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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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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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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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Moment generating functions of generalized fading distributions and applications
IEEE Communications Letters, 2008This letter provides novel expressions for the moment generating functions of generalized fading distributions, namely eta-mu and kappa-mu. Our results find applicability in the derivation of several performance metrics, such as average error rate (AER), of a broad class of modulation formats.
Daniel Benevides da Costa +3 more
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Truncated moment-generating functions of the NIG process and their applications
Stochastics and Dynamics, 2016In this paper we obtain expressions for truncated moment-generating functions of the normal-inverse Gaussian (NIG) process in closed forms. The result is derived without any additional martingale-type restriction on the initial probability measure. Applications to option pricing and risk measuring in the NIG model are given.
Ivanov, Roman V., Temnov, Grigory
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Moment Generating Functions and Central Moments
2018This section deals with the moment generating functions (m.g.f.) up to sixth order of some discretely defined operators. We mention the m.g.f. and express them in expanded form to obtain moments, which are important in the theory of approximation relevant to problems of convergence.
Vijay Gupta +3 more
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Asymptotics of the Moment Generating Function for the Range of Random Walks
Journal of Theoretical Probability, 2001The author considers a simple random walk \(\{S_n\}^\infty_{n= 0}\) on the \(d\)-dimensional integer lattice \(\mathbb{Z}^d\); that is, \(S_0= 0\) and \(S_n= X_1+ X_2+\cdots+ X_n\), where the \(X_n\)'s are independent and identically distributed random variables with values in \(\mathbb{Z}^d\), such that \(P[X_1= x]= d/2\) if \(x\in\mathbb{Z}^d\) is a ...
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Moment Generating Function of the Age of Gossip in Networks
2023 57th Asilomar Conference on Signals, Systems, and Computers, 2023Mohamed A. Abd-Elmagid +1 more
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