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Wyniki wyszukiwania dla: random%20walks,%20markov%20operators,%20central%20limit%20theorem,%20law%20of%20the%20iterated%20logarithm
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Random Processes 2022/2023
Kursy OnlineThe e-learning course page for the purpose of the remote or hybrid learning for Random Processes.
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Random Processes 2023/2024
Kursy OnlineThe e-learning course page for the purpose of the remote or hybrid learning for Random Processes.
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Convergence to equilibrium under a random Hamiltonian
PublikacjaWe analyze equilibration times of subsystems of a larger system under a random total Hamiltonian, in which the basis of the Hamiltonian is drawn from the Haar measure. We obtain that the time of equilibration is of the order of the inverse of the arithmetic average of the Bohr frequencies. To compute the average over a random basis, we compute the inverse of a matrix of overlaps of operators which permute four systems. We first...
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The law of the Iterated Logarithm for random interval homeomorphisms
PublikacjaA proof of the law of the iterated logarithm for random homeomorphisms of the interval is given.
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Random field model of foundations at the example of continuous footing
PublikacjaThe purpose of the paper is to indicate an efficient method of foundation settlement analysis taking into account the variability of soil properties. The impact of the random variable distribution (Gauss or Lognormal) describing soil stiffness on foundation deposits was assessed. The Monte Carlo simulation method was applied in the computations. The settlements of the strip foundation with the subsoil described by a single random...
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Limits Theorems for Random Walks on Homeo(S1)
PublikacjaThe central limit theorem and law of the iterated logarithm for Markov chains corresponding to random walks on the space Homeo(S1) of circle homeomorphisms for centered Lipschitz functions and every starting point are proved.
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Left Temporal Lobe Arachnoid Cyst Presenting with Symptoms of Psychosis
PublikacjaThis...
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Edge and Pair Queries-Random Graphs and Complexity
PublikacjaWe investigate two types of query games played on a graph, pair queries and edge queries. We concentrate on investigating the two associated graph parameters for binomial random graphs, and showing that determining any of the two parameters is NP-hard for bounded degree graphs.
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RANDOM STRUCTURES & ALGORITHMS
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Effectiveness of Random Field Approach in Serviceability Limit State Analysis of Strip Foundation
PublikacjaThis work conducts a probabilistic inquiry on how the variability of the parameter defining soil deformability affects the settlement of the foundation located on the soil. The analysis addresses the random foundation model to relevantly estimate the probability of allowable deflection exceedance. The constitutive model parameter is based either on a single random variable or a random field. The computations incorporate direct...
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Generation of random fields to reflect material and geometric imperfections of plates and shells
PublikacjaThe paper covers two patterns of random field generation: conditional acceptance – rejection method and Karhunen – Loève expansion. The generation of two-dimensional random fields is essential in plates and shells analysis, allowing for a relevant limit and critical state assessment of geometrically and ma-terially imperfect structures. The features of both generation methods dedicate them to selected problems.
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A random signal generation method for microcontrollers with DACs
PublikacjaA new method of noise generation based on software implementation of a 7-bit LFSR based on a common polynomial PRBS7 using microcontrollers equipped with internal ADCs and DACs and a microcontroller noise generator structure are proposed in the paper. Two software applications implementing the method: written in ANSI C and based on the LUT technique and written in AVR Assembler are also proposed. In the method the ADC results are...
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Discrete random variables in reliability calculations of a reticulated shell
PublikacjaImplementation of the Point Estimation Method (PEM) in the reliability analysis of a three-dimensional truss structure is presented in the paper. The influence of geometric and material random parameters on the truss load-carrying capacity was investigated. The analysis was performed for different combinations of basic variables. Symmetric and asymmetric cases of snow load were taken to assess the structural reliability. Sensitivity...
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Computations of critical load value of composite shell with random geometric imperfections
PublikacjaThe work presents the numerical analysis of composite shell with geometric imperfections subjected to compression along its generatrix. The imperfections are described as single indentations and random fields with random parameters of shape and correlation. The fields are generated with the use of the authors made program. Using the authors’ FEM software as well as commercial package Femap with NX Nastran, the critical load values...
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Probabilistic Analysis of Structure Models using Target Random Sampling (TRS)
PublikacjaThe work presents testing methods of sensitivity and reliability of mechanical or structural systems. All computations concerned the case of Zigler column, a simple model of a compressed column involving two random variables only. A conclusion was drawn that the standard Monte Carlo method, its reduction variants and the response surface method allow to assess the sensitivity of structural response to the variation of random structural...
