Concept

Moment-generating function

Related publications (71)

Moment bounds and asymptotics for the stochastic wave equation

We consider the stochastic wave equation on the real line driven by space time white noise and with irregular initial data. We give bounds on higher moments and, for the hyperbolic Anderson model, explicit formulas for second moments. These bounds imply we ...

Elsevier Science Bv2015

Analysis of Discrete L2 Projection on Polynomial Spaces with Random Evaluations

Fabio Nobile, Giovanni Migliorati, Erik Gustaf Bogislaw Von Schwerin

We analyse the problem of approximating a multivariate function by discrete least-squares projection on a polynomial space starting from random, noise-free observations. An area of possible application of such technique is Uncertainty Quantification (UQ) f ...

2014

User Profiling Using Submitted Review Content

Boi Faltings, Claudiu-Cristian Musat, Yizhong Liang

A computer-implemented method for generating a user profile of a user of an online platform, a computer-implemented method for providing a first user with targeted information and a computer-implemented method for providing a user of an online platform wit ...

2014

Proof of a conjecture by Gazeau et al. using the Gould-Hopper polynomials

Olivier Lévêque

We provide here some probabilistic interpretations of the generalized binomial distributions proposed by Gazeau et al. ["Generating functions for generalized binomial distributions," J. Math. Phys. 53, 103304 (2012)]. In the second part, we prove the "stro ...

Amer Inst Physics2013

Distributionally Robust Joint Chance Constraints with Second-Order Moment Information

Daniel Kuhn

We develop tractable semidefinite programming based approximations for distributionally robust individual and joint chance constraints, assuming that only the first- and second-order moments as well as the support of the uncertain parameters are given. It ...

2013

Positivity for Kac polynomials and DT-invariants of quivers

Tamás Hausel

We give a cohomological interpretation of both the Kac polynomial and the refined Donaldson-Thomas-invariants of quivers. This interpretation yields a proof of a conjecture of Kac from 1982 and gives a new perspective on recent work of Kontsevich Soibelman ...

Annal Mathematics2013

Performance analysis of dual-hop fixed-gain AF relaying systems with OSTBC over Nakagami-m fading channels

Serife Seda Kucur

In this paper, we present outage probability and symbol error rate (SER) performance analyses of a dual-hop transmission using fixed-gain amplify-and-forward relaying in flat Nakagami-m fading channels. The system under consideration is equipped with multi ...

Elsevier Gmbh, Urban & Fischer Verlag2012

Ron was wrong, Whit is right

Arjen Lenstra, Joppe Willem Bos, Thorsten Kleinjung, Maxime Augier, Christophe Wachter

We performed a sanity check of public keys collected on the web. Our main goal was to test the validity of the assumption that different random choices are made each time keys are generated. We found that the vast majority of public keys work as intended. ...

IACR2012

MATHICSE Technical Report : Moment equations for the mixed formulation of the Hodge Laplacian with stochastic data

Fabio Nobile, Annalisa Buffa, Francesca Bonizzoni

We study the mixed formulation of the stochastic Hodge-Laplace problem defined on a n-dimensional domain D (

n \geq 1

), with random forcing term. In particular, we focus on the magnetostatic problem and on the Darcy problem in the three dimensional case. ...

MATHICSE2012

Quantum fluctuations of one-dimensional free fermions and Fisher-Hartwig formula for Toeplitz determinants

We revisit the problem of finding the probability distribution of a fermionic number of one-dimensional spinless free fermions on a segment of a given length. The generating function for this probability distribution can be expressed as a determinant of a ...

2011

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MATHICSE Technical Report : Moment equations for the mixed formulation of the Hodge Laplacian with stochastic data

Fabio Nobile, Annalisa Buffa, Francesca Bonizzoni

We study the mixed formulation of the stochastic Hodge-Laplace problem defined on a n-dimensional domain D (

n \geq 1

), with random forcing term. In particular, we focus on the magnetostatic problem and on the Darcy problem in the three dimensional case. ...

MATHICSE2012