An Upper Bound on the Failure Probability for Linear Structures

1973 ◽  
Vol 40 (1) ◽  
pp. 181-185 ◽  
Author(s):  
L. H. Koopmans ◽  
C. Qualls ◽  
J. T. P. Yao
Keyword(s):  
Stochastic Process ◽  
Failure Probability ◽  
Upper Bound ◽  
Impulse Response Function ◽  
Linear Structures ◽  
Stochastic Response ◽  
Gaussian Stochastic Process ◽  
Exponential Bound ◽  
Mean And Variance ◽  
The Mean

This paper establishes a new upper bound on the failure probability of linear structures excited by an earthquake. From Drenick’s inequality max|y(t)| ≤ MN, where N2 = ∫h2, M2, = ∫x2, x(t) is a nonstationary Gaussian stochastic process representing the excitation of the earthquake, and y(t) is the stochastic response of the structure with impulse response function h(τ), we obtain an exponential bound computable in terms of the mean and variance of the energy M2. A numerical example is given.

On the modeling of linear system input stochastic processes with given accuracy and reliability

2018 ◽  
Vol 24 (2) ◽  
pp. 129-137
Author(s):  
Iryna Rozora ◽  
Mariia Lyzhechko
Keyword(s):  
Banach Space ◽  
Stochastic Process ◽  
Linear System ◽  
Stochastic Processes ◽  
Impulse Response Function ◽  
Output Process ◽  
Gaussian Stochastic Process ◽  
System Input ◽  
Time Invariant ◽  
Gaussian Stochastic Processes

AbstractThe paper is devoted to the model construction for input stochastic processes of a time-invariant linear system with a real-valued square-integrable impulse response function. The processes are considered as Gaussian stochastic processes with discrete spectrum. The response on the system is supposed to be an output process. We obtain the conditions under which the constructed model approximates a Gaussian stochastic process with given accuracy and reliability in the Banach space{C([0,1])}, taking into account the response of the system. For this purpose, the methods and properties of square-Gaussian processes are used.

STATISTICAL INFERENCE FOR K INDEPENDENT, HOMOGENEOUS ARITHMETIC PROCESSES

2000 ◽  
Vol 07 (03) ◽  
pp. 223-236 ◽  
Author(s):  
FRANCIS KIT-NAM LEUNG
Keyword(s):  
Stochastic Process ◽  
Linear Regression ◽  
Renewal Process ◽  
Random Variable ◽  
Simple Linear Regression ◽  
Variable Formula ◽  
Mean And Variance ◽  
The Mean ◽  
Time Continuum ◽  
Area Of Application

For k=1,…, K, a stochastic process {An,k, n =1, 2,…} is an arithmetic process (AP) if there exists some real number, d, so that {An,k +(n-1)d, n =1, 2,…} is a renewal process (RP). AP is a stochastically monotonic process and can be used to model a point process, i.e., point events occurring in a haphazard way in time (or space), especially with a trend. For example, the events may be failures arising from a deteriorating machine; and such a series of failures is distributed haphazardly along a time continuum. In this paper, we discuss estimation procedures for K independent, homogeneous APs. Two statistics are suggested for testing whether K given processes come from a common AP. If this is so, we can estimate the parameters d, [Formula: see text] and [Formula: see text] of the AP based on the techniques of simple linear regression, where [Formula: see text] and [Formula: see text] are the mean and variance of the first average random variable [Formula: see text], respectively. In this paper, the procedures are, for the most part, discussed in reliability terminology. Of course, the methods are valid in any area of application, in which case they should be interpreted accordingly.

scholarly journals Robust Design of Compressor Blades Against Manufacturing Variations

2006 ◽  
Author(s):  
Apurva Kumar ◽  
A. J. Keane ◽  
P. B. Nair ◽  
S. Shahpar
Keyword(s):  
Robust Design ◽  
Process Model ◽  
Design Space ◽  
Computational Effort ◽  
Gaussian Stochastic Process ◽  
Compressor Blades ◽  
Bayesian Monte Carlo ◽  
Mean And Variance ◽  
The Mean ◽  
Gaussian Stochastic Process Model

