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Showing 1 to 20 of 32 for “"cumulant"”.
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Some Closure Problems in Stochastic Dynamics of Solids (Process, Random Vibration, Cumulant-Neglect, Crack Propagation, Earthquake)
… are discussed in the context, particularly the cumulant-neglect closure. Emphasis is put on the applications of these closure schemes to several stochastic dynamics problems rather than theoretical development of these schemes.
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A machine learning approach to crystal structure prediction
… an undirected graphical model known as a cumulant expansion, and a mixture model. The cumulant expansion is used to efficiently guide Density Functional Theory predictions of compounds in the Ag-Mg, Au-Zr, and Li-Pt alloy systems. Cross-validated predictions of compounds present in 1335 …
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Spectrum Sensing and Blind Automatic Modulation Classification in Real-Time
… constellation of the modulation of interest. The cumulant of the constellation is compared to a set of known ideal cumulant values, forming the classification estimate. The algorithm uses two platforms that together provide high speed parallel processing and flexible run-time operation. High-rate …
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Rigorous fit to the peak region of the thrust distribution
… parameterization, we present fit results for its cumulant moments, denoted [Omega]1, up to i = 4. We compute experimental uncertainties from the fits and theory uncertainties using a random scan in the space of the undetermined parameters of the theory. Our approach significantly improves the fit …
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Estimation of Shadow-Rate Term Structure Models Near the Zero-Lower Bound
… Vasicek and AFNS models. Prieb- ˇ sch’s first-cumulant method is more accurate than Krippner’s method for a 1-factor Vasicek model, while Priebsch’s second-cumulant method is deemed impractical ˇ because of the computational time it takes. In a multi-factor AFNS model, only Krippner’s framework …
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Método atômico para o modelo de Anderson em presença de um campo magnético externo.
… problem is written in terms of an effective cumulant, that in the atomic method is replaced by the atomic cumulant obtained from the atomic Green function. In the atomic model the conduction band is collapsed into two localized levels, everyone depending on spin xq s and related to the spin …
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A study of the chiral phase transition in the nonlinear sigma model
… including metastability analysis, reduced cumulant of the energy, and finite sized scaling were employed to determine the transition for both flavors using the U(N) $\times$ U(N) and SU(N) $\times$ SU(N) flavor symmetries. The results of these simulations for the finite temperature chiral …
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A study of the chiral phase transition in the non-linear sigma model
… including metastability analysis, reduced cumulant of the energy, and finite sized scaling were employed to determine the transition for both flavors using the U(N)xU(N) and SU(N)xSU(N) flavor symmetries. The results of these simulations for the finite temperature chiral phase transition …
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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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Asymptotics of the Rough Heston Model
… of small-time asymptotic formulae for the cumulant generating function of the Fractional Heston model as presented in Guennoun et al. (2018). These formulae and their effectiveness for small-time pricing are interrogated and compared against the Rough Heston model proposed in El Euch 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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Wavelet regression with long memory infinite moving average errors
… sums of i.i.d. random variables under certain cumulant or moment assumptions. These large and moderate deviation inequalities may be of independent interest.</p>
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Extracting Equilibrium From Nonequilibrium: Free Energy Calculation From Steered Molecular Dynamics Simulations
… is developed; the method is based on the cumulant expansion of Jarzynski's equality and the scheme of using stiff springs for the purpose of steering. The possibility that the resulting work distribution might be Gaussian regardless of the speed of the process is discussed. A benchmark …
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Approximations to the Lévy LIBOR Model
… of measure. We employ Picard approximation and cumulant expansions in the resulting drift component to make the processes tractable in the framework of Papapantoleon and Skovmand (2010).
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Theoretical investigation of the quantum-confined Stark effect
… length was defined using the electron-hole cumulant. The construction of explicitly correlated wave function was improved by the introduction of the electron-hole correlation length which was determined using the electron-hole cumulant. The electron-hole correlation length allowed the …
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Blind Comprehension of Waveforms through Statistical Observations
This paper proposes a cumulant based classification means to identify waveforms for a blind receiver in the presence of time varying 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 …
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Post Conversion Correction of Non-Linear Mismatches for Time Interleaved Analog-to-Digital Converters
… model are presented as well as the results of cumulant statistical calculations of the mismatch errors which is followed by the detailed explanation and performance evaluation of the extension developed in this research effort. Leading post conversion correction methods are presented and an …
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Extracting Equilibrium From Nonequilibrium: Free Energy Calculation From Steered Molecular Dynamics Simulations
… is developed; the method is based on the cumulant expansion of Jarzynski’s equality and the scheme of using stiff springs for the purpose of steering. The possibility that the resulting work distribution might be Gaussian regardless of the speed of the process is discussed. A benchmark …
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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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Open-Channel Flow With Roughness Elements of Different Spanwise Aspect Ratios: Turbulence Structure and Numerical Modeling
… Special emphasis is placed on the ability of cumulant expansions of low order to approximate joint probability density distributions of streamwise and vertical velocity fluctuations, and thus to predict some turbulence statistics, like vertical fluxes of turbulent kinetic energy, net momentum, …
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