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STATISTICAL PROPERTY OF THRESHOLD-CROSSING FOR ZERO-MEAN-VALUED, NARROW-BANDED GAUSSIAN PROCESSES
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作者 HE Wu-zhou(贺五洲) +1 位作者 YUAN Ming-shun(苑明顺) 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI 2001年第6期701-710,共10页
Based on a comprehensive discussion of the calculation method for the threshold-crossing statistics of zero mean valued, narrow banded Gaussian processes of various practical engineering problems, including the thresh... Based on a comprehensive discussion of the calculation method for the threshold-crossing statistics of zero mean valued, narrow banded Gaussian processes of various practical engineering problems, including the threshold-crossing probability, average number of crossing events per unit time, mean threshold-crossing duration and amplitude, a new Simple numerical procedure is proposed for the efficient evaluation of mean threshold-crossing duration. A new dimensionless parameter, called the threshold-crossing intensity, is defined as a measure of the threshold-crossing severity, which is equal to the ratio of the product of average number of crossing events per unit time and mean threshold-crossing duration and amplitude over the threshold. It is found, by the calculation results for various combinations of stochastic processes and different thresholds, that the threshold-crossing intensity, irrelevant of the threshold and spectral density of the process, is dependent only on the threshold-crossing probability. 展开更多
关键词 stochastic process threshold-crossing statistical property
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Statistical Characteristics Analysis Based on F/A-XX Fighter Using Adapative Kernel Density Estimation Algorithm
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作者 FU Li JIANG Guanwu HUANG Quanjun 《Journal of Shanghai Jiaotong university(Science)》 2024年第6期1202-1210,共9页
The sixth-generation fighter has superior stealth performance,but for the traditional kernel density estimation(KDE),precision requirements are difficult to satisfy when dealing with the fluctuation characteristics of... The sixth-generation fighter has superior stealth performance,but for the traditional kernel density estimation(KDE),precision requirements are difficult to satisfy when dealing with the fluctuation characteristics of complex radar cross section(RCS).To solve this problem,this paper studies the KDE algorithm for F/AXX stealth fighter.By considering the accuracy lack of existing fixed bandwidth algorithms,a novel adaptive kernel density estimation(AKDE)algorithm equipped with least square cross validation and integrated squared error criterion is proposed to optimize the bandwidth.Meanwhile,an adaptive RCS density estimation can be obtained according to the optimized bandwidth.Finally,simulations verify that the estimation accuracy of the adaptive bandwidth RCS density estimation algorithm is more than 50%higher than that of the traditional algorithm.Based on the proposed algorithm(i.e.,AKDE),statistical characteristics of the considered fighter are more accurately acquired,and then the significant advantages of the AKDE algorithm in solving cumulative distribution function estimation of RCS less than 1 m2 are analyzed. 展开更多
关键词 radar cross section(RCS) kernel density estimation(KDE) statistical properties
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Some studies on stochastic optimization based quantitative risk management
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作者 HU Zhaolin 《运筹学学报(中英文)》 北大核心 2025年第3期135-159,共25页
Risk management often plays an important role in decision making un-der uncertainty.In quantitative risk management,assessing and optimizing risk metrics requires eficient computing techniques and reliable theoretical... Risk management often plays an important role in decision making un-der uncertainty.In quantitative risk management,assessing and optimizing risk metrics requires eficient computing techniques and reliable theoretical guarantees.In this pa-per,we introduce several topics on quantitative risk management and review some of the recent studies and advancements on the topics.We consider several risk metrics and study decision models that involve the metrics,with a main focus on the related com-puting techniques and theoretical properties.We show that stochastic optimization,as a powerful tool,can be leveraged to effectively address these problems. 展开更多
关键词 stochastic optimization quantitative risk management risk measure computing technique statistical property
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Entropy evolution law of a general linear state for diffusion noise
