نتایج جستجو برای: bivariate

تعداد نتایج: 15431  

Journal: :Mathematics 2022

We revisit the axioms of Scarsini, defining bivariate concordance measures for a pair continuous random variables (X,Y); such can be understood as functions copula C associated with (X,Y). Two constructions, investigated in works Edwards, Mikusiński, Taylor, and Fuchs, are generalized, yielding, particular, examples higher than degree-two polynomial-type measures, along non-polynomial-type prov...

Journal: :Notes on Number Theory and Discrete Mathematics 2021

In this article, a study is carried out around the Perrin sequence, these numbers marked by their applicability and similarity with Padovan’s numbers. With that, we will present recurrence for Perrin’s polynomials also definition of complex bivariate polynomials. From this, numbers, generating function, matrix Binet formula are defined.

2015
Ali Akbar Jafari Rasool Roozegar

In this paper, we introduce a new class of bivariate distributions by compounding the bivariate generalized exponential and power-series distributions. This new class contains some new sub-models such as the bivariate generalized exponential distribution, the bivariate generalized exponential-poisson, -logarithmic, -binomial and -negative binomial distributions. We derive different properties o...

Journal: :Foundations and Trends in Signal Processing 2013
Yariv Ephraim Brian L. Mark

A bivariate Markov process comprises a pair of random processes which are jointly Markov. One of the two processes in that pair is observable while the other plays the role of an underlying process. We are interested in three classes of bivariate Markov processes. In the first and major class of interest, the underlying and observable processes are continuous-time with finite alphabet; in the s...

2001
J. F. WALHIN

A BSTRACT In this paper we study some bivariate counting distributions that are obtained by the trivariate reduction method. We work with Poisson compound distributions and we use their good properties in order to derive recursive algorithms for the bivariate distribution and bivariate aggregate claims distribution. A data set is also fitted.

Journal: :Computer Aided Geometric Design 1992
Edmond Nadler

Nadler. E., Nonnegativity of bivariate quadratic functions on a triangle. Computer Aided Geometric Design 9 (1992) 19.5-205. A necessary and sufficient condition for the nonnegativity of a bivariate quadratic defined on a triangle is presented in terms of the Bernstein-Bkzier form of the function. Keywfords. Nonnegativity, bivariate quadratic function, Bernstein-BCzier form, positiviry preservi...

2012
S. SIVASUBRAMANIAN

In this paper, the product distance matrix of a tree is defined and formulas for its determinant and inverse are obtained. The results generalize known formulas for the exponential distance matrix. When the number of variables are restricted to two, the bivariate analogue of the laplacian matrix of an arbitrary graph is defined. Also defined in this paper is a bivariate analogue of the Ihara-Se...

Journal: :J. Applied Mathematics 2013
Fengjuan Zhu Qiufu Li Yongdong Huang

In order to characterize the bivariate signals, minimum-energy bivariate wavelet frames with arbitrary dilation matrix are studied, which are based on superiority of theminimum-energy frame and the significant properties of bivariate wavelet. Firstly, the concept ofminimum-energy bivariate wavelet frame is defined, and its equivalent characterizations and a necessary condition are presented. Se...

1997
Wenjie He Ming-Jun Lai

Battle-Lemari e's wavelet has a nice generalization in the bivariate setting. This generalization is called bivariate box spline wavelets. The magnitude of the lters associated with the bivariate box spline wavelets is shown to converge to an ideal high-pass lter when the degree of the bivariate box spline functions increases to 1. The passing and stopping bands of the ideal lter are dependent ...

2009
ENKELEJD HASHORVA

Let (RU1, RU2) be a given bivariate scale mixture random vector, with R > 0 being independent of the bivariate random vector (U1, U2). In this paper we derive exact asymptotic expansions of the tail probability P{RU1 > x, RU2 > ax}, a ∈ (0, 1] as x → ∞ assuming that R has distribution function in the Gumbel max-domain of attraction and (U1, U2) has a specific tail behaviour around some absorbin...

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