Search results for: Transition probability.

Authors: Alexander B. Bichkov, Alla A. Mityureva, Valery V. Smirnov

Abstract:

In present work are considered the scheme of evaluation the transition probability in quantum system. It is based on path integral representation of transition probability amplitude and its evaluation by means of a saddle point method, applied to the part of integration variables. The whole integration process is reduced to initial value problem solutions of Hamilton equations with a random initial phase point. The scheme is related to the semiclassical initial value representation approaches using great number of trajectories. In contrast to them from total set of generated phase paths only one path for each initial coordinate value is selected in Monte Karlo process.

Keywords: Path integral, saddle point method, semiclassical approximation, transition probability

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Authors: Zhanli Zhang, Wei Chen, Xin Jiang, Lili Ma, Shaoting Tang, Zhiming Zheng

Abstract:

A new class of percolation model in complex networks, in which nodes are characterized by hidden variables reflecting the properties of nodes and the occupied probability of each link is determined by the hidden variables of the end nodes, is studied in this paper. By the mean field theory, the analytical expressions for the phase of percolation transition is deduced. It is determined by the distribution of the hidden variables for the nodes and the occupied probability between pairs of them. Moreover, the analytical expressions obtained are checked by means of numerical simulations on a particular model. Besides, the general model can be applied to describe and control practical diffusion models, such as disease diffusion model, scientists cooperation networks, and so on.

Keywords: complex networks, percolation transition, hidden variable, occupied probability.

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Authors: A. Bayaga

Abstract:

This research provides a technical account of estimating Transition Probability using Time-homogeneous Markov Jump Process applying by South African HIV/AIDS data from the Statistics South Africa. It employs Maximum Likelihood Estimator (MLE) model to explore the possible influence of Transition Probability of mortality cases in which case the data was based on actual Statistics South Africa. This was conducted via an integrated demographic and epidemiological model of South African HIV/AIDS epidemic. The model was fitted to age-specific HIV prevalence data and recorded death data using MLE model. Though the previous model results suggest HIV in South Africa has declined and AIDS mortality rates have declined since 2002 – 2013, in contrast, our results differ evidently with the generally accepted HIV models (Spectrum/EPP and ASSA2008) in South Africa. However, there is the need for supplementary research to be conducted to enhance the demographic parameters in the model and as well apply it to each of the nine (9) provinces of South Africa.

Keywords: AIDS mortality rates, Epidemiological model, Time-homogeneous Markov Jump Process, Transition Probability, Statistics South Africa.

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Authors: Arkady Bolotin

Abstract:

If a possibility distribution and a probability distribution are describing values x of one and the same system or process x(t), can they relate to each other? Though in general the possibility and probability distributions might be not connected at all, we can assume that in some particular cases there is an association linked them. In the presented paper, we consider distributions of bloodstream concentrations of physiologically active substances and propose that the probability to observe a concentration x of a substance X can be produced from the possibility of the event X = x . The proposed assumptions and resulted theoretical distributions are tested against the data obtained from various panel studies of the bloodstream concentrations of the different physiologically active substances in patients and healthy adults as well.

Keywords: Possibility distributions, possibility-probability relationship.

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Authors: Nasıf Ekiz, Tara Salih, Sibel Küçüköner, Kemal Fidanboylu

Abstract:

Continuation of an active call is one of the most important quality measurements in the cellular systems. Handoff process enables a cellular system to provide such a facility by transferring an active call from one cell to another. Different approaches are proposed and applied in order to achieve better handoff service. The principal parameters used to evaluate handoff techniques are: forced termination probability and call blocking probability. The mechanisms such as guard channels and queuing handoff calls decrease the forced termination probability while increasing the call blocking probability. In this paper we present an overview about the issues related to handoff initiation and decision and discuss about different types of handoff techniques available in the literature.

Keywords: Handoff, Forced Termination Probability, Blocking probability, Handoff Initiation, Handoff Decision, Handoff Prioritization Schemes.

