171
171

May 31, 2011
05/11

by
Bradshaw, Jeffrey M.; Sierhuis, Maarten; Gawdiak, Yuri; Thomas, Hans; Greaves, Mark; Clancey, William J

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The Personal Satellite Assistant (PSA) is a softball-sized flying robot designed to operate autonomously onboard manned spacecraft in pressurized micro-gravity environments. We describe how the Brahms multi-agent modeling and simulation environment in conjunction with a KAoS agent teamwork approach can be used to support human-centered design for the PSA.

Topics: TRANSPORTATION NETWORKS, ROUTES, ALGORITHMS, SCHEDULES, RANDOM VARIABLES, STOCHASTIC PROCESSES,...

The conference was held as scheduled. Abstracts of papers presented at the Conference appear in a report distributed by the University of Wisconsin-Madison. Keywords: Stochastic processes, Conference, Probabilities, Stochastic flows, Random variables, Boltzman equations.

Topics: DTIC Archive, Griffeath, D, WISCONSIN UNIV-MADISON, *SYMPOSIA, *STOCHASTIC PROCESSES, *EQUATIONS,...

202
202

Jan 27, 2012
01/12

by
Rosenthal, Jeffrey S. (Jeffrey Seth)

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Includes index

Topics: Probability & Statistics - General, Mathematics, Probabilities, Random variables, Chance,...

Necessary and sufficient conditions for equivalence or singularity of certain product measures are given and applied to the problem of distinguishing a sequence of random vectors from affine transformations of itself. In particular sequences of independent stable random variables are considered and the singularity of sequences with different indexes of stability is proved. Using these results the dichotomy, two processes are either equivalent or singular, is established for certain classes of...

Topics: DTIC Archive, DE F Marques, Mauro S, NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC...

Extreme value theory concerns the joint tail behavior and related problems of random variables (r.v.'s). Recent emphasis has been the extension of the classical theory, which considers independent and identically distributed (i.i.d.) r.v.'s to the more general setting of stationarity. Progress has been made on topics such as notions of asymptotic independence, general extremal types theorems, studies of related point processes, etc. The author is interested in the extremal properties of...

Topics: DTIC Archive, Hsing,Tailen, NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES,...

This document describes Hilbert Space Valued Random Variables. Keywords: Banach space: Orthogonality arrays.

Topics: DTIC Archive, Moricz, F, NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES,...

A transition probability function P is said to be stochastically monotone if P(x,-ALPHA,Y) is non-increasing in x for every fixed y. A (non-homogeneous) Markov chain or process is said to be stochastically monotone if its transition probability functions are stochastically monotone. Diffusions, random walks, birth-and-death and branching processes are examples of such models. It is shown that stochastically monotone processes exhibit two basic types of asymptotic behaviour. Chains with...

Topics: DTIC Archive, Cohn,H, NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES,...

Expand a multiple symmetric alpha stable integral multiple sums over f(t sub1,...,t sub n) dM(t sub 1)...dM(t sub n) into a Le Page type multiple series of transformed arrival times of a Poisson process. An exact evaluation of the limit of appropriately normalized tail distribution results from this representation. Keywords: Multiple stochastic integral; Stable Levy process; Poisson process.

Topics: DTIC Archive, Samorodnitsky, Gennady, NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC...

In probability theory the following two measure theoretic problems are well known: 1) Marginal problem: for fixed probability measurers (laws) P Sub 1 and P Sub 2 on a measureable space U and a measurable function c on the product space U Squared = U x U: and 2) Moment problem: for fixed real numbers a sub ij and real-valued continuous functions f sub ij (i = 1,2, j = l,...,n). This paper is devoted to the explicit solutions of some moment problems on separable metric space U with metric d.

Topics: DTIC Archive, Kuznezova-Sholpo, Irina, NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC...

It is well known how to combine the significance levels observed in a number of independent experiments. When this number is a random variable determined by a stopping rule, the observed significance level can still be calculated if there is an acceptable ordering of the points in the extended sample space. But what can be said if the stopping time is ill-defined? This paper obtains explicit lower bounds on the level of significance by considering orderings based on a family of alternative...

Topics: DTIC Archive, Bather, John, NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES,...

This paper is a study of several aspects of measures of dependence, the various comparisons between them, and their foundation as norms of the bilinear form covariance. Additional keywords: stochastic processes; triangles; inequalities; Banach space; random variables; vector analysis; Hilbert space. (Author)

Topics: DTIC Archive, Bradley,R C, NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES,...

