Related papers: Hausdorff Moment Transforms and Their Performance
Phase type (PH) distributions are widely used in modeling and simulation due to their generality and analytical properties. In such settings, it is often necessary to construct a PH distribution that aligns with real-world data by matching…
Lanchester's model of combat has certain deficiencies in its standard form arising from the neglect of the influence of random fluctuations. Several approaches to rectify this have been proposed and various results are scattered throughout…
This paper develops an analytical method of truncating inequality constrained Gaussian distributed variables where the constraints are themselves described by Gaussian distributions. Existing truncation methods either assume hard…
This paper is concerned with an alternative analytical solution of time-fractional nonlinear Schrodinger equation and nonlinear coupled Schrodinger equation obtained by employing fractional reduced differential transform method. The…
The second moment method has always been an effective tool to lower bound the satisfiability threshold of many random constraint satisfaction problems. However, the calculation is usually hard to carry out and as a result, only some loose…
Probability density estimation is a core problem of statistics and signal processing. Moment methods are an important means of density estimation, but they are generally strongly dependent on the choice of feasible functions, which severely…
Moment-closure methods are popular tools to simplify the mathematical analysis of stochastic models defined on networks, in which high dimensional joint distributions are approximated (often by some heuristic argument) as functions of lower…
Quasi-Monte Carlo (qMC) methods are a powerful alternative to classical Monte-Carlo (MC) integration. Under certain conditions, they can approximate the desired integral at a faster rate than the usual Central Limit Theorem, resulting in…
This paper proposes a semidefinite programming based method for estimating moments of a stochastic hybrid system (SHS). For polynomial SHSs -- which consist of polynomial continuous vector fields, reset maps, and transition intensities --…
Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…
The boundary problem for graphs like Pascal's but with general multiplicities of edges is related to a `backward' problem of moments of the Hausdorff type.
We obtain for the Kempner series (i.e. harmonic series where certain digits are excluded from all denominators, for example the digit 9 in base 10) new representations as geometrically convergent series. The coefficients for these…
We review our new method, which might be the most direct and efficient way for approaching the continuum physics from Hamiltonian lattice gauge theory. It consists of solving the eigenvalue equation with a truncation scheme preserving the…
The well-known Bennett-Hoeffding bound for sums of independent random variables is refined, by taking into account truncated third moments, and at that also improved by using, instead of the class of all increasing exponential functions,…
We propose a new approach for deriving probabilistic inequalities based on bounding likelihood ratios. We demonstrate that this approach is more general and powerful than the classical method frequently used for deriving concentration…
Constrained optimization problems appear in a wide variety of challenging real-world problems, where constraints often capture the physics of the underlying system. Classic methods for solving these problems rely on iterative algorithms…
We classify all functions which, when applied term by term, leave invariant the sequences of moments of positive measures on the real line. Rather unexpectedly, these functions are built of absolutely monotonic components, or reflections of…
A reaction-diffusion problem with a Caputo time derivative is considered. An integral discretization scheme on a graded mesh along with a decomposition of the exact solution is proposed. The truncation error estimate of the discretization…
The multidimensional moment problem is studied in terms of the Steiltjes transform. The diagonal step-by-step algorithm is constructed for the multidimensional moment problem. The set of solutions of the full multidimensional moment problem…
This paper is about the moment problem on a finite-dimensional vector space of continuous functions. We investigate the structure of the convex cone of moment functionals (supporting hyperplanes, exposed faces, inner points) and treat…