Numerical Generation of Trajectories Statistically Consistent with Stochastic Differential Equations.
- Published in:
- Entropy, 2025, v. 27, n. 7, p. 729, doi. 10.3390/e27070729
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- Publication type:
- Article
Works matching DE "CUMULANTS"
Results: 334
1
2
Graph connectivity with fixed endpoints in the random-connection model.
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- Probability in the Engineering & Informational Sciences, 2025, v. 39, n. 3, p. 370, doi. 10.1017/S0269964824000160
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- Publication type:
- Article
3
An Improved Propagator-Based Method for DOA Estimation without the Source Number using a Nested Array.
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- Circuits, Systems & Signal Processing, 2025, v. 44, n. 8, p. 5990, doi. 10.1007/s00034-025-03078-w
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- Publication type:
- Article
4
Cumulants-based near-field localization method for cross array.
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- Circuits, Systems & Signal Processing, 2025, v. 44, n. 7, p. 5357, doi. 10.1007/s00034-025-03057-1
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- Publication type:
- Article
5
Moments and Cumulants of a Mixture.
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- Methodology & Computing in Applied Probability, 2015, v. 17, n. 3, p. 541, doi. 10.1007/s11009-013-9379-y
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- Publication type:
- Article
6
Expansions about the Gamma for the Distribution and Quantiles of a Standard Estimate.
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- Methodology & Computing in Applied Probability, 2014, v. 16, n. 3, p. 693, doi. 10.1007/s11009-013-9328-9
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- Publication type:
- Article
7
Approximating the Quasi-stationary Distribution of the SIS Model for Endemic Infection.
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- Methodology & Computing in Applied Probability, 2011, v. 13, n. 3, p. 603, doi. 10.1007/s11009-010-9177-8
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- Publication type:
- Article
8
Properties of Multinomial Lattices with Cumulants for Option Pricing and Hedging.
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- Asia-Pacific Financial Markets, 2004, v. 11, n. 3, p. 335, doi. 10.1007/s10690-005-9005-2
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- Publication type:
- Article
9
On Connected Diagrams and Cumulants of Erdős-Rényi Matrix Models.
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- Communications in Mathematical Physics, 2008, v. 282, n. 1, p. 209, doi. 10.1007/s00220-008-0533-2
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- Publication type:
- Article
10
Free Meixner States.
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- Communications in Mathematical Physics, 2007, v. 276, n. 3, p. 863, doi. 10.1007/s00220-007-0322-3
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- Publication type:
- Article
11
On the using cumulant expansion method and van Kampen's lemma for stochastic differential equations with forcing.
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- Stochastic Environmental Research & Risk Assessment, 2013, v. 27, n. 1, p. 91, doi. 10.1007/s00477-012-0591-z
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- Publication type:
- Article
12
Heavy tailed probability distributions for non-Gaussian simulations with higher-order cumulant parameters predicted from sample data.
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- Stochastic Environmental Research & Risk Assessment, 2012, v. 26, n. 6, p. 765, doi. 10.1007/s00477-011-0537-x
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- Publication type:
- Article
13
Histograms, Cumulants, and Spectra of Mechanical and Wind Waves in a Wind-Wave Channel.
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- Fluid Dynamics, 2021, v. 56, n. 6, p. 846, doi. 10.1134/S0015462821060124
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- Publication type:
- Article
14
Conserved Charge Fluctuations from RHIC BES and FXT.
- Published in:
- Universe (2218-1997), 2024, v. 10, n. 1, p. 49, doi. 10.3390/universe10010049
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- Publication type:
- Article
15
Effects of Initial Density Fluctuations on Cumulants in Au + Au Collisions at s N N = 7.7 GeV.
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- Universe (2218-1997), 2022, v. 8, n. 9, p. 491, doi. 10.3390/universe8090491
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- Publication type:
- Article
16
Performance des fonds de couverture, moments supérieurs et risque procyclique.
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- Revue des Sciences de Gestion, 2011, n. 249/250, p. 13, doi. 10.3917/rsg.249.0013
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- Publication type:
- Article
17
ADCINAR(1)模型的加权条件最小二乘估计.
- Published in:
- Journal of Jilin University (Science Edition) / Jilin Daxue Xuebao (Lixue Ban), 2019, v. 57, n. 3, p. 553, doi. 10.13413/j.cnki.jdxblxb.2018205
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- Publication type:
- Article
18
Mixed-spectra analysis for stationary random fields.
