This paper deals with a stochastic representation of the rainfall process. The analysis of a rainfall time series shows that cumulative representation of a rainfall time series can be modeled as a non-Gaussian random ...This paper deals with a stochastic representation of the rainfall process. The analysis of a rainfall time series shows that cumulative representation of a rainfall time series can be modeled as a non-Gaussian random walk with a log-normal jump distribution and a time-waiting distribution following a tempered a-stable probability law. Based on the random walk model, a fractional Fokker-Planck equation (FFPE) with tempered a-stable waiting times was obtained. Through the comparison of observed data and simulated results from the random walk model and FFPE model with tempered a-stable waiting times, it can be concluded that the behavior of the rainfall process is globally reproduced, and the FFPE model with tempered a-stable waiting times is more efficient in reproducing the observed behavior.展开更多
针对Chirp基调制信号在分数阶傅里叶变换域特征明显,信号周期易被检测等问题,提出一种能够实现多域隐蔽的低检测概率(low probability of detection,LPD)波形构造方法。该方法采用分数阶傅里叶变换跳频(fractional Fourier transform-fr...针对Chirp基调制信号在分数阶傅里叶变换域特征明显,信号周期易被检测等问题,提出一种能够实现多域隐蔽的低检测概率(low probability of detection,LPD)波形构造方法。该方法采用分数阶傅里叶变换跳频(fractional Fourier transform-frequency hopping,FrFT-FH)架构,在不改变Chirp信号扩频增益的前提下,通过时宽分割和重组(time width division and reorganization,TDR),降低信号在分数阶傅里叶变换域和周期域的能量聚敛特性。仿真结果表明,相较于现有LPD波形只能实现单一特征域隐蔽的问题,所提波形在不影响系统通信性能的前提下,面对频域检测、分数阶傅里叶变换域检测、周期域检测多种检测手段,在10 dB信噪比条件下的信号检测概率均低于0.2,满足系统在不同特征域下的LPD需求。展开更多
In this paper,we are concerned with the asymptotic behavior,as u→∞,of P{sup_t∈|0,T|X_u(t)>u},where X_u(t),t∈|0,T|,u>0 is a family of centered Gaussian processes with continuous trajectories.A key application...In this paper,we are concerned with the asymptotic behavior,as u→∞,of P{sup_t∈|0,T|X_u(t)>u},where X_u(t),t∈|0,T|,u>0 is a family of centered Gaussian processes with continuous trajectories.A key application of our findings concerns P{sup_t∈|0,T|(X(t)+g(t))>u},as u→∞,for X a centered Gaussian process and g some measurable trend function.Further applications include the approximation of both the ruin time and the ruin probability of the Brownian motion risk model with constant force of interest.展开更多
文摘This paper deals with a stochastic representation of the rainfall process. The analysis of a rainfall time series shows that cumulative representation of a rainfall time series can be modeled as a non-Gaussian random walk with a log-normal jump distribution and a time-waiting distribution following a tempered a-stable probability law. Based on the random walk model, a fractional Fokker-Planck equation (FFPE) with tempered a-stable waiting times was obtained. Through the comparison of observed data and simulated results from the random walk model and FFPE model with tempered a-stable waiting times, it can be concluded that the behavior of the rainfall process is globally reproduced, and the FFPE model with tempered a-stable waiting times is more efficient in reproducing the observed behavior.
文摘针对Chirp基调制信号在分数阶傅里叶变换域特征明显,信号周期易被检测等问题,提出一种能够实现多域隐蔽的低检测概率(low probability of detection,LPD)波形构造方法。该方法采用分数阶傅里叶变换跳频(fractional Fourier transform-frequency hopping,FrFT-FH)架构,在不改变Chirp信号扩频增益的前提下,通过时宽分割和重组(time width division and reorganization,TDR),降低信号在分数阶傅里叶变换域和周期域的能量聚敛特性。仿真结果表明,相较于现有LPD波形只能实现单一特征域隐蔽的问题,所提波形在不影响系统通信性能的前提下,面对频域检测、分数阶傅里叶变换域检测、周期域检测多种检测手段,在10 dB信噪比条件下的信号检测概率均低于0.2,满足系统在不同特征域下的LPD需求。
基金supported by Swiss National Science Foundation (Grant No. 200021166274)the National Science Centre (Poland) (Grant No. 2015/17/B/ST1/01102) (2016–2019)
文摘In this paper,we are concerned with the asymptotic behavior,as u→∞,of P{sup_t∈|0,T|X_u(t)>u},where X_u(t),t∈|0,T|,u>0 is a family of centered Gaussian processes with continuous trajectories.A key application of our findings concerns P{sup_t∈|0,T|(X(t)+g(t))>u},as u→∞,for X a centered Gaussian process and g some measurable trend function.Further applications include the approximation of both the ruin time and the ruin probability of the Brownian motion risk model with constant force of interest.