01.00.00 Physical-mathematical sciences
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INTERCONNECTION LIMIT THEOREMS AND MONTE-CARLO METHOD
01.00.00 Physical-mathematical sciences
DescriptionThe purpose of mathematical statistics is development of methods for the data analysis intended to solve applied problems. Over time, approaches to the development of data analysis methods have changed. A hundred years ago, it was assumed, that the distributions of the data have a certain type, for example, they are normal distributions, and on that assumption they developed a statistical theory. The next stage, in the first place in theoretical studies there are limit theorems. By "small sample" we mean a sample, which can not be applied to conclusions based on the limit theorems. In each statistical problem there is a need to divide the final sample sizes into two classes - those for which you can apply the limit theorems, and those for which you can not do it because of the risk of incorrect conclusions. To solve this problem we often used the Monte Carlo method. More complex problems arise when studying the effect on the properties of statistical procedures for data analysis of various deviations from the original assumptions. To study such impact, we often used the Monte Carlo method as well. The basic (and not solved in a general way) problem of the study of the stability of the findings in the presence of deviations from the parametric families of distributions is the problem of choosing some distributions for using in modeling. We consider some examples of application of the Monte Carlo method, relating to the activities of our research team. We have also formulated basic unsolved problems
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PROBABILITY MODELS FOR OBTAINING NON-NUMERICAL DATA
01.00.00 Physical-mathematical sciences
DescriptionThe statistics of objects of non-numerical nature (statistics of non-numerical objects, non-numerical data statistics, non-numeric statistics) is the area of mathematical statistics, devoted to the analysis methods of non-numeric data. Basis of applying the results of mathematical statistics are probabilistic-statistical models of real phenomena and processes, the most important (and often only) which are models for obtaining data. The simplest example of a model for obtaining data is the model of the sample as a set of independent identically distributed random variables. In this article we have considered the basic probabilistic models for obtaining non-numeric data. Namely, the models of dichotomous data, results of paired comparisons, binary relations, ranks, the objects of general nature. We have discussed the various options of probabilistic models and their practical use. For example, the basic probabilistic model of dichotomous data - Bernoulli vector (Lucian) i.e. final sequence of independent Bernoulli trials, for which the probabilities of success may be different. The mathematical tools of solutions of various statistical problems associated with the Bernoulli vectors are useful for the analysis of random tolerances; random sets with independent elements; in processing the results of independent pairwise comparisons; statistical methods for analyzing the accuracy and stability of technological processes; in the analysis and synthesis of statistical quality control plans (for dichotomous characteristics); the processing of marketing and sociological questionnaires (with closed questions like "yes" - "no"); the processing of socio-psychological and medical data, in particular, the responses to psychological tests such as MMPI (used in particular in the problems of human resource management), and analysis of topographic maps (used for the analysis and prediction of the affected areas for technological disasters, distributing corrosion, propagation environmentally harmful pollutants, various diseases (including myocardial infarction), in other situations), etc.
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PROBABILISTIC-STATISTICAL MODELING THE INTERFERENCES FROM ELECTRIC LOCOMOTIVES
01.00.00 Physical-mathematical sciences
DescriptionThe movements of electric locomotives create the interferences affecting the wired link. The creation of sufficiently technical effective and at the same time cost-effective means of protection from wireline interferences generated traction networks assumes as a preparatory phase to develop mathematical models of interference caused by electric locomotives. We have developed a probabilistic-statistical model of interferences caused by electric locomotives. The asymptotic distribution of the total interference is the distribution of the length of the two-dimensional random vector whose coordinates - independent normally distributed random variables with mean 0 and variance 1. Limit theorem is proved for the expectation of the total amplitude of the interferences. Monte-Carlo method is used to study the rate of convergence of the expectation of the total amplitude of the interferences to the limiting value. We used an algorithm of mixing developed by MacLaren-Marsaglia (M-algorithm). Five sets of amplitudes are analyzed, selected in accordance with the recommendations of experts in the field of traction AC networks. The most rapid convergence to the limit takes place in the case of equal amplitudes. It was found that the maximum possible average value of the amplitude of the random noise by 7.4% less than the previously used value, which promises a significant economic impact
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PROBABILISTIC-STATISTICAL METHODS IN GNEDENKO’S RESEARCHES
01.00.00 Physical-mathematical sciences
DescriptionWe analyze the probabilistic-statistical methods in the researches of Boris Vladimirovich Gnedenko – the academician of Ukrainian Academy of Science, which are very important for the XXI century. We have also discussed the limit theorems of probability theory, mathematical statistics, reliability theory, statistical methods of quality control and queuing theory. We give some information about the main stages of scientific career of B.V. Gnedenko, his views on the history of mathematics and teaching
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PROBABILISTIC-STATISTICAL METHODS IN KOLMOGOROV’S RESEARCHES
01.00.00 Physical-mathematical sciences
