Related papers: Moment formulae for general point processes
The problem of recovering a moment-determinate multivariate function $f$ via its moment sequence is studied. Under mild conditions on $f$, the point-wise and $L_1$-rates of convergence for the proposed constructions are established. The…
We use Rice's formulas in order to compute the moments of some level functionals which are linked to problems in oceanography and optics. For instance, we consider the number of specular points in one or two dimensions, the number of…
We outline an efficient method for the reconstruction of a probability density function from the knowledge of its infinite sequence of ordinary moments. The approximate density is obtained resorting to maximum entropy technique, under the…
In this paper, we address the problem of bounding conditional expectations when moment information of the underlying distribution and the random event conditioned upon are given. To this end, we propose an adapted version of the generalized…
We present a novel theoretical formulation for performing quantum dynamics in terms of moments within the single-particle description. By expressing the quantum dynamics in terms of increasing orders of moments, instead of single-particle…
A Gaussian Cox process is a popular model for point process data, in which the intensity function is a transformation of a Gaussian process. Posterior inference of this intensity function involves an intractable integral (i.e., the…
We present a novel static analysis technique to derive higher moments for program variables for a large class of probabilistic loops with potentially uncountable state spaces. Our approach is fully automatic, meaning it does not rely on…
In this paper, we revisit the original ideas of Stein and propose an estimator of the intensity parameter of a homogeneous Poisson point process defined in $\R^d$ and observed in a bounded window. The procedure is based on a new general…
As has long been known to computer scientists, the performance of probabilistic algorithms characterized by relatively large runtime fluctuations can be improved by applying a restart, i.e., episodic interruption of a randomized…
As a former engineering student, I have a great interest in a real world application of mathematics. Probability is something I can relate to. I am lucky enough that after I switched to Mathematics, this is one of many interests of my Ph.D.…
We study integral expressions of electromagnetic multipole moments of arbitrary order in Cartesian coordinates. The volume and surface integrals of charge-induced and current-induced multipole moment tensors are formulated and the…
Shrinkage of large particles, either through depolymerisation (i.e. progressive shortening) or through fragmentation (breakage into smaller pieces) may be modelled by discrete equations, of Becker-D\''oring type, or by continuous ones. In…
Let X be the Laplacian random variable with parameters (a,b)=(0,1), and let X1, X2, X3 , ...be a sequence of mutually independent copies of X$. In this note, we explicitly determine the moments of the Laplacian random variable in terms of…
In this paper, we investigate moment methods from a general point of view using an operator notation. This theoretical approach lets us explore the moment closure problem in more detail. This gives rise to a new idea, proposed in…
We derive analytic formulas to reconstruct particle-averaged quantities from experimental results that suffer from the efficiency loss of particle measurements. These formulas are derived under the assumption that the probabilities of…
Recovering probability measures from moments is a central theme in statistics and optimization. In particular, we focus on the recovery of measures from moments and pseudo-moments, which may come from solving the moment-SOS hierarchy in one…
In this paper we deal with the generalized Gamma processes and their compositions. For the compositions of two or more than two generalized Gamma processes we give, when possible, the explicit law whereas, in the other cases the…
In this paper, we are concerned with the estimates for the moments of stochastic convolution integrals. We first deal with the stochastic singular integral operators and we aim to derive the Morrey-Campanato estimates for the $p$-moments…
We present a new method for simulating Markovian jump processes with time-dependent transitions rates, which avoids the transformation of random numbers by inverting time integrals over the rates. It relies on constructing a sequence of…
We determine the first through fourth moments of the order parameter, and various ratios, for several one- and two-dimensional models with absorbing-state phase transitions. We perform a detailed analysis of the system-size dependence of…