Results 11 to 20 of about 18,107 (218)
Impact of resonance decays on critical point signals in net-proton fluctuations
European Physical Journal C: Particles and Fields, 2017 The non-monotonic beam energy dependence of the higher cumulants of net-proton fluctuations is a widely studied signature of the conjectured presence of a critical point in the QCD phase diagram.
Marcus Bluhm +3 more
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Collectivity in pp from resummed interference effects?
Physics Letters B, 2019 Azimuthal asymmetries vn in the soft transverse momentum spectra of hadronic collisions can result as a consequence of quantum interference and color flow which translates spatial anisotropies into momentum anisotropies via multipole radiation patterns ...
Boris Blok, Urs Achim Wiedemann
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Idiosyncratic Risk and Higher-Order Cumulants [PDF]
SSRN Electronic Journal, 2011 We show that, when allowing for general distributions of dividend growth in a Lucas economy with multiple \trees," idiosyncratic volatility will aect expected returns in ways that are not captured by the log linear approximation. We derive an exact expression for the risk premia for general distributions.
Frederik Lundtofte, Anders Wilhelmsson
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On learning higher-order cumulants in diffusion models [PDF]
Machine Learning: Science and TechnologyTo analyse how diffusion models learn correlations beyond Gaussian ones, we study the behaviour of higher-order cumulants, or connected n -point functions, under both the forward and backward process.
Gert Aarts +3 more
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Limiting Behavior of Functionals of Higher-Order Sample Cumulant Spectra [PDF]
The Annals of Statistics, 1987 The author considers higher-order spectral densities \(f_ k(\lambda_ 1,...,\lambda_{k-1})\) of the stationary random process X(t) under certain restrictions on the k th order cumulants introduced by D. Brillinger. He establishes asymptotic distributions, almost-sure convergence, probability-one bounds for the estimators of higher-order spectral ...
Daniel M. Keenan
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Higher-order Multi-cumulant Factor Analysis
SSRN Electronic Journal, 2021 We estimate the latent factors driving the non-normal dependence in high dimensional panel data using Higher-order multi-cumulant Factor Analysis (HFA). This new approach consists of an eigenvalue ratio test to select the number of non-Gaussian factors, and uses alternating regressions to estimate both the Gaussian and non-Gaussian factors.
Wanbo Lu, Guanglin Huang, Kris Boudt
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Higher Order Cumulants and Inference for a Class of Filtered Poisson Processes
Austrian Journal of Statistics, 2016 Spectral methods are useful in the analysis of time series and point process data in Zd or Rd. Parameter estimates based on these often have a limiting Gaussian distribution, whose limiting variance depends upon integrals of the second, third and fourth ...
R.J. Kulperger
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Sliding window higher-order cumulants for detection of eye blink artifact from short segments of single-channel EEG [PDF]
PeerJ Computer ScienceBackground The prevalence of single-channel electroencephalogram (EEG) is increasing. However, eye blink artifacts can contaminate EEG signals, potentially impacting their clinical utility.
Guojing Wang +5 more
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Anti-electromagnetic interference method based on high-order cumulant method and PRI sorting [PDF]
ITM Web of Conferences, 2022 Facing the increasingly complex electromagnetic environment, how to make the detection instrument still have better detection performance is one of the current research hotspots.
Yu Zhaoyang, Lin Wei, Yu Yudan
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Higher-order mesoscopic fluctuations in quantum wires: Conductance and current cumulants [PDF]
, 2006 We study conductance cumulants $>$ and current cumulants $C_j$ related to heat and electrical transport in coherent mesoscopic quantum wires near the diffusive regime.
Markku P. V. Stenberg, Jani Särkkä
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