Related papers: Generalized factorial moments
Discrete-state stochastic models have become a well-established approach to describe biochemical reaction networks that are influenced by the inherent randomness of cellular events. In the last years severalmethods for accurately…
We present new estimates for sums of the divisor function, and other similar arithmetic functions, in short intervals over function fields. (When the intervals are long, one obtains a good estimate from the Riemann hypothesis.) We obtain an…
The generalized filtered method of moments was developed in the recent papers by Alomari et al., 2020, and Ayache et al., 2022. It used functional data obtained from continuously sampled cyclic long-memory stochastic processes to…
This paper proposes new estimators of the number of factors for a generalised factor model with more relaxed assumptions than the strict factor model. Under the framework of large cross-sections $N$ and large time dimensions $T$, we first…
Modern data science applications often involve complex relational data with dynamic structures. An abrupt change in such dynamic relational data is typically observed in systems that undergo regime changes due to interventions. In such a…
We analyze the fluctuation of the loss from default around its large portfolio limit in a class of reduced-form models of correlated firm-by-firm default timing. We prove a weak convergence result for the fluctuation process and use it for…
This paper is part of a series of articles in which we reproduce the statements regarding the abstract six-functor formalism developed by Liu-Zheng. In this paper, we prove a theorem, which is an $\infty$-categorical version for defining…
We find that in generic field theories the combined effect of fluctuations and interactions leads to a probability distribution function which describes fractional Brownian Motion (fBM) and ``complex behavior''. To show this we use the…
Fractional calculus represents a natural tool for describing relativistic phenomena in pseudo-Euclidean space-time. In this study, Fractional modified special relativity is presented. We obtain fractional generalized relation for the time…
We investigate moment sequences of probability measures on $E\subset\mathbb{R}$ under constraints of certain moments being fixed. This corresponds to studying sections of $n$-th moment spaces, i.e. the spaces of moment sequences of order…
A Gaussian fluctuation formula is proved for linear statistics of complex random matrices in the case that the statistic is rotationally invariant. For a general linear statistic without this symmetry, Coulomb gas theory is used to predict…
It is demonstrated that in low multiplicity sample, the increase of the fluctuation of event-factorial-moments with the diminishing of phase space scale, called ``erraticity'', are dominated by the statistical fluctuations. The erraticity…
We combine infinite-dimensional integration by parts procedures with a recursive relation on moments (reminiscent of a formula by Barbour (1986)), and deduce explicit expressions for cumulants of functionals of a general Gaussian field.…
This article is meant to give a lucid and widely accessible, self-contained account of a novel way of performing arithmetic operations on fuzzy intervals. Based on two formulae of generalized inversion (the first in close analogy to the…
We analyze here in details the probability to find a given number of particles in a finite volume inside a normal or superfluid finite system. This probability, also known as counting statistics, is obtained using projection operator…
We design an efficient and balanced approach that captures major effects of collective electronic fluctuations in strongly correlated fermionic systems using a simple diagrammatic expansion on a basis of dynamical mean-field theory. For…
A conditional diffusion model has been developed to analyze intricate conductance fluctuations called universal conductance fluctuations or quantum fingerprints appearing in quantum transport phenomena. The model reconstructs impurity…
We show that a special case of method of moment estimator derived from the Stein class coincides with the class of generalized score matching estimator. Choosing a suitable weight function for generalized score matching is not…
Time series that display periodicity can be described with a Fourier expansion. In a similar vein, a recently developed formalism enables description of growth patterns with the optimal number of parameters (Elitzur et al, 2020). The method…
The moments of random variables are fundamental statistical measures for characterizing the shape of a probability distribution, encompassing metrics such as mean, variance, skewness, and kurtosis. Additionally, the product moments,…