The Cox-Aalen Models as Framework for Construction of Bivariate Probability Distributions, Universal Representation

Starting with the Aalen （1989） version of Cox （1972） ＇regression model＇ we show the method for construction of ＂any＂ joint survival function given marginal survival functions. Basically, however, we restrict ourselves to model positive stochastic dependences only with the general assumption that the underlying two marginal random variables are centered on the set of nonnegative real values. With only these assumptions we obtain nice general characterization of bivariate probability distributions that may play similar role as the copula methodology. Examples of reliability and biomedical applications are given.

Predicting the probability distribution of Martian rocks mechanical property based on microscale rock mechanical experiments and accurate grain-based modeling

The exploration of Mars would heavily rely on Martian rocks mechanics and engineering technology.As the mechanical property of Martian rocks is uncertain,it is of utmost importance to predict the probability distribution of Martian rocks mechanical property for the success of Mars exploration.In this paper,a fast and accurate probability distribution method for predicting the macroscale elastic modulus of Martian rocks was proposed by integrating the microscale rock mechanical experiments(micro-RME),accurate grain-based modeling(AGBM)and upscaling methods based on reliability principles.Firstly,the microstructure of NWA12564 Martian sample and elastic modulus of each mineral were obtained by micro-RME with TESCAN integrated mineral analyzer(TIMA)and nanoindentation.The best probability distribution function of the minerals was determined by Kolmogorov-Smirnov(K-S)test.Secondly,based on best distribution function of each mineral,the Monte Carlo simulations(MCS)and upscaling methods were implemented to obtain the probability distribution of upscaled elastic modulus.Thirdly,the correlation between the upscaled elastic modulus and macroscale elastic modulus obtained by AGBM was established.The accurate probability distribution of the macroscale elastic modulus was obtained by this correlation relationship.The proposed method can predict the probability distribution of Martian rocks mechanical property with any size and shape samples.

Probability Distribution Characteristics of Strong Nonlinear Waves Under Typhoon Conditions in the Northern South China Sea

The generation and propagation mechanism of strong nonlinear waves in the South China Sea is an essential research area. In this study, the third-generation wave model WAVEWATCH Ⅲ is employed to simulate wave fields under extreme sea states. The model, integrating the ST6 source term, is validated against observed data, demonstrating its credibility. The spatial distribution of the occurrence probability of strong nonlinear waves during typhoons is shown, and the waves in the straits and the northeastern part of the South China Sea show strong nonlinear characteristics. The high-order spectral model HOS-ocean is employed to simulate the random wave surface series beneath five different platform areas. The waves during the typhoon exhibit strong nonlinear characteristics, and freak waves exist. The space-varying probability model is established to describe the short-term probability distribution of nonlinear wave series. The exceedance probability distributions of the wave surface beneath different platform areas are compared and analyzed. The results show that with an increase in the platform area, the probability of a strong nonlinear wave beneath the platform increases.

Probability Distribution of Ratio of China Aviation Network Edge Vertices Degree and Its Evolutionary Trace Based on Complex Network

In order to reveal the complex network characteristics and evolution principle of China aviation network, the probability distribution and evolution trace of ratio of China aviation network edge vertices degree were studied based on the statistics data of China civil aviation network in 1988, 1994, 2001, 2008 and 2015. According to the theory and method of complex network, the network system was constructed with the city where the airport was located as the network node and the route between cities as the edge of the network. Based on the statistical data, the ratio of edge vertices degree in China aviation network in 1988, 1994, 2001, 2008 and 2015 were calculated. Using the probability statistical analysis method and regression analysis approach, it was found that the ratio of edge vertices degree had linear probability distribution and the two parameters of the probability distribution had linear evolution trace.

Probability Distribution of China Aviation Network Nearest Neighbor Average Degree and Its Evolutionary Trace Based on Complex Network

In order to reveal the complex network characteristics and evolution principle of China aviation network,the probability distribution and evolution trace of node nearest neighbor average degree of China aviation network were studied based on the statistics data of China civil aviation network in 1988,1994,2001,2008 and 2015.According to the theory and method of complex network,the network system was constructed with the city where the airport was located as the network node and the route between cities as the edge of the network.Based on the statistical data,the nearest neighbor average degrees of nodes in China aviation network in 1988,1994,2001,2008 and 2015 were calculated.Using the probability statistical analysis method,it was found that the nearest neighbor average degree had the probability distribution of normal function and the position parameters and scale parameters of the probability distribution had linear evolution trace.

