Results 91 to 100 of about 8,198 (217)

Non-uniform Estimates in the Approximation by the Irwin Law

open access: yesLithuanian Journal of Statistics, 2016
We consider an approximation of a cumulative distribution function F(x) by the cumulative distributionfunction G(x) of the Irwin law. In this case, a function F(x) can be cumulative distribution functions of sums (products) ofindependent (dependent ...
Kazimieras Padvelskis, Ruslan Prigodin
doaj   +1 more source

Wavelet‐Based Hurst Exponent Estimation

open access: yesWIREs Computational Statistics, Volume 18, Issue 3, September 2026.
The review explores how wavelet‐based methods for estimating the Hurst parameters have developed from their theoretical roots to real‐world applications in fields like biology, engineering, and telecommunications. The review aims to highlight key techniques, compare their strengths and limitations, and point out challenges that still need to be ...
Dixon Vimalajeewa   +2 more
wiley   +1 more source

Adaptive Estimation for Weakly Dependent Functional Times Series

open access: yesJournal of Time Series Analysis, Volume 47, Issue 5, Page 1013-1027, September 2026.
ABSTRACT We propose adaptive mean and autocovariance function estimators for stationary functional time series under 𝕃p−m‐approximability assumptions. These estimators are designed to adapt to the regularity of the curves and to accommodate both sparse and dense data designs.
Hassan Maissoro   +2 more
wiley   +1 more source

Some results on moments and cumulants [PDF]

open access: yes, 1995
In the present paper we discuss various results related to moments and cumulants of probability distributions and approximations to probability distributions. As the approximations are not necessarily probability distributions themselves, we shall apply
De Pril, N., Dhaene, Jan, Sundt, B.
core  

Large proton cumulants from the superposition of ordinary multiplicity distributions [PDF]

open access: yes, 2018
We construct a multiplicity distribution characterized by large factorial cumulants (integrated correlation functions) from a simple combination of two ordinary multiplicity distributions characterized by small factorial cumulants.
Koch, Volker   +3 more
core   +1 more source

Implementing Cumulative Functions with Generalized Cumulative Constraints

open access: yesCoRR
Modeling scheduling problems with conditional time intervals and cumulative functions has become a common approach when using modern commercial constraint programming solvers. This paradigm enables the modeling of a wide range of scheduling problems, including those involving producers and consumers.
Pierre Schaus   +2 more
openaire   +2 more sources

Inverse counting statistics for stochastic and open quantum systems: the characteristic polynomial approach

open access: yesNew Journal of Physics, 2014
We consider stochastic and open quantum systems with a finite number of states, where a stochastic transition between two specific states is monitored by a detector.
M Bruderer   +5 more
doaj   +1 more source

∆-cumulants in terms of moments

open access: yes, 2018
International audienceThe ∆-convolution of real probability measures, introduced by Bo˙ zejko, generalizes both free and boolean convolutions. It is linearized by the ∆-cumulants, and Yoshida gave a combinatorial formula for moments in terms of ...
Matthieu Josuat-Vergès   +1 more
core   +1 more source

Factorial cumulants of proton multiplicity near a critical point using maximum entropy freeze-out prescription [PDF]

open access: yesEPJ Web of Conferences
We present the first application of the maximum-entropy freeze-out prescription to calculate factorial cumulants of proton multiplicities near the conjectured QCD critical point in thermal equilibrium.
Karthein Jamie   +4 more
doaj   +1 more source

An operadic approach to operator-valued free cumulants [PDF]

open access: yes, 2018
summary:An operadic framework is developed to explain the inversion formula relating moments and cumulants in operator-valued free probability ...
Drummond-Cole, Gabriel C.
core   +1 more source

Home - About - Disclaimer - Privacy