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Wyszukujesz frazę "stochastic" wg kryterium: Temat


Tytuł:
The mixed temporal game 1×1 with uncertain actions
Autorzy:
Cegielski, Andrzej
Powiązania:
https://bibliotekanauki.pl/articles/748232.pdf
Data publikacji:
1980
Wydawca:
Polskie Towarzystwo Matematyczne
Tematy:
Stochastic games, stochastic differential games
Opis:
.
Author's introduction: "The game solved in the present paper belongs to a class of temporal games whose general model was given by S. Karlin [Mathematical methods and theory in games, programming and economics, Addison-Wesley, Reading, Mass., 1959; MR0111634]. The rules are as follows. There are two opposing players, A and B. Each player has a certain number of actions which he can take in the time interval [0,1]. Neither player knows the number of actions he or his opposer has. Each player knows only the distribution of the number of actions for him and his opponent. More precisely, let k1 denote the number of actions of player A and k2 the number of actions of player B, and let k1 and k2 be independent random variables. The distributions of these random variables are as follows: P(k1=1)=p, P(k1=0)=1−p, P(k2=1)=q, P(k2=0)=1−q, p,q∈(0,1]. The opponent knows only both distributions. Thus player A [player B] knows beforehand that he as well as his opponent has zero or one action with the probability given above. If player A has an action then it is silent, i.e., his opponent does not know the moment when the action is taken. If player B has an action it is noisy, i.e. his opponent knows the moment when the action is taken. As a result of the action the player can win or, equivalently, his opponent can lose. A win can be achieved according to the probability given above. If player A [player B] takes an action at time t, then the probability of winning is equal to P(t) [to Q(t)]. Functions P(t) and Q(t) are called payoff functions. These functions satisfy the following conditions: (1) P(t) and Q(t) are differentiable and P′(t)>0 and Q′(t)>0 for t∈(0,1); (2) P(0)=Q(0)=0, P(1)=Q(1)=1. Both functions are known to the players before the game begins. The game ends when one player wins or when neither wins at time t=1. If only player A wins he obtains the payoff +1 from his opponent, and likewise if only B wins he obtains the payoff +1. In the remaining cases the payoff is equal to zero. Y. Teraoka solved a temporal game 1×1 with uncertain actions [Rep. Himeji Inst. Tech. 28 (1975), 1–8; RŽMat 1976:8 V662]. If in the game, played according to the rules given above, we put p=q=1, then this type of game is a particular case of the game solved by A. Styszyński [Zastos. Mat. 14 (1974), 205–225; MR0351487]. Here we present a solution to a more generalized game in which the first player has n actions. The game defined above can be interpreted as a duel. In the course of an action shots are fired and a win is achieved when the opponent is hit. The payoff function is then called an accuracy function. The duelists do not know beforehand whether the weapons are loaded or accurate. They know only the probability of drawing a loaded weapon. We shall use this interpretation in later sections of the paper. This game can also be viewed as an advertising war. Two enterprises are engaged in an advertising war to win a contract. Here an action can be viewed as setting in motion the advertising machine of the player's company. A win is achieved when the contract is awarded to the player's company as a result of his action. Before the campaign the players do not know whether they will receive funds from their central offices to engage in the advertising war."
Źródło:
Mathematica Applicanda; 1980, 8, 16
1730-2668
2299-4009
Pojawia się w:
Mathematica Applicanda
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Selected problems in the theory of fuzzy sets
Autorzy:
Heilpern, Stanisław
Powiązania:
https://bibliotekanauki.pl/articles/748068.pdf
Data publikacji:
1980
Wydawca:
Polskie Towarzystwo Matematyczne
Tematy:
Stochastic games, stochastic differential games
Stochastic programming
Fuzzy sets and logic
Opis:
.
From the introduction: "This paper contains a review of fundamental concepts and theorems of some areas of fuzzy mathematics, and an example of their application to the theory of decision making. Elementary definitions and properties of fuzzy sets are introduced in Chapters 1 and 2 [see L. A. Zadeh, Informat. and Control 8 (1965), 338–353; MR0219427]. Chapter 3 contains rudiments of fuzzy topology as presented by C. L. Chang [J. Math. Anal. Appl. 24 (1968), 182–190; MR0236859] and C. K. Wong [ibid. 43 (1973), 697–704; MR0324613; ibid. 45 (1974), 512–521; MR0341366]. Subsequent chapters deal with fuzzy probabilistic measures on the σ-field of fuzzy sets and contain original results of the author. In the last chapter the author discusses the concepts of fuzzy programming based on papers of R. Bellman and Zadeh [Management Sci. 17 (1970/71), B141-B164; MR0301613], and C. V. Negoiţă and D. A. Ralescu [Applications of fuzzy sets to systems analysis, English translation, Wiley, New York, 1975; MR0490082].''
Źródło:
Mathematica Applicanda; 1980, 8, 16
1730-2668
2299-4009
Pojawia się w:
Mathematica Applicanda
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
The Gamma Kumaraswamy-G family of distributions: theory, inference and applications
Autorzy:
Arshad, Rana Muhammad Imran
Tahir, Muhammad Hussain
Chesneau, Christophe
Jamal, Farrukh
Powiązania:
https://bibliotekanauki.pl/articles/1059046.pdf
Data publikacji:
2020-12-04
Wydawca:
Główny Urząd Statystyczny
Tematy:
stochastic ordering
Opis:
In this paper, we introduce a new family of univariate continuous distributions called the Gamma Kumaraswamy-generated family of distributions. Most of its properties are studied in detail, including skewness, kurtosis, analytical comportments of the main functions, moments, stochastic ordering and order statistics. The next part of the paper focuses on a particular member of the family with four parameters, called the gamma Kumaraswamy exponential distribution. Among its advantages, the following should be mentioned: the corresponding probability density function can have symmetrical, left-skewed, right-skewed and reversed-J shapes, while the corresponding hazard rate function can have (nearly) constant, increasing, decreasing, upside-down bathtub, and bathtub shapes. Subsequently, the inference on the gamma Kumaraswamy exponential model is performed. The method of maximum likelihood is applied to estimate the model parameters. In order to demonstrate the importance of the new model, analyses on two practical data sets were carried out. The results proved more favourable for the studied model than for any of the other eight competitive models.