The aim of this paper is to develop and illustrate an efficient methodology to design blades with robust aerodynamic performance in the presence of manufacturing uncertainties. A novel geometry parametrization technique is developed to represent manufacturing variations due to tolerancing. A Gaussian Stochastic Process Model is trained using DOE techniques in conjunction with a high fidelity CFD solver. Bayesian Monte Carlo Simulation is then employed to obtain the statistics of the performance at each design point. A multiobjective optimizer is used to search the design space for robust designs. The multiobjective formulation allows explicit trade-off between the mean and variance of the performance. A design, selected from the robust design set is compared with a deterministic optimal design. The results demonstrate an effective method to obtain compressor blade designs which have reduced sensitivity to manufacturing variations with significant savings in computational effort.

scholarly journals Weighted statistical binary patterns for facial feature representation

2021 ◽  
Author(s):  
Hung Phuoc Truong ◽  
Thanh Phuong Nguyen ◽  
Yong-Guk Kim
Keyword(s):  
Comprehensive Evaluation ◽  
Facial Feature ◽  
Input Image ◽  
Feature Representation ◽  
Illumination Variation ◽  
Straight Line ◽  
Mean And Variance ◽  
The Mean ◽  
Face Datasets ◽  
Degraded Images

AbstractWe present a novel framework for efficient and robust facial feature representation based upon Local Binary Pattern (LBP), called Weighted Statistical Binary Pattern, wherein the descriptors utilize the straight-line topology along with different directions. The input image is initially divided into mean and variance moments. A new variance moment, which contains distinctive facial features, is prepared by extracting root k-th. Then, when Sign and Magnitude components along four different directions using the mean moment are constructed, a weighting approach according to the new variance is applied to each component. Finally, the weighted histograms of Sign and Magnitude components are concatenated to build a novel histogram of Complementary LBP along with different directions. A comprehensive evaluation using six public face datasets suggests that the present framework outperforms the state-of-the-art methods and achieves 98.51% for ORL, 98.72% for YALE, 98.83% for Caltech, 99.52% for AR, 94.78% for FERET, and 99.07% for KDEF in terms of accuracy, respectively. The influence of color spaces and the issue of degraded images are also analyzed with our descriptors. Such a result with theoretical underpinning confirms that our descriptors are robust against noise, illumination variation, diverse facial expressions, and head poses.

scholarly journals Groups and Individuals: Optical Flow Patterns of Broiler Chicken Flocks Are Correlated with the Behavior of Individual Birds

Animals ◽  
2021 ◽  
Vol 11 (2) ◽  
pp. 568
Author(s):  
Sabine G. Gebhardt-Henrich ◽  
Ariane Stratmann ◽  
Marian Stamp Dawkins
Keyword(s):  
Optical Flow ◽  
Broiler Chicken ◽  
Average Length ◽  
Flow Patterns ◽  
Group Level ◽  
Positive Correlation ◽  
Water Test ◽  
Mean And Variance ◽  
The Mean

Group level measures of welfare flocks have been criticized on the grounds that they give only average measures and overlook the welfare of individual animals. However, we here show that the group-level optical flow patterns made by broiler flocks can be used to deliver information not just about the flock averages but also about the proportion of individuals in different movement categories. Mean optical flow provides information about the average movement of the whole flock while the variance, skew and kurtosis quantify the variation between individuals. We correlated flock optical flow patterns with the behavior and welfare of a sample of 16 birds per flock in two runway tests and a water (latency-to-lie) test. In the runway tests, there was a positive correlation between the average time taken to complete the runway and the skew and kurtosis of optical flow on day 28 of flock life (on average slow individuals came from flocks with a high skew and kurtosis). In the water test, there was a positive correlation between the average length of time the birds remained standing and the mean and variance of flock optical flow (on average, the most mobile individuals came from flocks with the highest mean). Patterns at the flock level thus contain valuable information about the activity of different proportions of the individuals within a flock.

