Related papers: Moments and $q$-commutators of noncommutative rand…
We derive two-sided bounds for moments of linear combinations of coordinates od unconditional log-concave vectors. We also investigate how well moments of such combinations may be approximated by moments of Gaussian random variables.
A proof is given that an invertible and a unitary operator can be used to reproduce the effect of a q-deformed commutator of annihilation and creation operators. In other words, the original annihilation and creation operators are mapped…
The points of a moment variety are the vectors of all moments up to some order of a family of probability distributions. We study this variety for mixtures of Gaussians. Following up on Pearson's classical work from 1894, we apply current…
Cumulants linearize convolution of measures. We use a formula of Good to define noncommutative cumulants in a very general setting.It turns out that the essential property needed is exchangeability of random variables. Roughly speaking the…
We construct a family of random matrix models for the q-deformed Gaussian random variables G_\mu=a_\mu+a^\star_\mu where the annihilation operators a_\mu and creation operators a^\star_\nu fulfil the q-deformed commutation relation a_\mu…
The determination of a quantum observable from the first and second moments of its measurement outcome statistics is investigated. Operational conditions for the moments of a probability measure are given which suffice to determine the…
This survey provides a unified discussion of multiple integrals, moments, cumulants and diagram formulae associated with functionals of completely random measures. Our approach is combinatorial, as it is based on the algebraic formalism of…
We give a rigorous definition of moments of an unbounded observable with respect to a quantum state in terms of Yosida's approximations of unbounded generators of contractions semigroups. We use this notion to characterize Gaussian states…
Scattering moments provide nonparametric models of random processes with stationary increments. They are expected values of random variables computed with a nonexpansive operator, obtained by iteratively applying wavelet transforms and…
Gaussian mixture models (GMMs) are fundamental tools in statistical and data sciences. We study the moments of multivariate Gaussians and GMMs. The $d$-th moment of an $n$-dimensional random variable is a symmetric $d$-way tensor of size…
We calculate moments and moment generating functions of two distributions: the so called $q-$Normal and the so called conditional $q-$Normal distributions. These distributions generalize both Normal ($q=1),$ Wigner ($% q=0,$ $q-$Normal) and…
In this paper, we derive explicit expressions for the moments and for the mixed moments of the compression of a free unitary Brownian motion by a free projection. While the moments of this non-normal operator are readily derived using…
We obtain for the Kempner series (i.e. harmonic series where certain digits are excluded from all denominators, for example the digit 9 in base 10) new representations as geometrically convergent series. The coefficients for these…
Computation of moments of transformed random variables is a problem appearing in many engineering applications. The current methods for moment transformation are mostly based on the classical quadrature rules which cannot account for the…
Motivated by previous work on moment varieties for Gaussian distributions and their mixtures, we study moment varieties for two other statistically important two-parameter distributions: the inverse Gaussian and gamma distributions. In…
As well known, cumulant expansion is an alternative way to moment expansion to fully characterize probability distributions provided all the moments exist. If this is not the case, the so called escort mean values (or q-moments) have been…
We derive Heisenberg equations for arbitrary high order moments of creation and annihilation operators in the case of the quantum master equation with a multimode generator which is quadratic in creation and annihilation operators and…
A calculation method for higher-order moments of physical quantities, including magnetization and energy, based on the higher-order tensor renormalization group is proposed. The physical observables are represented by impurity tensors. A…
This work provides a computationally efficient and statistically consistent moment-based estimator for mixtures of spherical Gaussians. Under the condition that component means are in general position, a simple spectral decomposition…
Which combinatorial sequences correspond to moments of probability measures on the real line? We present a generating function, in the form of a continued fraction, for a fourteen-parameter family of such sequences and interpret these in…