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The Effect of the Selection of Three-Dimensional Random Numerical Soil Models on Strip Foundation Settlements
PublikacjaThis paper delivers a probabilistic attempt to prove that the selection of a random three-dimensional finite element (FE) model of a subsoil affects the computed settlements. Parametricanalysis of a random soil block is conducted, assuming a variable subsoil Young’s modulus inparticular finite elements. The modulus is represented by a random field or different-sized setsof random variables; in both cases, the same truncated...
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Complementarity between entanglement-assisted and quantum distributed random access code
PublikacjaCollaborative communication tasks such as random access codes (RACs) employing quantum resources have manifested great potential in enhancing information processing capabilities beyond the classical limitations. The two quantum variants of RACs, namely, quantum random access code (QRAC) and the entanglement-assisted random access code (EARAC), have demonstrated equal prowess for a number of tasks. However, there do exist specific...
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Aggregated conducted interferences generated by group of asynchronous drives with deterministic and random modulation
PublikacjaThis paper addresses problems linked with electromagnetic interferences generated by group of three adjustable speed drives fed by frequency converters with deterministic and random modulation. Based on the experimental results it has been shown that decreasing of the conducted interferences in a case of random modulation is measuring phenomenon linked with selectivity of the EMI receiver.
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Random field modelling of mechanical behaviour of corroded thin steel plate specimens
PublikacjaThe objective of this work is to explore the possibility of corrosion degradation modelling of thin steel plate specimens with the use of random field approach. The mechanical properties are obtained via the nonlinear Finite Element Analysis with the use of an explicit dynamic solver. The fully nonlinear material model is adopted to obtain the proper stress-strain response. Sensitivity analysis considering the main statistical...
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Connections between Mutually Unbiased Bases and Quantum Random Access Codes
PublikacjaWe present a new quantum communication complexity protocol, the promise--Quantum Random Access Code, which allows us to introduce a new measure of unbiasedness for bases of Hilbert spaces. The proposed measure possesses a clear operational meaning and can be used to investigate whether a specific number of mutually unbiased bases exist in a given dimension by employing Semi--Definite Programming techniques.
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Random Processes and Stochastic Control - project
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Bearing capacity for random subsoil.
PublikacjaW pracy zaproponowano modyfikację metody charakterystyk bazującej na stochastycznej metodzie różnic skończonych. Podejście takie pozwoliło na uwzględnienie przestrzennej zmienności podłoża gruntowego przy ocenie nośności granicznej ławy fundamentowej posadowionej na losowym podłożu. Przeprowadzono analizę wpływu dyskretyzacji ośrodka gruntowego na rozwiązanie oraz rozpatrzono jego zbieżności.
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Estimation and Prediction of Vertical Deformations of Random Surfaces, Applying the Total Least Squares Collocation Method
PublikacjaThis paper proposes a method for determining the vertical deformations treated as random fields. It is assumed that the monitored surfaces are subject not only to deterministic deformations, but also to random fluctuations. Furthermore, the existence of random noise coming from surface’s vibrations is also assumed. Such noise disturbs the deformation’s functional models. Surface monitoring with the use of the geodetic levelling...
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Waves in Random and Complex Media
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Random Matrices-Theory and Applications
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Random Operators and Stochastic Equations
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FPGA-Based System for Electromagnetic Interference Evaluation in Random Modulated DC/DC Converters
PublikacjaField-Programmable Gate Array (FPGA) provides the possibility to design new “electromagnetic compatibility (EMC) friendly” control techniques for power electronic converters. Such control techniques use pseudo-random modulators (RanM) to control the converter switches. However, some issues connected with the FPGA-based design of RanM, such as matching the range of fixed-point numbers, might be challenging. The modern programming...
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Implementation of constant component filter in measurements of random telegraph signal noise
PublikacjaNoise is generated in all semiconductor devices. The intensity of these fluctuations depends on used elements, manufacturing process, operating conditions and device type. The result noise is a superposition of different kinds of fluctuations like thermal noise, generation-recombination noise, 1/f noise, shot noise and Random Telegraph Signal (RTS) noise. The last one, RTS noise is observed as nonstationary impulse fluctuations....