Źródło:
Statistics in Transition new series; 2020, 21, 5; 17-40
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Stochastic P-bifurcation of a 3-DOF airfoil with structural nonlinearity
Autorzy:
Hao, Ying
Du, Xuewen
Hu, Yuda
Wu, Zhiqiang
Powiązania:
https://bibliotekanauki.pl/articles/1839715.pdf
Data publikacji:
2021
Wydawca:
Polskie Towarzystwo Mechaniki Teoretycznej i Stosowanej
Tematy:
stochastic P-bifurcation
structural nonlinearity
stochastic parametric excitation
Opis:
In this paper, the stochastic-aeroelastic nonlinear response of a three-degree-of-freedom (3-DOF) structural nonlinear airfoil with a control flap is presented. The critical parameter conditions of stochastic P-bifurcation are solved by using the improved average method, the stochastic average method combined with the singularity theory. The results show that the periodic solution produced by Hopf bifurcation has involved a second bifurcation, the nonlinear critical speed of saddle node bifurcation points is advanced, and the airfoil appears bi-stable. The stochastic singularity analysis shows that the increasing stochastic disturbance intensity will cause a greater probability for a large amplitude stochastic flutter.
Źródło:
Journal of Theoretical and Applied Mechanics; 2021, 59, 2; 307-317
1429-2955
Pojawia się w:
Journal of Theoretical and Applied Mechanics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Stochastic generalized transportation problem with discrete distribution of demand
Autorzy:
Anholcer, M.
Powiązania:
https://bibliotekanauki.pl/articles/406546.pdf
Data publikacji:
2013
Wydawca:
Politechnika Wrocławska. Oficyna Wydawnicza Politechniki Wrocławskiej
Tematy:
stochastic generalized transportation problem
stochastic programming
equalization method
Opis:
The generalized transportation problem (GTP) allows us to model situations where the amount of goods leaving the supply points is not equal to the amount delivered to the destinations (this is the case, e.g. when fragile or perishable goods are transported or complaints may occur). A model of GTP with random, discretely distributed, demand has been presented. Each problem of this type can be transformed either into the form of a convex programming problem with a piecewise linear objective function, or a mixed integer LP problem. The method of solution presented uses ideas applied in the method of stepwise analysis of variables and in the equalization method.
Źródło:
Operations Research and Decisions; 2013, 23, 4; 9-19
2081-8858
2391-6060
Pojawia się w:
Operations Research and Decisions
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Robust Control of Linear Stochastic Systems with Fully Observable State
Autorzy:
Poznyak, Alexander
Taksar, M.
Powiązania:
https://bibliotekanauki.pl/articles/1339291.pdf
Data publikacji:
1996
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
robust control
Riccati equation
stochastic differential equations
stochastic control
Opis:
We consider a multidimensional linear system with additive inputs (control) and Brownian noise. There is a cost associated with each control. The aim is to minimize the cost. However, we work with the model in which the parameters of the system may change in time and in addition the exact form of these parameters is not known, only intervals within which they vary are given. In the situation where minimization of a functional over the class of admissible controls makes no sense since the value of such a functional is different for different systems within the class, we should deal not with a single problem but with a family of problems. The objective in such a setting is twofold. First, we intend to establish existence of a state feedback linear robust control which stabilizes any system within the class. Then among all robust controls we find the one which yields the lowest bound on the cost within the class of all systems under consideration. We give the answer in terms of a solution to a matrix Riccati equation and we present necessary and sufficient conditions for such a solution to exist. We also state a criterion when the obtained bound on the cost is sharp, that is, the control we construct is actually a solution to the minimax problem.
Źródło:
Applicationes Mathematicae; 1996-1997, 24, 1; 35-46
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Multicriteria Analysis Based on Stochastic Dominance and Almost Stochastic Dominance Rule
Analiza wielokrotna oparta na dominacjach stochastycznych I regułach dominacji stochastycznych typu “Almost”
Autorzy:
Nowak, Maciej
Powiązania:
https://bibliotekanauki.pl/articles/906288.pdf
Data publikacji:
2009
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
Stochastic Dominance
Almost Stochastic Dominance
Multicriteria Analysis
ELECTRE III
Opis:
W pracy przedstawiono technikę wspomagania decyzji, która może być wykorzystywana do rozwiązywania dyskretnych wielokryterialnych problemów podejmowania decyzji w warunkach ryzyka. Do porównania rozkładów ocen wariantów decyzyjnych wykorzystywane są reguły dominacji stochastycznej oraz prawie-dominacji stochastycznej. Ranking końcowy uzyskiwany jest za pomocą procedur destylacji znanych z metody ELECTRE 111. Zamieszczony w pracy przykład numeryczny opisuje sposób wykorzystania procedury do rozwiązywania problemu wielokryterialnego.
In the paper a new technique for discrete multiple criteria decision making problems under risk is presented. The procedure uses Stochastic Dominance and Almost Stochastic Dominance rules for comparing distributional evaluations of alternatives with respect to criteria. ELECTRE III technique is used for generating the final ranking of alternatives. An numerical example is presented to show applicability of the technique.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2009, 228
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Tightness of Continuous Stochastic Processes
Autorzy:
Kisielewicz, Michał
Powiązania:
https://bibliotekanauki.pl/articles/729684.pdf
Data publikacji:
2006
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
continuous stochastic processes
weak compactness of sequences of stochastic processes
Opis:
Some sufficient conditins for tightness of continuous stochastic processes is given. It is verified that in the classical tightness sufficient conditions for continuous stochastic processes it is possible to take a continuous nondecreasing stochastic process instead of a deterministic function one.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2006, 26, 2; 151-162
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Selection theorems for stochastic set-valued integrals
Autorzy:
Kisielewicz, Michał
Powiązania:
https://bibliotekanauki.pl/articles/729908.pdf
Data publikacji:
2001
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
stochastic set-valued integrals
nonanticipated stochastic processes
diagonal convexity
selections
Opis:
Some special selections theorems for stochastic set-valued integrals with respect to the Lebesgue measure are given.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2001, 21, 1; 63-75
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On an approximation theorem of Wong-Zakai type for the Lasota operator
Autorzy:
Dawidowicz, Antoni L.
Twardowska, Krystyna
Powiązania:
https://bibliotekanauki.pl/articles/748336.pdf
Data publikacji:
2007
Wydawca:
Polskie Towarzystwo Matematyczne
Tematy:
Stochastic integral equations, Stochastic ordinary differential equations, Random operators and equations
Opis:
W pracy pokazano, że stochastyczne równanie ewolucyjne z operatorem Lasoty jako infinitezymalnym generatorem silnie ciągłej półgrupy odwzorowań i z operatorem Hammersteina występującym przy zaburzeniu będącym procesem Wienera, spełnia twierdzenie aproksymacyjne typu Wonga–Zakai. Idea wprowadzenia operatora Lasoty związana jest z matematycznym modelem powstawania i różnicowania się komórek.
The authors show that the stochastic evolution equation with Lasota infinitesimal generator satisfies the Wong-Zakai type approximation theorem.
Źródło:
Mathematica Applicanda; 2007, 35, 49/08
1730-2668
2299-4009
Pojawia się w:
Mathematica Applicanda
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Composite semi-infinite optimization
Autorzy:
Dentcheva, D.
