相关论文: Generalized factorial moments

We study the theoretical properties of the generalized dynamic principal components introduced in Pe\~na and Yohai (2016). In particular, we prove that when the data follows a dynamic factor model, the reconstruction provided by the…

We formulate factorial difference-in-differences (FDID), a research design that extends canonical difference-in-differences (DID) to settings in which an event affects all units. In many panel data applications, researchers exploit…

To reconstruct the impact parameter distributions from the selected events sample or centrality, which is defined by two-observables, at intermediate energy heavy ion collisions, we extend the approach proposed by Das \textit{et al.} [Phys.…

This paper introduces the Generalized Fractional Compound Poisson Process (GFCPP), which claims to be a unified fractional version of the compound Poisson process (CPP) that encompasses existing variations as special cases. We derive its…

In this paper, we propose a parametrised factor that enables inference on Gaussian networks where linear dependencies exist among the random variables. Our factor representation is effectively a generalisation of traditional Gaussian…

Gaussian mixture models are universal approximators in the sense that any smooth density can be approximated arbitrarily well with a Gaussian mixture model with enough components. Due to their broad expressive power, Gaussian mixture models…

In this paper, we investigate the solutions for a generalized fractional diffusion equation that extends some known diffusion equations by taking a spatial time-dependent diffusion coefficient and an external force into account, which…

We generalize the generalized-squeezing problem to include fractional values of the squeezing order $n$. This approach allows us to determine the locations of critical points at which qualitative changes in behaviour occur and accurately…

We study in this paper the sufficient conditions for enhanced continuity of random fields, i.e. such that the modulus of its continuity allows the factorable representation by the product of random variable on the deterministic module of…

We introduce an evidential model for time-to-event prediction with censored data. In this model, uncertainty on event time is quantified by Gaussian random fuzzy numbers, a newly introduced family of random fuzzy subsets of the real line…

In this paper we consider a generalized classical mechanics with fractional derivatives. The generalization is based on the time-clock randomization of momenta and coordinates taken from the conventional phase space. The fractional…

This survey provides a unified discussion of multiple integrals, moments, cumulants and diagram formulae associated with functionals of completely random measures. Our approach is combinatorial, as it is based on the algebraic formalism of…

This paper is devoted to linear space representations of contextual probabilities - in generalized Fock space. This gives the possibility to use the calculus of creation and annihilation operators to express probabilistic dynamics in the…

In studying the enumerative theory of super characters' of the group of upper triangular matrices over a finite field we found that the moments (mean, variance and higher moments) of novel statistics on set partitions have simple closed…

In this note, we give a generalization of Cram\'{e}r's large deviations for martingales, which can be regarded as a supplement of Fan, Grama and Liu (Stochastic Process. Appl., 2013). Our method is based on the change of probability measure…

A new effective method for factorization of a class of nonrational $n\times n$ matrix-functions with \emph{stable partial indices} is proposed. The method is a generalization of the one recently proposed by the authors which was valid for…

In the asymptotic analysis of regular sequences as defined by Allouche and Shallit, it is usually advisable to study their summatory function because the original sequence has a too fluctuating behaviour. It might be that the process of…

We derive the fluctuation theorem for a stochastic and periodically driven system coupled to two reservoirs with the aid of a master equation. We write down the cumulant generating functions for both the current and entropy production in…

The errors on statistics measured in finite galaxy catalogs are exhaustively investigated. The theory of errors on factorial moments by Szapudi & Colombi (1996) is applied to cumulants via a series expansion method. All results are…

In the context of Markov evolution, we present two original approaches to obtain Generalized Fluctuation-Dissipation Theorems (GFDT), by using the language of stochastic derivatives and by using a family of exponential martingales…