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An automatic system for identification of random telegraph signal (RTS) noise in noise signals
PublikacjaIn the paper the automatic and universal system for identification of Random Telegraph Signal (RTS) noise as a non-Gaussian component of the inherent noise signal of semiconductor devices is presented. The system for data acquisition and processing is described. Histograms of the instantaneous values of the noise signals are calculated as the basis for analysis of the noise signal to determine the number of local maxima of histograms...
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Simulating coherent light propagation in a random scattering materials using the perturbation expansion
PublikacjaMultiple scattering of a coherent light plays important role in the optical metrology. Probably the most important phenomenon caused by multiple scattering are the speckle patterns present in every optical imaging method based on coherent or partially coherent light illumination. In many cases the speckle patterns are considered as an undesired noise. However, they were found useful in various subsurface imaging methods such as...
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Simulating propagation of coherent light in random media using the Fredholm type integral equation
PublikacjaStudying propagation of light in random scattering materials is important for both basic and applied research. Such studies often require usage of numerical method for simulating behavior of light beams in random media. However, if such simulations require consideration of coherence properties of light, they may become a complex numerical problems. There are well established methods for simulating multiple scattering of light (e.g....
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Continuous wave sonar with hyperbolic frequency modulation keyed by pseudo-random sequence
PublikacjaA CW FM type sounding signal is used in the classical solution of silent sonar. While the signal provides a relatively simple implementation of digital signal processing, and ensures good detection conditions, unfortunately, in the presence of the Doppler effect, distance measurement results tend to be wrong. This is due to the fact that the received signal’s instantaneous frequency value is dependent both on the distance to the...
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Fractal local fields in random composites
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Random Microscopic Model of Quaternary Alloys
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Eye Blink Based Detection of Liveness in Biometric Authentication Systems Using Conditional Random Fields
PublikacjaThe goal of this paper was to verify whether the conditional random fields are suitable and enough efficient for eye blink detection in user authentication systems based on face recognition with a standard web camera. To evaluate this approach several experiments were carried on using a specially developed test application and video database.
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An enhanced method in predicting tensile behaviour of corroded thick steel plate specimens by using random field approach
PublikacjaThe present work investigates the possibility of using random field techniques in modelling the mechanical behaviour of corroded thick steel plate specimens. The nonlinear Finite Element method, employing the explicit dynamic solver, is used to analyse the mechanical properties of typical specimens. A material model considering full nonlinearity is used to evaluate the stress-strain response. The influence of major governing parameters...
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A Robust Random Forest Model for Classifying the Severity of Partial Discharges in Dielectrics
PublikacjaPartial Discharges (PDs) are a common source of degradation in electrical assets. It is essential that the extent of the deterioration level of insulating medium is correctly identified, to optimize maintenance schedules and prevent abrupt power outages. Temporal PD signals received from damaged insulation, collected through the IEC-60270 method is the gold standard for PD detection. Temporal signals may be transformed to the frequency...
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Random processes - theory for the practician, computer classes
Kursy OnlineAutomatyka i Robotyka, semestr 1 studia II stopnia
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Sensitivity analysis of simple random beam models by means of Monte Carlo Methods using Variance Reductions Techniques
PublikacjaA probabilistic sensitivity analysis of two nonlinear bar structures is presented. The analysis is carried out on the basis of the Monte Carlo method. The imperfections of the structures and the applied loads are adapted as random variables. Based on all of the generated input variables, an output response of the system is sought. Afterwards, a coefficient responsible for the structure failure is calculated and the limit state...
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Increased Certification of Semi-device Independent Random Numbers using Many Inputs and More Postprocessing
PublikacjaQuantum communication with systems of dimension larger than two provides advantages in information processing tasks. Examples include higher rates of key distribution and random number generation. The main disadvantage of using such multi-dimensional quantum systems is the increased complexity of the experimental setup. Here, we analyze a not-so-obvious problem: the relation between randomness certification and computational requirements...
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Hierarchical random models in road transport safety
PublikacjaIn this paper multilevel approach to the issue of road safety level on the road network of European regions, classified as NUTS 2 in statistical databases of the EU, has been presented. The risk calculated as the number of death casualties in road accidents per 100,000 inhabitants of a given region has Poisson distribution. Therefore, generalized Poisson model has been assumed in the modelling process. Multilevel stochastic analysis...
