Based on probability and statistic, a design method of precision cam profileconcerning the influence of random processing errors is advanced. Combining the design with theprocess, which can be used to predict that cam...Based on probability and statistic, a design method of precision cam profileconcerning the influence of random processing errors is advanced. Combining the design with theprocess, which can be used to predict that cam profiles will be successfully processed or not in thedesign stage, design of the cam can be done by balancing the economization and reliability. Inaddition, an fuzzy deduction method based on Bayers formula is advanced to estimate processingreasonable of the designed precision cam profile, and it take few samples.展开更多
Purpose-The purpose of this paper is to eliminate the fluctuations in train arrival and departure times caused by skewed distributions in interval operation times.These fluctuations arise from random origin and proces...Purpose-The purpose of this paper is to eliminate the fluctuations in train arrival and departure times caused by skewed distributions in interval operation times.These fluctuations arise from random origin and process factors during interval operations and can accumulate over multiple intervals.The aim is to enhance the robustness of high-speed rail station arrival and departure track utilization schemes.Design/methodologylapproach-To achieve this objective,the paper simulates actual train operations,incorporating the fluctuations in interval operation times into the utilization of arrival and departure tracks at the station.The Monte Carlo simulation method is adopted to solve this problem.This approach transforms a nonlinear model,which includes constraints from probability distribution functions and is difficult to solve directly,into a linear programming model that is easier to handle.The method then linearly weights two objectives to optimize the solution.Findings-Through the application of Monte Carlo simulation,the study successfully converts the complex nonlinear model with probability distribution function constraints into a manageable linear programming model.By continuously adjusting the weighting coefficients of the linear objectives,the method is able to optimize the Pareto solution.Notably,this approach does not require extensive scene data to obtain a satisfactory Pareto solution set.Originality/value-The paper contributes to the field by introducing a novel method for optimizing high-speed rail station arrival and departure track utilization in the presence of fluctuations in interval operation times.The use of Monte Carlo simulation to transform the problem into a tractable linear programming model represents a significant advancement.Furthermore,the method's ability to produce satisfactory Pareto solutions without relying on extensive data sets adds to its practical value and applicability in real-world scenarios.展开更多
In order to deal with the limitations during the register transfer level verification, a new functional verification method based on the random testing for the system-level of system-on-chip is proposed.The validity o...In order to deal with the limitations during the register transfer level verification, a new functional verification method based on the random testing for the system-level of system-on-chip is proposed.The validity of this method is proven theoretically.Specifically, testcases are generated according to many approaches of randomization.Moreover, the testbench for the system-level verification according to the proposed method is designed by using advanced modeling language.Therefore, under the circumstances that the testbench generates testcases quickly, the hardware/software co-simulation and co-verification can be implemented and the hardware/software partitioning planning can be evaluated easily.The comparison method is put to use in the evaluation approach of the testing validity.The evaluation result indicates that the efficiency of the partition testing is better than that of the random testing only when one or more subdomains are covered over with the area of errors, although the efficiency of the random testing is generally better than that of the partition testing.The experimental result indicates that this method has a good performance in the functional coverage and the cost of testing and can discover the functional errors as soon as possible.展开更多
According to the theoretical solutions for the nonlinear three-dimensional gravity surface waves and their interactions with vertical wall previously proposed by the lead author, in this paper an exact second-order ra...According to the theoretical solutions for the nonlinear three-dimensional gravity surface waves and their interactions with vertical wall previously proposed by the lead author, in this paper an exact second-order random model of the unified wave motion process for nonlinear irregular waves and their interactions with vertical wall in uniform current is formulated, the corresponding theoretical nonlinear spectrum is derived, and the digital simulation model suitable to the use of the FFT (Fast Fourier Transform) algorithm is also given. Simulations of wave surface, wave pressure, total wave pressure and its moment are performed. The probability properties and statistical characteristics of these realizations are tested, which include the verifications of normality for linear process and of non-normality for nonlinear process; the consistencies of the theoretical spectra with simulated ones; the probability properties of apparent characteristics, such as amplitudes, periods, and extremes (maximum and minimum, positive and negative extremes). The statistical analysis and comparisons demonstrate that the proposed theoretical and computing models are realistic and effective, and estimated spectra are in good agreement with the theoretical ones, and the probability properties of the simulated waves are similar to those of the sea waves. At the same time, the simulating computation can be completed rapidly and easily.展开更多
