Central moment

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Statistique
Statistique descriptive
Loi de probabilité

Publications associées (20)

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Quantifying uncertainties in contact mechanics of rough surfaces using the multilevel Monte Carlo method

Fabio Nobile, Sebastian Krumscheid, Valentine Ginette Madeleine Rey

We quantify the effect of uncertainties on quantities of interest related to contact mechanics of rough surfaces. Specifically, we consider the problem of frictionless non adhesive normal contact between two semi infinite linear elastic solids subject to u ...

2019

Continuation Multilevel Monte Carlo Evolutionary Algorithm for Robust Aerodynamic Shape Design

Fabio Nobile, Pénélope Leyland, Michele Pisaroni

The majority of problems in aircraft production and operation require decisions made in the presence of uncertainty. For this reason, aerodynamic designs obtained with traditional deterministic optimization techniques seeking only optimality in a specific ...

2019

Meandering particle bunches and a link between averages of time series of particle counts and higher-order moments

Ambrogio Fasoli, Ivo Furno, Paolo Ricci, Marcelo Baquero Ruiz, Fabian Manke

Time-averaged spatially resolved measurements are used in many fields of physics to determine spatial distributions of a physical quantity. Although one could think that time averaging suppresses all information on time variation, there are some situations ...

2018

On Moments Of Twisted L-Functions

Philippe Michel

We study the average of the product of the central values of two L-functions of modular forms f and g twisted by Dirichlet characters to a large prime modulus q. As our principal tools, we use spectral theory to develop bounds on averages of shifted convol ...

Johns Hopkins Univ Press2017

Robust Portfolio Optimization

Zheng Wei Yap

Since the 2008 Global Financial Crisis, the financial market has become more unpredictable than ever before, and it seems set to remain so in the forseeable future. This means an investor faces unprecedented risks, hence the increasing need for robust port ...

EPFL2017

Multi Level Monte Carlo Methods for Uncertainty Quantification and Robust Design Optimization in Aerodynamics

Michele Pisaroni

The vast majority of problems that arise in aircraft production and operation require decisions to be made in the presence of uncertainty. An effective and accurate quantification and control of the level of uncertainty introduced in the design phase and d ...

EPFL2017

Impact of neutral density fluctuations on gas puff imaging diagnostics

Paolo Ricci, Christoph Wersal

A three-dimensional turbulence simulation of the SOL and edge regions of a toroidally limited tokamak is carried out. The simulation couples self-consistently the drift-reduced two-fluid Braginskii equations to a kinetic equation for neutral atoms. A diagn ...

International Atomic Energy Agency2017

A new method to break the mass-sheet degeneracy using aperture moments

Jean-Paul Richard Kneib, Markus Rexroth

Mass determinations from gravitational lensing shear and the higher order estimator flexion are both subject to the mass-sheet degeneracy. Mass sheet degeneracy refers to a transformation that leaves the reduced shear and flexion invariant. In general, thi ...

Oxford Univ Press2016

Tensor train approximation of moment equations for elliptic equations with lognormal coefficient

Fabio Nobile, Daniel Kressner, Francesca Bonizzoni

We study an elliptic equation with stochastic coefficient modeled as a lognormal random field. A perturbation approach is adopted, expanding the solution in Taylor series around the nominal value of the coefficient. The resulting recursive deterministic pr ...

Elsevier2016

Moment bounds and asymptotics for the stochastic wave equation

Robert Dalang, Le Chen

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

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