DescriptionFrom a modern point of view we have discussed Kolmogorov’s researches in the axiomatic approach to probability theory, the goodness-of-fit test of the empirical distribution with theoretical, properties of the median estimates as a distribution center, the effect of "swelling" of the correlation coefficient, the theory of averages, the statistical theory of crystallization of metals, the least squares method, the properties of sums of a random number of random variables, statistical control, unbiased estimates, axiomatic conclusion of logarithmic normal distribution in crushing, the methods of detecting differences in the weather-type experiments
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PROBABILISTIC MODEL OF THE PROCESS OF REDUCTION OF THE PRICE FOR PLANNED ACTIONS
01.00.00 Physical-mathematical sciences
DescriptionThe soil fertility increase issues are very relevant now. Intensive development of agriculture cannot be made effectively without complex actions for farmlands protection from different types of degradations. On the one hand, it is necessary to ensure the maximum harvest of crops, and to preserve and increase the fertility of the soil and prevent negative anthropogenic impact on the environment on the other. For an extended reproduction of soil fertility, a system of measures is necessary for introduction of mineral and organic fertilizers into the soil, agrotechnical and reclamation methods, stimulation of humus formation processes, and so on. Therefore, methods are important that allow us to estimate the planned measures in advance to improve soil fertility and to eliminate environmental damage. In the article, the estimated parameters are treated by random variables. This allows us to consider the uncertainty in terms of probability distributions. It is offered a probabilistic model of the process of reducing the price of the proposed activity. Mathematical expectation, variance, distribution density of the considered random variable probabilities as the main characteristics of the object state price are calculated. The model can be used to address issues of rational use of land, scientifically based land management organization, when drafting land reclamation project
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BINDING ENERGY BIFURCATION AND CHAOS IN ATOMIC NUCLEI
01.00.00 Physical-mathematical sciences
DescriptionThe model of chaotic behavior of nucleons in nuclei, based on the model of nuclear interactions and the Fermi-Dirac statistics is discussed
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BASIC RESULTS OF THE MATHEMATICAL THEORY OF CLASSIFICATION
01.00.00 Physical-mathematical sciences
DescriptionThe mathematical theory of classification contains a large number of approaches, models, methods, algorithms. This theory is very diverse. We distinguish three basic results in it - the best method of diagnosis (discriminant analysis), an adequate indicator of the quality of discriminant analysis algorithm, the statement about stopping after a finite number of steps iterative algorithms of cluster analysis. Namely, on the basis of Neyman - Pearson Lemma we have shown that the optimal method of diagnosis exists and can be expressed through probability densities corresponding to the classes. If the densities are unknown, one should use non-parametric estimators of training samples. Often, we use the quality indicator of diagnostic algorithm as "the probability (or share) the correct classification (diagnosis)" - the more the figure is the better algorithm is. It is shown that widespread use of this indicator is unreasonable, and we have offered the other - "predictive power", obtained by the conversion in the model of linear discriminant analysis. A stop after a finite number of steps of iterative algorithms of cluster analysis method is demonstrated by the example of k-means. In our opinion, these results are fundamental to the theory of classification and every specialist should be familiar with them for developing and applying the theory of classification
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EINSTEIN, SCHROEDINGER, AND ATOM
01.00.00 Physical-mathematical sciences
DescriptionIn this paper, we consider gravitation theory in multidimensional space. The model of the metric satisfying the basic requirements of quantum theory is proposed. It is shown that gravitational waves are described by the Liouville equation and the Schrodinger equation as well. The solutions of the Einstein equations describing the stationary states of arbitrary quantum and classical systems with central symmetry have been obtained. Einstein’s atom model has been developed, and proved that atoms and atomic nuclei can be represented as standing gravitational waves
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01.00.00 Physical-mathematical sciences
DescriptionWithout science it would be impossible to form a full environmental consciousness. To increase the validity and weight of the findings on the impact of environment on quality of life, it is necessary to quantify the strength and direction of the influence of diverse environmental factors. However, it appears that this is quite problematic for a number of reasons. First, it is the lack or inaccessibility of source of data which is necessary for such type of research. The same data, which still can be found cover just small periods of observations (small longitudinal research data), and their completion, including performing experiments, is fundamentally impossible. As a result, it is impossible to require such full data replications, which is a necessary condition for correct applying of factor analysis. Secondly, environmental factors are described with heterogeneous indices measured in different types of measurement scales (nominal, ordinal and numerical) and in different measurement units. Mathematical methods of comparable processing of such data, and the right software tools for these methods, generally speaking, do not exist. Third, these tasks are large-scale problems, i.e. they are not talking about 5 or max 7 factors as it was in factor analysis, but about hundreds and thousands. Fourthly, the original data is noisy and require sustainable methods. Fifthly, environmental factors are interrelated and require nonlinear nonparametric approaches. To solve these problems it is proposed to apply a new innovative intelligent technology: automated system-cognitive analysis and its software tool – a system called "Eidos". We have also given a brief numerical example of assessing the impact of environmental factors on life expectancy and causes of death