In this paper, we investigate Galton-Watson branching processes in random environments. In the case where the environmental process is a Markov chain which is positive recurrent or has a transition matrix Q (θ,α) su...In this paper, we investigate Galton-Watson branching processes in random environments. In the case where the environmental process is a Markov chain which is positive recurrent or has a transition matrix Q (θ,α) such that sup_θ Q (θ,α)> 0 for some α, we prove that the model has the asymptotic behavior being similar to that of Galton-Watson branching processes. In other case where the environments are non-stationary independent, the sufficient conditions are obtained for certain extinction and uncertain extinction for the model.展开更多
In this paper, a direct probabilistic approach(DPA) is presented to formulate and solve moment equations for nonlinear systems excited by environmental loads that can be either a stationary or nonstationary random p...In this paper, a direct probabilistic approach(DPA) is presented to formulate and solve moment equations for nonlinear systems excited by environmental loads that can be either a stationary or nonstationary random process.The proposed method has the advantage of obtaining the response's moments directly from the initial conditions and statistical characteristics of the corresponding external excitations. First, the response's moment equations are directly derived based on a DPA, which is completely independent of the It?/filtering approach since no specific assumptions regarding the correlation structure of excitation are made.By solving them under Gaussian closure, the response's moments can be obtained. Subsequently, a multiscale algorithm for the numerical solution of moment equations is exploited to improve computational efficiency and avoid much wall-clock time. Finally, a comparison of the results with Monte Carlo(MC) simulation gives good agreement.Furthermore, the advantage of the multiscale algorithm in terms of efficiency is also demonstrated by an engineering example.展开更多
The concepts of Markov process in random environment, q-matrix in random environment, and q-process in random environment are introduced. The minimal q-process in random environment is constructed and the necessary an...The concepts of Markov process in random environment, q-matrix in random environment, and q-process in random environment are introduced. The minimal q-process in random environment is constructed and the necessary and sufficient conditions for the uniqueness of q-process in random environment are given.展开更多
This paper studies fractal properties of polar sets for random string processes. We give upper and lower bounds of the hitting probabilities on compact sets and prove some sufficient conditions and necessary condition...This paper studies fractal properties of polar sets for random string processes. We give upper and lower bounds of the hitting probabilities on compact sets and prove some sufficient conditions and necessary conditions for compact sets to be polar for the random string process. Moreover, we also determine the smallest Hausdorff dimensions of non-polar sets by constructing a Cantor-type set to connect its Hausdorff dimension and capacity.展开更多
The concepts of Markov process in random environment, q-matrix in random environment and q-process in random environment are introduced. Three forms of random Kolmoogrov farward (or backward) equations are introduce...The concepts of Markov process in random environment, q-matrix in random environment and q-process in random environment are introduced. Three forms of random Kolmoogrov farward (or backward) equations are introduced and the equivalence of these three forms are also proved. Moreover any conservative q-process in random environment satisfies random Kolmogrov backward equation.展开更多
The concepts of bi-immigration birth and death density matrix in random environment and bi-immigration birth and death process in random environment are introduced. For any bi-immigration birth and death matrix in ran...The concepts of bi-immigration birth and death density matrix in random environment and bi-immigration birth and death process in random environment are introduced. For any bi-immigration birth and death matrix in random environment Q(θ) with birth rate λ 〈 death rate μ, the following results are proved, (1) there is an unique q-process in random environment, P^-(θ*(0);t) = (p^-(θ^*(0);t,i,j),i,j ≥ 0), which is ergodic, that is, lim t→∞(θ^*(0);t,i,j) = π^-(θ^*(0);j) ≥0 does not depend on i ≥ 0 and ∑j≥0π (θ*(0);j) = 1, (2) there is a bi-immigration birth and death process in random enjvironment (X^* = {X^*,t ≥ 0},ε^* = {εt,t ∈ (-∞, ∞)}) with random transition matrix P^-(θ^* (0);t) such that X^* is a strictly stationary process.展开更多