Ruszczyński, A.
Powiązania:
https://bibliotekanauki.pl/articles/970266.pdf
Data publikacji:
2007
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
semi-infinite optimization
nonsmooth optimization
composite optimization
stochastic programming
stochastic dominance
Opis:
We consider a semi-infinite optimization problem in Banach spaces, where both the objective functional and the constraint operator are compositions of convex nonsmooth mappings and differentiable mappings. We derive necessary optimality conditions for these problems. Finally, we apply these results to non-convex stochastic optimization problems with stochastic dominance constraints, generalizing earlier results.
Źródło:
Control and Cybernetics; 2007, 36, 3; 633-646
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Review of stochastic differential equations in statistical arbitrage pairs trading
Autorzy:
Endres, Sylvia
Powiązania:
https://bibliotekanauki.pl/articles/108278.pdf
Data publikacji:
2019
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
statistical arbitrage
pairs trading
stochastic models
mean-reversion
stochastic differential equations
Opis:
The use of stochastic differential equations offers great advantages for statistical arbitrage pairs trading. In particular, it allows the selection of pairs with desirable properties, e.g., strong mean-reversion, and it renders traditional rules of thumb for trading unnecessary. This study provides an exhaustive survey dedicated to this field by systematically classifying the large body of literature and revealing potential gaps in research. From a total of more than 80 relevant references, five main strands of stochastic spread models are identified, covering the ‘Ornstein–Uhlenbeck model’, ‘extended Ornstein–Uhlenbeck models’, ‘advanced mean-reverting diffusion models’, ‘diffusion models with a non-stationary component’, and ‘other models’. Along these five main categories of stochastic models, we shed light on the underlying mathematics, hereby revealing advantages and limitations for pairs trading. Based on this, the works of each category are further surveyed along the employed statistical arbitrage frameworks, i.e., analytic and dynamic programming approaches. Finally, the main findings are summarized and promising directions for future research are indicated.
Źródło:
Managerial Economics; 2019, 20, 2; 71-118
1898-1143
Pojawia się w:
Managerial Economics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Fitting stochastic model into network traffic
Autorzy:
Włodarski, P.
Powiązania:
https://bibliotekanauki.pl/articles/376713.pdf
Data publikacji:
2013
Wydawca:
Politechnika Poznańska. Wydawnictwo Politechniki Poznańskiej
Tematy:
stochastic model
network traffic
Opis:
This paper presents the results of fitting stochastic model into real network traffic. Accurate modeling of network traffic is the first step in optimizing resource allocation and Quality of Service requirements. Because measurements reveals presence of self-similarity and long-range dependence, unlike the models based on Poisson or Markov processes, fractional stochastic model seems to be a good approximation of network traffic, since it can capture both short-range and long-range dependence. A methods of generation as well as the model order selection and parameter estimation techniques will be presented and discussed.
Źródło:
Poznan University of Technology Academic Journals. Electrical Engineering; 2013, 76; 219-223
1897-0737
Pojawia się w:
Poznan University of Technology Academic Journals. Electrical Engineering
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Consideration of a general model of stochastic service curve for communication networks
Autorzy:
Wasielewska, K.
Borys, A.
Powiązania:
https://bibliotekanauki.pl/articles/117055.pdf
Data publikacji:
2019
Wydawca:
Uniwersytet Morski w Gdyni. Wydział Nawigacyjny
Tematy:
communication networks
stochastic service
communication system
maritime telecommunications area
Quality of Service (QoS)
stochastic network calculus
modelling of model of stochastic service curve
stochastic service curve
Opis:
In this paper, a general framework for modelling stochastic service curves for communication networks is presented. It connects with each other two approaches to the traffic analysis and performance evaluation of communication systems, namely, the one which is called a deterministic network calculus with its stochastic counterpart. Thereby, it enables to treat any communication traffic in a consistent way. Further, as we show here, it enables also achieving new results. Derivation of the above model is presented in details in this paper. Finally, some hints are given how the method presented in this article could be applied in maritime telecommunications area.
Źródło:
TransNav : International Journal on Marine Navigation and Safety of Sea Transportation; 2019, 13, 1; 159-164
2083-6473
2083-6481
Pojawia się w:
TransNav : International Journal on Marine Navigation and Safety of Sea Transportation
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Stochastic vortices in periodically reclassified populations
Autorzy:
Guerreiro, Gracinda
Mexia, João
Powiązania:
https://bibliotekanauki.pl/articles/729714.pdf
Data publikacji:
2008
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
Markov chains
stochastic vortices
Opis:
Our paper considers open populations with arrivals and departures whose elements are subject to periodic reclassifications. These populations will be divided into a finite number of sub-populations.
Assuming that:
a) entries, reclassifications and departures occur at the beginning of the time units;
b) elements are reallocated at equally spaced times;
c) numbers of new elements entering at the beginning of the time units are realizations of independent Poisson distributed random variables;
we use Markov chains to obtain limit results for the relative sizes of the sub-populations corresponding to the states of the chain. Namely we will obtain conditions for stability of the relative sizes for transient and recurrent states as well as for all states. The existence of such stability corresponds to the existence of a stochastic structure based either on the transient or on the recurrent states or even on all states. We call these structures stochastic vortices because the structure is maintained despite entrances, departures and reallocations.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2008, 28, 2; 209-227
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Stochastic DEMATEL for structural modeling of a complex problematique for realizing safe, secure and reliable society
Autorzy:
Tamura, H.
Akazawa, K.
Powiązania:
https://bibliotekanauki.pl/articles/309469.pdf
Data publikacji:
2005
Wydawca:
Instytut Łączności - Państwowy Instytut Badawczy
Tematy:
safe
secure and reliable society
structural modelling
stochastic DEMATEL
stochastic composite importance
Opis:
In this paper we propose a revised Decision Making Trial and Evaluation Laboratory (DEMATEL), called stochastic DEMATEL, to extract structural model of a complex problematique and to represent the priority of each factor taking into account the uncertainty of structure. In the stochastic DEMATEL, the uncertainty of structure is expressed as a stochastic model. From numerical experiments and experimental analyses, the following results are obtained: when the structure is uncertain, stochastic DEMATEL could extract the features of structure by the degree of dispatching influences and the degree of central role; stochastic composite importance could express the uncertainty of priority and decide the priority taking into account the attitude of the decision maker; pessimistic, neutral or optimistic.