Contents: Introduction; properties of hypercontractive random variables; hypercontractivity on the real line; hypercontractivity in normal spaces. Keywords: Stochastic processes; Inequalities.

Topics: DTIC Archive, Szulga, Jerzy, NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS, *RANDOM...

245
245

Jul 12, 2010
07/10

by
Liebert, J

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Numerous discoveries with the IUE Observatory have stimulated research on most spectroscopic types of degenerate dwarf stars. The hottest helium-rich cases apparently have substantial abundances of certain ions heavier than helium, due most likely to selective radiative acceleration. Hydrogen DA stars show trace abundances at temperatures as low as 20,000 K and provide evidence for modest outflowing winds. Cooler DA stars exhibit mysterious broad features near 1400A and 1600A. The element...

Topics: ADAPTIVE CONTROL, STOCHASTIC PROCESSES, DATA PROCESSING EQUIPMENT, MULTIVARIATE STATISTICAL...

Many mathematical models in operations research require computation of products of vectors whose elements are random variables. Unfortunately, analytic results for functions of interest are only obtained through highly restrictive, often unrealistic, choices of prior densities for the vectors' elements. Often, an investigation is performed by discretizing the random variables at point-quantile levels, or by outright simulation. This paper addresses the problem of characterizing the inner...

Topics: DTIC Archive, Brown, Gerald G, NAVAL POSTGRADUATE SCHOOL MONTEREY CA, *STOCHASTIC PROCESSES, LINEAR...

The report is a nonmathematical paper intended for sophisticated but otherwise nonmathematical readers. The paper starts with the emphasis on stochastic models in Biology and Medicine which, because of the large variability among observations in these areas, are considered more appropriate than their deterministic analogs. Again, owing to the basic evolutionary characteristics of living things such as births and deaths, growth and decay etc., one is led in biology and medicine to many dynamic...

Topics: DTIC Archive, Puri, Prem S, PURDUE UNIV LAFAYETTE IN DEPT OF STATISTICS, *BIOMEDICINE, *STOCHASTIC...

This document examines the paths of the stable fields that are the analogs of index-beta Gaussian fields. The author finds Holder conditions on their paths and finds the Hausdorff dimension of the image, graph, and level sets when we have local nondeterminism, generalizing the Gaussian results. Keywords: inversion; random variables.

Topics: DTIC Archive, Nolan, John P, NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS, *STOCHASTIC...

This expository report discusses fundamental aspects of the polynomial chaos method for representing the properties of second order stochastic processes. As originally developed by Norbert Weiner, a polynomial chaos represents key properties of a stochastic process through the application of finite series of orthogonal polynomials. The attendant polynomial expansion is used to describe the statistical properties of a stochastic process based upon an input uncertainty. The statistics of a random...

Topics: DTIC Archive, AIR FORCE RESEARCH LAB EGLIN AFB FL MUNITIONS DIR/ORDNANCE DIVISION, *STOCHASTIC...

X and Y are random elements of a function space, for example, R(n), R(inFi), C(T), or D(T), such that X is stochastically less than Y. Then there exist random elements X' and Y' defined on a common probability space distributed the same as X and Y respectively, such that X' is almost surely less than Y'.

Topics: DTIC Archive, Miller,Douglas R, MISSOURI UNIV-COLUMBIA DEPT OF STATISTICS, *STOCHASTIC PROCESSES,...

This reports on the work done on stochastic comparisons of semimartingale Markov processes, opportunistic replacement policies, stochastic flows, and the book project on probability theory and stochastic processes. Keywords: Stochastic flows; Random variables; Hunt processes.

Topics: DTIC Archive, Cinlar, E, PRINCETON UNIV NJ, *MARKOV PROCESSES, POLICIES, RANDOM VARIABLES, THEORY,...

Limit laws of trimmed sums are studied for triangular arrays of rowwise stationary random variables. It is shown that if the marginal distribution of the array belongs to the domain of attraction of an infinitely divisible law without Gaussian component, the trimmed sum converges weakly to a nondegenerate random variable under some mixing and local dependence conditions. Keywords: Stationary.

Topics: DTIC Archive, Maejima, Makoto, NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES,...

Topics: DTIC Archive, Shaked, M, ARIZONA STATE UNIV TEMPE DEPT OF MATHEMATICS, *STOCHASTIC PROCESSES,...