This article is a continuation of[9].Based on the discussion of random Kolmogorov forward(backward)equations,for any given q-matrix in random environment, Q(θ)=(q(θ;x,y),x,y∈X),an infinite class of q-proces...This article is a continuation of[9].Based on the discussion of random Kolmogorov forward(backward)equations,for any given q-matrix in random environment, Q(θ)=(q(θ;x,y),x,y∈X),an infinite class of q-processes in random environments satisfying the random Kolmogorov forward(backward)equation is constructed.Moreover, under some conditions,all the q-processes in random environments satisfying the random Kolmogorov forward(backward)equation are constructed.展开更多
Traditional computing method is inefficient for getting key dynamical parameters of complicated structure.Pseudo Excitation Method(PEM)is an effective method for calculation of random vibration.Due to complicated an...Traditional computing method is inefficient for getting key dynamical parameters of complicated structure.Pseudo Excitation Method(PEM)is an effective method for calculation of random vibration.Due to complicated and coupling random vibration in rocket or shuttle launching,the new staging white noise mathematical model is deduced according to the practical launch environment.This deduced model is applied for PEM to calculate the specific structure of Time of Flight Counter(ToFC).The responses of power spectral density and the relevant dynamic characteristic parameters of ToFC are obtained in terms of the flight acceptance test level.Considering stiffness of fixture structure,the random vibration experiments are conducted in three directions to compare with the revised PEM.The experimental results show the structure can bear the random vibration caused by launch without any damage and key dynamical parameters of ToFC are obtained.The revised PEM is similar with random vibration experiment in dynamical parameters and responses are proved by comparative results.The maximum error is within 9%.The reasons of errors are analyzed to improve reliability of calculation.This research provides an effective method for solutions of computing dynamical characteristic parameters of complicated structure in the process of rocket or shuttle launching.展开更多
The concepts of Markov process in random environment and homogeneous random transition functions are introduced. The necessary and sufficient conditions for homogeneous random transition function are given. The main r...The concepts of Markov process in random environment and homogeneous random transition functions are introduced. The necessary and sufficient conditions for homogeneous random transition function are given. The main results in this article are the analytical properties, such as continuity, differentiability, random Kolmogorov backward equation and random Kolmogorov forward equation of homogeneous random transition functions.展开更多
When using the random process in soil profile modeling, the stationary and ergodicity of the soil properties in the profile must be tested. This paper describes a procedure for stationary and ergodicity testing. Numer...When using the random process in soil profile modeling, the stationary and ergodicity of the soil properties in the profile must be tested. This paper describes a procedure for stationary and ergodicity testing. Numerical examples were given for demonstration. A log-cosine function is suggested to simulate the correlation function, which has been proved to be good for soil profile modeling.展开更多
This work applies non-stationary random processes to resilience of power distribution under severe weather. Power distribution, the edge of the energy infrastructure, is susceptible to external hazards from severe wea...This work applies non-stationary random processes to resilience of power distribution under severe weather. Power distribution, the edge of the energy infrastructure, is susceptible to external hazards from severe weather. Large-scale power failures often occur, resulting in millions of people without electricity for days. However, the problem of large-scale power failure, recovery and resilience has not been formulated rigorously nor studied systematically. This work studies the resilience of power distribution from three aspects. First, we derive non-stationary random processes to model large-scale failures and recoveries. Transient Little’s Law then provides a simple approximation of the entire life cycle of failure and recovery through a queue at the network-level. Second, we define time-varying resilience based on the non-stationary model. The resilience metric characterizes the ability of power distribution to remain operational and recover rapidly upon failures. Third, we apply the non-stationary model and the resilience metric to large-scale power failures caused by Hurricane Ike. We use the real data from the electric grid to learn time-varying model parameters and the resilience metric. Our results show non-stationary evolution of failure rates and recovery times, and how the network resilience deviates from that of normal operation during the hurricane.展开更多
In this paper,we prove some limsup results for increments and lag increments of G(t),which is a stable processe in random scenery.The proofs rely on the tail probability estimation of G(t).
