scholarly journals Dynamic rain model for linear stochastic environments

MAUSAM ◽  
2021 ◽  
Vol 49 (1) ◽  
pp. 127-134
Author(s):  
WALTER RITTER ◽  
PEDRO MOSINO ◽  
ENRIQUE BUENDIA
Keyword(s):  
Stochastic Process ◽  
Statistical Model ◽  
Food Production ◽  
Rainfall Variability ◽  
Logistic Curve ◽  
Political Factors ◽  
First Order ◽  
Climatic Variations ◽  
Stochastic Environments ◽  
Cumulative Rainfall

To develop modem agriculture, a vision of an integral management is required, where the complexity of interactions between climatic, biological, economical, social and political factors involved in the food production must systematically be analyzed in a context of regional conditions.   At the same time, it is necessary to develop the ability to forecast both the climatic variations and their possible impact on society. The minimization of this impact on agriculture through consistent practices adequate to local climates, is not only commendable, but basically necessary, besides, the usefulness of these studies in acquiring a better knowledge of those areas with an inversion risk for agricultural and cattle rising development is high.   In this paper a statistical model is used to accomplish the objectives above mentioned. The rainfall variability in several areas of the Tlaxcala State (Mexico) is analyzed with due regard to both inter- and intra-annual relations, considering that the cumulative rainfall, in the former case, follows a logistic curve and in the latter it follows a linear, first order, stochastic process.

scholarly journals Modeling and forecasting of rainfall reoccurrence changes using Markov Switching in Iran

2021 ◽  
Vol 3 (8) ◽  
Author(s):  
Majid Javari
Keyword(s):  
Environmental Planning ◽  
Rainfall Variability ◽  
Markov Switching ◽  
Daily Rainfall ◽  
First Order ◽  
Markov Switching Models ◽  
Markov Transition Matrix ◽  
Switching Models ◽  
Markov Transition ◽  
Modeling And Forecasting

AbstractThis paper represents the recurrence (reoccurrence) changes in the rainfall series using Markov Switching models (MSM). The switching employs a dynamic pattern that allows a linear model to be combined with nonlinearity models a discrete structure. The result is the Markov Switching models (MSM) reoccurrence predicting technique. Markov Switching models (MSM) were employed to analyze rainfall reoccurrence with spatiotemporal regime probabilities. In this study, Markov Switching models (MSM) were used based on the simple exogenous probability frame by identifying a first-order Markov process for the regime probabilities. The Markov transition matrix and regime probabilities were used to analyze the rainfall reoccurrence in 167 synoptic and climatology stations. The analysis results show a low distribution from 0.0 to 0.2 (0–20%) per day spatially from selecting stations, probability mean of daily rainfall recurrence is 0.84, and a different distribution based on the second regime was found to be more remarkable to the rainfall variability. The rainfall reoccurrence in daily rainfall was estimated with relatively low variability and strong reoccurrence daily with ranged from 0.851 to 0.995 (85.1–99.5%) per day based on the spatial distribution. The variability analysis of rainfall in the intermediate and long variability and irregular variability patterns would be helpful for the rainfall variability for environmental planning.

scholarly journals Elastic Behaviour of Diborides Under High Pressure

2009 ◽  
Vol 1 (2) ◽  
pp. 275-280
Author(s):  
Seema Gupta ◽  
S. C. Goyal
Keyword(s):  
High Pressure ◽  
Equation Of State ◽  
Statistical Model ◽  
Bulk Modulus ◽  
Electron Gas ◽  
Elastic Behaviour ◽  
Pressure Derivative ◽  
First Order ◽  
Elastic Data ◽  
Quantum Statistical

The present study deals with the elastic behaviour of diborides (BeB2, MgB2 and NbB2) under high pressure with the help of equation of state (EOS) using the elastic data reported by Islam et al. It is concluded that EOS, which are based either on quantum statistical model or  pseduopotential model, only are capable of explaining high pressure behaviour of the solids under study.  Moreover the value of first order pressure derivative of bulk modulus at infinite pressure (Kinfinity) is greater than 5/3 and thus the diborides under study do not behave as Thomas-Fermi electron gas under high compression. Keywords: Equation of state; High Pressure; Diborides. © 2009 JSR Publications. ISSN: 2070-0237 (Print); 2070-0245 (Online). All rights reserved. DOI: 10.3329/jsr.v1i2.1189 

First-Order Conservative Processes with Multiple Latent Roots

1969 ◽  
Vol 6 (01) ◽  
pp. 186-194 ◽  
Author(s):  
J. Radcliffe ◽  
P. J. Staff
Keyword(s):  
Stochastic Process ◽  
Stochastic Model ◽  
Chemical Reactions ◽  
Equilibrium Distribution ◽  
Deterministic Model ◽  
Multicomponent System ◽  
Mass Action ◽  
Approach To Equilibrium ◽  
First Order ◽  
Gas Molecules

There are now many examples in various fields where the behaviour of ‘particles' as exhibited by their transition from one state to another is described by a multidimensional stochastic process. The linear migration model in which particles move independently of one another through a number of states has been dealt with by Bartlett (1949). This process has been used by Siegert (1949) in considering the approach to equilibrium of non-interacting gas molecules and by Krieger and Gans (1960) and Gans (1960) to examine the distribution of a multicomponent system disturbed from its equilibrium distribution and relaxing by first-order processes to another equilibrium. The correspondence between the deterministic model based on the principle of mass action and the stochastic model has been discussed by Darvey and Staff (1966) in the context of unimolecular multicomponent chemical reactions.