Suppression produced among combatants exposed to mixed, nonuniform fires is given an operational explication through a 'single-round period of suppressive effect' which is permitted to have a random duration that may stochastically depend upon miss-distance. Explicit formulas are derived for the expected duration of periods of suppression and for expected detection times when the underlying search activity is suspended during periods of suppression. Suppression thus represented as a hiatus in...

Topics: DTIC Archive, Horrigan, Timothy J., HORRIGAN ANALYTICS CHICAGO IL, *WARFARE, *SUPPRESSION,...

Maximum likelihood estimation of the parameters lambda and mu of a simple (linear) birth-and-death process observed continuously over a fixed time interval is studied. Asymptotic distributions for large initial populations and for large periods of observation are derived and some nonstandard results appear. The related problem of estimation from the discrete skeleton of the process is also discussed.

Topics: DTIC Archive, Keiding, Niels, STANFORD UNIV CA DEPT OF STATISTICS, *STOCHASTIC PROCESSES,...

During the period of this grant, a number of problems on stochastic processes were studied. The principal achievements were: (1) The development of a theory of set-parametered martingales and an associated theory of stochastic integration. (2) The discovery of a class of nonlinear-filtering problems for which explicit solutions can be obtained. (Author)

Topics: DTIC Archive, Wong, E., CALIFORNIA UNIV BERKELEY ELECTRONICS RESEARCH LAB, *STOCHASTIC PROCESSES,...

A standard strategy in simulation, for comparing two stochastic systems, is to use a common sequence of random numbers to drive both systems. Certain theoretical and methodological results require that the coupled system be regenerative. It is shown that if the stochastic systems are Markov chains with countable state space, then the coupled system is necessarily regenerative. An example is given which shows that the regenerative property can fail to hold in general state space, even if the...

Topics: DTIC Archive, Glynn,P W, WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER, *MARKOV PROCESSES,...

A stochastic approximation algorithm for estimating the proportions in a mixture of normal densities is presented. The algorithm is shown to converge to the true proportions in the case of a mixture of two normal densities.

Topics: NASA Technical Reports Server (NTRS), ALGORITHMS, APPROXIMATION, MIXTURES, STOCHASTIC PROCESSES,...

The bivariate Poisson point process introduced in Cox and Lewis (1972), and there called the bivariate delayed Poisson process, is studied further; the process arises from pairs of delays on the events of a Poisson process. In particular, results are obtained for the stationary initial conditions, the joint distribution of the number of operative delays at an arbitrary time, the asynchronous counting distribution, and two semi-synchronous interval distributions. The joint delay distribution...

Topics: DTIC Archive, Lawrence, A J, Lewis, P W, NAVAL POSTGRADUATE SCHOOL MONTEREY CA, *STOCHASTIC...

The Lebesgue decomposition of measures induced by symmetric stable process is considered. An upper bound for the set of admissible translates of a general pth order process is presented, which is a partial analog of the reproducing kernel Hilbert space of a second order process. For invertible processes a dichotomy is established: each translate is either admissible or singular, and the admissible translates are characterized. As a consequence, most continuous time moving averages and all...

Topics: DTIC Archive, De Freitas Marques, Mauro S, NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC...

Any practical method of constructing a bandwidth must depend only on a statistical sample, and should produce some sort of estimate of this bandwidth. The purpose of this paper is to show that there a well-defined limits to the accuracy of all data-driven bandwidth estimates. Put another way, there is an unbridgeable gap between the minimum integrated square error attained using a optimal bandwidth and the minimum achievable integrated square error using a data-driven bandwidth estimate....

Topics: DTIC Archive, Hall,P, NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES,...

Rydll-Nardzewski (1957) proved that an infinite sequence of random variables is exchangeable, if every subsequence has the same distribution. This document discusses some restatements and extensions of this result in terms of martingales and stopping times. In the other direction, it is shown that the distribution of a finite or infinite exchangeable sequence is invariant under sampling by means of a.s. distinct (but not necessarily ordered) predictable stopping times. Both types of result...

Topics: DTIC Archive, Kallenberg,Olav, NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES,...

Let (X,Y), (X sub 1, Y sub 1), (X sub 2, Y sub 2, ... be independent, identically distributed, bivariate random variables and let m(x)=E(Y/X=x) be the regression curve of y on X. This paper considers the estimation of zeros and extrema of the regression curve via stochastic approximation methods. The author presents consistency results of some sequential procedures and define termination rules providing fixed width confidence intervals for the parameters to be estimated. Keywords: kernel...

