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Full-Text Articles in Physical Sciences and Mathematics

Random Walks On Random Lattices And Their Applications, Ryan Tyler White May 2015

Random Walks On Random Lattices And Their Applications, Ryan Tyler White

Theses and Dissertations

This work studies a class of continuous-time, multidimensional random walk processes with mutually dependent random step sizes and their exits from hyperrectangles. Fluctuations of the process about the critical boundary are studied extensively by stochastic analysis and operational calculus. Further, information on the process can be ascertained only upon observations occurring according to a delayed renewal process, rather than in real time. Passage times are thus obscured and results are first derived pertaining to the pre-passage and post-passage observations. Two distinct strategies are developed to combat the crudeness of delayed observations in order to derive more refined information about the …


Probability Distributions And Threshold Selection For Monte Carlo–Type Tropical Cyclone Wind Speed Forecasts, Steven M. Lazarus, Michael E. Splitt, Sarah Collins, Denis N. Botambekov, William P. Roeder Apr 2014

Probability Distributions And Threshold Selection For Monte Carlo–Type Tropical Cyclone Wind Speed Forecasts, Steven M. Lazarus, Michael E. Splitt, Sarah Collins, Denis N. Botambekov, William P. Roeder

Aeronautics Faculty Publications

Probabilistic wind speed forecasts for tropical cyclones from Monte Carlo–type simulations are assessed within a theoretical framework for a simple unbiased Gaussian system that is based on feature size and location error that mimic tropical cyclone wind fields. Aspects of the wind speed probability data distribution, including maximumexpected probability and forecast skill, are assessed. Wind speed probability distributions are shown to be well approximated by a bounded power-law distribution when the feature size is smaller than the location error and tends toward a U-shaped distribution as the location error becomes small. Forecast skill (i.e., true and Heidke skill scores) is …