相关论文: Generalized factorial moments
We present a generalized integral fluctuation theorem (GIFT) for general diffusion processes using the Feynman-Kac and Cameron-Martin-Girsanov formulas. Existing IFTs can be thought of to be its specific cases. We interpret the origin of…
Beginning with work of Zeilberger on classical pattern counts, there are a variety of structural results for moments of permutation statistics applied to random permutations. Using tools from representation theory, Gaetz and Ryba…
A unifying and generalizing approach to representations of the positive-part and absolute moments $\mathsf{E} X_+^p$ and $\mathsf{E}|X|^p$ of a random variable $X$ for real $p$ in terms of the characteristic function (c.f.) of $X$, as well…
Analysis of high multiplicity events produced in 158A GeV/c $^{208}$Pb-$^{208}$Pb collisions is carried out to study the event-by-event fluctuations. The findings reveal that the method of scaled factorial moments can be used to identify…
We propose to verify relations between quantities which characterize scaling properties of high energy density fluctuations in terms of factorial moments and newly introduced associated frequency moments. Typical examples are presented in…
Unreplicated two-level factorial designs are often used in screening experiments to determine which factors out of a large plausible set are active. A theorem regarding the generalized word count pattern is stated and proved for…
The scaled factorial moments in second-order quark-hadron phase transition are reexamined within the Ginzburg-Landau description, with the spatial fluctuations of phase angle of the complex field $\phi$ taken into account rigorously.…
We derive a moment formula for generalized fractional polynomial processes, i.e., for polynomial-preserving Markov processes time-changed by an inverse L\'evy-subordinator. If the time change is inverse $\alpha$-stable, the time-derivative…
The main interest of the present work is the generalization of the Boltzmann-Gibbs distributions and the fluctuation theory based on the consideration of the reparametrization invariance of the microcanonical ensemble. This approach allows…
The macroscopic fluctuation theory is a powerful tool to characterise the large scale dynamical properties of diffusive systems, both in- and out-of-equilibrium. It relies on an action formalism in which, at large scales, the dynamics is…
We use the generalized squeezed state description in the framework of the Ginzburg-Landau theory. Multiplicity distributions of the squeezed states are studied at second-order phase transition at different squeeze factors. It is shown that…
We investigate event-by-event fluctuations for ensembles with non-fixed multiplicity. Moments of event observable distributions, like total energy distribution, total transverse momentum distribution, etc, are shown to be related to the…
We introduce a novel method for obtaining a wide variety of moments of any random variable with a well-defined moment-generating function (MGF). We derive new expressions for fractional moments and fractional absolute moments, both central…
We develop the generalized method of moments (GMM) estimation for the parameters of the finitely mixed multi-mixed fractional Ornstein--Uhlenbeck (mmfOU) processes, and analyze the consistency and asymptotic normality of this estimator. We…
In this paper, we propose a new class of distributions by exponentiating the random variables associated with the probability density functions of composite distributions. We also derive some mathematical properties of this new class of…
We propose a procedure to reconstruct characteristic features of an unknown stochastic system from the long-time full counting statistics of some of the system's transitions that are monitored by a detector. The full counting statistics is…
This paper proposes a simple and efficient estimation procedure for the model with non-ignorable missing data studied by Morikawa and Kim (2016). Their semiparametrically efficient estimator requires explicit nonparametric estimation and so…
We consider a generalized method of moments framework in which a part of the data vector is missing for some units in a completely unrestricted, potentially endogenous way. In this setup, the parameters of interest are usually only…
We present a new approach to far-from-equilibrium statistical mechanics, based on the concept of generalized entropy, which is a microscopically-defined generalization of Onsager-Machlup functional. In the case when a set of slow…
If the generalized statistics suggested by Tsallis are used in statistical mechanics, the fluctuation-dissipation theorem no longer holds. Only in the limiting case where Boltzmann statistics are recovered is the theorem applicable. In…