نتایج جستجو برای: cumulants
تعداد نتایج: 1391 فیلتر نتایج به سال:
This work is concerned with forest and cumulant type expansions of general random variables on a filtered probability space. We establish “broken exponential martingale” expansion that generalizes unifies the exponentiation result Alòs, Gatheral, Radoičić (SSRN’17; Quant. Finance 20 (2020) 13–27) recursion formula Lacoin, Rhodes, Vargas (arXiv; (2019)). Specifically, we exhibit two previous res...
ATLAS measurements of the azimuthal aniso-tropy in lead–lead collisions at √ s NN = 2.76 TeV are shown using a dataset of approximately 7 µb −1 collected at the LHC in 2010. The measurements are performed for charged particles with transverse momenta 0.5 < p T < 20 GeV and in the pseudorapidity range |η| < 2.5. The anisotropy is characterized by the Fourier coefficients, v n , of the charged-pa...
Growth of wind distributed generation (DG) in the active distribution grids can impact on the operation and planning aspects of network. Therefore, this paper presents a probabilistic load flow problem to evaluate the impacts of wind unit uncertainties on the distribution systems. Proposed method is based on the cumulants technique that is a straightforward approach. This analytical method can ...
We study a special property of free cumulants. We prove that coefficients of a reciprocal generating function correspond to "free cumulants with the first two elements in the same block."
In this paper, we address the problem of identifying the parameters of the nonminimum-phase FIR system from the cumulants of noisy output samples. The system is driven by an unobservable, zero-mean, independent and identically distributed (i.i.d) non-Gaussian signal. The measurement noise may be white Gaussian, colored MA, ARMA Gaussian processes, or even real noises. For this problem, two nove...
In this paper we collect a few results about exchangeability systems in which crossing cumulants vanish, which we call noncrossing exchangeability systems. De Finetti’s theorem states that any exchangeable sequence of random variables is conditionally i.i.d. with respect to some σ-algebra. In this paper we prove a “free” noncommutative analog of this theorem, namely we show that any noncrossing...
Generalized Diffusion Tensor Imaging (GDTI) [1] is one of the few methods that estimate the ensemble average diffusion propagator from the diffusion weighted signal. It has a statistical approach and views the signal, which under the q-space formalism is the Fourier transform of the propagator, as the characteristic function of the propagator. Instead of taking the inverse Fourier transform of ...
This paper describes gait identification using cumulants of accelerometer data. Accelerometer data of three different walking speeds for each subject (normal, slow and fast) was acquired by a cell phone placed on the person’s hip. Data analysis was based on gait cycles that were detected first. Cumulants of order from 1 to 4 with lags from 0 to 10 for second, third and fourth order cumulants we...
We show that density fluctuations in standard inflationary scenarios may take the most general non-Gaussian distribution if the wave function of the Universe is not in the ground state. We adopt the Schrödinger picture to find a remarkable similarity between the most general inflaton wavefunction and the Edgeworth expansion used in probability theory. Hence we arrive at an explicit relation bet...
The cumulant generating function of a cost function is the logarithm of the moment generating function of the cost function. The Taylor coefficients of the cumulant generating function are called the cumulants of the cost function. This project is concerned with the optimization of a linear combination of the cumulants of a cost function. The problem is quite general since the coefficients of t...
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