Źródło:
Journal of Telecommunications and Information Technology; 2005, 4; 139-146
1509-4553
1899-8852
Pojawia się w:
Journal of Telecommunications and Information Technology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Some applications of Girsanovs theorem to the theory of stochastic differential inclusions
Autorzy:
Kisielewicz, Micha
Powiązania:
https://bibliotekanauki.pl/articles/729482.pdf
Data publikacji:
2003
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
stochastic process
Girsanov’s theorem
stochastic differential inclusion
weak solution
Brownian motion
Opis:
The Girsanov's theorem is useful as well in the general theory of stochastic analysis as well in its applications. We show here that it can be also applied to the theory of stochastic differential inclusions. In particular, we obtain some special properties of sets of weak solutions to some type of these inclusions.
Źródło:
Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2003, 23, 1; 21-29
1509-9407
Pojawia się w:
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Application of poli-criterial linearization for control problem of stochastic dynamic systems
Zastosowanie wielokryterialnej linearyzacji w problemie sterowania stochastycznych nieliniowych układów dynamicznych
Autorzy:
Socha, L.
Powiązania:
https://bibliotekanauki.pl/articles/279864.pdf
Data publikacji:
2005
Wydawca:
Polskie Towarzystwo Mechaniki Teoretycznej i Stosowanej
Tematy:
Stochastic control of nonlinear systems
LQG control problem
stochastic linearization
Pareto optimal solution
Opis:
The problem of the determination of response characteristics and quasi-optimal control for nonlinear stochastic dynamic systems by using a multi-criteria linearization technique is presented in this paper. This idea was first introduced in previous author's paper (Socha, 1999a) for a simple dynamic system. In this paper, it is extended, and detailed analysis is given for a nonlinear oscillator with Gaussian external excitations and for a few criteria of statistical linearization. The obtained results are illustrated by a numerical example for Duffing's oscillator.
W pracy przedstawiono problem wyznaczania quasi-optymalnego sterowania w nieliniowych stochastycznych układach dynamicznych za pomocą wielokryterialnej metody linearyzacji stochastycznej. Pomysł wielokryterialnej linearyzacji został zasygnalizowany we wcześniejszej pracy autora (Socha, 1999a). W niniejszym artykule jest on rozwinięty i zastosowany do problemu sterowania, a szczegółowa analiza jest przeprowadzona dla nieliniowego oscylatora z addytywnym wymuszeniem Gaussa.
Źródło:
Journal of Theoretical and Applied Mechanics; 2005, 43, 3; 675-693
1429-2955
Pojawia się w:
Journal of Theoretical and Applied Mechanics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Backward stochastic variational inequalities driven by multidimensional fractional Brownian motion
Autorzy:
Borkowski, D.
Jańczak-Borkowska, K.
Powiązania:
https://bibliotekanauki.pl/articles/254731.pdf
Data publikacji:
2018
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
backward stochastic differential equation
fractional Brownian motion
backward stochastic variational inequalities
subdifferential operator
Opis:
We study the existence and uniqueness of the backward stochastic variational inequalities driven by m-dimensional fractional Brownian motion with Hurst parameters Hk (k = 1,... m) greater than 1/2. The stochastic integral used throughout the paper is the divergence type integral.
Źródło:
Opuscula Mathematica; 2018, 38, 3; 307-326
1232-9274
2300-6919
Pojawia się w:
Opuscula Mathematica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Modeling the software testing process taking into account the secondary errors
Autorzy:
Konopacki, G.
Powiązania:
https://bibliotekanauki.pl/articles/94955.pdf
Data publikacji:
2016
Wydawca:
Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Wydawnictwo Szkoły Głównej Gospodarstwa Wiejskiego w Warszawie
Tematy:
software
software testing
stochastic process
Opis:
It discusses the two formal models of software testing by the concept of a black box. In the first model assumes a non-zero probability of not removing the detected error. In the second model assumes also non-zero probability to introduce additional of error, so-called secondary error. In both cases the systems of ChapmanKolmogorov differential equations was formulated. Solving them was obtained formulas to enable an estimate the expected number of errors remaining in the software after end of testing and estimation of the expected duration of the process to complete software testing them.
Źródło:
Information Systems in Management; 2016, 5, 2; 175-184
2084-5537
2544-1728
Pojawia się w:
Information Systems in Management
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On the stochastic regularity of sequence transformations operating in a Banach space
Autorzy:
Lavastre, Hélène
Powiązania:
https://bibliotekanauki.pl/articles/1340452.pdf
Data publikacji:
1995
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
regularity
stochastic convergence
summation processes
Źródło:
Applicationes Mathematicae; 1993-1995, 22, 4; 477-484
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Numerical methods in underwater acoustics - sound propagation and backscattering
Autorzy:
Nolte, B.
Ehrlich, J.
Hofmann, H.-G.
Schäfer, I.
Schäfke, A.
Stoltenberg, A.
Burgschweiger, R.
Powiązania:
https://bibliotekanauki.pl/articles/331712.pdf
Data publikacji:
2015
Wydawca:
Polskie Towarzystwo Akustyczne
Tematy:
stochastic ray tracing
German Navy
Opis:
This report summarizes an overview given at the XXXII Symposium on Hydroacoustics (SHA 2015) over several modelling techniques that are used in the context of military applications at the Research Department FWG of the German Bundeswehr Technical Centre for Ships and Naval Weapons, Maritime Technology and Research (WTD 71). For the modelling and understanding of sound propagation a physical model consisting of a tank for scaled measurements and the corresponding numerical simulation is presented. The basic formalism of stochastic ray tracing of the German Navy sonar simulation MOCASSIN is explained and compared to traditional deterministic ray tracing including the comparison with measurements. Strategies for the approximate calculation of the sonar target strength of large underwater objects with the use of boundary element methods, fast multipole methods and a ray-based algorithm are presented and the results of the calculations of several test objects are shown.
Źródło:
Hydroacoustics; 2015, 18; 127-140
1642-1817
Pojawia się w:
Hydroacoustics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Computation of plane turbulent flow using Probability Density Function method
Autorzy:
Pozorski, J.
Powiązania:
https://bibliotekanauki.pl/articles/279541.pdf
Data publikacji:
1999
Wydawca:
Polskie Towarzystwo Mechaniki Teoretycznej i Stosowanej
Tematy:
turbulence
stochastic processes
PFD method
Opis:
Application of the PFD method to turbulence modelling is surveyed. Important parts of the algorithm and of variance reduction techniques used therein are described. The computation results for a free-shear flow (mixing layer) and a wall-bounded flow in simple geometry (channel flow) are reported and perspectives for further development of the method are suggested.
Omówiono zastosowanie metody funkcji gęstości prawdopodobieństwa (PDF) do modelowania turbulencji, wraz z przykładami własnych obliczeń dla swobodnego przepływu ścinającego (strefa mieszania) i przepływu w prostej geometrii w obecności ścianek (kanał płaski). Wyszczególniono elementy algorytmu metody oraz sposoby redukcji szumu statystycznego uzyskiwanego rozwiązania. Omówiono perspektywy dalszego rozwoju metody PFD.