Earthquake Magnitude Probability and Gamma Distribution

The earthquake magnitude probability distribution is one of the underlying input data for certain earthquake analyses, such as probabilistic seismic hazard analysis. Nowadays, the method proposed by McGuire and Arabasz (1990) is commonly used for obtaining the (simulated) earthquake magnitude probability distributions. However, based on the observed earthquake data in 5 regions (Taiwan, Japan, California, Turkey, and Greece), the model did not fit the observation well. Instead, all of the case studies show that using the newly proposed gamma distribution can improve the simulation significantly compared to the conventional method.

Monte Carlo method for evaluation of surface emission rate measurement uncertainty

The aim of this study is to evaluate the uncertainty of 2πα and 2πβ surface emission rates using the windowless multiwire proportional counter method.This study used the Monte Carlo method (MCM) to validate the conventional Guide to the Expression of Uncertainty in Measurement (GUM) method.A dead time measurement model for the two-source method was established based on the characteristics of a single-channel measurement system,and the voltage threshold correction factor measurement function was indirectly obtained by fitting the threshold correction curve.The uncertainty in the surface emission rate was calculated using the GUM method and the law of propagation of uncertainty.The MCM provided clear definitions for each input quantity and its uncertainty distribution,and the simulation training was realized with a complete and complex mathematical model.The results of the surface emission rate uncertainty evaluation for four radioactive plane sources using both methods showed the uncertainty’s consistency E_(n)<0.070 for the comparison of each source,and the uncertainty results of the GUM were all lower than those of the MCM.However,the MCM has a more objective evaluation process and can serve as a validation tool for GUM results.

Joint probability distribution of winds and waves from wave simulation of 20 years (1989-2008) in Bohai Bay

The joint probability distribution of wind speed and significant wave height in the Bohai Bay was investigated by comparing the Gurnbel logistic model, the Gumbel-Hougaard （GH） copula function, and the Clayton copula function. Twenty years of wind data from 1989 to 2008 were collected from the European Centre for Medium-Range Weather Forecasts （ECMWF） database and the blended wind data of the Quick Scatterometer （QSCAT） satellite data set and re-analysis data from the United States National Centers for Environmental Prediction （NCEP）. Several typhoons were taken into account and merged with the background wind fields from the ECMWF or QSCAT/NCEP database. The 20-year data of significant wave height were calculated with the unstructured-grid version of the third-generation wind wave model Simulating WAves Nearshore （SWAN） under extreme wind process conditions. The Gumbel distribution was used for univariate and marginal distributions. The distribution parameters were estimated with the method of L-moments. Based on the marginal distributions, the joint probability distributions, the associated return periods, and the conditional probability distributions were obtained. The GH copula function was found to be optimal according to the ordinary least squares （OLS） test. The results show that wind waves are the prevailing type of wave in the Bohai Bay.

Coupling effects of influence factors on probability of corrosion initiation time of reinforced concrete

The coupling model of major influence factors such state affecting the chloride diffusion process in concrete is as environmental relative humidity, load-induced crack and stress discussed. The probability distributions of the critical chloride concentration Cc, the chloride diffusion coefficient D, and the surface chloride concentration Cs were determined based on the collected natural exposure data. And the estimation of probability of corrosion initiation considering the coupling effects of influence factors is presented. It is found that the relative humidity and curing time are the most effective factors affecting the probability of corrosion initiation before and after 10 years of exposure time. At the same exposure time, the influence of load-induced crack and stress state on the probability of corrosion initiation is obvious, in which the effect of crack is the most one

Sand particle lift-off velocity measurements and numerical simulation of mass flux distributions in a wind tunnel

Lift-off velocity of saltating sand particles in wind-blown sand located at 1.0 mm above the sand bed surface was measured using a phase Doppler particle analyzer in a wind tunnel. The results show that the probability distribution of lift-off velocity can be expressed as a lognormal function, while that of lift-off angle follows an exponential function. The probability distribution of lift-off angle conditioned for each lift-off velocity also follows an exponential function, with a slope that becomes steeper with increasing lift-off velocity. This implies that the probability distribution of lift-off velocity is strongly dependent on the lift-off angle. However, these lift-off parameters are generally treated as an independent joint probability distribution in the literature. Numerical simulations were carried out to investigate the effects of conditional versus independent joint probability distributions on the vertical sand mass flux distribution. The simulation results derived from the conditional joint probability distribution agree much better with experimental data than those from the independent ones. Thus, it is better to describe the lift-off velocity of saltating sand particles using the conditional joint probability distribution. These results improve our understanding of saltation processes in wind-blown sand.

