相关论文: Effect of third- and fourth-order moments on the m…

Here, we analyse the behaviour of the higher order standardised moments of financial time series when we truncate a large data set into smaller and smaller subsets, referred to below as time windows. We look at the effect of the economic…

In the environmental modeling field, the exploratory analysis of responses often exhibits spatial correlation as well as some non-Gaussian attributes such as skewness and/or heavy-tailedness. Consequently, we propose a general spatial model…

In active learning, acquisition functions define informativeness directly on the representation position within the model manifold. However, for most machine learning models (in particular neural networks) this representation is not fixed…

For certain types of quantum graphs we show that the random-matrix form factor can be recovered to at least third order in the scaled time $\tau$ from periodic-orbit theory. We consider the contributions from pairs of periodic orbits…

Primordial non-Gaussianity introduces a scale-dependent variation in the clustering of density peaks corresponding to rare objects. This variation, parametrized by the bias, is investigated on scales where a linear perturbation theory is…

Recent theoretical modeling offers a unified picture for the description of stochastic processes characterized by a crossover from anomalous to normal behavior. This is particularly welcome, as a growing number of experiments suggest the…

In this paper, we provide a systematic investigation of high-order primordial perturbations with nonlinear dispersion relations due to quantum gravitational effects in the framework of {\em uniform asymptotic approximations}. Because of…

The time evolution of particle number fluctuations in nuclear collisions at intermediate energies ($E_{\rm lab} = 1.23-10A$ GeV) is studied by means of the UrQMD-3.5 transport model. The transport description incorporates baryonic…

The interpretation of the apparent unification of gauge couplings within supersymmetric theories depends on uncertainties induced through heavy particle thresholds. While in standard grand unified theories these effects can be estimated…

The primary science driver for 3D galaxy surveys is their potential to constrain cosmological parameters. Forecasts of these surveys' effectiveness typically assume Gaussian statistics for the underlying matter density, despite the fact…

Recent advances in interrupted time series analysis permit characterization of a typical non-linear interruption effect through use of generalized additive models. Concurrently, advances in latent time series modeling allow efficient…

We point out that the quartic cumulant (and kurtosis) of the order parameter fluctuations is universally negative when the critical point is approached on the crossover side of the phase separation line. As a consequence, the kurtosis of a…

A first order phase transition is found in a model which was introduced originally by Murthy and Shankar [Phys. Rev. B 60, 6517 (1999)] to describe systems of generalised exclusion statistics. I characterise the phase transition in the…

An important aspect of the shape of a distribution is the level of asymmetry. Strong asymmetries play a role in many ecosystems and are found in the size and reproductive success of individuals. But the standard third moment coefficient of…

By the generator of the UrQMD model, event statistics for the products of kurtosis ($\kappa$) and variance ($\sigma^2$) of net-proton and net-charge multiplicity distributions are carefully studied. It is shown that the statistics at…

Invariant ensemble, which are characterised by the joint distribution of eigenvalues $P(\lambda_1,\ldots,\lambda_N)$, play a central role in random matrix theory. We consider the truncated linear statistics $L_K = \sum_{n=1}^K f(\lambda_n)$…

Weak gravitational lensing has become a common tool to constrain the cosmological model. The majority of the methods to derive constraints on cosmological parameters use second-order statistics of the cosmic shear. Despite their success,…

Last year in [Phys. Rev. E 102, 042121 (2020)] the authors studied an overdamped dynamics of nonequilibrium noise driven Brownian particle dwelling in a spatially periodic potential and discovered a novel class of Brownian, yet non-Gaussian…

Motivated by previous work on moment varieties for Gaussian distributions and their mixtures, we study moment varieties for two other statistically important two-parameter distributions: the inverse Gaussian and gamma distributions. In…

The two-point summary statistics is one of the most commonly used tools in the study of cosmological structure. Starting from the theoretical power spectrum defined in the 3D volume and obtained via the process of ensemble averaging, we…