Related papers: Conditional Cumulants in Weakly Non-linear Regime
Cumulants linearize convolution of measures. We use a formula of Good to define noncommutative cumulants in a very general setting.It turns out that the essential property needed is exchangeability of random variables. Roughly speaking the…
Recently it has been shown that cumulants significantly simplify the analysis of multipartite weak measurements. Here we consider the mathematical structure that underlies this, and find that it can be formulated in terms of what we call…
Conditional copulas are flexible statistical tools that couple joint conditional and marginal conditional distributions. In a linear regression setting with more than one covariate and two dependent outcomes, we propose the use of additive…
Shape dependence of higher order correlations introduces complication in direct determination of these quantities. For this reason theoretical and observational progress has been restricted in calculating one point distribution functions…
A class of improved estimators is proposed for N-point correlation functions of galaxy clustering, and for discrete spatial random processes in general. In the limit of weak clustering, the variance of the unbiased estimator converges to…
The cumulants of thermal variables are of general interest in physics due to their extensivity and their correspondence with susceptibilities. They become especially significant near critical points of phase transitions where they diverge…
A weak measurement on a system is made by coupling a pointer weakly to the system and then measuring the position of the pointer. If the initial wavefunction for the pointer is real, the mean displacement of the pointer is proportional to…
When existing, cumulants can provide valuable information about a given distribution and can in principle be used to either fully reconstruct or approximate the parent distribution function. A previously reported cumulant expansion approach…
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…
We discuss the requirements of good statistics for quantifying non-Gaussianity in the Cosmic Microwave Background. The importance of rotational invariance and statistical independence is stressed, but we show that these are sometimes…
We revisit the method of cumulants for analysing dynamic light scattering data in particle sizing applications. Here the data, in the form of the time correlation function of scattered light, is written as a series involving the first few…
A detailed understanding of all effects and influences on higher-order correlations is essential. At low charged multiplicity, the effect of a nonpoissonian multiplicity distribution can significantly distort correlations. Evidently, the…
We reconcile for the first time the strict mathematical formalism of multivariate cumulants with the usage of cumulants in anisotropic flow analyses in high-energy nuclear collisions. This reconciliation yields to the next generation of…
We present a framework to compute non-Gaussian likelihoods for two-point correlation functions. The non-Gaussianity is most pronounced on large scales that will be well-measured by stage-IV weak-lensing surveys. We show how such a…
Vine copulas (or pair-copula constructions) have become an important tool for high-dimensional dependence modeling. Typically, so called simplified vine copula models are estimated where bivariate conditional copulas are approximated by…
A restrictive assumption in change point analysis is "stationarity under the null hypothesis of no change-point", which is crucial for asymptotic theory but not very realistic from a practical point of view. For example, if change point…
We present a systematic investigation of particle number fluctuations in the crossover region near the critical endpoint of a first-order phase transition using molecular dynamics simulations of the classical Lennard-Jones fluid. We extend…
Entries of datasets are often collected only if an event occurred: taking a survey, enrolling in an experiment and so forth. However, such partial samples bias classical correlation estimators. Here we show how to correct for such sampling…
Factorial moments and cumulants are usually defined with respect to the unconditioned Poisson process. Conditioning a sample by selecting events of a given overall multiplicity $N$ necessarily introduces correlations. By means of Edgeworth…
We examine the cosmological redshift-space distortion effect on the power spectrum of the objects at high-redshifts, which is an unavoidable observational contamination in general relativistic cosmology. In particular, we consider the…