相关论文: Effect of third- and fourth-order moments on the m…
At lower energies, the resonances in scattering experiments are often isolated. In quantum chaotic many-body, disordered or generically stochastic systems, the resonances overlap at larger energies. Eventually, the Ericson regime is reached…
We introduce a collection of statistics appropriate for the study of spinorial quantities defined in three dimensions, focussing on applications to cosmological weak gravitational lensing studies in 3D. In particular, we concentrate on…
As the unification of various models of ordered quantities, generalized order statistics act as a simplistic approach introduced in \cite{kamps1995concept}. In this present study, results pertaining to the expressions of marginal and joint…
In the present work, we show how the generalized Cram\'er-Rao inequality for the estimation of a parameter, presented in a recent paper, can be extended to the mutidimensional case with general norms on $\mathbb{R}^{n}$, and to a wider…
The analysis of the linearization effect in multifractal analysis, and hence of the estimation of moments for multifractal processes, is revisited borrowing concepts from the statistical physics of disordered systems, notably from the…
Particle density fluctuations in the scrape-off layer of magnetically confined plasmas, as measured by gas-puff imaging or Langmuir probes, are modeled as the realization of a stochastic process in which a superposition of pulses with a…
We calculate the higher order moments in a sequence of models where the initial density fluctuations are drawn from a chi^2_nu distribution with a power-law power spectrum. For large values of nu the distribution is approximately gaussian,…
We obtain lower and upper bounds on the skewness and kurtosis associated with the cycle completion time of unicyclic enzymatic reaction schemes. Analogous to a well known lower bound on the randomness parameter, the lower bounds on skewness…
An attractive and simple hypothesis for the formation of large-scale structure is that it developed by gravitational instability from primordial fluctuations with an initially Gaussian probability distribution. Non-linear gravitational…
The shortcomings of the traditional univariate distributions in the past greatly encouraged mathematical statisticians to develop new generalizations of distributions. The New Generalized Fisk distribution, a unique distribution presented…
The concept of kurtosis is used to describe and compare theoretical and empirical distributions in a multitude of applications. In this connection, it is commonly applied to asymmetric distributions. However, there is no rigorous…
We use cosmological N-body simulations to investigate whether measurements of the moments of large-scale structure can yield constraints on primordial non-Gaussianity. We measure the variance, skewness, and kurtosis of the evolved density…
On large scales, the higher order moments of the mass distribution, $S_J=\xibar_J/\xibar_2^{J-1}$, e.g., the skewness $S_3$ and kurtosis $S_4$, can be predicted using non-linear perturbation theory. Comparison of these predictions with…
Multifractal systems usually have singularity spectra defined on bounded sets of H\"older exponents. As a consequence, their associated multifractal scaling exponents are expected to depend linearly upon statistical moment orders at high…
We study linear spectral statistics of high dimensional sample covariance matrices in a regime where the empirical spectral distribution remains governed by the classical sample covariance law but the fluctuation theory is nonclassical. Our…
The time-evolving precision matrix of a piecewise-constant Gaussian graphical model encodes the dynamic conditional dependency structure of a multivariate time-series. Traditionally, graphical models are estimated under the assumption that…
High resolution numerical simulations of stationary inverse energy cascade in two-dimensional turbulence are presented. Deviations from Gaussianity of velocity differences statistics are quantitatively investigated. The level of statistical…
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…
The sub-Gaussian stable distribution is a heavy-tailed elliptically contoured law which has interesting applications in signal processing and financial mathematics. This work addresses the problem of feasible estimation of distributions. We…
In various technical applications, assessing the impact of non-Gaussian processes on responses of dynamic systems is crucial. While simulating time-domain realizations offers an efficient solution for linear dynamic systems, this method…