Moment approximation methods are gaining increasing attention for their use in the approximation of the stochastic kinetics of chemical reaction systems. In this paper we derive a general moment expansion method for any type of propensities and which allows expansion up to any number of moments. For some chemical reaction systems, more than two moments are necessary to describe the dynamic prop...

The author develops a strategy for utilizing higher moments and conditioning information efficiently, and hence improves on the variance bounds computed by Hansen and Jagannathan (1991, the HJ bound) and Gallant, Hansen, and Tauchen (1990, the GHT bound). The author’s bound incorporates variance risk premia. It reaches the GHT bound when non-linearities in returns are not priced. The author als...

We introduce a new micro/macro decomposition of collisional kinetic equations which naturally incorporates the exact space boundary conditions. The idea is to write the distribution fonction f in all its domain as the sum of a Maxwellian adapted to the boundary (which is not the usual Maxwellian associated with f) and a reminder kinetic part. This Maxwellian is defined such that its ’incoming’ ...

Moment functions are widely used in image analysis as feature descriptors. Compared to geometric moments, orthogonal moments have become more popular in image analysis for their better representation capabilities. In comparison to continuous orthogonal moments discrete orthogonal moments provide a more accurate description of the image features. This paper compares the performance of discrete o...

Experimental data on the F2 structure functions of the proton and deuteron, including recent results from CLAS at Jefferson Lab, have been used to construct their n ≤ 12 moments. A comprehensive analysis of the moments in terms of the operator product expansion has been performed to separate the moments into leading and higher twist contributions. Particular attention was paid to the issue of n...