Research on the behavior of fiber orientation probability distribution function in the planar flows

The equation of two-dimensional fiber direction vector was solved theoretically to give the fiber orientation distri- bution in simple shear flow, flow with two direction shears, extensional flow and arbitrary planar incompressible flow. The Fok- ker-Planck equation was solved numerically to validify the theoretical solutions. The stable orientation and orientation period of fiber were obtained. The results showed that the fiber orientation distribution is dependent on the relative not absolute magnitude of the matrix rate-of-strain of flow. The effect of fiber aspect ratio on the orientation distribution of fiber is insignificant in most conditions except the simple shear case. It was proved that the results for a planar flow could be generalized to the case of 3-D fiber direction vector.

PROBABILITY DISTRIBUTION FUNCTION OF NEAR-WALL TURBULENT VELOCITY FLUCTUATIONS

By large eddy simulation （LES）, turbulent databases of channel flows at different Reynolds numbers were established. Then, the probability distribution functions of the streamwise and wall-normal velocity fluctuations were obtained and compared with the corresponding normal distributions. By hypothesis test, the deviation from the normal distribution was analyzed quantitatively. The skewness and flatness factors were also calculated. And the variations of these two factors in the viscous sublayer, buffer layer and log-law layer were discussed. Still illustrated were the relations between the probability distribution functions and the burst events-sweep of high-speed fluids and ejection of low-speed fluidsIin the viscous sub-layer, buffer layer and loglaw layer. Finally the variations of the probability distribution functions with Reynolds number were examined.

Probability Analysis of the Wave-Slamming Pressure Values of the Horizontal Deck with Elastic Support

This paper presents the probability distribution of the slamming pressure from an experimental study of regular wave slamming on an elastically supported horizontal deck. The time series of the slamming pressure during the wave impact were first obtained through statistical analyses on experimental data. The exceeding probability distribution of the maximum slamming pressure peak and distribution parameters were analyzed, and the results show that the exceeding probability distribution of the maximum slamming pressure peak accords with the three-parameter Weibull distribution. Furthermore, the range and relationships of the distribution parameters were studied. The sum of the location parameter D and the scale parameter L was approximately equal to 1.0, and the exceeding probability was more than 36.79% when the random peak was equal to the sample average during the wave impact. The variation of the distribution parameters and slamming pressure under different model conditions were comprehensively presented, and the parameter values of the Weibull distribution of wave-slamming pressure peaks were different due to different test models. The parameter values were found to decrease due to the increased stiffness of the elastic support. The damage criterion of the structure model caused by the wave impact was initially discussed, and the structure model was destroyed when the average slamming time was greater than a certain value during the duration of the wave impact. The conclusions of the experimental study were then described.

Carrier frequency disturbance distributions on GPS during equatorial ionospheric scintillation

In the equatorial region,deep amplitude fading in global positioning system(GPS)signals frequently occurs during the strong ionospheric scintillation,it can lead to the loss of lock in GPS carrier tracking loops,and result in increased positioning error and even navigation interruption.The relationships between amplitude scintillation indices and detrended carrier frequency are investigated,based on GPS L1 C/A signals during the last peak of the solar cycle at the low latitude site of São Josédos Campos,Brazil(23.2S,45.9W)from 2013 to 2015.Corresponding mathematic model of the probability distribution function is built for the first time to provide statistical analysis on the above relationships.The results show that the standard carrier frequencies reveal an almost linear relation with the amplitude scintillation indices.Moreover,the frequency widths of detrended frequency are proportional to levels of amplitude scintillation when the value of the peak probability is lower than the corresponding boundary.A conclusion can be drawn that different levels of amplitude scintillation will influence the fluctuation of the carrier frequency.The analysis will provide useful guidance to set the receiver’s bandwidth with respect to the different scintillation levels and design the advanced tracking algorithms to improve the robustness and precision of the GPS receiver.

Probability Distribution Function of a Forced Passive Tracer in the Lower Stratosphere

The probability distribution function （PDF） of a passive tracer, forced by a ＂mean gradient＂, is studied. First, we take two theoretical approaches, the Lagrangian and the conditional closure formalisms, to study the PDFs of such an externally forced passive tracer. Then, we carry out numerical simulations for an idealized random flow on a sphere and for European Center for Medium-Range Weather Forecasts （ECMWF） stratospheric winds to test whether the mean-gradient model can be applied to studying stratospheric tracer mixing in midlatitude surf zones, in which a weak and poleward zonal-mean gradient is maintained by tracer leakage through polar and tropical mixing barriers, and whether the PDFs of tracer fluctuations in midlatitudes are consistent with the theoretical predictions. The numerical simulations show that when diffusive dissipation is balanced by the mean-gradient forcing, the PDF in the random flow and the Southern-Hemisphere PDFs in ECMWF winds show time-invariant exponential tails, consistent with theoretical predictions. In the Northern Hemisphere, the PDFs exhibit non-Gaussian tails. However, the PDF tails are not consistent with theoretical expectations. The long-term behavior of the PDF tails of the forced tracer is compared to that of a decaying tracer. It is found that the PDF tails of the decaying tracer are time-dependent, and evolve toward flatter than exponential.