This paper expounds the nitty-gritty of stock returns transitory, periodical behavior </span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><...This paper expounds the nitty-gritty of stock returns transitory, periodical behavior </span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;">of </span></span></span><span><span><span style="font-family:""><span style="font-family:Verdana;">its markets’ demands and cyclical-like tenure-changing of number of the stocks sold. Mingling of autoregressive random processes via Poisson and Extreme-Value-Distributions (Fréchet, Gumbel, and Weibull) error terms were designed, generalized and imitated to capture stylized traits of </span><span style="font-family:Verdana;">k-serial tenures (ability to handle cycles), Markov transitional mixing weights</span><span style="font-family:Verdana;">, switching of mingling autoregressive processes and full range shape changing </span><span style="font-family:Verdana;">predictive distributions (multimodalities) that are usually caused by large fluctuation</span><span style="font-family:Verdana;">s (outliers) and long-memory in stock returns. The Poisson and Extreme-Value-Distributions Mingled Autoregressive (PMA and EVDs) models were applied to a monthly number of stocks sold in Nigeria from 1960 to 2020. It was deduced that fitted Gumbel-MAR (2:1, 1) outstripped other linear models as well as best</span></span></span></span><span><span><span style="font-family:""> </span></span></span><span><span><span style="font-family:""><span style="font-family:Verdana;">fitted among the Poisson and Extreme-Value-</span><span style="font-family:Verdana;">Distributions Mingled autoregressive models subjected to the discrete monthly</span><span style="font-family:Verdana;"> stocks sold series.展开更多
This paper considers an eigenvalue problem containing small stochastic processes. For every fixed is, we can use the Prufer substitution to prove the existence of the random solutions lambda(n) and u(n) in the meaning...This paper considers an eigenvalue problem containing small stochastic processes. For every fixed is, we can use the Prufer substitution to prove the existence of the random solutions lambda(n) and u(n) in the meaning of large probability. These solutions can be expanded in epsilon regularly, and their correction terms can be obtained by solving some random linear differential equations.展开更多
Based on the full water-wave equation, a second-order analytic solution for nonlinear interaction of short edge waves on a plane sloping bottom is presented in this paper. For special ease of slope angle β = π/2, th...Based on the full water-wave equation, a second-order analytic solution for nonlinear interaction of short edge waves on a plane sloping bottom is presented in this paper. For special ease of slope angle β = π/2, this solution can reduced to the same order solution of deep water gravity surface waves traveling along parallel coastline. Interactions between two edge waves including progressive, standing and partially reflected standing waves are also discussed. The unified analytic expressions with transfer functions for kinematic-dynamic elements of edge waves are also given. The random model of the unified wave motion processes for linear and nonlinear irregular edge waves is formulated, and the corresponding theoreti- cal autocorrelation and spectral density functions of the first and the second orders are derived. The boundary conditions for the determination of the parameters of short edge wave are suggested, that may be seen as one special simple edge wave excitation mechanism and an extension to the sea wave refraction theory. Finally some computation results are demonstrated.展开更多
基金This project is supported by Significant Project Foundation of National 863 Program, China.
文摘Based on probability and statistic, a design method of precision cam profileconcerning the influence of random processing errors is advanced. Combining the design with theprocess, which can be used to predict that cam profiles will be successfully processed or not in thedesign stage, design of the cam can be done by balancing the economization and reliability. Inaddition, an fuzzy deduction method based on Bayers formula is advanced to estimate processingreasonable of the designed precision cam profile, and it take few samples.
文摘Purpose-The purpose of this paper is to eliminate the fluctuations in train arrival and departure times caused by skewed distributions in interval operation times.These fluctuations arise from random origin and process factors during interval operations and can accumulate over multiple intervals.The aim is to enhance the robustness of high-speed rail station arrival and departure track utilization schemes.Design/methodologylapproach-To achieve this objective,the paper simulates actual train operations,incorporating the fluctuations in interval operation times into the utilization of arrival and departure tracks at the station.The Monte Carlo simulation method is adopted to solve this problem.This approach transforms a nonlinear model,which includes constraints from probability distribution functions and is difficult to solve directly,into a linear programming model that is easier to handle.The method then linearly weights two objectives to optimize the solution.Findings-Through the application of Monte Carlo simulation,the study successfully converts the complex nonlinear model with probability distribution function constraints into a manageable linear programming model.By continuously adjusting the weighting coefficients of the linear objectives,the method is able to optimize the Pareto solution.Notably,this approach does not require extensive scene data to obtain a satisfactory Pareto solution set.Originality/value-The paper contributes to the field by introducing a novel method for optimizing high-speed rail station arrival and departure track utilization in the presence of fluctuations in interval operation times.The use of Monte Carlo simulation to transform the problem into a tractable linear programming model represents a significant advancement.Furthermore,the method's ability to produce satisfactory Pareto solutions without relying on extensive data sets adds to its practical value and applicability in real-world scenarios.