Źródło:
Journal of Theoretical and Applied Mechanics; 1999, 1; 3-11
1429-2955
Pojawia się w:
Journal of Theoretical and Applied Mechanics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Newton’s method for first-order stochastic functional partial differential equations
Autorzy:
Wrzosek, Monika
Powiązania:
https://bibliotekanauki.pl/articles/963678.pdf
Data publikacji:
2014
Wydawca:
Polskie Towarzystwo Matematyczne
Tematy:
stochastic functional partial differential equations
Opis:
We apply Newton’s method to hyperbolic stochastic functional partial differential equations of the first order driven by a multidimensional Brownian motion. We prove a first-order convergence and a second-order convergence in a probabilistic sense.
Źródło:
Commentationes Mathematicae; 2014, 54, 1
0373-8299
Pojawia się w:
Commentationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Length distribution of fuzzy-end segments
Autorzy:
Frigio, S.
Cosimi, G.
Bergmański, G.
Urbańska-Galewska, E.
Rybicki, J.
Powiązania:
https://bibliotekanauki.pl/articles/1955329.pdf
Data publikacji:
2006
Wydawca:
Politechnika Gdańska
Tematy:
fuzzy-end segments
stochastic geometry
Opis:
We have calculated and discussed the probability density distributions of lengths of fuzzy-end segments, i. e. segments the ends of which assume random positions. We per-formed our calculations for several simple cases in 1, 2 and 3 dimensions: one end fixed, the other assuming a random position, and both ends at random positions. The obtained statistical data may serve as reference data for calculations of stochastic-geometrical properties of complex systems, such as conformations of complicated bolted construc-tions with clearances (in structure mechanics) or energy transfer processes between molecules in diluted systems (in physics).
Źródło:
TASK Quarterly. Scientific Bulletin of Academic Computer Centre in Gdansk; 2006, 10, 3; 291-309
1428-6394
Pojawia się w:
TASK Quarterly. Scientific Bulletin of Academic Computer Centre in Gdansk
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Optimization of transport potential of the transportation company taking into account random demand for transport services
Autorzy:
Konopacki, Gustaw
Powiązania:
https://bibliotekanauki.pl/articles/94887.pdf
Data publikacji:
2019
Wydawca:
Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Wydawnictwo Szkoły Głównej Gospodarstwa Wiejskiego w Warszawie
Tematy:
transport potential
demand
stochastic process
Opis:
Is considered a transport company, which operates a uniform in the sense of destination, means of transport for example tankers, with random exploitation characteristics. The company's transport potential is measured by the number of transportable means of transport for a sufficiently long period of time. The company operates on the market of transport services, where the demand for transport services is also random. The problem of optimizing the transport potential of a transport company is being considered, taking into account the random demand for transport services.
Źródło:
Information Systems in Management; 2019, 8, 1; 15-25
2084-5537
2544-1728
Pojawia się w:
Information Systems in Management
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Assessment of the degree of fitting the transport potential of the transportation company to a random demand for transport services
Autorzy:
Konopacki, G.
Powiązania:
https://bibliotekanauki.pl/articles/94939.pdf
Data publikacji:
2018
Wydawca:
Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Wydawnictwo Szkoły Głównej Gospodarstwa Wiejskiego w Warszawie
Tematy:
transport potential
demand
stochastic process
Opis:
Will be considered transport company exploiting the uniform in the sense of destination, means of transport such as tankers, with a total transport potential equal to a loading units (e.g. tones). The company operates in the transport market, where demand for transport services is random. The problem of fitting the transport potential of a transport company to the demand for such services is formulated. As measure of this fit assumes that the probability of a firm's transport potential is not being exceeded by demand over the given time horizon. Practically useful formulas for estimating such probability for cases where demand for transport services is described by stationary and non-stationary normal stochastic processes. The results are illustrated by numerical examples.
Źródło:
Information Systems in Management; 2018, 7, 2; 120-132
2084-5537
2544-1728
Pojawia się w:
Information Systems in Management
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Stochastic approximation. I. Optimization methods without constraints
Autorzy:
Koronacki, Jacek
Powiązania:
https://bibliotekanauki.pl/articles/747471.pdf
Data publikacji:
1977
Wydawca:
Polskie Towarzystwo Matematyczne
Tematy:
Stochastic approximation,Sequential methods,Statistics
Opis:
.
This is a critical review of recent results in stochastic approximation methods for optimization problems. Part I deals with unconstrained optimization, with special emphasis on the problem of choice of the direction and the length of iteration steps.
Źródło:
Mathematica Applicanda; 1977, 5, 11
1730-2668
2299-4009
Pojawia się w:
Mathematica Applicanda
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Stochastic approximation. II. Optimization methods with constraints
Autorzy:
Koronacki, Jacek
Powiązania:
https://bibliotekanauki.pl/articles/747475.pdf
Data publikacji:
1977
Wydawca:
Polskie Towarzystwo Matematyczne
Tematy:
Stochastic approximation,Sequential methods,Statistics
Opis:
.
This is a critical review of recent results in stochastic approximation methods for optimization problems. Part II deals with constrained optimization; here, the stochastic variants of the penalty function method, the method of feasible directions and the method of Lagrange functions are discussed.
Źródło:
Mathematica Applicanda; 1977, 5, 11
1730-2668
2299-4009
Pojawia się w:
Mathematica Applicanda
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Random division of interval.
Autorzy:
Wisiński, Krzysztof
Powiązania:
https://bibliotekanauki.pl/articles/747645.pdf
Data publikacji:
1993
Wydawca:
Polskie Towarzystwo Matematyczne
Tematy:
Geometric probability and stochastic geometry
Opis:
.
Let L1,L2,...,Ln+1 be the lengths of subintervals created by division of the interval [0,t] by n randomly and independently selected points of this interval. B. de Finetti (1964) proved that F(t;a1,⋯,an+1)=P({L1>a1,⋯,Ln+1>an+1})=t^(−n)(t−a1−...−an+1)^n, where ai≥0,i=1,...,n+1, and a1+...+an+1
Źródło:
Mathematica Applicanda; 1993, 22, 36
1730-2668
2299-4009
Pojawia się w:
Mathematica Applicanda
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Method of lines for parabolic stochastic functional partial differential equations
Autorzy:
Ziemlańska, M.
Powiązania:
https://bibliotekanauki.pl/articles/254717.pdf
Data publikacji:
2014
Wydawca:
Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:
stochastic partial differential equations
stability of method of lines
white noise
Volterra stochastic equations
Opis:
We approximate parabolic stochastic functional differential equations substituting the derivatives in the space variable by finite differences. We prove the stability of the method of lines corresponding to a parabolic SPDE driven by Brownian motion.
