相关论文: Moments, cumulants and diagram formulae for non-li…
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…
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 paper deals with Poisson processes on an arbitrary measurable space. Using a direct approach, we derive formulae for moments and cumulants of a vector of multiple Wiener-It\^o integrals with respect to the compensated Poisson process.…
First, we present a concise glossary of formulas for composition of standard, cumulant, factorial, and factorial cumulant moments in superposition (compound) models, where final particles are created via independent emission from a…
Simultaneous measurement of several noncommuting observables is modeled by using semigroups of completely positive maps on an algebra with a non-trivial center. The resulting piecewise-deterministic dynamics leads to chaos and to nonlinear…
Which combinatorial sequences correspond to moments of probability measures on the real line? We present a generating function, in the form of a continued fraction, for a fourteen-parameter family of such sequences and interpret these in…
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 propose new summary statistics to quantify the association between the components in coverage-reweighted moment stationary multivariate random sets and measures. They are defined in terms of the coverage-reweighted cumulant densities and…
Conditional cumulants form a set of unique statistics which represent a sensible compromise between N-point correlation functions and cumulants measured from moments of counts in cells. They share accurate edge corrected estimators with…
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…
Thesis is devoted to the application of cumulant analysis in the estimation of impulse response functions for continuous time-invariant linear systems, including systems with inner noises. The main assumption of the work is the second-order…
In this paper we introduce the theory of derivatives of moments and (moment) functionals to represent moment functionals by Gaussian mixtures, characteristic functions of polytopes, and simple functions of polytopes. We study, among other…
The aim of this paper is to study the full $K-$moment problem for measures supported on some particular non-linear subsets $K$ of an infinite dimensional vector space. We focus on the case of random measures, that is $K$ is a subset of all…
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…
We provide an algebraic setting for cumulants and factorial moments through the classical umbral calculus. Main tools are the compositional inverse of the unity umbra, connected with the logarithmic power series, and a new umbra here…
To find moments of various estimators related to Autoregressive models of Statistics, one first needs the cumulants of products of two Normally distributed random variables. The purpose of this article is to derive the corresponding…
A moderate deviation principle as well as moderate and large deviation inequalities for a sequence of elements living inside a fixed Wiener chaos associated with an isonormal Gaussian process are shown. The conditions under which the…
Moments of secular and inverse secular coefficients, averaged over random matrices from classical groups, are related to the enumeration of non-negative matrices with prescribed row and column sums. Similar random matrix averages are…
We study the normal approximation of functionals of Poisson measures having the form of a finite sum of multiple integrals. When the integrands are nonnegative, our results yield necessary and sufficient conditions for central limit…
In this work we investigate and characterize linear functionals $L:\mathbb{R}[x_1,\dots,x_n]\to\mathbb{R}$ with absolutely continuous representing measures $\mu$, i.e., $\mathrm{d}\mu(x) = g(x)\,\mathrm{d} x$ for some density $g$. We focus…