Related papers: Moment formulas for multi-type continuous state an…
The Boltzmann equation for $d$-dimensional inelastic Maxwell models is considered to determine the collisional moments of second, third and fourth degree in a granular binary mixture. These collisional moments are exactly evaluated in terms…
The large moment method can be used to compute a large number of moments of physical quantities that are described by coupled systems of linear differential equations. Besides these systems the algorithm requires a certain number of initial…
We derive two-sided bounds for moments of random multilinear forms (random chaoses) with nonnegative coeficients generated by independent nonnegative random variables $X_i$ which satisfy the following condition on the growth of moments:…
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.…
We derive moment identities for the stochastic integrals of multiparameter processes in a random-connection model based on a point process admitting a Papangelou intensity. Those identities are written using sums over partitions, and they…
The main result of the paper is the following. Let a non-degenerate distribution have finite moments $\mu_k$ of all orders $k=0,1,2,\ldots$. Then the sequence $\{\mu_k/k!, \; k=0,1,2,\ldots\}$ either contains infinitely many different terms…
Consider a branching process $\{Z_n\}_{n\ge 0}$ with immigration in varying environment. For $a\in\{0,1,2,...\},$ let $C=\{n\ge0:Z_n=a\}$ be the collection of times at which the population size of the process attains level $a.$ We give a…
By a random process with immigration at random times we mean a shot noise process with a random response function (response process) in which shots occur at arbitrary random times. The so defined random processes generalize random processes…
We investigate the application of the method of moments approach for the one-dimensional population balance equation. We consider different types of moment closures, namely polynomial (P_N) closures, maximum entropy (M_N) closures and the…
Questions on random matrices and on non-intersecting Brownian motions have led to the study of moment matrices with regard to several weights. The purpose of this paper is to show that the determinants of such moment matrices satisfy, upon…
A highly efficient formulation of moment equations for stochastic reaction networks is introduced. It is based on a set of binomial moments that capture the combinatorics of the reaction processes. The resulting set of equations can be…
Using recurrences gotten from the Apagodu-Zeilberger Multivariate Almkvist-Zeilberger algorithm we present a linear-time, and constant-space, algorithm to compute the general mixed moments of the k-variate general normal distribution, with…
The moment sum of squares (moment-SOS) hierarchy produces sequences of upper and lower bounds on functionals of the exit time solution of a polynomial stochastic differential equation with polynomial constraints, at the price of solving…
We explicitly calculate the moments t_n of general Heisenberg Hamiltonians up to sixth order. They have the form of finite sums of products of two factors, the first factor being represented by a multigraph and the second factor being a…
By combining the telescoping method with an algebraic relation, four classes of binomial moments are examined. Several explicit summation formulae are established.
We consider a multitype branching process with immigration in a random environment introduced by Key in [Ann. Probab. 15 (1987) 344--353]. It was shown by Key that, under the assumptions made in [Ann. Probab. 15 (1987) 344--353], the…
We study mixed-moment models (full zeroth moment, half higher moments) for a Fokker-Planck equation in one space dimension. Mixed-moment minimum-entropy models are known to overcome the zero net-flux problem of full-moment minimum entropy…
We investigate certain matrices composed of mixed, second-order moments of unitaries. The unitaries are taken from C*-algebras with moments taken with respect to traces, or, alternatively, from matrix algebras with the usual trace. These…
In this paper, we study continuous-state interacting multi-type branching processes with immigration (CIMBI processes), where inter-specific interactions -- whether competitive, cooperative, or of a mixed type -- are proportional to the…
The negative multinomial distribution appears in many areas of applications such as polarimetric image processing and the analysis of longitudinal count data. In previous studies, Mosimann (1963) derived general formulas for the falling…