Time Progression of Hemolysis of Erythrocyte Populations Exposed to Supraphysiological Temperatures

1979 ◽  
Vol 101 (3) ◽  
pp. 213-217 ◽  
Author(s):  
N. A. Moussa ◽  
E. N. Tell ◽  
E. G. Cravalho
Keyword(s):  
Statistical Model ◽  
Distribution Curve ◽  
Time History ◽  
Kinetic Scheme ◽  
First Order ◽  
Arrhenius Dependence ◽  
History Of ◽  
The Mean ◽  
Two Parameters ◽  
Microscope Stage

Populations of erythrocytes in solution were heated “instantaneously” to and maintained at temperatures in the range of 44 to 60°C on a microscope stage specifically designed for this purpose. Simultaneously, the visually observed hemolysis-time history of these cells was measured. The results were successfully correlated on the basis of two models: 1) a kinetic scheme assuming two sequential, first-order reactions by which the cells are first reversibly altered and then irreversibly damaged; and 2) a statistical model for which the number of cells that are damaged at each instant is assumed to be normally distributed. From the experimental data the rate constants for the two reactions in the kinetic model were determined and were found to have an Arrhenius dependence on temperature. By applying the statistical model to the data, we were able to determine the mean and standard deviation of the distribution curve for this model. The logarithms of these latter two parameters vary with temperature in a linear fashion.

First-order calculus and option pricing

2014 ◽  
Vol 01 (01) ◽  
pp. 1450009 ◽  
Author(s):  
Peter Carr
Keyword(s):  
Stochastic Process ◽  
Brownian Motion ◽  
Option Pricing ◽  
Stochastic Calculus ◽  
Quadratic Variation ◽  
Modern Theory ◽  
Barrier Options ◽  
Barrier Option ◽  
First Order ◽  
Itô Calculus

The modern theory of option pricing rests on Itô calculus, which is a second-order calculus based on the quadratic variation of a stochastic process. One can instead develop a first-order stochastic calculus, which is based on the running minimum of a stochastic process, rather than its quadratic variation. We focus here on the analog of geometric Brownian motion (GBM) in this alternative stochastic calculus. The resulting stochastic process is a positive continuous martingale whose laws are easy to calculate. We show that this analog behaves locally like a GBM whenever its running minimum decreases, but behaves locally like an arithmetic Brownian motion otherwise. We provide closed form valuation formulas for vanilla and barrier options written on this process. We also develop a reflection principle for the process and use it to show how a barrier option on this process can be hedged by a static postion in vanilla options.

scholarly journals Creative Chord Sequence Generation for Electronic Dance Music

2018 ◽  
Vol 8 (9) ◽  
pp. 1704
Author(s):  
Darrell Conklin ◽  
Martin Gasser ◽  
Stefan Oertl
Keyword(s):  
Focus Group ◽  
Statistical Model ◽  
Digital Audio ◽  
Dance Music ◽  
Electronic Dance Music ◽  
First Order ◽  
Sequence Generation ◽  
Chord Sequence ◽  
Digital Audio Workstation ◽  
Small Focus

This paper describes the theory and implementation of a digital audio workstation plug-in for chord sequence generation. The plug-in is intended to encourage and inspire a composer of electronic dance music to explore loops through chord sequence pattern definition, position locking and generation into unlocked positions. A basic cyclic first-order statistical model is extended with latent diatonicity variables which permits sequences to depart from a specified key. Degrees of diatonicity of generated sequences can be explored and parameters for voicing the sequences can be manipulated. Feedback on the concepts, interface, and usability was given by a small focus group of musicians and music producers.

Product autoregression: a time-series characterization of the gamma distribution

1982 ◽  
Vol 19 (2) ◽  
pp. 463-468 ◽  
Author(s):  
Ed Mckenzie
Keyword(s):  
Stochastic Process ◽  
Time Series ◽  
Gamma Distribution ◽  
Stationary Stochastic Process ◽  
Correlation Structure ◽  
First Order ◽  
Non Linear ◽  
Autoregressive Correlation

A non-linear stationary stochastic process {Xt} is derived and shown to have the property that both the processes {Xt} and {log Xt} have the same correlation structure, viz. the Markov or first-order autoregressive correlation structure. The generation of such processes is discussed briefly and a characterization of the gamma distribution is obtained.

A NEW LOOK AT THE q-DEFORMED CALCULUS

1993 ◽  
Vol 08 (28) ◽  
pp. 2695-2701
Author(s):  
R. CHAKRABARTI ◽  
R. JAGANNATHAN ◽  
R. VASUDEVAN
Keyword(s):  
Stochastic Process ◽  
Quantum Algebras ◽  
Derivative Operator ◽  
First Order ◽  
New Look

In view of the possible relevance of the q-calculus based on Jackson's q-derivative operator [Formula: see text] in the phenomenological applications of quantum algebras it is pointed out that for real q(> 1) such that (q − 1) ≈ 0 there is a formal correspondence, up to first order in (q − 1), between the q-calculus and the calculus that can be developed assuming that the changes in x may be governed by an approximate stochastic process.

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