scholarly journals A New Model for the Stochastic Point Reactor: Development and Comparison with Available Models

Energies ◽  
2021 ◽  
Vol 14 (4) ◽  
pp. 955
Author(s):  
Alamir Elsayed ◽  
Mohamed El-Beltagy ◽  
Amnah Al-Juhani ◽  
Shorooq Al-Qahtani
Keyword(s):  
Kinetic Model ◽  
Differential Equations ◽  
Test Cases ◽  
System Of Differential Equations ◽  
Reactor Model ◽  
Time System ◽  
New Model ◽  
Reactor Dynamics ◽  
Mean And Variance ◽  
The Mean

The point kinetic model is a system of differential equations that enables analysis of reactor dynamics without the need to solve coupled space-time system of partial differential equations (PDEs). The random variations, especially during the startup and shutdown, may become severe and hence should be accounted for in the reactor model. There are two well-known stochastic models for the point reactor that can be used to estimate the mean and variance of the neutron and precursor populations. In this paper, we reintroduce a new stochastic model for the point reactor, which we named the Langevin point kinetic model (LPK). The new LPK model combines the advantages, accuracy, and efficiency of the available models. The derivation of the LPK model is outlined in detail, and many test cases are analyzed to investigate the new model compared with the results in the literature.

scholarly journals The Ancestry of a Sample of Sequences Subject to Recombination

Genetics ◽  
1999 ◽  
Vol 151 (3) ◽  
pp. 1217-1228 ◽  
Author(s):  
Carsten Wiuf ◽  
Jotun Hein
Keyword(s):  
Genetic Distance ◽  
Population Size ◽  
Upper Bound ◽  
Recombination Rate ◽  
Common Ancestor ◽  
Recent Common Ancestor ◽  
Sequence Length ◽  
Most Recent Common Ancestor ◽  
The Mean ◽  
Mean Time

Abstract In this article we discuss the ancestry of sequences sampled from the coalescent with recombination with constant population size 2N. We have studied a number of variables based on simulations of sample histories, and some analytical results are derived. Consider the leftmost nucleotide in the sequences. We show that the number of nucleotides sharing a most recent common ancestor (MRCA) with the leftmost nucleotide is ≈log(1 + 4N Lr)/4Nr when two sequences are compared, where L denotes sequence length in nucleotides, and r the recombination rate between any two neighboring nucleotides per generation. For larger samples, the number of nucleotides sharing MRCA with the leftmost nucleotide decreases and becomes almost independent of 4N Lr. Further, we show that a segment of the sequences sharing a MRCA consists in mean of 3/8Nr nucleotides, when two sequences are compared, and that this decreases toward 1/4Nr nucleotides when the whole population is sampled. A measure of the correlation between the genealogies of two nucleotides on two sequences is introduced. We show analytically that even when the nucleotides are separated by a large genetic distance, but share MRCA, the genealogies will show only little correlation. This is surprising, because the time until the two nucleotides shared MRCA is reciprocal to the genetic distance. Using simulations, the mean time until all positions in the sample have found a MRCA increases logarithmically with increasing sequence length and is considerably lower than a theoretically predicted upper bound. On the basis of simulations, it turns out that important properties of the coalescent with recombinations of the whole population are reflected in the properties of a sample of low size.

A model for random instantaneous growth on an interval

1991 ◽  
Vol 28 (3) ◽  
pp. 529-538
Author(s):  
M. P. Quine
Keyword(s):  
Asymptotic Normality ◽  
Instantaneous Growth ◽  
Mean And Variance ◽  
The Mean

Points arrive in succession on an interval and immediately ‘cover' a region of length ½ to each side (less if they are close to the boundary or to a covered part). The location of a new point is uniformly distributed on the uncovered parts. We study the mean and variance of the total number of points ever formed, in particular as a → 0, in which case we also establish asymptotic normality.

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