Related papers: Moments of the complex multivariate normal distrib…
We show that the chaos representation of some Compound Poisson Type processes displays an underlying intrinsic combinatorial structure, partly independent of the chosen process. From the computational viewpoint, we solve the arising…
Escort mean values (or $q$-moments) constitute useful theoretical tools for describing basic features of some probability densities such as those which asymptotically decay like {\it power laws}. They naturally appear in the study of many…
We study the zeros of modular forms in the Miller basis, a natural basis for the space of modular forms. We show that the zeros of their Faber polynomials have linear moments. By analyzing the moments we can extend the known range of the…
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…
We give the first explicit formulas for the joint third and fourth central moments of the multinomial distribution, by differentiating the moment generating function. A general formula for the joint factorial moments was previously given in…
For noncorrelated random variables, we study a concentration property of the family of distributions of normalized sums formed by sequences of times of a given large length.
We present an analytic method to determine spectral properties of the covariance matrices constructed of correlated Wishart random matrices. The method gives, in the limit of large matrices, exact analytic relations between the spectral…
A broad set of sufficient conditions that guarantees the existence of the maximum entropy (maxent) distribution consistent with specified bounds on certain generalized moments is derived. Most results in the literature are either focused on…
We obtain variance inequalities for quadratic forms of weakly dependent random variables with bounded fourth moments. We also discuss two application. Namely, we use these inequalities for deriving the limiting spectral distribution of a…
In this paper we introduce a bivariate distribution on $\mathbb{R}_{+} \times \mathbb{N}$ arising from a single underlying Markov jump process. The marginal distributions are phase-type and discrete phase-type distributed, respectively,…
Recursions for moments of multi-type continuous state and continuous time branching process with immigration are derived. It turns out that the $k$-th (mixed) moments and the $k$-th (mixed) central moments are polynomials of the initial…
Univariate L-moments are expressed as projections of the quantile function onto an orthogonal basis of polynomials in $L_2([0;1],\mathbb{R})$. We present multivariate versions of L-moments expressed as collections of orthogonal projections…
A manifestly covariant expression for the current matrix elements of three quark bound systems is derived in the framework of the Point Form Relativistic Hamiltonian Dynamics. The relativistic impulse approximation is assumed in the model.…
The envelope of an elliptical Gaussian complex vector, or equivalently, the amplitude or norm of a bivariate normal random vector has application in many weather and signal processing contexts. We explicitly characterize its distribution in…
QCD predictions for moments of parton multiplicity distributions are discussed. The next-to-leading terms and conservation law give rise to the peculiar oscillating shape of some ratio of the moments. The similar shape has been found by…
We have analyzed some conditions which are essentially involved in deciding whether or not a probability distribution is unique (moment-determinate) or non-unique (moment-indeterminate) by its moments. We suggest new conditions concerning…
Bivariate partial-sums discrete probability distributions are defined. The question of the existence of a limit distribution for iterated partial summations is solved for finite-support bivariate distributions which satisfy conditions under…
In a mathematical context in which one can multiply distributions the "`formal"' nonperturbative canonical Hamiltonian formalism in Quantum Field Theory makes sense mathematically, which can be understood a priori from the fact the so…
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…
We discuss a bivariate beta distribution that can model arbitrary beta-distributed marginals with a positive correlation. The distribution is constructed from six independent gamma-distributed random variates. We show how the parameters of…