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Concept

Cumulant (statistiques)

Publications associées (25)

A characterization of the normal distribution using stationary max-stable processes

Sebastian Engelke

Consider a max-stable process of the form , , where are points of the Poisson process with intensity u (-2)du on (0,a), X (i) , , are independent copies of a random d-variate vector X (that are independent of the Poisson process), and is a function. We sho ...

Springer Verlag2016

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

A Distributionally Robust Perspective on Uncertainty Quantification and Chance Constrained Programming

Daniel Kuhn, Wolfram Wiesemann, Grani Adiwena Hanasusanto

The objective of uncertainty quantification is to certify that a given physical, engineering or economic system satisfies multiple safety conditions with high probability. A more ambitious goal is to actively influence the system so as to guarantee and mai ...

Springer Verlag2015

Perturbation analysis for the Darcy problem with log-normal permeability

Fabio Nobile, Francesca Bonizzoni

We study the single-phase flow in a saturated, bounded heterogeneous porous medium. We model the permeability as a log-normal random field. We perform a perturbation analysis, expanding the solution in Taylor series. The series is directly computable in th ...

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