English
Related papers

Related papers: Absolute moments and Fourier-based probability met…

200 papers

We provide several simple recursive formulae for the moment sequence of infinite Bernoulli convolution. We relate moments of one infinite Bernoulli convolution with others having different but related parameters. We give examples relating…

Probability · Mathematics 2014-03-04 Paweł J. Szabłowski

We study properties of temperate non-negative purely atomic measures in the Euclidean space such that the distributional Fourier transform of these measures are pure point ones. A connection between these measures and almost periodicity is…

Functional Analysis · Mathematics 2024-04-25 Serhii Favorov

A method is introduced for the verification of nonclassicality in terms of moments of nonclassicality quasiprobability distributions. The latter are easily obtained from experimental data and will be denoted as nonclassicality moments.…

Quantum Physics · Physics 2012-06-06 Saleh Rahimi-Keshari , Thomas Kiesel , Werner Vogel

The analogy between determinantal point processes (DPPs) and free fermionic calculi is well-known. We point out that, from the perspective of free fermionic algebras, Pfaffian point processes (PfPPs) naturally emerge, and show that a…

Probability · Mathematics 2021-01-27 Shinji Koshida

In this paper we obtain new sufficient conditions for representation of a function as an absolutely convergent Fourier integral. Unlike those known earlier, these conditions are given in terms of belonging to weighted spaces. Adding weights…

Classical Analysis and ODEs · Mathematics 2018-11-20 Yu. Kolomoitsev , E. Liflyand

We present formulas for the (raw and central) moments and absolute moments of the normal distribution. We note that these results are not new, yet many textbooks miss out on at least some of them. Hence, we believe that it is worthwhile to…

Statistics Theory · Mathematics 2014-07-18 Andreas Winkelbauer

Suppose we are given two probability measures on the set of one-way infinite finite-alphabet sequences and consider the question when one of the measures predicts the other, that is, when conditional probabilities converge (in a certain…

Machine Learning · Computer Science 2008-06-26 Daniil Ryabko , Marcus Hutter

A unifying and generalizing approach to representations of the positive-part and absolute moments $\mathsf{E} X_+^p$ and $\mathsf{E}|X|^p$ of a random variable $X$ for real $p$ in terms of the characteristic function (c.f.) of $X$, as well…

Probability · Mathematics 2017-01-17 Iosif Pinelis

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…

Statistics Theory · Mathematics 2020-11-24 Yaozhong Hu , Yuejuan Xi

Motivated by the interest of observing the growth of cancer cells among normal living cells and exploring how galaxies and stars are truly formed, the objective of this paper is to introduce a rigorous and effective method for counting…

Other Statistics · Statistics 2017-07-31 Charles K. Chui , Hrushikesh N. Mhaskar

Fractional statistical moments are utilized for various tasks of uncertainty quantification, including the estimation of probability distributions. However, an estimation of fractional statistical moments of costly mathematical models by…

Methodology · Statistics 2024-03-05 Lukáš Novák , Marcos Valdebenito , Matthias Faes

Models phrased though moment conditions are central to much of modern inference. Here these moment conditions are embedded within a nonparametric Bayesian setup. Handling such a model is not probabilistically straightforward as the…

Methodology · Statistics 2016-01-14 Luke Bornn , Neil Shephard , Reza Solgi

In this paper, we define finitely additive, probability and modular functions over semiring-like structures. We investigate finitely additive functions with the help of complemented elements of a semiring. We also generalize some classical…

Commutative Algebra · Mathematics 2018-01-26 Peyman Nasehpour , Amir Hossein Parvardi

Let $\mu$ be a probability measure on $\mathbb{R}$. We give conditions on the Fourier transform of its density for functionals of the form $H(a)=\int_{\mathbb{R}^n}h(\langle a,x\rangle)\mu^n(dx)$ to be Schur monotone. As applications, we…

Probability · Mathematics 2025-04-09 Andreas Malliaris

In this paper we study the behaviour at infinity of the Fourier transform of Radon measures supported by the images of fractal sets under an algorithmically random Brownian motion. We show that, under some computability conditions on these…

Computational Complexity · Computer Science 2015-07-01 Willem Louw Fouché , Safari Mukeru , George Davie

Building on recent results regarding symmetric probabilistic constructions of countable structures, we provide a method for constructing probability measures, concentrated on certain classes of countably infinite structures, that are…

Logic · Mathematics 2015-11-24 Nathanael Ackerman , Cameron Freer , Jaroslav Nesetril , Rehana Patel

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…

Probability · Mathematics 2008-11-12 Giovanni Peccati , Murad S. Taqqu

Finite frames can be viewed as mass points distributed in $N$-dimensional Euclidean space. As such they form a subclass of a larger and rich class of probability measures that we call probabilistic frames. We derive the basic properties of…

Probability · Mathematics 2017-09-04 Martin Ehler , Kasso A. Okoudjou

We introduce a class of measure-valued processes, which -- in analogy to their finite dimensional counterparts -- will be called measure-valued polynomial diffusions. We show the so-called moment formula, i.e.~a representation of the…

Probability · Mathematics 2022-01-03 Christa Cuchiero , Francesco Guida , Luca di Persio , Sara Svaluto-Ferro

A mode, or `most likely point', for a probability measure $\mu$ can be defined in various ways via the asymptotic behaviour of the $\mu$-mass of balls as their radius tends to zero. Such points are of intrinsic interest in the local theory…

Probability · Mathematics 2025-08-15 Ilja Klebanov , Hefin Lambley , T. J. Sullivan