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作者 Yingyu Zhang Yixing Wang 《Chinese Physics B》 2025年第9期221-226,共6页
Based on the Kraus operator-sum representation of the analytical solution of the diffusion equation,we obtain the evolution of a general linear state in the diffusion channel.Also,we study the quantum statistical prop... Based on the Kraus operator-sum representation of the analytical solution of the diffusion equation,we obtain the evolution of a general linear state in the diffusion channel.Also,we study the quantum statistical properties of the initial general linear state and its von-Neumann entropy evolution in the diffusion channel,especially find that the entropy evolution is influenced by the diffusion noise and the thermal parameter but without the displacement. 展开更多
关键词 general linear state diffusion channel quantum statistical property entropy evolution
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Generalized Penalized Least Squares and Its Statistical Characteristics
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作者 DING Shijun TAO Benzao 《Geo-Spatial Information Science》 2006年第4期255-259,共5页
The solution properties of semiparametric model are analyzed, especially that penalized least squares for semiparametric model will be invalid when the matrix B^TPB is ill-posed or singular. According to the principle... The solution properties of semiparametric model are analyzed, especially that penalized least squares for semiparametric model will be invalid when the matrix B^TPB is ill-posed or singular. According to the principle of ridge estimate for linear parametric model, generalized penalized least squares for semiparametric model are put forward, and some formulae and statistical properties of estimates are derived. Finally according to simulation examples some helpful conclusions are drawn. 展开更多
关键词 semiparametric model penalized least squares generalized penalized least squares statistical property ill-posed matrix ridge estimate
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Statistical Tensile Strength for High Strain Rate of Aramid and UHMWPE Fibers 被引量:4
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作者 YANG Bin XIONG Tao XIONG Jie 《材料工程》 EI CAS CSCD 北大核心 2006年第5期46-50,共5页
Dynamic tensile impact properties of aramid (Technora) and UHMWPE (DC851) fiber bundles were studied at two high strain rates by means of reflecting type Split Hopkinson Bar, and stress-strain curves of fiber yarns ... Dynamic tensile impact properties of aramid (Technora) and UHMWPE (DC851) fiber bundles were studied at two high strain rates by means of reflecting type Split Hopkinson Bar, and stress-strain curves of fiber yarns at different strain rates were obtained. Experimental results show that the initial elastic modulus, failure strength and unstable strain of aramid fiber yarns are strain rate insensitive, whereas the initial elastic modulus and unstable strain of UHMWPE fiber yarns are strain rate sensitive. A fiber-bundle statistical constitutive equation was used to describe the tensile behavior of aramid and UHMWPE fiber bundles at high strain rates. The good consistency between the simulated results and experimental data indicates that the modified double Weibull function can represent the tensile strength distribution of aramid and UHMWPE fibers and the method of extracting Weibull parameters from fiber bundles stress-strain data is valid. 展开更多
关键词 aramid fiber UHMWPE fiber impact behaviour statistical properties statistical constitutive equation
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Statistical Modeling with a Hidden Markov Tree and High-resolution Interpolation for Spaceborne Radar Reflectivity in the Wavelet Domain 被引量:1
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作者 Leilei KOU Yinfeng JIANG +1 位作者 Aijun CHEN Zhenhui WANG 《Advances in Atmospheric Sciences》 SCIE CAS CSCD 2020年第12期1359-1374,共16页
With the increasing availability of precipitation radar data from space,enhancement of the resolution of spaceborne precipitation observations is important,particularly for hazard prediction and climate modeling at lo... With the increasing availability of precipitation radar data from space,enhancement of the resolution of spaceborne precipitation observations is important,particularly for hazard prediction and climate modeling at local scales relevant to extreme precipitation intensities and gradients.In this paper,the statistical characteristics of radar precipitation reflectivity data are studied and modeled using a hidden Markov tree(HMT)in the wavelet domain.Then,a high-resolution interpolation algorithm is proposed for spaceborne radar reflectivity using the HMT model as prior information.Owing to the small and transient storm elements embedded in the larger and slowly varying elements,the radar