相关论文: Effect of third- and fourth-order moments on the m…
In this paper, we propose that relations between high order moments of data distributions, for example between the skewness (S) and kurtosis (K), allow to point to theoretical models with understandable structural parameters. The…
We study eigenvectors in the deformed Gaussian unitary ensemble of random matrices $H=W\tilde{H}W$, where $\tilde{H}$ is a random matrix from Gaussian unitary ensemble and $W$ is a deterministic diagonal matrix with positive entries. Using…
Because of the complexity of fluid flow solvers, non-intrusive uncertainty quantification techniques have been developed in aerodynamic simulations in order to compute the quantities of interest required in an optimization process, for…
We calculate the kurtosis of a large-scale density field which has undergone weakly non-linear gravitational evolution from arbitrary non-Gaussian initial conditions. It is well known that the weakly evolved {\twelveit skewness} is equal to…
We apply the methods of Chiral Perturbation Theory to the analysis of the first moments of the Generalized Parton Distributions in a Nucleon, usually known as generalized form factors. These quantities are currently also under investigation…
Power corrections to the Q**2 behaviour of the low-order moments of both the longitudinal and transverse structure functions of proton and deuteron have been investigated using available phenomenological fits of existing data in the Q**2…
This paper derives closed-form unbiased estimators of central moments in multilevel random-effects models with unbalanced group sizes. In a two-level model, we provide unbiased estimators for the second, third, and fourth central moments…
The statistical meaning of the local non-Gaussianity parameters f_NL and g_NL is examined in detail. Their relations to the skewness and the kurtosis of the probability distribution of density fluctuations are shown to obey simple fitting…
We elucidate the effects of chiral quenched disorder on the scaling properties of pure systems by considering a reduced model that is a variant of the quenched disordered cubic anisotropic O(N) model near its second order phase transition.…
In Paper I we studied the theory of gravitational microlensing for a planar distribution of point masses. In this second paper, we extend the analysis to a three-dimensional lens distribution. First we study the lensing properties of…
Computing the distribution of permanents of random matrices has been an outstanding open problem for several decades. In quantum computing, "anti-concentration" of this distribution is an unproven input for the proof of hardness of the task…
Over the past few decades, there has been substantial interest in evolution equations that involving a fractional-order derivative of order $\alpha\in(0,1)$ in time, due to their many successful applications in engineering, physics, biology…
We study the distributions of earthquake numbers in two global catalogs: Global Centroid-Moment Tensor and Preliminary Determinations of Epicenters. These distributions are required to develop the number test for forecasts of future seismic…
The quasiclassical distribution function for photon density in the phase space is obtained from solution of the kinetic equation. This equation describes propagation of paraxial laser beams in the Earth atmosphere where "collision integral"…
In this paper Gaussian models of retarded and accelerated anomalous diffusion are considered. Stochastic differential equations of fractional order driven by single or multiple fractional Gaussian noise terms are introduced to describe…
We have previously reported a Bayesian algorithm for determining the coordinates of points in three-dimensional space from uncertain constraints. This method is useful in the determination of biological molecular structure. It is limited,…
We study properties of the cross-sectional distribution of returns. A significant anti-correlation between dispersion and cross-sectional kurtosis is found such that dispersion is high but kurtosis is low in panic times, and the opposite in…
Gaussian cosmic microwave background skies are fully specified by the power spectrum. The conventional method of characterizing non-Gaussian skies is to evaluate higher order moments, the n-point functions and their Fourier transforms. We…
Gaussian mixture models (GMMs) are fundamental tools in statistical and data sciences. We study the moments of multivariate Gaussians and GMMs. The $d$-th moment of an $n$-dimensional random variable is a symmetric $d$-way tensor of size…
We numerically analyze the spectral statistics of the multiparametric Gaussian ensembles of complex matrices with zero mean and variances with different decay routes away from the diagonals. As the latter mimics different degree of…