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Distributions at ra...
Distributions at random events
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- Podgorski, Krzysztof (författare)
- Lund University,Lunds universitet,Statistiska institutionen,Ekonomihögskolan,Department of Statistics,Lund University School of Economics and Management, LUSEM
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- Rychlik, Igor, 1952 (författare)
- Gothenburg University,Göteborgs universitet,Chalmers University of Technology,Institutionen för matematiska vetenskaper,Department of Mathematical Sciences
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(creator_code:org_t)
- ISBN 9781509041961
- 2016
- 2016
- Engelska.
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Ingår i: 2016 2ND INTERNATIONAL CONFERENCE ON EVENT-BASED CONTROL, COMMUNICATION, AND SIGNAL PROCESSING (EBCCSP). - 9781509041961 ; , s. 1-8
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Abstract
Ämnesord
Stäng
- We discuss the generalized Rice formula approach to deriving long-run distributions of characteristics defined at random events of a stochastic process or field. The approach stems from the same principle originally introduced by Rice for the level crossing intensity in a random signal and we review its extensions to more general contexts.Events are defined on random surfaces through crossing levels of (multivariate) stochastic fields.We also account for the dynamics of spatial-temporal fields using observed velocities. Extensions beyond the Gaussian model are shown and models for sampling from the level crossing distributions are presented.The importance of these generalizations for applications is illustrated through examples.
Ämnesord
- NATURVETENSKAP -- Matematik (hsv//swe)
- NATURAL SCIENCES -- Mathematics (hsv//eng)
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
Publikations- och innehållstyp
- kon (ämneskategori)
- ref (ämneskategori)
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