基金supported by the National High Technology Research and Development Program of China (863 Program) (2002AA1Z1490)Specialized Research Fund for the Doctoral Program of Higher Education (20040486049)the University Cooperative Research Fund of Huawei Technology Co., Ltd
文摘In order to deal with the limitations during the register transfer level verification, a new functional verification method based on the random testing for the system-level of system-on-chip is proposed.The validity of this method is proven theoretically.Specifically, testcases are generated according to many approaches of randomization.Moreover, the testbench for the system-level verification according to the proposed method is designed by using advanced modeling language.Therefore, under the circumstances that the testbench generates testcases quickly, the hardware/software co-simulation and co-verification can be implemented and the hardware/software partitioning planning can be evaluated easily.The comparison method is put to use in the evaluation approach of the testing validity.The evaluation result indicates that the efficiency of the partition testing is better than that of the random testing only when one or more subdomains are covered over with the area of errors, although the efficiency of the random testing is generally better than that of the partition testing.The experimental result indicates that this method has a good performance in the functional coverage and the cost of testing and can discover the functional errors as soon as possible.
文摘According to the theoretical solutions for the nonlinear three-dimensional gravity surface waves and their interactions with vertical wall previously proposed by the lead author, in this paper an exact second-order random model of the unified wave motion process for nonlinear irregular waves and their interactions with vertical wall in uniform current is formulated, the corresponding theoretical nonlinear spectrum is derived, and the digital simulation model suitable to the use of the FFT (Fast Fourier Transform) algorithm is also given. Simulations of wave surface, wave pressure, total wave pressure and its moment are performed. The probability properties and statistical characteristics of these realizations are tested, which include the verifications of normality for linear process and of non-normality for nonlinear process; the consistencies of the theoretical spectra with simulated ones; the probability properties of apparent characteristics, such as amplitudes, periods, and extremes (maximum and minimum, positive and negative extremes). The statistical analysis and comparisons demonstrate that the proposed theoretical and computing models are realistic and effective, and estimated spectra are in good agreement with the theoretical ones, and the probability properties of the simulated waves are similar to those of the sea waves. At the same time, the simulating computation can be completed rapidly and easily.
文摘In this paper, we investigate Galton-Watson branching processes in random environments. In the case where the environmental process is a Markov chain which is positive recurrent or has a transition matrix Q (θ,α) such that sup_θ Q (θ,α)> 0 for some α, we prove that the model has the asymptotic behavior being similar to that of Galton-Watson branching processes. In other case where the environments are non-stationary independent, the sufficient conditions are obtained for certain extinction and uncertain extinction for the model.
基金supported by the Defense Industrial Technology Development Program (Grant JCKY2013601B)the "111" Project (Grant B07009)the National Natural Science Foundation of China (Grants 11372025, 11432002)
文摘In this paper, a direct probabilistic approach(DPA) is presented to formulate and solve moment equations for nonlinear systems excited by environmental loads that can be either a stationary or nonstationary random process.The proposed method has the advantage of obtaining the response's moments directly from the initial conditions and statistical characteristics of the corresponding external excitations. First, the response's moment equations are directly derived based on a DPA, which is completely independent of the It?/filtering approach since no specific assumptions regarding the correlation structure of excitation are made.By solving them under Gaussian closure, the response's moments can be obtained. Subsequently, a multiscale algorithm for the numerical solution of moment equations is exploited to improve computational efficiency and avoid much wall-clock time. Finally, a comparison of the results with Monte Carlo(MC) simulation gives good agreement.Furthermore, the advantage of the multiscale algorithm in terms of efficiency is also demonstrated by an engineering example.
