Related papers: Expansions for nearly Gaussian distributions
The Hermite polynomials are ubiquitous but can be difficult to work with due to their unwieldy definition in terms of derivatives. To remedy this, we showcase an underappreciated Gaussian integral formula for the Hermite polynomials, which…
In this work we investigate the multivariate statistical description of the matter distribution in the nonlinear regime. We introduce the multivariate Edgeworth expansion of the lognormal distribution to model the cosmological matter field.…
Elliptic partial differential equations with diffusion coefficients of lognormal form, that is $a=exp(b)$, where $b$ is a Gaussian random field, are considered. We study the $\ell^p$ summability properties of the Hermite polynomial…
We generalize the maximum likelihood method to non-Gaussian distribution functions by means of the multivariate Edgeworth expansion. We stress the potential interest of this technique in all those cosmological problems in which the…
This paper focuses on inhomogeneous quadratic tests, which involve the sum of a dependent non-central chi-square with a Gaussian random variable. Unfortunately, no closed-form expression is available for the statistical distribution of the…
Asymptotic approximations to the zeros of Hermite and Laguerre polynomials are given, together with methods for obtaining the coefficients in the expansions. These approximations can be used as a standalone method of computation of Gaussian…
I present here a generalization of the maximum likelihood method and the $\chi^2$ method to the cases in which the data are {\it not} assumed to be Gaussian distributed. The method, based on the multivariate Edgeworth expansion, can find…
This paper introduces a new generalized polynomial chaos expansion (PCE) comprising multivariate Hermite orthogonal polynomials in dependent Gaussian random variables. The second-moment properties of Hermite polynomials reveal a weakly…
We give expansions for the distribution, density, and quantiles of an estimate, building on results of Cornish, Fisher, Hill, Davis and the authors. The estimate is assumed to be non-lattice with the standard expansions for its cumulants.…
In this paper, we derive a valid Edgeworth expansions for the Bessel corrected empirical variance when data are generated by a strongly mixing process whose distribution can be arbitrarily. The constraint of strongly mixing process makes…
Non-linear gravitational collapse introduces non-Gaussian statistics into the matter fields of the late Universe. As the large-scale structure is the target of current and future observational campaigns, one would ideally like to have the…
The gravitational evolution of the cosmic one-point probability distribution function (PDF) has been estimated using an analytic approximation that combines gravitational perturbation theory with the Edgeworth expansion around a Gaussian…
The velocity distributions of stellar tracers in general exhibit weak non-Gaussianity encoding information on the orbital composition of a galaxy and the underlying potential. The standard solution for measuring non-Gaussianity involves…
Near-Gaussian probability densities are common in many important physical applications. Here we develop an asymptotic expansion methodology for computing entropic functionals for such densities. The expansion proposed is a close relative of…
The discrete Chebyshev polynomials $t_n(x,N)$ are orthogonal with respect to a distribution function, which is a step function with jumps one unit at the points $x=0,1,..., N-1$, N being a fixed positive integer. By using a double integral…
Polynomial series approximations are a central theme in approximation theory due to their utility in an abundance of numerical applications. The two types of series, which are featured most prominently, are Taylor series expansions and…
We obtain asymptotic expansions for local probabilities of partial sums for uniformly bounded independent but not necessarily identically distributed integer-valued random variables. The expansions involve products of polynomials and…
We propose a general method to construct symmetric tensor polynomials in the D-dimensional Euclidean space which are orthonormal under a general weight. The D-dimensional Hermite polynomials are a particular case of the present ones for the…
Using a semi-parametric approach based on the fourth-order Edgeworth expansion for the unknown signal distribution, we derive an explicit expression for the likelihood detection statistic in the presence of non-normally distributed…
We expand the Chebyshev polynomials and some of its linear combination in linear combinations of the q-Hermite, the Rogers (q-utraspherical) and the Al-Salam--Chihara polynomials and vice versa. We use these expansions to obtain expansions…