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- Statistical Methods & Applications, 2009, v. 18, n. 3, p. 333, doi. 10.1007/s10260-008-0107-7
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- Publication type:
- Article
19
Estimating X ¯ Statistical Control Limits for Any Arbitrary Probability Distribution Using Re-Expressed Truncated Cumulants.
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- Mathematics (2227-7390), 2022, v. 10, n. 7, p. 1044, doi. 10.3390/math10071044
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- Publication type:
- Article
20
On the Cumulants of the First Passage Time of the Inhomogeneous Geometric Brownian Motion.
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- Mathematics (2227-7390), 2021, v. 9, n. 9, p. 956, doi. 10.3390/math9090956
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- Publication type:
- Article
21
Noise Intensity-Intensity Correlations and the Fourth Cumulant of Photo-assisted Shot Noise.
- Published in:
- Scientific Reports, 2013, p. 1, doi. 10.1038/srep02869
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- Publication type:
- Article
22
The GW plus cumulant method and plasmonic polarons: application to the homogeneous electron gas*.
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- European Physical Journal B: Condensed Matter, 2016, v. 89, n. 11, p. 1, doi. 10.1140/epjb/e2016-70028-4
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- Publication type:
- Article
23
A Novel Modified Symmetric Nested Array for Mixed Far-Field and Near-Field Source Localization.
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- Remote Sensing, 2024, v. 16, n. 15, p. 2732, doi. 10.3390/rs16152732
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- Publication type:
- Article
24
Improved statistics for contrasting means of two samples under non-normality.
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- British Journal of Mathematical & Statistical Psychology, 2009, v. 62, n. 1, p. 21, doi. 10.1348/000711007X246246
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- Publication type:
- Article
25
The Matsumoto-Yor property in free probability via sub-ordination and Boolean cumulants.
- Published in:
- ALEA. Latin American Journal of Probability & Mathematical Statistics, 2022, v. 19, n. 2, p. 1377, doi. 10.30757/ALEA.v19-55
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- Publication type:
- Article
26
Conditional expectations through Boolean cumulants and subordination -- towards a better understanding of the Lukacs property in free probability.
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- ALEA. Latin American Journal of Probability & Mathematical Statistics, 2020, v. 17, p. 253, doi. 10.30757/ALEA.v17-10
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- Publication type:
- Article
27
Stein normal approximation for multidimensional Poisson random measures by third cumulant expansions.
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- ALEA. Latin American Journal of Probability & Mathematical Statistics, 2018, v. 15, p. 1141, doi. 10.30757/ALEA.v15-42
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- Publication type:
- Article
28
Model Analysis of Transverse Momentum Fluctuations in NICA and SPS Energy Range.
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- Physics of Atomic Nuclei, 2023, v. 86, n. 6, p. 1354, doi. 10.1134/S1063778823060169
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- Publication type:
- Article
29
Probabilistic limit theorems induced by the zeros of polynomials.
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- Mathematische Nachrichten, 2024, v. 297, n. 5, p. 1772, doi. 10.1002/mana.202300109
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- Article
30
Variational Loop Vertex Expansion.
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- Journal of High Energy Physics, 2025, v. 2025, n. 4, p. 1, doi. 10.1007/JHEP04(2025)032
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- Publication type:
- Article
31
Krylov complexity in large q and double-scaled SYK model.
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- Journal of High Energy Physics, 2023, v. 2023, n. 8, p. 1, doi. 10.1007/JHEP08(2023)099
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- Publication type:
- Article
32
Consumption-Based Asset Pricing with Higher Cumulants.
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- Review of Economic Studies, 2013, v. 80, n. 2, p. 745, doi. 10.1093/restud/rds029
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- Publication type:
- Article
33
Control Charts for Monitoring Fault Signatures: Cuscore versus GLR.
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- Quality & Reliability Engineering International, 2003, v. 19, n. 4, p. 387, doi. 10.1002/qre.591
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- Publication type:
- Article
34
Weibull prediction of a future number of failures<FN>Presentation of this work at the 1995 Joint Statistical Meetings received an Honorable Mention Outstanding Presentation Award (third among 60 contributed papers) from the Section on Physical and Engineering Sciences of the American Statistical Association. </FN>
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- Quality & Reliability Engineering International, 2000, v. 16, n. 1, p. 23, doi. 10.1002/(SICI)1099-1638(200001/02)16:1<23::AID-QRE283>3.0.CO;2-Q
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- Publication type:
- Article
35
A novel sparse linear array based on fourth‐order cumulants for improved direction‐of‐arrival estimation.
