相关论文: Moments of $k$-hop counts in the random-connection…

We derive joint factorial moment identities for point processes with Papangelou intensities. Our proof simplifies previous approaches to related moment identities and includes the setting of Poisson point processes. Applications are given…

The goal of this paper is to generalize most of the moment formulae obtained in [Pri11]. More precisely, we consider a general point process \mu, and show that the relevant quantities to our problem are the so-called Papangelou intensities.…

We study, via combinatorial enumeration, the probability of k-hop connection between two nodes in a wireless multi-hop network. This addresses the difficulty of providing an exact formula for the scaling of hop counts with Euclidean…

We propose an algorithm for the closed-form recursive computation of joint moments and cumulants of all orders for k-hop counts in the 1D unit disk random graph model with Poisson distributed vertices. Our approach uses decompositions of…

We present an analytic method for computing the moments of a sum of independent and identically distributed random variables. The limiting behavior of these sums is very important to statistical theory, and the moment expressions that we…

We apply general moment identities for Poisson stochastic integrals with random integrands to the computation of the moments of Markovian growth-collapse processes. This extends existing formulas for mean and variance available in the…

In this paper, we develop an explicit formula allowing to compute the first k moments of the random count of a pattern in a multi-states sequence generated by a Markov source. We derive efficient algorithms allowing to deal both with low or…

The purpose of the present paper is to establish moment estimates of Rosenthal type for a rather general class of random variables satisfying certain bounds on the cumulants. We consider sequences of random variables which satisfy a central…

Probability models on graphs are becoming increasingly important in many applications, but statistical tools for fitting such models are not yet well developed. Here we propose a general method of moments approach that can be used to fit a…

Scattering moments provide nonparametric models of random processes with stationary increments. They are expected values of random variables computed with a nonexpansive operator, obtained by iteratively applying wavelet transforms and…

We obtain for the Kempner series (i.e. harmonic series where certain digits are excluded from all denominators, for example the digit 9 in base 10) new representations as geometrically convergent series. The coefficients for these…

Heterogeneity is a dominant factor in the behaviour of many biological processes. Despite this, it is common for mathematical and statistical analyses to ignore biological heterogeneity as a source of variability in experimental data.…

The method of moments is a classical statistical technique for density estimation that solves a system of moment equations to estimate the parameters of an unknown distribution. A fundamental question critical to understanding…

We propose the K-series estimation approach for the recovery of unknown univariate and multivariate distributions given knowledge of a finite number of their moments. Our method is directly applicable to the probabilistic analysis of…

This paper considers importance sampling for estimation of rare-event probabilities in a specific collection of Markovian jump processes used for e.g. modelling of credit risk. Previous attempts at designing importance sampling algorithms…

In this article we study the distribution of the number of points of a simple random walk, visited a given number of times (the k-multiple point range). In a previous article we had developed a graph theoretical approach which is now…

Recently the identity method was proposed to calculate second moments of the multiplicity distributions from event-by-event measurements in the presence of the effects of incomplete particle identification. In this paper the method is…

Second-order statistics play a crucial role in analysing point processes. Previous research has specifically explored locally weighted second-order statistics for point processes, offering diagnostic tests in various spatial domains.…

The distribution of the number of points of the closed simple random walk, visited a given number of times (the k-multiple point range) is analysed by a graph based approach. A general expression for the moments is derived. In this paper…

Analysis of stochastic models of networks is quite important in light of the huge influx of network data in social, information and bio sciences, but a proper statistical analysis of features of different stochastic models of networks is…