منابع مشابه
Cumulants as non Gaussian qualifiers
We discuss the requirements of good statistics for quantifying nonGaussianity in the Cosmic Microwave Background. The importance of rotational invariance and statistical independence is stressed, but we show that these are sometimes incompatible. It is shown that the first of these requirements prefers a real space (or wavelet) formulation, whereas the latter favours quantities defined in Fouri...
متن کاملModeling of non-Gaussian array data using cumulants: DOA estimation of more sources with less sensors
Multichannel, non-Gaussian linear processes are modeled via direct and inverse cumulant-based methods using noisy, multivariate output data . The proposed methods are theoretically insensitive to additive Gaussian noise (perhaps colored, with unknown covariance matrix), and are guaranteed to uniquely identify the system matrix within a post-multiplication by a permutation matrix . Asymptoticall...
متن کاملQuasi-gaussian fixed points and factorial cumulants in nuclear multifragmentation
We re-analyze the conditions for the phenomenon of intermittency (selfsimilar fluctuations) to occur in models of multifragmentation. Analyzing two different mechanisms, the bond-percolation and the ERW (Elattari, Richert and Wagner) statistical fragmentation models, we point out a common quasigaussian shape of the total multiplicity distribution in the critical range. The fixed-point property ...
متن کاملSuppression of Gaussian noise using cumulants: a quantitative analysis
Higher-Order-Statistics (HOS) are being used in many areas of digital signal processing, e.g. in the eld of array processing. The main aim is often to suppress Gaussian noise. Mostly, the corresponding algorithms are applied to short data blocks, because only then the stationarity of the data needed for cumulant estimation is given. In many cases, not enough attention is paid to the fact that f...
متن کاملNon-crossing Cumulants of Type B
We establish connections between the lattices of non-crossing partitions of type B introduced by V. Reiner, and the framework of the free probability theory of D. Voiculescu. Lattices of non-crossing partitions (of type A, up to now) have played an important role in the combinatorics of free probability, primarily via the noncrossing cumulants of R. Speicher. Here we introduce the concept of no...
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ژورنال
عنوان ژورنال: Physical Review D
سال: 1997
ISSN: 0556-2821,1089-4918
DOI: 10.1103/physrevd.56.4592