Sentence examples for variance rate from inspiring English sources

We set the proportion of the common time change to 0.25 with a variance rate of the common time change at 3 while the independent components have a variance rate of unity.

We may observe from Eq. (8) that variances over two periods rise with an increase in the share or variance rate of the component in the time change.

If a random walk is assumed, the variance rate Φ needed for Q can be estimated by (Phi = {sigma ^{2}_{y}} tau tau ).

For a random walk process and short observation intervals, Q t)≈Φ Δ t holds with Φ being the power spectral density (PSD) or the so-called variance rate of the underlying white noise process w (Herring et al. 1990).

The variance gamma process X t) (Madan and Seneta 1990; Madan et al. 1998) was originally defined as a Brownian motion with drift θ and volatility σ time changed by a gamma process with unit mean rate and variance rate ν.

These three processes are assumed to be independent and also independent of X 1,X 2. For reasons of tractability of the model, we shall in the following choose G,G 1, and G 2 as gamma processes with unit mean rate and variance rate ν,ν 1,ν 2, respectively.

Figure 10 MSE versus error variance: (a) rate 1/3, (b) rate 5/6 BP code. Figure 11 Correction values and differences: (a) rate 1/3, (b) rate 5/6 BP code.

We assume that production rates, variance in production rates, and decay rates are equivalent in the two systems.

Within life history categories, both the magnitude of the rates and the variance among rates tend to decrease with calibration age.

The variance contribution rate of component 3 was 12.932%.

The variance contribution rate of component 1 was 64.671%, whereas for component 2, it was 19.990%.