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941.
942.
Alec Stephenson 《Extremes》2003,6(1):49-59
Methods are given for simulating from symmetric and asymmetric versions of the multivariate logistic distribution, and from other multivariate extreme value distributions based on the well known logistic model. We consider two general approaches. The first approach uses transformations to derive random variables with a joint distribution function from which it is easy to simulate. The second approach derives from a specification of conditionally independent marginal components, conditioning on positive stable random variables. This specification extends to models of nested or hierarchical type and leads to an efficient way of incorporating marginal censoring. The algorithms presented in Sections 2 and 3 are available on request from the author. They are also included in the R (Ihaka and Gentleman, 1996) package evd (Stephenson, 2002), which is available from http://www.maths.lancs.ac.uk/~stephena/. 相似文献
943.
High resolution Monte Carlo simulations are used to examine the finite size behavior of Q-state Potts models in two dimensions. For Q = 3 we find that at the critical point bulk properties are subject to much larger corrections to finite size scaling than were previously realized. For Q = 4 we find that corrections to finite size scaling are subtle and that the multiplicative logarithmic correction is insufficient to correct the dominant terms. 相似文献
944.
The analysis, design, realization, and measurements of a novel intensity modulator are reported. The operating principle is based on mode coupling between a passive low-loss SiON waveguide and an electro-optic high-loss polymer waveguiding structure. Matching the waveguides is critical and results in severe demands for the technology. Extended simulations by the Coupled Mode Theory, the Leaky Wave Model, and Finite Difference Beam Propagation Method resulted in the design of several modulator structures. After realization, modulation could be demonstrated at 632 nm and at 1523 nm using lossy waveguiding modes and surface plasmon modes. 相似文献
945.
用概率断裂力学方法预测管状接头的疲劳寿命 总被引:1,自引:1,他引:0
本文研究了T型管状接头在面内和面外弯曲循环载荷作用下的疲劳强度问题,通过将材料常数和初始裂纹尺寸作为随机变量,采用MonCarlo模拟方法对疲劳寿命进行了统计分析.同时,对计算结果进行了线性回归,并与实验结果作了比较。 相似文献
946.
张丹林 《新疆大学学报(理工版)》1995,12(2):96-101
水文统计中的月径流资料是非常重要的。月径流系列是一随机过程,由于水文现象的复杂性,难以用准确的分布函数来描述。但作出某些合理手假设后,可将其变为符合各态历经定理的平稳随机过程。用Mapkob自回归模型可以生成人工月径流系列,以满足规划、设计等方面的要求。本文以三屯河为例,用Mapkob模型模拟了该河的月径流系列。 相似文献
947.
Structures of an asymmetrically coupled double-well superlattice by double-crystal X-ray diffraction
An asymmetrically coupled (GaAs/AlAs/GaAs/AlAs)/GaAs (001) double-well supperlattice is studied by HRDCD (high resolution
double-crystal X-ray diffractometry). The intensity of satellite peaks is modulated by wave packet of different sublayers.
In the course of simulation, the satellite peaks in the vicinity of the node points of wave packet are very informative for
precise determination of sublayer thickness and for improving accuracy. 相似文献
948.
Space-Time Point-Process Models for Earthquake Occurrences 总被引:5,自引:0,他引:5
Yosihiko Ogata 《Annals of the Institute of Statistical Mathematics》1998,50(2):379-402
Several space-time statistical models are constructed based on both classical empirical studies of clustering and some more speculative hypotheses. Then we discuss the discrimination between models incorporating contrasting assumptions concerning the form of the space-time clusters. We also examine further practical extensions of the model to situations where the background seismicity is spatially non-homogeneous, and the clusters are non-isotropic. The goodness-of-fit of the models, as measured by AIC values, is discussed for two high quality data sets, in different tectonic regions. AIC also allows the details of the clustering structure in space to be clarified. A simulation algorithm for the models is provided, and used to confirm the numerical accuracy of the likelihood calculations. The simulated data sets show the similar spatial distributions to the real ones, but differ from them in some features of space-time clustering. These differences may provide useful indicators of directions for further study. 相似文献
949.
950.