cumulants

cumulants

[′kyü·myə·ləns]
(statistics)
A set of parameters kh (h = 1, … r) of a one-dimensional probability distribution defined by where χx (q) is the characteristic function of the probability distribution of x. Also known as semi-invariants.
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hand concern the moments and free cumulants of familiar random variables
It follows that the cumulants of the stochastic variable X([theta]) are given by
34] provided an interesting algebraic approach to overcomplete ICA of three sources and two mixtures by solving a system of linear equations in the third and fourth-order cumulants, and Bofill and Zibulevsky [35] treated a special case ('delta-like' source distributions) of source signals after Fourier transformation.
Ian Martin (18) uses higher order cumulants to derive asset prices and returns in a model of disasters.
Contracted Schrodinger equation topics include the purification of correlated and reduced density matrices, cumulants, extensivity and the connected formulation, generalized normal ordering, antihermitian formulations and canonical transformation theory for dynamic correlations in multireference problems.
The first three cumulants are the mean, variance, and third moment about the mean.
Inspired by the case [alpha] = 1 (which corresponds to the usual characters of the symmetric groups), Lassalle [18] suggested to express Jack characters in terms of, so called, free cumulants of the transition measure of the Young diagram [lambda].
Comon in [23] has used higher-order cumulants whereas, Gaeta et al in [28] used ML estimation framework for BSS.
In the third step we make use of Condition 1 and show that the cumulants of order m [greater than or equal to] 3 (abbreviated by the symbol [Cum.
Zonal polynomials via Stanley's coordinates and free cumulants.
In this method, a combination of higher order moments (HOM) and higher order cumulants (HOC) are used as the features.