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- IET Radar, Sonar & Navigation (Wiley-Blackwell), 2022, v. 16, n. 10, p. 1583, doi. 10.1049/rsn2.12282
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- Article
36
Grid‐less coherent DOA estimation based on fourth‐order cumulants with Gaussian coloured noise.
- Published in:
- IET Radar, Sonar & Navigation (Wiley-Blackwell), 2020, v. 14, n. 5, p. 677, doi. 10.1049/iet-rsn.2019.0329
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- Publication type:
- Article
37
On the Hurwitz zeta function with an application to the beta-exponential distribution.
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- Journal of Inequalities & Applications, 2020, v. 2020, n. 1, p. 1, doi. 10.1186/s13660-020-02357-1
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- Publication type:
- Article
38
How to quantify solid–liquid phase transition: Lennard–Jones system case study.
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- Journal of Plasma Physics, 2013, v. 79, n. 6, p. 1125, doi. 10.1017/S0022377813001098
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- Publication type:
- Article
39
Open-loop quantum control of small-size networks for high-order cumulants and cross-correlations sensing.
- Published in:
- Scientific Reports, 2024, v. 14, n. 1, p. 1, doi. 10.1038/s41598-024-67503-x
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- Publication type:
- Article
40
The Kappa model of probability and higher-order rock sequences.
- Published in:
- Computational Geosciences, 2011, v. 15, n. 4, p. 661, doi. 10.1007/s10596-011-9234-6
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- Publication type:
- Article
41
Assembly tightness detection of bolt connections using gray-level images with high-order cumulants.
- Published in:
- Journal of Mechanical Science & Technology, 2023, v. 37, n. 10, p. 4981, doi. 10.1007/s12206-023-0905-8
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- Publication type:
- Article
42
Cumulants of Multivariate Symmetric and Skew Symmetric Distributions.
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- Symmetry (20738994), 2021, v. 13, n. 8, p. 1383, doi. 10.3390/sym13081383
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- Article
43
Special Issue on Computational Methods for the Earth, Energy and Environment—IAMG 2009.
- Published in:
- 2010
- By:
- Publication type:
- Editorial
44
High-order Stochastic Simulation of Complex Spatially Distributed Natural Phenomena.
- Published in:
- Mathematical Geosciences, 2010, v. 42, n. 5, p. 457, doi. 10.1007/s11004-010-9291-8
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- Publication type:
- Article
45
Fourth-order cumulants based-least squares methods for fractional Multiple-Input-Single-Output Errors-In-Variables system identification.
- Published in:
- Fractional Calculus & Applied Analysis, 2023, v. 26, n. 4, p. 1868, doi. 10.1007/s13540-023-00174-z
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- Article
46
Motzkin path decompositions of functionals in noncommutative probability.
- Published in:
- Infinite Dimensional Analysis, Quantum Probability & Related Topics, 2022, v. 25, n. 4, p. 1, doi. 10.1142/S0219025722400021
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- Publication type:
- Article
47
Combinatorics of NC-probability spaces with independent constants.
- Published in:
- Infinite Dimensional Analysis, Quantum Probability & Related Topics, 2022, v. 25, n. 2, p. 1, doi. 10.1142/S0219025722500096
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- Article
48
On operator-valued infinitesimal Boolean and monotone independence.
- Published in:
- Infinite Dimensional Analysis, Quantum Probability & Related Topics, 2021, v. 24, n. 3, p. 1, doi. 10.1142/S0219025721500193
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- Article
49
Free-Boolean independence with amalgamation.
- Published in:
- Infinite Dimensional Analysis, Quantum Probability & Related Topics, 2019, v. 22, n. 4, p. N.PAG, doi. 10.1142/S0219025719500280
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- Article
50
Δ-Cumulants in terms of moments.
- Published in:
- Infinite Dimensional Analysis, Quantum Probability & Related Topics, 2018, v. 21, n. 2, p. N.PAG, doi. 10.1142/S0219025718500121
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- Publication type:
- Article