Results 221 to 230 of about 5,262 (258)

Fractional moments of low order for scintillation statistics

SPIE Proceedings, 1999
Use of fractional moments of low order is here proposed for processing data of intensity fluctuations from optical atmospheric propagation measurements. In this paper we check the accuracy of low order moment estimation and their ability to discriminate which one, among a number of candidate theoretical distributions, better represents the experimental
Claudia Innocenti, Anna Consortini, Florence Rigal   +2 more
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Fractional-moment Capital Asset Pricing model

Chaos, Solitons & Fractals, 2009
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Li, Hui, Wu, Min, Wang, Xiao-Tian
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Estimate of Fractional Moments of a Trigonometric Sum

Mathematical Notes, 2004
Suppose that \(n = \sum_{k=0}^\infty \varepsilon_k2^k\), where \(\varepsilon_k = 0, 1\), is the binary representation of positive integers \(n\). Split the set of positive integers into two nonintersecting classes as follows: \(\mathbb N_0 =\left\{n: n \in \mathbb N,\;\sum_{k=0}^\infty \varepsilon_k\equiv 0\pmod 2\right\}\) and \(\mathbb N_1 =\left\{n:
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On fractional moments of Dirichlet L-functions, II

Lithuanian Mathematical Journal, 2006
This is Part II of the author's work on fractional moments of Dirichlet \(L\)-functions [Part III, ibid. 47, No. 2, 228--241 (2007; Zbl 1113.11052)]. Let \[ I_k(T,\chi) := \int_0^T| L(\textstyle{1\over2}+it,\chi)|^{2k}\,dt, \] and let \(\chi\) be a primitive character modulo \(q\) with the corresponding \(L\)-function \[ L(s,\chi) =\sum_{n=1}^\infty ...
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Fractional Moments. New Source of Information in Radiospectroscopy

physica status solidi (b), 1986
AbstractA new fractional moments method for the absorption and dispersion curves in radiospectroscopy is suggested. The fractional moments solve the problem of moments existing in the mathematical statistics and enable one to restore the complex susceptibility ξ(ω) and the relaxation function Φ(t) completely.
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Asymptotic Behavior for High Moments of the Fractional Heat Equation with Fractional Noise

Journal of Theoretical Probability, 2019
The authors investigate the large time behavior of the solution to the fractional heat equation involving the fractional Laplacian and the noise which is represented by a \(d\)-parameter fractional Brownian sheet, possibly, with different Hurst indices belonging to the interval \((1/2,1)\).
Yan, Litan, Yu, Xianye
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Numerical inversion of the Laplace transform via fractional moments

Applied Mathematics and Computation, 2003
A method for the numerical inversion of the Laplace transform on the real line of a heavy-tailed density function is presented. The Laplace transform inversion leads to a generalized finite Hausdorff moment problem \[ F(s_j)= \int^1_0 x^{\alpha_j}\psi(x) dx,\quad j=1,\dots, m \] in a new variable \(x\in [0,1]\). The method assumes as known a finite set
Y. VELASQUEZ, Tagliani, Aldo
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Moments for Tempered Fractional Advection-Diffusion Equations

Journal of Statistical Physics, 2010
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Fractional-moment CAPM with loss aversion

Chaos, Solitons & Fractals, 2009
Abstract In this paper, we present a new fractional-order value function which generalizes the value function of Kahneman and Tversky [Kahneman D, Tversky A. Prospect theory: an analysis of decision under risk. Econometrica 1979;47:263–91; Tversky A, Kahneman D. Advances in prospect theory: cumulative representation of uncertainty. J.
Yahao Wu, Xiao-Tian Wang, Min Wu
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Fractional moments of automorhic L-FUNCTIONS. II

Journal of Mathematical Sciences, 2011
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