Mentioned in

References in periodicals archive

In line with critical duration concept, the recommended approach suggests taking an envelope of model results to determine the rainfall duration that results in the maximum value--rather than treating the duration as a stochastic variable. More guidance can be found in Chapter 4 of ARR (Nathan and Ling 2016; Nathan and Weinmann 2016), resulting from an earlier discussion paper by Nathan and Weinmann (2013); however, other reviews of previous applications and theory are also available.

Monte Carlo simulation for design flood estimation: a review of Australian practice

Notations [R.sup.n]: n-dimensional Euclidean space Superscript T: Transpose E (x): Mathematical expectation of random variable x tr([omicron]): Trace of matrix [omicron] [[delta].sub.tj]: Kronecker delta function [I.sub.n]: n by n identity matrix [perpendicular to]: Orthogonality Prob(*): Probability of the occurrence of the event * [??]([omicron]|*): Estimate of the stochastic variable x([omicron]) based on measurements before time *, i.e., the projection of x([omicron]) on the linear space generated by the measurements before time * [mathematical: Estimation error.

Optimal Linear Estimators for Time-Delay Systems with Fading Measurements and Correlated Noises

The stochastic variable [[??].sub.ip] for each input can be expressed as [[??].sub.ip] = [[bar.x].sub.ip] + [a.sub.ip][xi], in which p has variation [1,b] and i has variation [1,n].

Stochastic evaluation of robust portfolios based on hierarchical clustering and worst-case scenarios/Otimizacao de portfolios: avaliacao estocastica associada ao agrupamento hierarquico e a abordagem de baixa do mercado

In the GBM, variable P follows a lognormal distribution, since the percentage rate of variation of the stochastic variable (dP/P) follows a normal distribution with the mean and variance shown below:

Feasibility analysis of the development of an oil field: a real options approach in a production sharing agreement

Most of the existing works usually consider the trust values at the current time slot, and model trust as the stochastic variable. However, in fact, trust evolves over time, and trust is a stochastic process.

TSTE: A time-variant stochastic trust evaluation model in social networks

It is proved that the state x(k) is uncorrelated with the stochastic variable sequence [{w(k)}.sub.k [greater than or equal to] 0].

Stochastic [H.sub.[infinity]] Control for Discrete-Time Singular Systems with State and Disturbance Dependent Noise

Step 2.The second step is to calculate the random component of each stochastic variable. The random component is simply the residual from the predicted or non-random component of the variable.

Including risk in economic feasibility analysis: a stochastic simulation model for blueberry investment decisions in Chile/Incluyendo el riesgo en el analisis de viabilidad economica: un modelo de simulacion estocastica para decisiones de inversion en arandanos en Chile

This paper will focus mainly on the analytical evaluation of the average number of individuals <x(t)>, exploiting the properties of the correlation function of the stochastic variable [xi](t) without using the probability density p(x,t).

Effects of a fluctuating carrying capacity on the generalized Malthus-Verhulst model

E(x) denotes the expectation of stochastic variable. [I.sub.N]/[I.sub.m] = {m + 1, ..., N}.

Nonlinear gossip algorithms for wireless sensor networks

The following theorem characterizes the distribution of the stochastic variable X([theta]).

Levy-based error prediction in circular systematic sampling