词汇 | cumulant |
释义 | BETA Examples of cumulantcumulant isn’t in the Cambridge Dictionary yet. You can help! By definition, the fourth-order cumulant is not expressible in terms of the product of two, or more than two, lower-order velocity moments. The joint cumulant of a product of variates can be related to the joint cumulants of the variates, but the relationship is complicated. The computations of the third-order moment and the fourth-order cumulant are straightforward if we follow the method employed in computing the secondorder moment. We find a lower bound on the cumulant generating function. For that, we basically need to write the fourth-order moment in terms of a sum of the fourthorder cumulant plus products of second-order ones. The second-order cumulant grows from its initial order c2 to a size 4 after a time lip2 and then decays with time to zero. The fourth-order cumulant (kurtosis, cf. the glossary) is essential. The fourth-order moment decomposes into the sum of three products of secondorder moments, and a fourth-order cumulant. The conclusion to be drawn from the reversibility argument is that irreversible relaxation of the system (3.1) to equilibrium is misrepresented by any finiteorder cumulant-discard closure of the hierarchy. These oumulants have the property that they will tend to zero as the relative separations tend to infinity, and hence the cumulant transforms will be ordinary functions. Extracting contributions from every term of the cluster expansion can be thought of as allowing absorption to proceed without the spatial restrictions contained in the "first cumulant" approximations. To be valid, such a cumulant expansion does not require that the perturbation be small, but that the structure of the coupling with the reference system be simple. This result is not inconsistent with the fact that a single mode grows without change of phase, for in the case of a single mode this cumulant would be zero. The cumulant form of the expansion is possibly more robust than the previous equations due to the cancellations among the terms that combine to construct each cumulant. It is worth commenting that the diffusive character of the model equation (2.1) is entirely responsible for our being able to close the set of cumulant equations. Under the null hypothesis of homogeneity, the distribution theory developed is applicable to the class of real stationary processes with absolutely summable autocovariance and fourth-order cumulant structure. The joint cumulant of just one random variable is its expected value, and that of two random variables is their covariance. From Wikipedia This example is from Wikipedia and may be reused under a CC BY-SA license. Except in pathological cases, a location-scale family can be made to fit the observed mean (first cumulant) and variance (second cumulant) arbitrarily well. From Wikipedia This example is from Wikipedia and may be reused under a CC BY-SA license. Cross-cumulant calculation requires the usage of a computational much more expensive formula that comprises the calculation of sums over partitions. From Wikipedia This example is from Wikipedia and may be reused under a CC BY-SA license. |
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