Results 91 to 100 of about 57,915 (295)
Polydispersity analysis of Taylor dispersion data: the cumulant method. [PDF]
Analytical Chemistry, 2014 Taylor dispersion analysis is an increasingly popular characterization method that measures the diffusion coefficient, and hence the hydrodynamic radius, of (bio)polymers, nanoparticles, or even small molecules.
L. Cipelletti +3 more
semanticscholar +1 more source
Counting statistics of the Dicke superradiance phase transition
, 2013 We consider a driven single mode Dicke-Hamiltonian coupled to a dissipative zero-temperature bath. We derive the cumulant generating function for emitted photons of this quantum-critical system by using a $P$-representation of the master equation in the ...
Brandes, Tobias +2 more
core +1 more source
Specification Tests for Jump‐Diffusion Models Based on the Characteristic Function
International Statistical Review, EarlyView.Summary Goodness‐of‐fit tests are suggested for several popular jump‐diffusion processes. The suggested test statistics utilise the marginal characteristic function of the model and its L2‐type discrepancy from an empirical counterpart. Model parameters are estimated either by minimising the aforementioned L2‐type discrepancy or by maximum likelihood ...
Gerrit Lodewicus Grobler +3 more
wiley +1 more source
The discount version of large deviations for a randomly indexed sum of random variables
Lietuvos Matematikos Rinkinys, 2011 In this paper, we consider a compound random variable Z = \sum^N_{j=1} vjXj , where 0 < v < 1, Z = 0, if N = 0. It is assumed that independent identically distributed random variables X1,X2, . . .
Aurelija Kasparavičiūtė +1 more
doaj +1 more source
Cumulative Subtraction Games [PDF]
The Electronic Journal of Combinatorics, 2019 We study a variation of Nim-type subtraction games, called Cumulative Subtraction (CS). Two players alternate in removing pebbles out of a joint pile, and their actions add or remove points to a common score. We prove that the zero-sum outcome in optimal play of a CS with a finite number of possible actions is eventually periodic, with period $2s ...
Cohensius, Gal +3 more
openaire +3 more sources
On Exponential‐Family INGARCH Models
Journal of Time Series Analysis, EarlyView.ABSTRACT A range of integer‐valued generalised autoregressive conditional heteroscedastic (INGARCH) models have been proposed in the literature, including those based on conditional Poisson, negative binomial and Conway‐Maxwell‐Poisson distributions. This note considers a larger class of exponential‐family INGARCH models, showing that maximum empirical
Alan Huang +3 more
wiley +1 more source
Theorems on large deviations for the sum of random number of summands
Lietuvos Matematikos Rinkinys, 2010 In this paper, we present the rate of convergence of normal approximation and the theorem on large deviations for a compound process Zt = \sumNt i=1 t aiXi, where Z0 = 0 and ai > 0, of weighted independent identically distributed random variables Xi, i =
Aurelija Kasparavičiūtė +1 more
doaj +1 more source
, 2016 In this paper, a probabilistic load flow analysis technique that combines the cumulant method and Gaussian mixture approximation method is proposed.
B. Prusty, D. Jena
semanticscholar +1 more source
Functional Sieve Bootstrap for the Partial Sum Process With an Application to Change‐Point Detection
Journal of Time Series Analysis, EarlyView.ABSTRACT This article applies the functional sieve bootstrap (FSB) to estimate the distribution of the partial sum process for time series stemming from a weakly stationary functional process. Consistency of the FSB procedure under weak assumptions on the underlying functional process is established.
Efstathios Paparoditis +2 more
wiley +1 more source
On Regularized Solution for BBGKY Hierarchy of One-Dimensional Infinite System
Symmetry, Integrability and Geometry: Methods and Applications, 2006 We construct a regularized cumulant (semi-invariant) representation of a solution of the initial value problem for the BBGKY hierarchy for a one-dimensional infinite system of hard spheres interacting via a short-range potential.
Tatiana V. Ryabukha
doaj