Źródło:
Opuscula Mathematica; 2014, 34, 2; 443-456
1232-9274
2300-6919
Pojawia się w:
Opuscula Mathematica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Decision support for extracting and dissolving consumers uneasiness over foods using stochastic DEMATEL
Autorzy:
Tamura, H.
Okanishi, H.
Akazawa, K.
Powiązania:
https://bibliotekanauki.pl/articles/309056.pdf
Data publikacji:
2006
Wydawca:
Instytut Łączności - Państwowy Instytut Badawczy
Tematy:
safe
secure and reliable society
structural modelling
decision support
stochastic DEMATEL
stochastic composite importance
Opis:
In this paper we try to extract consumers' uneasy factors on foods such as carcinogenic substance, bovine spongiform encephalopathy (BSE) problem, genetic recombination, etc., and try to construct structural models among these uneasy factors using stochastic DEMATEL. Stochastic DEMATEL is developed as a revised DEMATEL (Decision Making Trial and Evaluation Laboratory) to extract structural models of a complex problematique composed of many factors under uncertainty. For structural modeling of uneasy factors on foods we look at the binary relation such that "How much would it help to dissolve uneasy factor j by dissolving uneasy factor i?" Finally, we try to find the priority of dissolving each factor among all the uneasy factors based on the information of stochastic composite importance. This would contribute for decision support to dissolve uneasy feeling and to get sense of security on foods.
Źródło:
Journal of Telecommunications and Information Technology; 2006, 4; 91-95
1509-4553
1899-8852
Pojawia się w:
Journal of Telecommunications and Information Technology
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Approximation of finite-dimensional distributions for integrals driven by α-stable Lévy motion
Autorzy:
Janicki, Aleksander
Powiązania:
https://bibliotekanauki.pl/articles/1338939.pdf
Data publikacji:
1999
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
stochastic integrals
α-stable Lévy motion
convergence rates
stochastic processes with jumps
Poissonian series representation
Opis:
We present a method of numerical approximation for stochastic integrals involving α-stable Lévy motion as an integrator. Constructions of approximate sums are based on the Poissonian series representation of such random measures. The main result gives an estimate of the rate of convergence of finite-dimensional distributions of finite sums approximating such stochastic integrals. Stochastic integrals driven by such measures are of interest in constructions of models for various problems arising in science and engineering, often providing a better description of real life phenomena than their Gaussian counterparts.
Źródło:
Applicationes Mathematicae; 1998-1999, 25, 4; 473-488
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Computer simulation of a nonlinear model for electrical circuits with α-stable noise
Autorzy:
Janicki, Aleksander
Powiązania:
https://bibliotekanauki.pl/articles/1340385.pdf
Data publikacji:
1995
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
density and quantile estimators
approximate schemes
stochastic differential equations with α-stable integrators
stochastic modeling
Opis:
The aim of this paper is to apply the appropriate numerical, statistical and computer techniques to the construction of approximate solutions to nonlinear 2nd order stochastic differential equations modeling some engineering systems subject to large random external disturbances. This provides us with quantitative results on their asymptotic behavior.
Źródło:
Applicationes Mathematicae; 1995-1996, 23, 1; 95-105
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Set-valued stochastic integrals and stochastic inclusions in a plane
Autorzy:
Sosulski, Władysław
Powiązania:
https://bibliotekanauki.pl/articles/729310.pdf
Data publikacji:
2001
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
stochastic inclusions in the plane
set-valued random field
two-parameter stochastic process
weak compactness
Opis:
We present the concepts of set-valued stochastic integrals in a plane and prove the existence of a solution to stochastic integral inclusions of the form
$z_{s,t} ∈ φ_{s,t} + ∫_{0}^{s} ∫_{0}^{t} F_{u,v}(z_{u,v})dudv + ∫_{0}^{s} ∫_{0}^{t}G_{u,v}(z_{u,v})dw_{u,v}$
Źródło:
Discussiones Mathematicae, Differential Inclusions, Control and Optimization; 2001, 21, 2; 249-259
1509-9407
Pojawia się w:
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A concept of determining the relation between load and wear of tribological systems of ship main selfignition engines by using probabilistic approach
Autorzy:
Girtler, J.
Powiązania:
https://bibliotekanauki.pl/articles/258580.pdf
Data publikacji:
2018
Wydawca:
Politechnika Gdańska. Wydział Inżynierii Mechanicznej i Okrętownictwa
Tematy:
combustion engine load
probability
stochastic process
self-ignition engine
random variable
statistical relation
stochastic relation
Opis:
This paper presents a proposal of simultaneous consideration of load and wear associated with it , of tribological systems of ship main engines (intended for ship propulsion) . Based on results of investigations it was assumed that both the load Q (i.e. a cause of wear ) and the wear Z (i.e. an effect of load occurrence) considered in a given time t (0 ≤ t ≤ tn) are random variables Qt and Zt ,respectively. There was characterized operational principle of ship main engines in definite external conditions (WZ) as well as consequences of excessive load of engines. Three hypotheses highlighting relations existing between load and wear of the above mentioned systems, have been proposed. The first of them deals with explanation of stochastic relation between load and wear, the second highlights why it is possible to assume that the load Qt and the wear Zt are positively correlated , and the third – why it is possible to assume that coefficient of correlation between Qt and Zt may be taken close to one.
Źródło:
Polish Maritime Research; 2018, 4; 130-138
1233-2585
Pojawia się w:
Polish Maritime Research
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Approximation of stochastic differential equations driven by α-stable Lévy motion
Autorzy:
Janicki, Aleksander
Michna, Zbigniew
Weron, Aleksander
Powiązania:
https://bibliotekanauki.pl/articles/1339273.pdf
Data publikacji:
1997
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
α-stable Lévy motion
convergence of approximate schemes
stochastic differential equations with jumps
stochastic modeling
Opis:
In this paper we present a result on convergence of approximate solutions of stochastic differential equations involving integrals with respect to α-stable Lévy motion. We prove an appropriate weak limit theorem, which does not follow from known results on stability properties of stochastic differential equations driven by semimartingales. It assures convergence in law in the Skorokhod topology of sequences of approximate solutions and justifies discrete time schemes applied in computer simulations. An example is included in order to demonstrate that stochastic differential equations with jumps are of interest in constructions of models for various problems arising in science and engineering, often providing better description of real life phenomena than their Gaussian counterparts. In order to demonstrate the usefulness of our approach, we present computer simulations of a continuous time α-stable model of cumulative gain in the Duffie-Harrison option pricing framework.
Źródło:
Applicationes Mathematicae; 1996-1997, 24, 2; 149-168
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Optimization potential transport of transport company
Autorzy:
Konopacki, G.