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Authors: Edina Koch, Péter Hudacsek

Abstract:

In railways transition zone is present at the boundaries of zones with different stiffness. When a train rides from an embankment onto a stiff structure, such as a bridge, tunnel or culvert, an abrupt change in the support stiffness occurs possibly inducing differential settlements. This in long term can yield to the degradation of the tracks and foundations in the transition zones. A number of techniques have been proposed or implemented to provide gradual stiffness transition at the problem zones, such as methods to ensure gradually changing pad stiffness, application of long sleepers or installation of auxiliary rails in the transition zone. Aim of the research presented in this paper is to analyze the 3D and the dynamic effects induced by the passing train over an area where significant difference in the support stiffness exists. The effects were analyzed for different arrangements associated with certain differential settlement mitigation strategies of the transition zones.

Keywords: Culvert, dynamic load, HS small model, railway transition zone.

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Authors: Ashutosh Kumar Singh, Anand Mohan

Abstract:

This paper deals with efficient computation of probability coefficients which offers computational simplicity as compared to spectral coefficients. It eliminates the need of inner product evaluations in determination of signature of a combinational circuit realizing given Boolean function. The method for computation of probability coefficients using transform matrix, fast transform method and using BDD is given. Theoretical relations for achievable computational advantage in terms of required additions in computing all 2n probability coefficients of n variable function have been developed. It is shown that for n ≥ 5, only 50% additions are needed to compute all probability coefficients as compared to spectral coefficients. The fault detection techniques based on spectral signature can be used with probability signature also to offer computational advantage.

Keywords: Binary Decision Diagrams, Spectral Coefficients, Fault detection

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Authors: Cheng-Chieh Chiang, Yi-Chia Chan, Greg C. Lee

Abstract:

This paper proposes a video-based framework for face recognition to identify which faces appear in a video sequence. Our basic idea is like a tracking task - to track a selection of person candidates over time according to the observing visual features of face images in video frames. Hence, we employ the state-space model to formulate video-based face recognition by dividing this problem into two parts: the likelihood and the transition measures. The likelihood measure is to recognize whose face is currently being observed in video frames, for which two-dimensional linear discriminant analysis is employed. The transition measure estimates the probability of changing from an incorrect recognition at the previous stage to the correct person at the current stage. Moreover, extra nodes associated with head nodes are incorporated into our proposed state-space model. The experimental results are also provided to demonstrate the robustness and efficiency of our proposed approach.

Keywords: 2DLDA, face recognition, state-space model, likelihood measure, transition measure.

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Authors: Dong Ming, Su Caihong

Abstract:

The scenario of bypass transition is generally described as follows: the low-frequency disturbances in the free-stream may generate long stream-wise streaks in the boundary layer, which later may trigger secondary instability, leading to rapid increase of high-frequency disturbances. Then possibly turbulent spots emerge, and through their merging, lead to fully developed turbulence. This description, however, is insufficient in the sense that it does not provide the inherent mechanism of transition that during the transition, a large number of waves with different frequencies and wave numbers appear almost simultaneously, producing sufficiently large Reynolds stress, so the mean flow profile can change rapidly from laminar to turbulent. In this paper, such a mechanism will be figured out from analyzing DNS data of transition.

Keywords: boundary layer, breakdown, bypass transition, stability, streak.

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Authors: N. A. Salim, M. M. Othman, I. Musirin, M. S. Serwan

Abstract:

Protection system hidden failures have been identified as one of the main causes of system cascading collapse resulting to power system instability. In this paper, a systematic approach is presented in order to identify the probability of a system cascading collapse by taking into consideration the effect of protection system hidden failure. This includes the accurate calculation of the probability of hidden failure as it will provide significant impinge on the findings of the probability of system cascading collapse. The probability of a system cascading collapse is then used to identify the initial tripping of sensitive transmission lines which will contribute to a critical system cascading collapse. Based on the results obtained from this study, it is important to decide on the accurate value of the hidden failure probability as it will affect the probability of a system cascading collapse.