precipitation data exhibit distinct multiscale statistical properties,including a non-Gaussian structure and scale-to-scale dependency.An HMT model can capture well the statistical properties of radar precipitation,where the wavelet coefficients in each sub-band are characterized as a Gaussian mixture model(GMM),and the wavelet coefficients from the coarse scale to fine scale are described using a multiscale Markov process.The state probabilities of the GMM are determined using the expectation maximization method,and other parameters,for instance,the variance decay parameters in the HMT model are learned and estimated from high-resolution ground radar reflectivity images.Using the prior model,the wavelet coefficients at finer scales are estimated using local Wiener filtering.The interpolation algorithm is validated using data from the precipitation radar onboard the Tropical Rainfall Measurement Mission satellite,and the reconstructed results are found to be able to enhance the spatial resolution while optimally reproducing the local extremes and gradients. 展开更多
关键词 spaceborne precipitation radar hidden Markov tree model Gaussian mixture model interpolation in the wavelet domain multiscale statistical properties
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Statistical Properties and Algebraic Characteristics of Quantum Superpositions of Negative Binomial States 被引量:1
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作者 WANGXiao-Guang FUHong-Chen 《Communications in Theoretical Physics》 SCIE CAS CSCD 2001年第6期729-734,共6页
We introduce new kinds of states of quantized radiation fields, which are the superpositions of negative binomial states. They exhibit remarkable nonclassical properties and reduce to Schr?dinger cat states in a certa... We introduce new kinds of states of quantized radiation fields, which are the superpositions of negative binomial states. They exhibit remarkable nonclassical properties and reduce to Schr?dinger cat states in a certain limit. The algebras involved in the even and odd negative binomial states turn out to be generally deformed oscillator algebras. It is found that the even and odd negative binomial states satisfy the same eigenvalue equation with the same eigenvalue and they can be viewed as two-photon nonlinear coherent states. Two methods of generating such the states are proposed. 展开更多
关键词 negative binomial states statistical properties algebraic characteristics
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Statistical Properties of Multispecies Competition Ecosystems Subjected to Dichotomous Noises
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作者 聂林如 彭金辉 梅冬成 《Communications in Theoretical Physics》 SCIE CAS CSCD 2011年第5期829-834,共6页
We investigate statistical properties of multispecies competition ecosystems subjected to both symmetric and asymmetric dichotomous noises. The expression of the stationary probability distribution function (SPDF) i... We investigate statistical properties of multispecies competition ecosystems subjected to both symmetric and asymmetric dichotomous noises. The expression of the stationary probability distribution function (SPDF) is analytically derived by means of mean-field approximation, and verified by stochastic simulations. The results indicate that: (i) A noise amplitude (a0), a noise autocorrelation time (τ0) and a noise symmetry parameter (k) all can affect the SPDF; (ii) There is an optimal τ0, which makes the mean value of population density be maximal, near which a transition takes place, i.e., the stationary mean value of species density ((x)st) suddenly falls to a lower constant, (iii) As k decreases, the maximum of (x)xt and the optimal 70 increase. The parameter planes of TO -- a20 and τ0- k for the transition are plotted. 展开更多
关键词 statistical properties multispecies competition dichotomous noise TRANSITION
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Photon statistical properties of photon-added two-mode squeezed coherent states
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作者 许雪芬 王帅 唐斌 《Chinese Physics B》 SCIE EI CAS CSCD 2014年第2期284-290,共7页
We investigate photon statistical properties of the multiple-photon-added two-mode squeezed coherent states (PA- TMSCS). We find that the photon statistical properties are sensitive to the compound phase involved in... We investigate photon statistical properties of the multiple-photon-added two-mode squeezed coherent states (PA- TMSCS). We find that the photon statistical properties are sensitive to the compound phase involved in the TMSCS. Our numerical analyses show that the photon addition can enhance the cross-correlation and anti-bunching effects of the PA- TMSCS. Compared with that of the TMSCS, the photon number distribution of the PA-TMSCS is modulated by a factor that is a monotonically increasing function of the numbers of adding photons to each mode; further, that the photon addition essentially shifts the photon number distribution. 展开更多