Powiązania:
https://bibliotekanauki.pl/articles/94791.pdf
Data publikacji:
2017
Wydawca:
Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Wydawnictwo Szkoły Głównej Gospodarstwa Wiejskiego w Warszawie
Tematy:
transport potential
stochastic process
multicriteria optimization
Opis:
The article presents a method for determining the optimum number of vehicles transport company, depending on the size of the specific demand for transport services and depending on the performance properties of means of transport. Formulated the task of multi-criteria optimization and presents the results of its solution.
Źródło:
Information Systems in Management; 2017, 6, 1; 14-25
2084-5537
2544-1728
Pojawia się w:
Information Systems in Management
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Monte Carlo method for reliability of parallel system with dependent failures of component
Autorzy:
Grabski, F.
Powiązania:
https://bibliotekanauki.pl/articles/2069174.pdf
Data publikacji:
2016
Wydawca:
Uniwersytet Morski w Gdyni. Polskie Towarzystwo Bezpieczeństwa i Niezawodności
Tematy:
reliability
stochastic process
Weibull distribution
dependency
Opis:
A problem of parallel system reliability with dependent failures of components is presented in the paper. It is assumed that lifetimes of components are independent random variable having Weibull distribution. We take under consideration a parallel (in reliability meaning) system consisting of n independent at the beginning of work and identical components. We assume that a load of the working system affects on the reliability of its components and the load of the system is distributed on all working components. Therefore, a failure rate of each component is changeable during run of the system and depends on a number of working elements at this point in time. As a model of the system failures we construct a stochastic process which value at the moment t denotes the number of working components. Generally it is neither Markov nor semi-Markov process. To assess the reliability characteristics of the system we simulate this stochastic process using the Monte-Carlo method and we calculate values of nonparametric kernel density and reliability functions estimators.
Źródło:
Journal of Polish Safety and Reliability Association; 2016, 7, 1; 67--72
2084-5316
Pojawia się w:
Journal of Polish Safety and Reliability Association
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Rotating orbits of pendulum in stochastic excitation
Autorzy:
Teh, S.-H.
Woo, K.-C.
Demrdash, H.
Powiązania:
https://bibliotekanauki.pl/articles/280676.pdf
Data publikacji:
2016
Wydawca:
Polskie Towarzystwo Mechaniki Teoretycznej i Stosowanej
Tematy:
parametric pendulum
stochastic excitation
energy harvesting
Opis:
A method to extract energy from an excitation which is stochastic in nature is presented. The experimental rig comprises a pendulum, and a vertical excitation is provided by a solenoid. The control input assumed in the form of a direct current motor, and another motor, used in reverse, acts as a generator. The stochastic excitation has been achieved by varying the time interval between switching the RLC circuit on and off according to a random distribution. Such non-linear vertical excitations act on an oscillatory system from which a pendulum is pivoted. The Pierson-Moskowitz spectrum has been chosen as the random distribution while an inverse transform technique has been used for generation of the random excitation signal in LabVIEW environment. Moreover, a bang-bang control algorithm has been implemented to facilitate rotational motion of the pendulum. Experimental observations have been made for various noise levels of vertical excitations, and their implication on energy generation has been discussed. A positive amount of energy has been extracted for a minimal amount of the control input.
Źródło:
Journal of Theoretical and Applied Mechanics; 2016, 54, 3; 717-730
1429-2955
Pojawia się w:
Journal of Theoretical and Applied Mechanics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
An example of reliability analysis for stochastic network connection
Autorzy:
Prószyński, W.
Powiązania:
https://bibliotekanauki.pl/articles/225196.pdf
Data publikacji:
2011
Wydawca:
Politechnika Warszawska. Wydział Geodezji i Kartografii
Tematy:
sieci stochastyczne
geodezja
stochastic network
geodesy
Opis:
It is an introductory study which may serve as a basis for future development of a more general approach to reliability analysis of stochastic network connection. Since the coordinates of connection points are generally correlated variables, a method of reliability analysis should be that for systems with correlated observations. An approach proposed earlier by the author of the present paper, destined for the stage of network design, is used for this purpose. A notion of contact elements is introduced, i.e. the elements being geometrical quantities (e.g. distances, angles) defined on connection points. In addition to the use of given covariance matrices, a method of creating special covariance matrices for testing the connection structure is presented, the matrices being built for assumed accuracies of the contact elements. A numerical example is provided showing the reliability analysis for connecting a new levelling network to existing benchmarks of given elevations and their covariance matrix. The effects on reliability indices of using different covariance matrices are studied.
Źródło:
Reports on Geodesy; 2011, z. 1/90; 409-415
0867-3179
Pojawia się w:
Reports on Geodesy
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On asymptotic cyclicity of doubly stochastic operators
Autorzy:
Bartoszek, Wojciech
Powiązania:
https://bibliotekanauki.pl/articles/1293902.pdf
Data publikacji:
1999
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
mixing
doubly stochastic operator
asymptotic stability
Opis:
It is proved that a doubly stochastic operator P is weakly asymptotically cyclic if it almost overlaps supports. If moreover P is Frobenius-Perron or Harris then it is strongly asymptotically cyclic.
Źródło:
Annales Polonici Mathematici; 1999, 72, 2; 145-152
0066-2216
Pojawia się w:
Annales Polonici Mathematici
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Strong and weak solutions to stochastic inclusions
Autorzy:
Kisielewicz, Michał
Powiązania:
https://bibliotekanauki.pl/articles/1359674.pdf
Data publikacji:
1995
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
strong and weak solutions
stochastic inclusions
Opis:
Existence of strong and weak solutions to stochastic inclusions $x_{t} - x_{s} ∈ ∫^{t}_{s} F_{τ}(x_{τ})dτ + ∫^{t}_{s} G_{τ}(x_{τ})dw_{τ} + ∫^{t}_{s} ∫_{ℝ^{n}} H_{τ,z}(x_{τ})q(dτ,dz)$ and $x_{t} - x_{s} ∈ ∫^{t}_{s} F_{τ}(x_{τ})dτ + ∫^{t}_{s}G_{τ}(x_{τ})dw_{τ} + ∫^{t}_{s}∫_{|z|≤1} H_{τ,z}(x_{τ})q(dτ,dz) + ∫^{t}_{s}∫_{|z|>1} H_{τ,z}(x_{τ})p(dτ,dz)$, where p and q are certain random measures, is considered.
Źródło:
Banach Center Publications; 1995, 32, 1; 277-286
0137-6934
Pojawia się w:
Banach Center Publications
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Attainability analysis in the problem of stochastic equilibria synthesis for nonlinear discrete systems
Autorzy:
Bashkirtseva, I.
Ryashko, L.