Keywords: Critical system cascading collapse, hidden failure, probability of cascading collapse, sensitive transmission lines.

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Authors: Yuan-Lin Chen

Abstract:

This paper presents an approaching forward collision probability index (AFCPI) for alerting and assisting driver in keeping safety distance to avoid the forward collision accident in highway driving. The time to collision (TTC) and time headway (TH) are used to evaluate the TTC forward collision probability index (TFCPI) and the TH forward collision probability index (HFCPI), respectively. The Mamdani fuzzy inference algorithm is presented combining TFCPI and HFCPI to calculate the approaching collision probability index of the vehicle. The AFCPI is easier to understand for the driver who did not even have any professional knowledge in vehicle professional field. At the same time, the driver’s behavior is taken into account for suiting each driver. For the approaching index, the value 0 is indicating the 0% probability of forward collision, and the values 0.5 and 1 are indicating the 50% and 100% probabilities of forward collision, respectively. The AFCPI is useful and easy-to-understand for alerting driver to avoid the forward collision accidents when driving in highway.

Keywords: Approaching index, forward collision probability, time to collision, time headway.

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Authors: Adil AL-Rammahi

Abstract:

In this short paper, new properties of transition matrix were introduced. Eigen values for small order transition matrices are calculated in flexible method. For benefit of these properties applications of these properties were studied in the solution of Markov's chain via steady state vector, and information theory via channel entropy. The implemented test examples were promised for usages.

Keywords: Eigen value problem, transition matrix, state vector, information theory.

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Authors: Dongdong Zhang, Deran Zhang

Abstract:

In this paper, a Markovian risk model with two-type claims is considered. In such a risk model, the occurrences of the two type claims are described by two point processes {Ni(t), t ¸ 0}, i = 1, 2, where {Ni(t), t ¸ 0} is the number of jumps during the interval (0, t] for the Markov jump process {Xi(t), t ¸ 0} . The ruin probability ª(u) of a company facing such a risk model is mainly discussed. An integral equation satisfied by the ruin probability ª(u) is obtained and the bounds for the convergence rate of the ruin probability ª(u) are given by using key-renewal theorem.

Keywords: Risk model, ruin probability, Markov jump process, integral equation.

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Authors: Panpan Xu, Shulin Sui

Abstract:

The crossover probability and mutation probability are the two important factors in genetic algorithm. The adaptive genetic algorithm can improve the convergence performance of genetic algorithm, in which the crossover probability and mutation probability are adaptively designed with the changes of fitness value. We apply adaptive genetic algorithm into a function optimization problem. The numerical experiment represents that adaptive genetic algorithm improves the convergence speed and avoids local convergence.

Keywords: Genetic algorithm, Adaptive genetic algorithm, Function optimization.

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Authors: Caihong Su

Abstract:

Transition prediction of boundary layers has always been an important problem in fluid mechanics both theoretically and practically, yet notwithstanding the great effort made by many investigators, there is no satisfactory answer to this problem. The most popular method available is so-called e-N method which is heavily dependent on experiments and experience. The author has proposed improvements to the e-N method, so to reduce its dependence on experiments and experience to a certain extent. One of the key assumptions is that transition would occur whenever the velocity amplitude of disturbance reaches 1-2% of the free stream velocity. However, the reliability of this assumption needs to be verified. In this paper, transition prediction on a flat plate is investigated by using both the improved e-N method and the parabolized stability equations (PSE) methods. The results show that the transition locations predicted by both methods agree reasonably well with each other, under the above assumption. For the supersonic case, the critical velocity amplitude in the improved e-N method should be taken as 0.013, whereas in the subsonic case, it should be 0.018, both are within the range 1-2%.