关键词 photon statistical properties two-mode squeezed coherent state non-Gaussian operation photon addition
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Statistical properties of the photoelectron energy spectrum generated by an intense laser pulse and a continuous X-ray
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作者 葛愉成 葛湘洁 何海萍 《Chinese Physics B》 SCIE EI CAS CSCD 2014年第11期325-331,共7页
This study shows that the photoelectron energy spectrum generated by an intense laser pulse in the presence of a continuous X-ray has interesting and useful statistical properties. The total photoionization production... This study shows that the photoelectron energy spectrum generated by an intense laser pulse in the presence of a continuous X-ray has interesting and useful statistical properties. The total photoionization production is linearly propor- tional to the time duration of the laser pulse and the square of the beam size. The spectral double energy-integration is an intrinsic value of the laser-assisted X-ray photoionization, which linearly depends on the laser intensity and which quantita- tively reflects the strengths of the laser-field modulation and the quantum interference between photoelectrons. The spectral energy width also linearly depends on the laser intensity. These linear relationships suggest new methods for the in-situ measurement of laser intensity and pulse duration with high precision. 展开更多
关键词 laser intensity pulse duration X-ray-boosted photoionization statistical properties of photoelec-tron energy spectrum
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A Unified Theoretical Treatment on Statistical Properties of the Semi-batch Self-condensing Vinyl Polymerization System
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作者 Fang Gu Jiang-Tao Li +1 位作者 Xiao-Zhong Hong Hai-Jun Wang 《Chinese Journal of Polymer Science》 SCIE CAS CSCD 2021年第11期1510-1520,共11页
We present a novel generating function(GF)method for the self-condensing vinyl polymerization(SCVP)system with any initial distribution of preexisted polymers.Such a method was proven to be especially useful to invest... We present a novel generating function(GF)method for the self-condensing vinyl polymerization(SCVP)system with any initial distribution of preexisted polymers.Such a method was proven to be especially useful to investigate the semi-batch SCVP system allowing a sequence of feeding operations during the polymerization.Consequently,the number-,weight-,and z-average molecular weights as well as dispersity index of hyperbranched polymers can be explicitly given,which are determined by predetermined feeding details and conversions in each polymerization step.These analytical results are further confirmed by the corresponding Monte Carlo simulations.Therefore,the present GF method has provided a unified treatment to the semi-batch SCVP system.Accordingly,hyperbranched polymers with desired properties can be prepared by designing feeding details and presetting conversions at each step based on the present GF method. 展开更多
关键词 Self-condensing vinyl polymerization Semi-batch Generating function statistical properties
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Far-zone behaviors of scattering-induced statistical properties of partially polarized spatially and spectrally partially coherent electromagnetic pulsed beam
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作者 Yan Li Ming Gao +2 位作者 Hong Lv Li-Guo Wang Shen-He Ren 《Chinese Physics B》 SCIE EI CAS CSCD 2020年第10期238-249,共12页
In this study, we explore the far-zero behaviors of a scattered partially polarized spatially and spectrally partially coherent electromagnetic pulsed beam irradiating on a deterministic medium. The analytical formula... In this study, we explore the far-zero behaviors of a scattered partially polarized spatially and spectrally partially coherent electromagnetic pulsed beam irradiating on a deterministic medium. The analytical formula for the cross-spectral density matrix elements of this beam in the spherical coordinate system is derived. Within the framework of the first-order Born approximation, the effects of the scattering angle θ, the source parameters (i.e., the pulse duration T0 and the temporal coherence length Tcxx), and the scatterer parameter (i.e., the effective width of the medium σR) on the spectral density, the spectral shift, the spectral degree of polarization, and the degree of spectral coherence of the scattered source in the far-zero field are studied numerically and comparatively. Our work improves the scattering theory of stochastic electromagnetic beams and it may be useful for the applications involving the interaction between incident light waves and scattering media. 展开更多
