Extreme value and related models with applications in engineering and science

... recording of a classic guitar and an electric guitar for testing The coding of the guitar tones using a combination of physical modelling and warped linear predictive coding is outlined in Section ... real-time parameterization and coding problem for string modelling in the marriage of two common techniques, the basic plucked string physical model and warped l...

Ngày tải lên: 23/06/2014, 01:20

... i =1 Choose X0 ∈ 15 , say X0 = Then X1 = 30 mod 24 = 14 X2 = 12 9 mod 24 = The following sequence for Ri is obtained: 14 12 15 10 13 11 16 16 16 16 16 16 16 16 16 16 16 16 16 16 16 16 16 (2 .1) ... 10 7 10 8 10 9 11 1 11 3 11 4 11 5 11 5 11 6 11 8 11 8 11 9 12 3 12 6 13 0 Discrete event simulation 7 .1 Poisson process 7.2 Time-dependent Poisson pro...

Ngày tải lên: 09/08/2014, 16:21

... 1986) m 25 9 23 2 23 1 − 21 6 23 1 − 23 1 − 23 1 − 23 1 − 23 1 − a c r2 r3 r4 1313 69069 630360016 29 3 950,706,376 7 42, 938 ,28 5 1 ,22 6,874,159 62, 089,911 1,343,714,438 Odd Odd 0 0 23 06 29 20 57 29 92 07 93 ... method based on inversion for generating variates from a distribution with density f x = e− on support x Simulation and Monte Carlo: With applications...

Ngày tải lên: 09/08/2014, 16:21

... two independent standard normal random variables, X1 and X2 The joint density is fX1 X2 x1 x2 = − e Simulation and Monte Carlo: With applications in finance and MCMC © 2007 John Wiley & Sons, ... = a0 + − Ri i=1 Simulation and Monte Carlo: With applications in finance and MCMC © 2007 John Wiley & Sons, Ltd J S Dagpunar (5.1) 80 Variance reduction Now co...

Ngày tải lên: 09/08/2014, 16:21

... 50 45 55 50 45 2 149 1666 145 2 2012 9178 048 2 0300 0399 048 6 0 046 2 0 140 0186 2116 1708 1521 20 24 9195 0553 000313 0003 74 00 048 3 0000235 0000657 000191 (681,1192) ( 843 , 147 6) (750,1313) (28 64, 50 14) ... [0.6999999999999999 54 , 0.7 141 42 842 8 542 849 76 , , 0.] [0.500000000000000000 , 0.35007002100700 246 3 , 0.7921180 343 8133 943 1 , 0.] [0.299999999999999988 , -0.0 140...

Ngày tải lên: 09/08/2014, 16:21

... end do: lambda = T = 35 m =70 [0.4683920028, 0. 858 4469999, 1.3248481 95, 1 .56 4463 956 , 2.34210 358 9, 2. 753 604 757 , 3.161013 255 , 3. 355 203918] [0.31 054 258 25, 0.6 851 910142, 1.0 255 06 152 , 1.036301499, 1.247404803, ... event simulation models include those by Banks et al (20 05) , Fishman (1978), Law and Kelton (2000), and Pidd (1998) Simulation and Monte Carlo:...

Ngày tải lên: 09/08/2014, 16:21

... 67 67 953 1902 1 066 484 1989 1272 1181 438 768 2987 923 1 860 60 0 469 77 56 113 3041 3185 265 6 60 62 1814 1711 879 590 141 8277 1232 163 3 10511 3 56 697 2425 77 96 822 2303 3 368 4 86 367 712 1 462 Single ... of m−1 = 60 are 5, 3, and Therefore, 760 /5 −1 760 /3 −1 760 /2 −1 should not be divisible by 61 Now 712 − mod 61 = 76 − 76 + mod 61 However, 76 mod 61 = 73 73 mod...

Ngày tải lên: 09/08/2014, 16:21

... the random number generator ‘schrage’ The final execution group sets an (initial) seed and calls ‘expon’ three times Simulation and Monte Carlo: With applications in finance and MCMC Ó 20 07 John ... restart ;with( stats); [anova, describe, fit, importdata, random, statevalf, statplots, transform] > randomize(135);n:=1000; 135 n:=1000 Simulation and Monte Carlo:...

Ngày tải lên: 09/08/2014, 16:21

... error for a sample size of 1000 > seed:=randomize(341): print("seed"=seed); res1:=theta1_2(1000): Simulation and Monte Carlo: With applications in finance and MCMC Ó 2007 John Wiley & Sons, Ltd J ... B:=sqrt(-2.0*ln(S)/S); X1:=B*U1; X2:=B*U2; break; end do; i:=not(i);X1; Simulation and Monte Carlo: With applications in finance and MCMC Ó 2007 John Wiley &...

Ngày tải lên: 09/08/2014, 16:21

... time’=0 .90 9 090 9 091 6 6‘Mean service duration’=0 .90 9 090 9 091 , ‘Std dev of service duration’=0 .90 9 090 9 091 6 ‘mean cycle length’=11.4485 597 9 6 ‘estimate of mean line length’=10.32733 293 95 % Confidence interval ... 6 6 6 Appendices ‘Mean interarrival time’=1.,‘Std dev of interarrival time’=0 .90 9 090 9 091 6‘Mean service duration’=0 .90 9 090 9 091 , Std dev of service duratio...

Ngày tải lên: 09/08/2014, 16:21

... r1:=evalf(rand() /10^ 12);r2:=evalf(rand() /10^ 12);r3:=evalf (rand() /10^ 12);r4:=evalf(rand() /10^ 12); # Sample candidate point (ap,bp) and compute likelihood (L2)for (ap,bp); ap:=1+0.5*(r1+r2); bp: =100 0*(2+r3)/GAMMA(1/ap+1); ... Sample 100 000 variates, starting with initial value of 0, to produce a histogram showing their distribution, together with sample mean and variance >...

Ngày tải lên: 09/08/2014, 16:21