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Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 23 for “"Cumulants"”.
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Analyzing biololgical time series with higher order cumulants
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1997.
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Approximating the distributions of x2-type mixtures via matching four cumulants
… mixtures via matching the first three cumulants. In this thesis, we attempt to improve this approximation via matching the first four cumulants using a random variable of form non-central chi-square mixtures, resulting in the so-called non-central chi-square-approximation. Application …
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Infinitesimal Probability Theory with Amalgamation
… the corresponding operator-valued infinitesimal cumulants for each notion of independence; moreover, we show that the infinitesimal free (respectively Boolean) independence in the operator-valued framework is equivalent to the vanishing of mixed free (respectively Boolean) cumulants and …
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The North Pole Problem and Recent Developments in Infinitesimal Free Probability
… of the joint real and complex infinitesimal cumulants of certain unitarily invariant matrix ensembles and their transposes in the large N limit, leading to the observation of a common phenomenon --- the vanishing of the mixed real infinitesimal cumulants --- that hold for the GUE and the …
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Blind Comprehension of Waveforms through Statistical Observations
… channels, which is built from the work done on cumulants in static channels currently in the literature. Results show the classification accuracy is on the order or better than current methods in use in static channels that do not vary over an observation period. This is accomplished by making …
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A New Asymptotic Expansion for Sums of Random Variables
… of this image. . This expansion involves the cumulants of X, as well as Hermite polynomials. The expansion defined in this thesis uses a rival sequence of coefficients dependent on the probability function p, which does not require the calculation of cumulants, or the use of Hermite …
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Parameter estimation of a bivariate diffusion process : the Heston model
… equations that are in terms of the system’s cumulants, and using these solutions to calculate the saddlepoint, the transitional probabilities of the diffusion process can be approximated.
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Electromagnetic Vector-Sensor Direction-of-Arrival Estimation in the Presence of Interference
… and the other based on fourth-order cumulants, are formulated based on the UVS-ESPRIT algorithm and are capable of selectively estimating the source DOA in the presence of interference based on the statistical properties of the sources. The cyclostationarity-based UVS-ESPRIT algorithm …
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Light Scattering Measurement of Phospholipid Microvesicle Membrane Fusion Kinetics
… light scattering and Koppel's method of cumulants, are expressed in terms of moments of the size density function of single-walled hollow spherical scatterers. An equation governing the evolution of fusing particles is derived and solved for simple cases. A numerical treatment is …
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Beta-ensembles with covariance
… Wachter law, and the Jacobi parameters and free cumulants of the McKay and Wachter laws. We also present an algorithm that uses complex analysis to solve "The Moment Problem." It takes the first batch of moments of an analytic, compactly-supported distribution as input, and it outputs a fine …
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Higher-order moments of entanglement estimators over generic state ensembles
… ensemble, expressions of the first three exact cumulants of von Neumann entropy are known in the literature. In the present work, we derive the exact formula of the corresponding fourth cumulant that controls the tail behavior of the distribution. For the fermionic Gaussian ensemble, the …
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Anisotropic Flow Measurement in Ultra-Central Pb-Pb Collisions For Run 10 and Run 11 by ALICE
… This thesis will analyze higher order cumulants, and investigate how they can constrain the initial state. The second order flow ($v_2$) from 2, 4, and 6-particle correlations for LHC Runs 10 and 11 of Pb-Pb collisions at the center of mass energy $\sqrt{s_{NN}}$ = 2.76 TeV are …
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Nonlinear stochastic vibration in geometrically varying beams
… condition and the effects of higher order cumulants in the closure scheme and of additional modes to the expansion arc considered. It is shown that the second order solution is inadequate in the presence of internal resonances, but the fourth order solution proves to be adequate. The one …
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Error analysis of the COS method for options pricing
… the truncation interval based on distribution cumulants helps provide a robust, model-consistent choice for the integration range. The method remains effective for jump-diffusion cases such as Merton’s and Kou’s models, highlighting its robustness despite the presence of asymmetry and heavy …
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Advanced classification of OFDM and MIMO signals with enhanced second order cyclostationarity detection
… single carrier signals. We use the fourth order cumulants; an approach which in the past has been also applied to classify single carrier signals. A blind OFDM parameter estimation scheme was then followed, which includes the estimation of number of subcarriers, CP length, timing and frequency …
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Theory of Charge and Heat Transport Mechanisms in Nanodevices
… The iFCSPI allows the calculation of the cumulants of heat transport, as well as strong-coupling and non-Markovian effects, provided it can be converged.
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Random partitions and the quantum Benjamin-Ono hierarchy
… all-order convergent expansion of joint cumulants of linear statistics over "ribbon paths". This expansion has the same form as the 1/N refined topological asymptotic expansion over ribbon graphs on surfaces for [beta]-ensembles on the line in one-cut potentials V due to Chekhov-Eynard …
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Modelling the dynamics of genetic algorithms using statistical mechanics
… importance. The macroscopics used here are cumulants of an appropriate quantity within the population and the mean correlation (Hamming distance) within the population. Including the correlation as an explicit macroscopic provides a significant improvement over the original formulation. The …
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