关键词 SCATTERING partially polarized spatially and spectrally partially coherent electromagnetic pulsed beam statistical properties deterministic medium
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Statistical Behaviors of Quantum Spectra in Superheavy Nuclei
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作者 WUXi-Zhen LiZhu-Xia +1 位作者 WANGNing J.A.Maruhn 《Communications in Theoretical Physics》 SCIE CAS CSCD 2003年第5期597-602,共6页
From the point of view of the interplay between order and chaos, the most regular single-particle motion of neutrons has been found in the superheavy system with and based on the Skyrme–Hartree–Fock model and in t... From the point of view of the interplay between order and chaos, the most regular single-particle motion of neutrons has been found in the superheavy system with and based on the Skyrme–Hartree–Fock model and in the system with and based on the relativistic mean-field model. It has been shown that the statistical analysis of spectra can give valuable information about the stability of suprheavy systems. In addition it may yield deep insight into the single-particle motion in the mean field formed by the superheavy system. 展开更多
关键词 statistical properties of quantum spectra Poisson distribution superheavy systems
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Statistical Properties of the nonlinear SU(1,1) Coherent States
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作者 SONGTong-Qiang FANHong-Yi 《Communications in Theoretical Physics》 SCIE CAS CSCD 2002年第5期593-596,共4页
Using non-Hermitian realizations of SU(1,1) Lie algebra in terms of an f-oscillator, we generalize the notion of nonlinear coherent states to the single-mode and two-mode nonlinear SU(1,1) coherent states. Taking the ... Using non-Hermitian realizations of SU(1,1) Lie algebra in terms of an f-oscillator, we generalize the notion of nonlinear coherent states to the single-mode and two-mode nonlinear SU(1,1) coherent states. Taking the nonlinearity function , their statistical properties are studied. 展开更多
关键词 f-oscillator nonlinear SU(1 1) coherent states statistical properties
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Photon Statistical Properties of Single Terrylene Molecules in P-Terphenyl Crystals
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作者 韩百萍 郑雨军 +1 位作者 胡峰 樊秋波 《Chinese Physics Letters》 SCIE CAS CSCD 2015年第6期53-56,共4页
We consider the photon emission statistical properties of a single molecule under pump-probe field driving, using the generating function method. The first- and second-order moments of statistical quantities are prese... We consider the photon emission statistical properties of a single molecule under pump-probe field driving, using the generating function method. The first- and second-order moments of statistical quantities are presented. Derived from the first-order moment, the line shapes are in good agreement with the experimental results. Derived from the second-order moment, Mandel's Q parameters show an obvious quantum effect of photon statistical distribution, i.e., the anti-bunching effect. 展开更多
关键词 Photon statistical Properties of Single Terrylene Molecules in P-Terphenyl Crystals
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Novel Sum-of-Sinusoids Simulation Channel Modeling for 6G Multiple-Input Multiple-Output Vehicle-to-Everything Communications
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作者 Hao Jiang Hongming Zhang Ting Liu 《China Communications》 SCIE CSCD 2024年第1期242-259,共18页
In this paper,a statistical cluster-based simulation channel model with a finite number of sinusoids is proposed for depicting the multiple-input multiple-output(MIMO)communications in vehicleto-everything(V2X)environ... In this paper,a statistical cluster-based simulation channel model with a finite number of sinusoids is proposed for depicting the multiple-input multiple-output(MIMO)communications in vehicleto-everything(V2X)environments.In the proposed sum-of-sinusoids(SoS)channel model,the waves that emerge from the transmitter undergo line-of-sight(LoS)and non-line-of-sight(NLoS)propagation to the receiver,which makes the model suitable for describing numerous V2X wireless communication scenarios for sixth-generation(6G).We derive expressions for the real and imaginary parts of the complex channel impulse response(CIR),which characterize the physical propagation characteristics of V2X wireless channels.The statistical properties of the real and imaginary parts of the complex CIRs,i.e.,autocorrelation functions(ACFs),Doppler power spectral densities(PSDs),cross-correlation functions(CCFs),and variances of ACFs and CCFs,are derived and discussed.Simulation results are generated and match those predicted by the underlying theory,demonstrating the accuracy of our derivation and analysis.The proposed framework and underlying theory arise as an efficient tool to investigate the statistical properties of 6G MIMO V2X communication systems. 展开更多