Keywords: Boundary layer, e-N method, PSE, Transition

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Authors: Karim Hamidi Machekposhti, Hossein Sedghi

Abstract:

This study was designed to find the best-fit probability distribution of annual rainfall based on 50 years sample (1966-2015) in the Karkheh river basin at Iran using six probability distributions: Normal, 2-Parameter Log Normal, 3-Parameter Log Normal, Pearson Type 3, Log Pearson Type 3 and Gumbel distribution. The best fit probability distribution was selected using Stormwater Management and Design Aid (SMADA) software and based on the Residual Sum of Squares (R.S.S) between observed and estimated values Based on the R.S.S values of fit tests, the Log Pearson Type 3 and then Pearson Type 3 distributions were found to be the best-fit probability distribution at the Jelogir Majin and Pole Zal rainfall gauging station. The annual values of expected rainfall were calculated using the best fit probability distributions and can be used by hydrologists and design engineers in future research at studied region and other region in the world.

Keywords: Log Pearson Type 3, SMADA, rainfall, Karkheh River.

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Authors: Komeil Valipourian

Abstract:

Urban advances and the growing need for developing infrastructures has increased the importance of deep excavations. In this study, after the introducing probability analysis as an important issue, an attempt has been made to apply it for the deep excavation project of Bangkok’s Metro as a case study. For this, the numerical probability model has been developed based on the Finite Difference Method and Monte Carlo sampling approach. The results indicate that disregarding the issue of probability in this project will result in an inappropriate design of the retaining structure. Therefore, probabilistic redesign of the support is proposed and carried out as one of the applications of probability analysis. A 50% reduction in the flexural strength of the structure increases the failure probability just by 8% in the allowable range and helps improve economic conditions, while maintaining mechanical efficiency. With regard to the lack of efficient design in most deep excavations, by considering geometrical and geotechnical variability, an attempt was made to develop an optimum practical design standard for deep excavations based on failure probability. On this basis, a practical relationship is presented for estimating the maximum allowable horizontal displacement, which can help improve design conditions without developing the probability analysis.

Keywords: Numerical probability modeling, deep excavation, allowable maximum displacement, finite difference method, FDM.

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Authors: Eva Eggeling, Dieter W. Fellner, Torsten Ullrich

Abstract:

The objective of global optimization is to find the globally best solution of a model. Nonlinear models are ubiquitous in many applications and their solution often requires a global search approach; i.e. for a function f from a set A ⊂ Rn to the real numbers, an element x0 ∈ A is sought-after, such that ∀ x ∈ A : f(x0) ≤ f(x). Depending on the field of application, the question whether a found solution x0 is not only a local minimum but a global one is very important. This article presents a probabilistic approach to determine the probability of a solution being a global minimum. The approach is independent of the used global search method and only requires a limited, convex parameter domain A as well as a Lipschitz continuous function f whose Lipschitz constant is not needed to be known.

Keywords: global optimization, probability theory, probability of globality

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Authors: Yeonsoo Jang, Dongweon Yoon, Ki Ho Kwon, Jaeyoon Lee, Wooju Lee

Abstract:

Phase error in communications systems degrades error performance. In this paper, we present a simple approximation for the average error probability of the binary phase shift keying (BPSK) in the presence of phase error having a uniform distribution on arbitrary intervals. For the simple approximation, we use symmetry and periodicity of a sinusoidal function. Approximate result for the average error probability is derived, and the performance is verified through comparison with simulation result.

Keywords: Average error probability, Phase shift keying, Phase error

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Authors: Yilun Shang

Abstract:

In this paper, we investigate the appearance of the giant component in random subgraphs G(p) of a given large finite graph family Gn = (Vn, En) in which each edge is present independently with probability p. We show that if the graph Gn satisfies a weak isoperimetric inequality and has bounded degree, then the probability p under which G(p) has a giant component of linear order with some constant probability is bounded away from zero and one. In addition, we prove the probability of abnormally large order of the giant component decays exponentially. When a contact graph is modeled as Gn, our result is of special interest in the study of the spread of infectious diseases or the identification of community in various social networks.

Keywords: subgraph, expander, random graph, giant component, percolation.

