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129 results for “Gaussian”
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Research ArticleOpen accessIn the abstractComparing the Empirical and the Theoretical Probability Density of Return in which Variance Obeying Ornstein-Uhlenbeck Process at Indonesian Stock Exchange IDXDwi Satya Palupi, Eduardus Tandelilin, Arief Hermanto, Muhammad Farchani RosyidThe distribution of the probability density of a return index with stochastic volatility has been calculated. Here the stock index is assumed to follow geometric Brownian motion, while the variance is assumed to obey Ornstein-Uhlenbeck process as in Heston model. The distribution of the probability density of the return which is obtained by solving the Fokker-Planck equation of two dimensional … …American Journal of Applied Sciences, Vol. 14, Issue 9 · 17 May 2017 · 7,630 accessesView PDFCite
Research ArticleOpen accessIn the abstractAccessing the Appropriateness of a Spatial Regression Using Generalized (h1h2-)Slepian Random FieldWayan Somayasa, Jamhir Safani, La Ode Ngkoimani, Muhamad Zamrun F.In this study we derived asymptotic goodness-of-fit test (model check) for spatial regression where the critical region as well as the p-value of the tests are approximated based on the distribution of a type of the integral functional of the generalized (h1h2-)-Slepian field and the set-indexed Gaussian white noise. Such random fields are obtained as the limit process of the … …Journal of Mathematics and Statistics, Vol. 13, Issue 2 · 2 May 2017 · 7,364 accessesView PDFCite
Research ArticleOpen accessIn the abstractRisks Ratios of Shrinkage Estimators for the Multivariate Normal MeanAbdenour Hamdaoui, Nadia MezouarWe study the estimation of the mean θ of a multivariate Gaussian random variable X∼Np(θ,σ2Ip) in ℜp, σ2 is unknown and estimated by the chi-square variable S2∼σ2χn2. In this work we are interested in studying bounds and limits of risk ratios of shrinkage estimators to the maximum likelihood estimator X, when n and p tend to infinity. We recall that … …Journal of Mathematics and Statistics, Vol. 13, Issue 2 · 3 Apr 2017 · 7,113 accessesView PDFCite
Research ArticleOpen accessIn the abstractConvergence of Renormalization Group Transformations of Gibbs Random FieldFarida Kachapova, Ilias KachapovStatistical mechanics describes interaction between particles of a physical system. Particle properties of the system can be modelled with a random field on a lattice and studied at different distance scales using renormalization group transformation. Here we consider a thermodynamic limit of a lattice model with weak interaction and we use semi-invariants to prove that random fields transformed by renormalization … …Journal of Mathematics and Statistics, Vol. 12, Issue 3 · 27 Jul 2016 · 7,016 accessesView PDFCite
Research ArticleOpen accessIn the abstractComparison of Edge Detection Techniques Applied in the Identification of Centerline Segregation on Steel SlabsLuciene Coelho Lopez Queiroz, André Riyuiti HirakawaThe method Baumann, or Sulphur print as it is also known, is one of the tools used to evaluate the operating conditions of continuous casting machine and quality control of the production of steel slabs. The correct evaluation of centerline segregation severity, analyzed in Sulphur print, is essential to control this process. However, given the classification complexity between the different … …American Journal of Applied Sciences, Vol. 12, Issue 8 · 10 Sep 2015 · 6,825 accessesView PDFCite
Research ArticleOpen accessIn the abstractAn Efficient Course Resolution Multiple-Receiver Approach for Reception of Slow Fading Signals in Digital Wireless Communication SystemsAshraf Mamdouh Aziz, Senior Member, IEEE et al.Multiple-receiver digital wireless communication systems employ several receivers and a digital central receiver with data fusion to reduce the effect of multipath fading problems. The multiple receiver observations are processed at individual receivers and sent to a digital central receiver. The digital central receiver fuses all the individual receiver data to form global data on which symbol was transmitted. In … …American Journal of Applied Sciences, Vol. 12, Issue 8 · 7 Sep 2015 · 6,514 accessesView PDFCite
Research ArticleOpen accessIn the abstractProbabilistic Estimates of the Largest Strictly Convex Singular Values of Pregaussian Random MatricesYang LiuIn this study, the p-singular values of random matrices with Gaussian entries defined in terms of the lp-p-norm for p>1, as is studied. Mainly, using analytical techniques, we show the probabilistic estimate, precisely, the decay, on the upper tail probability of the largest strictly convex singular values, when the number of rows of the matrices becomes very large and the … …Journal of Mathematics and Statistics, Vol. 11, Issue 1 · 6 May 2015 · 6,894 accessesView PDFCite
Research ArticleOpen accessIn the abstractAN INFORMATION-THEORETIC IMAGE QUALITY MEASURE: COMPARISON WITH STATISTICAL SIMILARITYAsmhan Flieh Hassan, Dong Cai-lin, Zahir M. HussainWe present an information-theoretic approach for structural similarity for assessing gray scale image quality. The structural similarity measure SSIM, proposed in 2004, has been successflly used and verfied. SSIM is based on statistical similarity between the two images. However, SSIM can produce confusing results in some cases where it may give a non-trivial amount of similarity for two different images. … …Journal of Computer Science, Vol. 10, Issue 11 · 17 Dec 2014 · 8,782 accessesView PDFCite
Research ArticleOpen accessIn the abstractPerformance Analysis of Joint Degree Distribution (JDD) in Luby Transform CodesI. Joe Louis Paul, S. Radha, J. RajaLuby Transform (LT) codes, the first realization of rateless codes are widely used in wireless communication mainly for its adaptability to varying channel conditions and its capacity approaching performance. In spite of the above advantages and its simplicity in implementation, LT codes suffer from a bottle neck of premature termination due to the poor design of degree distribution. In this … …Journal of Computer Science, Vol. 11, Issue 1 · 13 Aug 2014 · 7,262 accessesView PDFCite
Research ArticleOpen accessIn the abstractNOVEL IMAGE-DEPENDENT QUALITY ASSESSMENT MEASURESZahir M. Hussain, Asaad Noori HashimThe image is a 2D signal whose pixels are highly correlated in a 2D manner. Hence, using pixel by pixel error what we called previously Mean-Square Error, (MSE) is not an efficient way to compare two similar images (e.g., an original image and a compressed version of it). Due to this correlation, image comparison needs a correlative quality measure. It … …Journal of Computer Science, Vol. 10, Issue 8 · 27 Feb 2014 · 7,436 accessesView PDFCite