关键词 complex CIRs LoS and NLoS propagation components MIMO V2X communication environments SoS simulation channel model statistical properties
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A review of surface roughness measurements based on laser speckle method 被引量:2
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作者 Mei-qi Shao Dong Xu +6 位作者 Si-yi Li Xiao-gang Zuo Chang-ke Chen Gong-zhuang Peng Jia-min Zhang Xiao-chen Wang Quan Yang 《Journal of Iron and Steel Research International》 SCIE EI CAS CSCD 2023年第10期1897-1915,共19页
Surface roughness is commonly used to characterize material microstructure during processing,and accurate measurement of surface roughness is the premise and foundation of machining.Therefore,online non-destructive me... Surface roughness is commonly used to characterize material microstructure during processing,and accurate measurement of surface roughness is the premise and foundation of machining.Therefore,online non-destructive measurement of surface roughness based on the laser speckle method has become a hot issue in recent research.The improvements in surface roughness measurements based on the laser speckle method are systematically reviewed.Theory of speckle formation is introduced.The statistical properties of the speckle patterns including first-order statistical properties and second-order statistical properties are directly related to surface roughness.Surface roughness measurements based on the laser speckle method are roughly divided into the speckle contrast method,speckle correlation method,and fractal method.The three methods are described in detail,and an extensive comparison among all the methods is presented.The recent progresses and application of surface roughness measurements are reviewed.Finally,surface roughness measurements based on the laser speckle method are prospected and summarized. 展开更多
关键词 Surface roughness Non-destructive measurement Laser speckle method Speckle pattern statistical property
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Efficient and Accurate Simulator for Rayleigh and Rician Fading 被引量:2
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作者 王俊峰 马秀荣 +1 位作者 滕建辅 崔玥 《Transactions of Tianjin University》 EI CAS 2012年第4期243-247,共5页
With an improved Rayleigh fading model and a zero-mean stochastic sinusoid as the scattering and specular components respectively,a stochastic simulation model is proposed for the generation of Rayleigh and Rician fad... With an improved Rayleigh fading model and a zero-mean stochastic sinusoid as the scattering and specular components respectively,a stochastic simulation model is proposed for the generation of Rayleigh and Rician fading waveforms.Compared with the existing stochastic models,the proposed simulator needs only one trial to obtain the desired statistical properties even if the number of samples is not large enough.Moreover,the proposed simulation model can directly generate multiple uncorrelated waveforms for different fading scenarios,such as single-input single-output frequency selective channels and multiple-input multiple-output channels.The performance evaluation and comparison show that the proposed simulator is efficient and accurate. 展开更多
关键词 fading channel simulator Rayleigh fading Rician fading statistical property
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MAXIMUM TEST FOR A SEQUENCE OF QUADRATIC FORM STATISTICS ABOUT SCORE TEST IN LOGISTIC REGRESSION MODEL 被引量:1
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作者 Qing YANG Jiayan ZHU Zhengbang LI 《Acta Mathematica Scientia》 SCIE CSCD 2020年第2期543-556,共14页
This article proposes the maximum test for a sequence of quadratic form statistics about score test in logistic regression model which can be applied to genetic and medicine fields.Theoretical properties about the max... This article proposes the maximum test for a sequence of quadratic form statistics about score test in logistic regression model which can be applied to genetic and medicine fields.Theoretical properties about the maximum test are derived.Extensive simulation studies are conducted to testify powers robustness of the maximum test compared to other two existed test.We also apply the maximum test to a real dataset about multiple gene variables association analysis. 展开更多
关键词 Maximum test quadratic form statistics score test asymptotic statistical property
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