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Authors: Zhang Xiuping, Yang Guowu, Zheng Desheng

Abstract:

Embedded hardware simulator is a valuable computeraided tool for embedded application development. This paper focuses on the ARM926EJ-S MMU, builds state transition models and formally verifies critical properties for the models. The state transition models include loading instruction model, reading data model, and writing data model. The properties of the models are described by CTL specification language, and they are verified in VIS. The results obtained in VIS demonstrate that the critical properties of MMU are satisfied in the state transition models. The correct models can be used to implement the MMU component in our simulator. In the end of this paper, the experimental results show that the MMU can successfully accomplish memory access requests from CPU.

Keywords: MMU, State transition, Model, Simulation.

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Authors: David Avis, Luc Devroye, Kazuo Iwama

Abstract:

We consider a cooperative game played by n players against a referee. The players names are randomly distributed among n lockers, with one name per locker. Each player can open up to half the lockers and each player must find his name. Once the game starts the players may not communicate. It has been previously shown that, quite surprisingly, an optimal strategy exists for which the success probability is never worse than 1 − ln 2 ≈ 0.306. In this paper we consider an extension where the number of lockers is greater than the number of players, so that some lockers are empty. We show that the players may still win with positive probability even if there are a constant k number of empty lockers. We show that for each fixed probability p, there is a constant c so that the players can win with probability at least p if they are allowed to open cn lockers.

Keywords: Locker problem, pointer-following algorithms.

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Authors: M. Glomski, M. Lopes

Abstract:

Seemingly simple probabilities in the m-player game bingo have never been calculated. These probabilities include expected game length and the expected number of winners on a given turn. The difficulty in probabilistic analysis lies in the subtle interdependence among the m-many bingo game cards in play. In this paper, the game i got it!, a bingo variant, is considered. This variation provides enough weakening of the inter-player dependence to allow probabilistic analysis not possible for traditional bingo. The probability of winning in exactly k turns is calculated for a one-player game. Given a game of m-many players, the expected game length and tie probability are calculated. With these calculations, the game-s interesting payout scheme is considered.

Keywords: Conditional probability, games of chance, npersongames, probability theory.

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Authors: Aleš Florian, Lenka Ševelová, Jaroslav Žák

Abstract:

Formation of tensile cracks in concrete slabs of rigid pavement can be (among others) the initiation point of the other, more serious failures which can ultimately lead to complete degradation of the concrete slab and thus the whole pavement. Two measures can be used for reliability assessment of this phenomenon - the probability of failure and/or the reliability index. Different methods can be used for their calculation. The simple ones are called moment methods and simulation techniques. Two methods - FOSM Method and Simple Random Sampling Method - are verified and their comparison is performed. The influence of information about the probability distribution and the statistical parameters of input variables as well as of the limit state function on the calculated reliability index and failure probability are studied in three points on the lower surface of concrete slabs of the older type of rigid pavement formerly used in the Czech Republic.

Keywords: Failure, pavement, probability, reliability index, simulation, tensile crack.

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Authors: Mamoun F. Abdel-Hafez

Abstract:

In this paper, the detection of a fault in the Global Positioning System (GPS) measurement is addressed. The class of faults considered is a bias in the GPS pseudorange measurements. This bias is modeled as an unknown constant. The fault could be the result of a receiver fault or signal fault such as multipath error. A bias bank is constructed based on set of possible fault hypotheses. Initially, there is equal probability of occurrence for any of the biases in the bank. Subsequently, as the measurements are processed, the probability of occurrence for each of the biases is sequentially updated. The fault with a probability approaching unity will be declared as the current fault in the GPS measurement. The residual formed from the GPS and Inertial Measurement Unit (IMU) measurements is used to update the probability of each fault. Results will be presented to show the performance of the presented algorithm.

Keywords: Estimation and filtering, Statistical data analysis, Faultdetection and identification.

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Authors: Vitalice K. Oduol, C. Ardil

Abstract:

The paper shows that in the analysis of a queuing system with fixed-size batch arrivals, there emerges a set of polynomials which are a generalization of Chebyshev polynomials of the second kind. The paper uses these polynomials in assessing the transient behaviour of the overflow (equivalently call blocking) probability in the system. A key figure to note is the proportion of the overflow (or blocking) probability resident in the transient component, which is shown in the results to be more significant at the beginning of the transient and naturally decays to zero in the limit of large t. The results also show that the significance of transients is more pronounced in cases of lighter loads, but lasts longer for heavier loads.