Wigner Function and Phase Probability Distribution of q-Analogue of Squeezed One-Photon State

In this paper, in terms of the technique of integration within an ordered product （IWOP） of operators and the properties of the inverses of q-deformed annihilation and creation operators, normalizable q-analogue of the squeezed one-photon state, which is quite different from one introduced by Song and Fan [Int. 3. Theor. Phys. 41 （2002） 695], is constructed. Moreover, the Wigner function and phase probability distribution of q-analogue of the squeezed one-photon state are examined.

Dynamic Monte Carlo study on the probability distribution functions of tail-like polymer chain

The configurational properties of tail-like polymer chains with one end attached to a flat surface are studied by using dynamic Monte Carlo technique. We find that the probability distribution of the free end in z direction P（Rz） and the density profile p（z） can be scaled approximately by a factor β to be a length independent function for both random walking （RW） and self-avoiding walking （SAW） tail-like chains, where the factor β is related to the mean square end-to-end distance 〈RE〉. The scaled P（Rz） of the SAW chain roughly overlaps that of the RW chain, but the scaled p（z） of the SAW chain locates at smaller βz than that of the RW chain.

Effect of wave spectrum width on the probability density distribution of wind-wave heights

The probability distribution of wave heights under the assumption of narrowband linear wave theory follows the Rayleigh distribution and the statistical relationships between some characteristic wave heights, derived from this distribution, are widely used for the treatment of realistic wind waves. However, the bandwidth of wave frequency influences the probability distribution of wave heights. In this paper, a wave-spectrum-width parameter B was introduced into the JONSWAP spectrum. This facilitated the construction of a wind-wave spectrum and the reconstruction of wind-wave time series for various growth stages, based on which the probability density distributions of the wind-wave heights were studied statistically. The distribution curves deviated slightly from the theoretical Rayleigh distribution with increasing B. The probability that a wave height exceeded a certain value was clearly smaller than the theoretical value for B≥0.3, and the difference between them increased with the threshold value. The relation between the Hs/σ ratio and B was investigated statistically, which revealed that the Hs/σ ratio deviated from 4.005 and declined with B. When B reached 0.698 1, the Hs/σ ratio was 3.825, which is about 95.5% of its original value. This indicates an overestimation in the a potential method for improving the accuracy of the Hs extremely large waves under severe sea states. prediction of Hs from Hs=4.005σ, and provides remote sensing retrieval algorithm, critical for

A Probability Distribution of Surface Elevation for Wind Waves in Terms of the Gram-Charlier Series

Laboratory experiments are conducted to study the probability distribution of surface elevation for wind waves and the convergence is discussed of the Gram-Charlier series in describing the surface elevation distribution. Results show that the agreement between the Gram-Charlier series and the observed distribution becomes better and better as the truncated order of the series increases in a certain range, which is contrary to the phenomenon observed by Huang and Long (1980). It is also shown that the Gram-Charlier series is sensitive to the anomalies in the data set which will make the agreement worse if they are not preprocessed appropriately. Negative values of the probability distribution expressed by the Gram-Charlier series in some ranges of surface elevations are discussed, but the absolute values of the negative values as well as the ranges of their occurrence become smaller gradually as more and mote terms are included. Therefore the negative values will have no evident effect on the form of the whole surface elevation distribution when the series is truncated at higher orders. Furthermore, a simple recurrence formula is obtained to calculate the coefficients of the Gram-Charlier series in order to extend the Gram-Charlier series to high orders conveniently.

Single point velocity distributions in homogeneous isotropic turbulence

The starting point for this paper lies in the results obtained by Tatsumi （2004） for isotropic turbulence with the self-preserving hypothesis. A careful consideration of the mathematical structure of the one-point velocity distribution function equation obtained by Tatsumi （2004） leads to an exact ＂analysis of all possible cases and to all admissible solutions of the problem. This paper revisits this interesting problem from a new point of view, and obtains a new complete set of solutions. Based on these exact solutions, some physically significant consequences of recent advances in the theory of homogenous statistical solution of the Navier-Stokes equations are presented. The comparison with former theory was also made. The origin of non-Caussian character could be deduced from the above exact solutions.