Research for Stochastic Processes

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December 1, 1978
Following observations of a target position, a set of probabilities, or a position density function, is obtained. If no further information is available, the corresponding probabilities, or density function, after a time interval of arbitrary duration, are obtained from the initial probabilities and an assumed distribution of target course and speed.
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December 1, 1978
A model that characterizes an air-to-air engagement as a semi-Markov process is described. Included is a discussion of the model's assumptions and effectiveness measures with instructions for applying the model to experiments characterizing offensive and defensive maneuvering capability in air combat.
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December 1, 1978
A method for modeling elements of the Navy's CLAMP resupply system is described and examples presented.
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December 1, 1978
This study describes two stochastic models for evaluating air combat maneuvering (ACM) engagements. The Maneuver Conversion Model is applicable to engagements where a successful outcome is determined primarily by maneuvering effectiveness of the combatants. In this model, the events of air-to-air engagements are assumed to behave as a semi-Markov process with various absorbing states. The Firing Sequence Model is intended for analysis of engagements where a successful outcome depends on aircrew ability to capitalize on weapon performance. This model also assumes a Markov process, but analyzes test-range data as tabulations of weapon-firing incidents for each engagement. Common measures of effectiveness, such as the probability of achieving first weapon-firing opportunity and the expected exchange ratio, may be used in both models to estimate ACM performance. Volume I presents the analytic methodologies for both models, and provides under CNO Project P/V2 (Battle Cry), and illustrates the Maneuver Conversion Model methodology.
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December 1, 1978
This paper provides a comparison of four statistical models for predicting first-year attrition from the Navy. The models compared are the individual linear probability model, the grouped linear probability model, the individual logit probability model and the grouped logit probability model. For different qualifying scores, the models are compared in terms of their ability to discriminate between attriters and non- attriters. Their ability to predict the actual attrition rates within future entry cohorts is also compared.
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June 1, 1978

In this paper, a path-integral representation is constructed for propagators corresponding to quantum Hamiltonian operators obtained from classical Hamiltonians by an arbitrary rule of correspondence. Each rule yields a unique way of defining the path integral in the context of a formalism which does not require a limiting process. This formalism is more reliable than the usual lattice definition in that all the expressions it entails are well-defined for computational purposes and it allows the explicit evaluation of large classes of path integrals. Direct substitution in the Schrodinger equation shows that there are no restrictions on the Hamiltonian operator. Examples are given.

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October 1, 1977
This research contribution describes the basic methodology for analyzing semi-Markov processes and demonstrates how to solve the necessary equation numerically. Two mechanisms for producing semi-Markov processes are described and examples presented. Algorithms needed to analyze semi-Markov (continuous- and discrete-time) processes are derived.
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April 1, 1977
The exact distribution is given for the number of times the vertical steps of an empirical distribution cross the underlying theoretical distribution. The statistic was used for Smirnov [1] to derive limiting distributions of statistics used in Kolmogorov-Smirnov tests, and may be used as a goodness-of-fit test in its own right.
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September 1, 1976
The purpose of this paper is to derive the methodology for using classical test statistics in the validation of simulation models (such as probability of a particular occurrence) using a small, varied data base.
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August 1, 1974
This research contribution provides an impartial and objective method for selection of the best among several research and development proposals. It provides for a statistically designed evaluation of the proposals by a review board followed by analysis of the evaluation scores by an analysis group. Included are guidance for selection of points for evaluation, a check list of tasks to be accomplished, and full instructions for mathematical analysis of the evaluation scores.
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