Keywords: batch arrivals, blocking probability, generalizedChebyshev polynomials, overflow probability, queue transientanalysis

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Authors: Hans H. Diel

Abstract:

This paper describes a computer model of Quantum Field Theory (QFT), referred to in this paper as QTModel. After specifying the initial configuration for a QFT process (e.g. scattering) the model generates the possible applicable processes in terms of Feynman diagrams, the equations for the scattering matrix, and evaluates probability amplitudes for the scattering matrix and cross sections. The computations of probability amplitudes are performed numerically. The equations generated by QTModel are provided for demonstration purposes only. They are not directly used as the base for the computations of probability amplitudes. The computer model supports two modes for the computation of the probability amplitudes: (1) computation according to standard QFT, and (2) computation according to a proposed functional interpretation of quantum theory.

Keywords: Computational Modeling, Simulation of Quantum Theory, Quantum Field Theory, Quantum Electrodynamics

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Authors: Seon Soon Choi

Abstract:

The fatigue crack growth is stochastic because of the fatigue behavior having an uncertainty and a randomness. Therefore, it is necessary to determine the probability distribution of a grown crack size at a specific fatigue crack propagation life for maintenance of structure as well as reliability estimation. The essential purpose of this study is to present the good probability distribution fit for the grown crack size at a specified fatigue life in a rolled magnesium alloy under different specimen thickness conditions. Fatigue crack propagation experiments are carried out in laboratory air under three conditions of specimen thickness using AZ31 to investigate a stochastic crack growth behavior. The goodness-of-fit test for probability distribution of a grown crack size under different specimen thickness conditions is performed by Anderson-Darling test. The effect of a specimen thickness on variability of a grown crack size is also investigated.

Keywords: Crack size, Fatigue crack propagation, Magnesium alloys, Probability distribution, Specimen thickness.

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Authors: Mohd Aftar Abu Bakar, Noratiqah Mohd Ariff, Abdul Aziz Jemain

Abstract:

Storm Event Analysis (SEA) provides a method to define rainfalls events as storms where each storm has its own amount and duration. By modelling daily probability of different types of storms, the onset, offset and cycle of rainfall seasons can be determined and investigated. Furthermore, researchers from the field of meteorology will be able to study the dynamical characteristics of rainfalls and make predictions for future reference. In this study, four categories of storms; short, intermediate, long and very long storms; are introduced based on the length of storm duration. Daily probability models of storms are built for these four categories of storms in Peninsular Malaysia. The models are constructed by using Bernoulli distribution and by applying linear regression on the first Fourier harmonic equation. From the models obtained, it is found that daily probability of storms at the Eastern part of Peninsular Malaysia shows a unimodal pattern with high probability of rain beginning at the end of the year and lasting until early the next year. This is very likely due to the Northeast monsoon season which occurs from November to March every year. Meanwhile, short and intermediate storms at other regions of Peninsular Malaysia experience a bimodal cycle due to the two inter-monsoon seasons. Overall, these models indicate that Peninsular Malaysia can be divided into four distinct regions based on the daily pattern for the probability of various storm events.

Keywords: Daily probability model, monsoon seasons, regions, storm events.

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Authors: Mario Spremić, Jurica Šimurina, Božidar Jaković, Marijana Ivanov

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This paper deals with e-government issues at several levels. Initially we look at the concept of e-government itself in order to give it a sound framework. Than we look at the e-government issues at three levels, first we analyse it at the global level, second we analyse it at the level of transition economies, and finally we take a closer look on developments in Croatia. The analysis includes actual progress being made in selected transition economies given the Euro area averages, along with e-government potential in future demanding period.

Keywords: Central and Eastern Europe, Croatia, e-Government, ICT.

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