Approximation methods for lognormal characteristic functions
نویسندگان
چکیده
منابع مشابه
islanding detection methods for microgrids
امروزه استفاده از منابع انرژی پراکنده کاربرد وسیعی یافته است . اگر چه این منابع بسیاری از مشکلات شبکه را حل می کنند اما زیاد شدن آنها مسائل فراوانی برای سیستم قدرت به همراه دارد . استفاده از میکروشبکه راه حلی است که علاوه بر استفاده از مزایای منابع انرژی پراکنده برخی از مشکلات ایجاد شده توسط آنها را نیز منتفی می کند . همچنین میکروشبکه ها کیفیت برق و قابلیت اطمینان تامین انرژی مشترکان را افزایش ...
15 صفحه اولEquiprobable Approximation to Bivariate Lognormal Returns
This handout starts by defining a convenient notation to represent two rate-ofreturn shocks that are distributed according to a multivariate lognormal that allows for nonzero covariances. It next presents a computationally simple method for constructing a numerical approximation to that joint distribution. The final section uses both the numerical approximation, and more accurate (but enormousl...
متن کاملPiecewise rational approximation to continuous functions with characteristic singularities
Let H [a; b] be the class of continuous functions in the interval [a; b], which admit analytic continuation to H in the subintervals of a -subdivition of [a; b]. Let Sn; [a; b] be the set of piecewise rational functions which have pieces of degree n and no more than breakpoints. The paper deals with the construction of fn; ∈ Sn; [a; b] close to a given f∈H [a; b], to estimate the order of the l...
متن کاملA Flexible Lognormal Sum Approximation Method
A simple and novel method is presented to approximate the distribution of the sum of independent, but not necessarily identical, lognormal random variables, by the lognormal distribution. It is shown that matching a short GaussHermite approximation of the moment generating function of the lognormal sum with that of the lognormal distribution leads to an accurate lognormal sum approximation. The...
متن کاملCharacteristic Functions for Ergodic Tuples
Motivated by a result on weak Markov dilations, we define a notion of characteristic function for ergodic and coisometric row contractions with a one-dimensional invariant subspace for the adjoints. This extends a definition given by G.Popescu. We prove that our characteristic function is a complete unitary invariant for such tuples and show how it can be computed. Mathematics Subject Classific...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Statistical Computation and Simulation
سال: 2018
ISSN: 0094-9655,1563-5163
DOI: 10.1080/00949655.2018.1530775