Related papers: Moment formulae for general point processes
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…
In this paper, convergence for moments of powered normal extremes is considered under an optimal choice of normalizing constants. It is shown that the rates of convergence for normalized powered normal extremes depend on the power index.…
Beginning with work of Zeilberger on classical pattern counts, there are a variety of structural results for moments of permutation statistics applied to random permutations. Using tools from representation theory, Gaetz and Ryba…
The derivation of dynamical laws for general observables (or moments) from the master equation for the probability distribution remains a challenging problem in statistical physics. Here, we present an alternative formulation of the general…
Some probability distributions have moments, and some do not. For example, the normal distribution has power moments of arbitrary order, but the Cauchy distribution does not have power moments. In this paper, by analogy with the…
We settle a question on the rate of growth of the moments of cotangent sums considered by the authors in their previous papers [8], [9]. We even obtain the true order of magnitude of these moments. We include as well the moments of order…
In this paper we study the problem of model reduction by moment matching for stochastic systems. We characterize the mathematical object which generalizes the notion of moment to stochastic differential equations and we find a class of…
We discuss a method of the asymptotic computation of moments of the normalized eigenvalue counting measure of random matrices of large order. The method is based on the resolvent identity and on some formulas relating expectations of…
Following the student t-statistic, normalization has been a widely used method in statistic and other disciplines including economics, ecology and machine learning. We focus on statistics taking the form of a ratio over (some power of) the…
Motivated by entropic optimal transport, time reversal of diffusion processes is revisited. An integration by parts formula is derived for the carr\'e du champ of a Markov process in an abstract space. It leads to a time reversal formula…
We consider analytic continuations of Fourier transforms and Stieltjes transforms. This enables us to define what we call complex moments for some class of probability measures which do not have moments in the usual sense. There are two…
In this paper, we obtain explicit product and moment formulas for products of iterated integrals generated by families of square integrable martingales associated with an arbitrary L\'evy process. We propose a new approach applying the…
In this work we propose a new approach for the numerical simulation of kinetic equations through Monte Carlo schemes. We introduce a new technique which permits to reduce the variance of particle methods through a matching with a set of…
This paper studies the application of the generalized method of moments (GMM) to multi-reference alignment (MRA): the problem of estimating a signal from its circularly-translated and noisy copies. We begin by proving that the GMM estimator…
Our goal is to obtain a complete set of angular observables arising in a generic multi-body process. We show how this can be achieved without the need to carry out a likelihood fit of the angular distribution to the measured events.…
In this paper, we investigate certain combinatorial numbers, the \textit{moment generating Stirling numbers}. They are a special case of Hsu's generalized Stirling numbers and satisfy many more properties and combinatorial identities than…
Denoting by $P_N(A,\theta)=\det(I-Ae^{-i\theta})$ the characteristic polynomial on the unit circle in the complex plane of an $N\times N$ random unitary matrix $A$, we calculate the $k$th moment, defined with respect to an average over…
We demonstrate an approach to solving the coagulation equation that involves using a finite number of moments of the particle size distribution. This approach is particularly useful when only general properties of the distribution, and…
We consider the set M_n of all n-truncated power moment sequences of probability measures on [0,1]. We endow this set with the uniform probability. Picking randomly a point in M_n, we show that the upper canonical measure associated with…
Assuming that a threshold Ornstein-Uhlenbeck process is observed at discrete time instants, we propose generalized moment estimators to estimate the parameters. Our theoretical basis is the celebrated ergodic theorem. To use this theorem we…