The problem considered here is the estimation of the probability density function f (x1, ⋯, xp) at a point z = (z1, ⋯, zp) where f is positive and continuous. An estimator is proposed and consistency ...

We prove that for a diffusion process the first-passage-time p.d.f. through a continuous-time function with bounded derivative satisfies a Volterra integral equation of the second kind whose kernel ...

The stochastic nature of renewable energy sources (RESs) necessitates treating power system frequency response as a random process with a nonstationary probability density function (PDF). Based upon ...