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Discrete distributions from moment generating function
Applied Mathematics and Computation, 2006zbMATH Open Web Interface contents unavailable due to conflicting licenses.
A Tagliani
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Moment Generating Function of Uncertain Variable
2018 10th International Conference on Intelligent Human-Machine Systems and Cybernetics (IHMSC), 2018Within the framework of uncertainty theory, this paper focuses on the moment generating function of an uncertain variable, which is a useful mathematical analytic tool to deal with uncertain variable. Furthermore, as an extension of moment generating function, Laplace transform of any nonnegative uncertain variable is discussed and some results between
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On Minimal-Moment Generating Functions
Extremes, 2002For a distribution function \(F\) on \(R_+\) a minimal-moment generation function is defined as \(\varphi(z)=\sum_{k\geq 1}z^{k-1}m_k\), where \(m_k=\mathbf{E}[\min_{1\leq j\leq k} X_j]\), \(X_j\) are i.i.d. with d.f. \(F\). It is shown that under mild conditions \[ F^{-1}\left(1-{1\over \omega+\varepsilon}\right)- F^{-1}\left(1-{1\over \omega ...
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On convergence of moment generating functions
Statistics & Probability Letters, 2011zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ushakov, N. G., Ushakov, V. G.
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A Note on the Moment Generating Function
The American Statistician, 1983Abstract A simple proof is given to show that there always exists a neighborhood of zero in which a moment generating function has a power series expansion. Thus, the relation between moments and derivatives of the moment generating function at zero can be obtained without resorting to postcalculus theorems.
S. N.U.A. Kirmani, E. Mirhakkak Esfahani
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Moment-generating function zeros in the study of phase transitions
Physical Review E, 2021Partition function zeros play a central role in the study of phase transitions. Recently, energy probability distribution (EPD) zeros were proposed as an alternative approach that solves some of the implementation issues present in the Fisher zeros method by allowing drastic reduction of the polynomial.
R. G. M. Rodrigues +2 more
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Conditional Moment Generating Functions for Integrals and Stochastic Integrals
SIAM Journal on Control and Optimization, 2002This paper presents two methods for computing filtered estimates for moments of integrals and stochastic integrals of continuous-time nonlinear systems. The first method utilizes recursive stochastic partial differential equations. The second method utilizes conditional moment generating functions. An application of these methods leads to the discovery
Charalambous, Charalambos D. +5 more
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Moment Generating and Free Energy Functionals
2017In this section, we will construct the moment generating function for the Wright–Fisher model and derive a partial differential equation that it satisfies. This differential equation encodes all the moment evolution equation s from the Sect.
Julian Hofrichter +2 more
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Orthogonal Polynomials through Moment Generating Functionals
SIAM Journal on Mathematical Analysis, 1978It is shown that if the linear functional w generates moments $\{ \mu _i \} _{i = 0}^\infty $ through the formula $\mu _i = \langle {w,x^i } \rangle $, $i = 0,1, \cdots $, then the Chebyshev polyno...
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A new form of the moment generating function of Weibull distribution
2013 Ninth International Conference on Natural Computation (ICNC), 2013A generic analysis approach referred to as the moment generating function (MGF) method has been introduced for the purpose of simplifying the evaluation of the performance of digital communication over fading channels. Based on the definition of the MGF, the Meijer's G function and the generalized hypergeometric function, a new closed-form expression ...
Xiang Hou +4 more
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