Topics: DTIC Archive, Haerdle,Wolfgang, NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES,...

Starting from well-known estimations for the rate of convergence in Hille's, Philips' and Widder's representation formulas for operator semigroups this document shows that by a suitable probabilistic approach, these results are easily reobtained, and can immediately be generalized to arbitrary (probabilistic) representation formulas. Some examples are also considered. Keywords: Random variables; Linear operators; Approximation(Mathematics); Stochastic processes. (Author)

Topics: DTIC Archive, Pfeifer,Dietmar, NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES,...

This document extremes of (generally) skewed stable processes. In particular the author finds the asymptotic behavior of the distribution function of the order statistics from a (dependent) stable sample. Given are necessary conditions for a.s. boundedness of general stable processes. These conditions turn out to be sufficient when O alpha 1. Further, asymptotic lower bounds O alpha 1 those bounds are shown to give the exact asymptotic behavior of the supremum and infimum distribution functions.

Topics: DTIC Archive, Samorodnitsky, Gennady, NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC...

In 1970 Stein introduced a new method for bounding the approximation error in central limit theory for dependent variables. This was subsequently developed by Chen for Poisson approximation and has proved very successful in the areas to which it has been applied. Here this document shows how the method can be applied to extreme value theory for dependent sequences, focussing particularly on the nonstationary case. The method gives new and shorter proofs of some known results, with explicit...

Topics: DTIC Archive, Smith, Richard L, NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES,...

The purpose of this paper is to give a very brief account of some of the essential ideas underlying classical extreme value theory, and to see how these are used (modified as necessary) for dependent cases. In particular it will be shown how the classical theory still applies for moderately dependent stationary sequences, but that under higher local dependence, clustering of high values occurs, requiring modifications of the theory especially as it involves order statistics other than the...

Topics: DTIC Archive, Leadbetter,M R, NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES,...

A Robbins-Monro type multidimensional stochastic approximation algorithm which converges in mean square and with probability one to the fixed point of a locally contractive regression function is developed. The algorithm is applied to obtain maximum likelihood estimates of the parameters for a mixture of multivariate normal distributions.

Topics: NASA Technical Reports Server (NTRS), APPROXIMATION, MAXIMUM LIKELIHOOD ESTIMATES, STOCHASTIC...

Faults are examined by both the security and fault tolerance communities. These communities have strikingly different views of the types of faults that exist, the way they are modeled, and how they are addressed. One community can pronounce a system survivable but the other community would not find this to be so. This leaves us with two approaches that both fail to be comprehensive, depending on which community is looking at the system. While intrusion-tolerance and security researchers look at...

Topics: DTIC Archive, McDermott, J, NAVAL RESEARCH LAB WASHINGTON DC, *FAULT TOLERANCE, STOCHASTIC...

Topics: DTIC Archive, Wise,Gary L, TEXAS UNIV AT AUSTIN DEPT OF ELECTRICAL ENGINEERING, *STOCHASTIC...

In this paper, we present conditions on the likelihood function and on the prior distribution which permit us to assess the effect of the sample on the posterior distribution. Our work is inspired by Whitt (1979) J. Amer. Statist. Assoc. 74, and is based on the notion of multivariate totally positive functions introduced by Karlin and Rinott (1980), unpublished report. (Author)

Topics: DTIC Archive, Fahmy,Salwa, FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS, *MULTIVARIATE...

The authors consider a K out of N system maintained by R repairmen, where the lifetime of the i sub th component is an exponentially distributed random variable with parameter micron sub i. Repairmen are distinguishable, and the time it takes the r sub th repairmen to repair a failed component is an exponentially distributed random variable with parameter lambda sub k. Repaired components are as good as new and preemptions are allowed. It is shown that the policy which assigns the faster...

Topics: DTIC Archive, Katehakis, Michael N, COLUMBIA UNIV NEW YORK DEPT OF STATISTICS, *REPAIR, *LIFE...

An obvious goal of reliability analysis is the avoidance of system failure. However, it is generally recognized that it is often not feasible to design a practical or useful system for which failure is impossible. Thus it is necessary to use techniques that estimate the likelihood of failure based on modeling the uncertainty about such items as the demands on and capacities of various elements in the system. This usually involves the use of probability theory, and a design is considered...