文摘The concepts of Markov process in random environment, q-matrix in random environment, and q-process in random environment are introduced. The minimal q-process in random environment is constructed and the necessary and sufficient conditions for the uniqueness of q-process in random environment are given.
基金supported by the Natural Science Foundation of Zhejiang Province(Y6100663)
文摘This paper studies fractal properties of polar sets for random string processes. We give upper and lower bounds of the hitting probabilities on compact sets and prove some sufficient conditions and necessary conditions for compact sets to be polar for the random string process. Moreover, we also determine the smallest Hausdorff dimensions of non-polar sets by constructing a Cantor-type set to connect its Hausdorff dimension and capacity.
基金Supported by the National Natural Science Foundation of China (10871200)
文摘In this article, we obtain the central limit theorem and the law of the iterated logarithm for Galton-Watson processes in i.i.d, random environments.
文摘The concepts of Markov process in random environment, q-matrix in random environment and q-process in random environment are introduced. Three forms of random Kolmoogrov farward (or backward) equations are introduced and the equivalence of these three forms are also proved. Moreover any conservative q-process in random environment satisfies random Kolmogrov backward equation.
基金Supported by the NNSF of China (10371092,10771185) the Foundation of Whuan University
文摘The concepts of bi-immigration birth and death density matrix in random environment and bi-immigration birth and death process in random environment are introduced. For any bi-immigration birth and death matrix in random environment Q(θ) with birth rate λ 〈 death rate μ, the following results are proved, (1) there is an unique q-process in random environment, P^-(θ*(0);t) = (p^-(θ^*(0);t,i,j),i,j ≥ 0), which is ergodic, that is, lim t→∞(θ^*(0);t,i,j) = π^-(θ^*(0);j) ≥0 does not depend on i ≥ 0 and ∑j≥0π (θ*(0);j) = 1, (2) there is a bi-immigration birth and death process in random enjvironment (X^* = {X^*,t ≥ 0},ε^* = {εt,t ∈ (-∞, ∞)}) with random transition matrix P^-(θ^* (0);t) such that X^* is a strictly stationary process.
基金the NNSF of China(10371092,10771185,10471148)the Foundation of Wuhan University
文摘This article is a continuation of[9].Based on the discussion of random Kolmogorov forward(backward)equations,for any given q-matrix in random environment, Q(θ)=(q(θ;x,y),x,y∈X),an infinite class of q-processes in random environments satisfying the random Kolmogorov forward(backward)equation is constructed.Moreover, under some conditions,all the q-processes in random environments satisfying the random Kolmogorov forward(backward)equation are constructed.
基金Supported by National Natural Science Foundation of China(Grant No.51105025)International Science & Technology Cooperation Program of China(Grant No.2013DFB70110)
文摘Traditional computing method is inefficient for getting key dynamical parameters of complicated structure.Pseudo Excitation Method(PEM)is an effective method for calculation of random vibration.Due to complicated and coupling random vibration in rocket or shuttle launching,the new staging white noise mathematical model is deduced according to the practical launch environment.This deduced model is applied for PEM to calculate the specific structure of Time of Flight Counter(ToFC).The responses of power spectral density and the relevant dynamic characteristic parameters of ToFC are obtained in terms of the flight acceptance test level.Considering stiffness of fixture structure,the random vibration experiments are conducted in three directions to compare with the revised PEM.The experimental results show the structure can bear the random vibration caused by launch without any damage and key dynamical parameters of ToFC are obtained.The revised PEM is similar with random vibration experiment in dynamical parameters and responses are proved by comparative results.The maximum error is within 9%.The reasons of errors are analyzed to improve reliability of calculation.This research provides an effective method for solutions of computing dynamical characteristic parameters of complicated structure in the process of rocket or shuttle launching.
基金Supported by the NNSF of China (10371092)the Foundation of Wuhan University.
文摘The concepts of Markov process in random environment and homogeneous random transition functions are introduced. The necessary and sufficient conditions for homogeneous random transition function are given. The main results in this article are the analytical properties, such as continuity, differentiability, random Kolmogorov backward equation and random Kolmogorov forward equation of homogeneous random transition functions.
