نتایج جستجو برای: cumulants
تعداد نتایج: 1391 فیلتر نتایج به سال:
Although treatment for epilepsy is available and effective for nearly 70 percent of patients, many remain in need of new therapeutic approaches. Predicting the impending seizures in these patients could significantly enhance their quality of life if the prediction performance is clinically practical. In this study, we investigate the improvement of the performance of a seizure prediction algori...
In this paper we suggest a unified framework to predict the mean and volatility of stock log-returns from option prices adjusted for risk premium effects, which is free from any option pricing model. Based on this, the paper shows that both the physical mean and volatility do not correspond one-to-one to their risk neutral cumulants but depend on higher order cumulants, such as the third and th...
Free probability theory originated in the context of operator algebras, however, one of the main features of that theory is its connection with random matrices. Indeed, free probability can be considered as the theory providing concepts and notations, without relying on random matrices, for dealing with the limit N → ∞ of N ×N -random matrices. One of the basic approaches to free probability, o...
We present a determination of freeze-out conditions in heavy ion collisions based on ratios of cumulants of net electric charge fluctuations. These ratios can reliably be calculated in lattice QCD for a wide range of chemical potential values by using a next-to-leading order Taylor series expansion around the limit of vanishing baryon, electric charge and strangeness chemical potentials. From a...
A novel technique for the analysis of fluorescence fluctuation experiments is introduced. Fluorescence cumulant analysis (FCA) exploits the factorial cumulants of the photon counts and resolves heterogeneous samples based on differences in brightness. A simple analytical model connects the cumulants of the photon counts with the brightness epsilon and the number of molecules N in the optical ob...
In this paper a cumulant-based method for identification of gait using accelerometer data is presented. Acceleration data of three different walking speeds (slow, normal and fast) for each subject was acquired by the accelerometer embedded in cell phone which was attached to the person's hip. Data analysis was based on gait cycles that were detected first. Cumulants of order from 1 to 4 with di...
A formalism is presented for analysing Genetic Algorithms. It is used to study a simple Genetic Algorithm consisting of selection, mutation and crossover which is searching for the ground states of simple random Ising-spin systems: a random-eld ideal paramagnet and a spin-glass chain. The formalism can also be applied to other population based search techniques and to biological models of micro...
Relations between moments and cumulants play a central role in both classical non-commutative probability theory. The latter allows for several distinct families of corresponding to different types independences: free, Boolean monotone. among those have been studied recently. In this work we focus on the problem expressing with closed formula multivariate monotone terms free cumulants. process ...
I give a simple proof that the correlation functions of many-fermion systems have a convergent functional Grassmann integral representation, and use this representation to show that the cumulants of fermionic quantum statistical mechanics satisfy l–clustering estimates.
—Dynamic spectrum access technology and cognitive radio technology are research directions in new types of wireless communications business in smart grid. Modulation recognition technology of wireless communication signals is the premise of wireless communication in smart grid dynamic spectrum access technology and the cognitive radio technology. Currently, high computation complexity happens ...
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