Powiązania:
https://bibliotekanauki.pl/articles/330694.pdf
Data publikacji:
2013
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
stochastic sensitivity function
attainability
chaos suppression
Opis:
A nonlinear discrete-time control system forced by stochastic disturbances is considered. We study the problem of synthesis of the regulator which stabilizes an equilibrium of the deterministic system and provides required scattering of random states near this equilibrium for the corresponding stochastic system. Our approach is based on the stochastic sensitivity functions technique. The necessary and important part of the examined control problem is an analysis of attainability. For 2D systems, a detailed investigation of attainability domains is given. A parametrical description of the attainability domains for various types of control inputs in a stochastic Henon model is presented. Application of this technique for suppression of noise-induced chaos is demonstrated.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2013, 23, 1; 5-16
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Assessment of potential transport of transport company for random demand for transport services
Autorzy:
Konopacki, G.
Powiązania:
https://bibliotekanauki.pl/articles/409198.pdf
Data publikacji:
2014
Wydawca:
Politechnika Poznańska. Wydawnictwo Politechniki Poznańskiej
Tematy:
potential transport company
modeling
stochastic process
Opis:
Will be considered transport company exploiting the uniform in the sense of destination, means of transport such as tankers, with a total transport potential equal to a loading units (e.g. tones). The company operates in the transport market, where demand for transport services is random. Formulate the problem of satisfying the transport demand in full by transport company and shall be given the formulas to calculating the probability of such an event with the general assumptions about the demand for transport services. Practically useful formulas for estimating such a probability is given for the demand for transport services the described by normal stationary stochastic process. The results are illustrated by an example of the calculation.
Źródło:
Research in Logistics & Production; 2014, 4, 4; 283-291
2083-4942
2083-4950
Pojawia się w:
Research in Logistics & Production
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Multivalued Stochastic Processes
Wielowartościowe procesy stochastyczne
Autorzy:
Trzpiot, Grażyna
Powiązania:
https://bibliotekanauki.pl/articles/905701.pdf
Data publikacji:
2006
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
mutivalued random variable
mutivalued stochastic processes
Opis:
Multivalued random variables and stochastic processes can be use in integral geometry, mathematical economics or stochastic optimization. In the study of multivalued stochastic processes the some clue problem is the question of existing the vector-valued selection processes. Using the methods of selection operators it is possible to show the existence of convergence in distribution selections and stationary selections for multivalued stochastic processes.
Wielowartościowe zmienne losowe i wielowartościowe procesy stochastyczne znajdują zastosowanie w geometrii różniczkowej, w matematycznej ekonomii oraz w zadaniach stochastycznej optymalizacji. W teorii wielowartościowych procesów stochastycznych ważnym problemem jest pytanie o istnienie wektora selektorów procesu stochastycznego. W artykule wykorzystując operatory selekcyjne, pokazujemy zbieżność względem dystrybuant oraz stacjonarność selektora wielowartościowego procesu stochastycznego.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2006, 196
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Multivalued Markov Processes
Wielowartościowe procesy Markowa
Autorzy:
Trzpiot, Grażyna
Powiązania:
https://bibliotekanauki.pl/articles/906888.pdf
Data publikacji:
2007
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
mutivalued random variable
mutivalued stochastic processes
Opis:
Multivalued random variables and stochastic processes can be use in integral geometry, mathematical economics or stochastic optimization. Using the methods of selection operators we can give the selection characterization of identically distributed multivalued random variables. In this paper the regular selections and Markov selections for multivalued stochastic processes will be studied.
Wielowartościowe zmienne losowe i wielowartościowe procesy stochastyczne znajdują zastosowanie w geometrii różniczkowej, w matematycznej ekonomii oraz w zadaniach stochastycznej optymalizacji. Wykorzystując operatory selekcyjne możliwa jest charakterystyka ciągu wielowartościowych zmiennych losowych o takim samym rozkładzie. Przedmiotem badań zaprezentowanych w artykule są selektory wielowartościowych procesów Markowa.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 2007, 206
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Estimation of surrounding the spillage time
Autorzy:
Mazurek, J.
Smolarek, L.
Powiązania:
https://bibliotekanauki.pl/articles/2069124.pdf
Data publikacji:
2012
Wydawca:
Uniwersytet Morski w Gdyni. Polskie Towarzystwo Bezpieczeństwa i Niezawodności
Tematy:
oil spill
stochastic model
firefighter problem
Opis:
This article presents the model of oil spill on the grid graph. We consider the three types of grid which parameters are corresponding to condition on the sea. The firefighter problem gives the algorithm to bound the oil spill. We compare the action starting time in model described by sum of N variables with the uniform probability distribution and the action starting time in real situation described by sum of two triangular random variables. For every type of grid we determine the Time Average of Going Around of the Spill.
Źródło:
Journal of Polish Safety and Reliability Association; 2012, 3, 2; 245--250
2084-5316
Pojawia się w:
Journal of Polish Safety and Reliability Association
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Constructing stochastic models for investigation of dangerous events and accidents number in Baltic Sea region ports
Autorzy:
Grabski, F.
Powiązania:
https://bibliotekanauki.pl/articles/2069142.pdf
Data publikacji:
2016
Wydawca:
Uniwersytet Morski w Gdyni. Polskie Towarzystwo Bezpieczeństwa i Niezawodności
Tematy:
stochastic process
Poisson process
safety characteristics
Opis:
The stochastic processes theory provides concepts and theorems that allow to build probabilistic models concerning incidents or (and) accidents. Counting processes are applied for modelling number of the dangerous events and accidents number in Baltic Sea region ports in the given time intervals. A crucial role in construction of the models plays a Poisson process and its generalizations. Three models of the incidents or (and) accidents number in the seaports are here constructed. Moreover some procedures of the model parameters identification and the computer procedures for anticipation of the dangerous events number are presented in the paper.
Źródło:
Journal of Polish Safety and Reliability Association; 2016, 7, 1; 73--78
2084-5316
Pojawia się w:
Journal of Polish Safety and Reliability Association
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Analysis of linear random dynamical systems with variable coefficient
Autorzy:
Mazurkiewicz, S.
Walczak, J.
Powiązania:
https://bibliotekanauki.pl/articles/97218.pdf
Data publikacji:
2014
Wydawca:
Politechnika Poznańska. Wydawnictwo Politechniki Poznańskiej
Tematy:
moments of stochastic processes
LTV system
Opis:
In the article a linear model of n-th order dynamical systems described by the state equation with variable coefficients is considered. This model is analysed for a random initial condition and a random force. The method of determining the probabilistic characteristics of a stochastic process, which is the solution of that equation, is shown.
Źródło:
Computer Applications in Electrical Engineering; 2014, 12; 38-44
1508-4248
Pojawia się w:
Computer Applications in Electrical Engineering
Dostawca treści:
Biblioteka Nauki
Artykuł

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