文摘When using the random process in soil profile modeling, the stationary and ergodicity of the soil properties in the profile must be tested. This paper describes a procedure for stationary and ergodicity testing. Numerical examples were given for demonstration. A log-cosine function is suggested to simulate the correlation function, which has been proved to be good for soil profile modeling.
文摘This work applies non-stationary random processes to resilience of power distribution under severe weather. Power distribution, the edge of the energy infrastructure, is susceptible to external hazards from severe weather. Large-scale power failures often occur, resulting in millions of people without electricity for days. However, the problem of large-scale power failure, recovery and resilience has not been formulated rigorously nor studied systematically. This work studies the resilience of power distribution from three aspects. First, we derive non-stationary random processes to model large-scale failures and recoveries. Transient Little’s Law then provides a simple approximation of the entire life cycle of failure and recovery through a queue at the network-level. Second, we define time-varying resilience based on the non-stationary model. The resilience metric characterizes the ability of power distribution to remain operational and recover rapidly upon failures. Third, we apply the non-stationary model and the resilience metric to large-scale power failures caused by Hurricane Ike. We use the real data from the electric grid to learn time-varying model parameters and the resilience metric. Our results show non-stationary evolution of failure rates and recovery times, and how the network resilience deviates from that of normal operation during the hurricane.
文摘In this paper,we prove some limsup results for increments and lag increments of G(t),which is a stable processe in random scenery.The proofs rely on the tail probability estimation of G(t).
文摘This paper expounds the nitty-gritty of stock returns transitory, periodical behavior </span></span><span style="font-family:Verdana;"><span style="font-family:Verdana;"><span style="font-family:Verdana;">of </span></span></span><span><span><span style="font-family:""><span style="font-family:Verdana;">its markets’ demands and cyclical-like tenure-changing of number of the stocks sold. Mingling of autoregressive random processes via Poisson and Extreme-Value-Distributions (Fréchet, Gumbel, and Weibull) error terms were designed, generalized and imitated to capture stylized traits of </span><span style="font-family:Verdana;">k-serial tenures (ability to handle cycles), Markov transitional mixing weights</span><span style="font-family:Verdana;">, switching of mingling autoregressive processes and full range shape changing </span><span style="font-family:Verdana;">predictive distributions (multimodalities) that are usually caused by large fluctuation</span><span style="font-family:Verdana;">s (outliers) and long-memory in stock returns. The Poisson and Extreme-Value-Distributions Mingled Autoregressive (PMA and EVDs) models were applied to a monthly number of stocks sold in Nigeria from 1960 to 2020. It was deduced that fitted Gumbel-MAR (2:1, 1) outstripped other linear models as well as best</span></span></span></span><span><span><span style="font-family:""> </span></span></span><span><span><span style="font-family:""><span style="font-family:Verdana;">fitted among the Poisson and Extreme-Value-</span><span style="font-family:Verdana;">Distributions Mingled autoregressive models subjected to the discrete monthly</span><span style="font-family:Verdana;"> stocks sold series.
文摘This paper considers an eigenvalue problem containing small stochastic processes. For every fixed is, we can use the Prufer substitution to prove the existence of the random solutions lambda(n) and u(n) in the meaning of large probability. These solutions can be expanded in epsilon regularly, and their correction terms can be obtained by solving some random linear differential equations.
文摘Based on the full water-wave equation, a second-order analytic solution for nonlinear interaction of short edge waves on a plane sloping bottom is presented in this paper. For special ease of slope angle β = π/2, this solution can reduced to the same order solution of deep water gravity surface waves traveling along parallel coastline. Interactions between two edge waves including progressive, standing and partially reflected standing waves are also discussed. The unified analytic expressions with transfer functions for kinematic-dynamic elements of edge waves are also given. The random model of the unified wave motion processes for linear and nonlinear irregular edge waves is formulated, and the corresponding theoreti- cal autocorrelation and spectral density functions of the first and the second orders are derived. The boundary conditions for the determination of the parameters of short edge wave are suggested, that may be seen as one special simple edge wave excitation mechanism and an extension to the sea wave refraction theory. Finally some computation results are demonstrated.