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Random height of thin layer of rheological liquids
PublikacjaPraca prezentuje nowe modele funkcji gęstości w rozkładach Gaussa, opisujących losowo zmieniającą się wysokość szczeliny w stawie biodrowym człowieka przy uwzględnieniu właściwości reologicznych synowialnej cieczy smarującej.
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Detection of random transients caused by pitting corrosion
PublikacjaProces korozyjny może być badany za pomocą techniki szumu elektrochemicznego. Szum obserwowany jest jako fluktuacje prądowe i napięciowe w trójelektrodowym układzie pomiarowym. W celu stwierdzenia obecności korozji wżerowej wykonana została detekcja charakterystycznych sygnałów. Opracowany został algorytm oparty na analizie lokalnych zmian w spektrogramie rejestru prądowego. Spektrogram uzyskany został za pomocą krótkoczasowej...
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Invariant Measures for Uncountable Random Interval Homeomorphisms
PublikacjaA necessary and sufficient condition for the iterated function system { f (·, ω) | ω ∈ } with probability P to have exactly one invariant measure μ∗ with μ∗((0, 1)) = 1 is given. The main novelty lies in the fact that we only require the transformations f (·, ω) to be increasing homeomorphims, without any smoothness condition, nei- ther we impose conditions on the cardinality of . In particular, positive Lyapunov exponents conditions...
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Development of Local IDF-formula Using Controlled Random Search Method for Global Optimization
PublikacjaThe aim of the study is to present the effective and relatively simple empirical approach to rainfall Intensity-Duration-Frequency-formulas development, based on Controlled Random Search (CRS) for global optimization. The approach is mainly dedicated to the cases in which the commonly used IDF-relationships do not provide satisfactory fit between simulations and observations, and more complex formulas with higher number of parameters...
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Controlled Random Search Applied to Parameters Estimation of the Longitudinal Solutes Transport Model for Rivers
PublikacjaNumerical computations are presented for the longitudinal transport of passive, conservative solutes in an actual river with the inclusion of geometrical complexities of river channels. A special emphasis is put on the method of the identification of model parameters which is based on a specially designed optimisation procedure using random control search algorithm. Two different situations are considered namely a linear version...
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Conditional simulation of spatiotemporal random fields of environmental contamination
PublikacjaArtykuł przedstawia metodę warunkowego modelowania przestrzenno-czasowych pól losowych w zagadnieniach środowiska naturalnego. Metoda ta może być wykorzystana do prognozy zanieczyszczenia w wybranych punktach w danym czasie na podstawie pomiarów wykonanych w innych miejscach i/lub w innym czasie. Analizę przeprowadzono na przykładzie zanieczyszczenia gruntu metalami ciężkimi.
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Methods of non-stationary components detection of random fluctuations
PublikacjaPrzedstawiono problem detekcji składowych niestacjonarnych dla kilku rodzajów sygnałów losowych reprezentujących zjawiska szumowe w systemach fizycznych. Zaproponowano zastosowanie kilku specyficznych metod detekcji na podstawie analizy w dziedzinie częstotliwości i przedyskutowano uzyskane wyniki potwierdzające efektywność tych metod. Bardziej złożona obliczeniowo metoda z zastosowaniem transformaty falkowej daje lepsze rezultaty...
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Simulation and discretization of random field in the slip line method.
PublikacjaW pracy rozpatrywany jest problem nośności granicznej podłoża o własnościach stochastycznych przy obciążeniu spoczywającym na nim ciężkim sztywnym bloku.Opisano sposób generacji wielowymiarowego pola losowego oparty na diagonalizacji macierzy kowariancji przy wykorzystaniu macierzy dolnotrójkątnej .Szczególną uwagę zwrócono na wpływ dyskretyzacji ośrodka na rozwiązanie oraz jego zbieżność.
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Uncertainty in measuring the power spectrum density of a random signal
PublikacjaPrzedstawiono sposób oszacowania niepewności wyznaczania gęstości widmowej mocy przebiegu losowego. Przeprowadzono ocenę niepewności estymacji gęstości widmowej mocy biorąc pod uwagę propagację niepewności związanej z rejestracją pojedynczej próbki sygnału w algorytmie cyfrowego przetwarzania sygnału oraz błąd obciążenia estymatora wynikający z zastosowanego modelu matematycznego wielkości wyznaczanej. Wyprowadzono zależności na...