Topics: NASA Technical Reports Server (NTRS), RELIABILITY ANALYSIS, PROBABILITY THEORY, STOCHASTIC...

Let N(t) be a counting process with continuous compensator A(t) and f(t) a bounded predictabler process. If E(exp(2/f/N(t))) infinity and E(exp (2(1 + exp/f/)A (t))) infinity then it is shown that z(+) = exp (-integral from 0 to t (f(u)dN(u)) - integral from 0 to t (exp (-f(u)) - 1)dA(u) is a martingale. This is a partial extension of a theorem of Kabanov, Liptser, Shiryaev (1980) who assumed A(t) or = but did not assume A(t) is continuous. Keywords: Random variables, Stochastic processes,...

Topics: DTIC Archive, Rosenkrantz,W A, MASSACHUSETTS UNIV AMHERST DEPT OF MATHEMATICS AND STATISTICS,...

Our primary aim is to 'build' versions of generalized Gaussian processes from simple, elementary components in such a way that as many as possible of the esoteric properties of these elusive objects become intuitive. For generalised Gaussian processes, or fields, indexed by smooth functions or measures on R sub d, our building blocks will be simple Markov processes whose state space is R sub d. Roughly speaking, by summing functions of the local times of the Markov processes we shall, via a...

Topics: DTIC Archive, Adler,Robert J, NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PROCESSES,...

An introduction to the basic structure of lottery games is given. Several examples from modern state lotteries are included. Statistical considerations such as tests of randomness as required in the conduct of lottery games are discussed. (Author)

Topics: DTIC Archive, Rustagi, Jagdish S., OHIO STATE UNIV COLUMBUS DEPT OF STATISTICS, *STOCHASTIC...

Tranformations of the classical hypothesis testing problem with continuous-time observations to a hypothesis testing problem with counting point process observations are considered. A general form for the random intensity rate (RIR) which can accommodate feedback is investigated and the optimal solution in the Neyman-Pearson sense is specified. An analysis of the performance of the corresponding optimum processor is studied. (Author)

Topics: DTIC Archive, Lazar,Aurel A, PRINCETON UNIV NJ INFORMATION SCIENCES AND SYSTEMS LAB, *STOCHASTIC...

Performability modeling and evaluation techniques are applied to the SIFT computer as it might operate in the computational evironment of an air transport mission. User-visible performance of the total system (SIFT plus its environment) is modeled as a random variable taking values in a set of levels of accomplishment. These levels are defined in terms of four attributes of total system behavior: safety, no change in mission profile, no operational penalties, and no economic process whose...

Topics: NASA Technical Reports Server (NTRS), COMPUTATION, COMPUTERS, MATHEMATICAL MODELS, PERFORMANCE...

A Detection Model is an entity which calculates an instantaneous probability of detection of a target by a hunter, from the values of variables which describe the environment and the actions of both hunter and target, including past history, if appropriate. Given such a model, and a succession of non-identical trials which terminate at detection or after a given period of time (whichever occurs first), it is desired to test the adequacy of the model. An approach to this problem is presented,...

Topics: DTIC Archive, Lechner, James A, GEORGE WASHINGTON UNIV WASHINGTON DC PROGRAM IN LOGISTICS,...

In the absence of information concerning underlying distributions of populations being sampled, it is difficult to apply parametric statistical tests without possibly violating assumptions under which these tests have been derived. As a result, parametric statistical tests may provide invalid information and results in erroneous conclusions related to samples under observation. This undesirable effect leads statisticians toward the use of non- parametric tests which are unconcerned with the...

Topics: DTIC Archive, Heschl, William C, NAVAL POSTGRADUATE SCHOOL MONTEREY CA, *STATISTICAL TESTS,...

The distribution under alternatives of a simple linear rank statistic S sub n is governed by the following entities: a set of regression constants (series C from ml to nn), scores (series a from nl to nn) and distribution functions (series F from nl to nn). One usually assumes the scores to be generated by a known function phi.

Topics: DTIC Archive, Rajaram,Navaratna S, INDIANA UNIV BLOOMINGTON DEPT OF MATHEMATICS, *STOCHASTIC...

It is proved that almos every sample function of the N-Parameter Bessel process has a local maxima. In addition, some properties related to the local maxima are investigated. (Author)

Topics: DTIC Archive, Puri,Madan L, Tran,Lanh Tat, INDIANA UNIV BLOOMINGTON DEPT OF MATHEMATICS,...