathematical simulation of pulsed electromagnetic soundings with a spatially distributed system of deviated wells

2020 ◽  
Author(s):  
Viacheslav N. Glinskikh ◽  
◽  
Oleg V. Nechaev ◽  
Alexander R. Dudaev ◽  
◽  
...  
Keyword(s):  
Time Discretization ◽  
Discrete Analogue ◽  
Physical Parameters ◽  
Field Source ◽  
Vector Finite Element Method ◽  
Electromagnetic Soundings ◽  
Spatially Distributed ◽  
Vector Finite Element ◽  
Spatial Coordinates ◽  
Pulsed Electromagnetic

We have developed a mathematical model describing the sounding process with a pulsed electromagnetic field source in a 3D region complex in physical parameters and geometric structure. For its time discretization, the time Fourier transform is used. Through the vector finite element method, we have obtained a discrete analogue in spatial coordinates of the original problem. The simulation examples are provided.

The Equations of Markovian Random Evolution on the Line

1998 ◽  
Vol 35 (1) ◽  
pp. 27-35 ◽  
Author(s):  
Alexander Kolesnik
Keyword(s):  
Poisson Process ◽  
Hyperbolic Equation ◽  
Explicit Form ◽  
General Model ◽  
Hyperbolic Equations ◽  
Random Evolution ◽  
One Dimensional ◽  
Order Hyperbolic Equation

We consider a general model of one-dimensional random evolution with n velocities and rates of a switching Poisson process (n ≥ 2). A governing nth-order hyperbolic equation in a determinant form is given. For two important particular cases it is written in an explicit form. Some known hyperbolic equations are obtained as particular cases of the general model

The Equations of Markovian Random Evolution on the Line

1998 ◽  
Vol 35 (01) ◽  
pp. 27-35 ◽  
Author(s):  
Alexander Kolesnik
Keyword(s):  
Poisson Process ◽  
Hyperbolic Equation ◽  
Explicit Form ◽  
General Model ◽  
Hyperbolic Equations ◽  
Random Evolution ◽  
One Dimensional ◽  
Order Hyperbolic Equation

We consider a general model of one-dimensional random evolution with n velocities and rates of a switching Poisson process (n ≥ 2). A governing nth-order hyperbolic equation in a determinant form is given. For two important particular cases it is written in an explicit form. Some known hyperbolic equations are obtained as particular cases of the general model

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