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Full-Text Articles in Physical Sciences and Mathematics
A Characterization Of Complex-Valued Random Variables With Rotationally-Invariant Moments, Michael L. Maiello
A Characterization Of Complex-Valued Random Variables With Rotationally-Invariant Moments, Michael L. Maiello
Rose-Hulman Undergraduate Mathematics Journal
A complex-valued random variable Z is rotationally invariant if the moments of Z are the same as the moments of W=e^{i*theta}Z. In the first part of the article, we characterize such random variables, in terms of "vanishing unbalanced moments," moment and cumulant generating functions, and polar decomposition. In the second part, we consider random variables whose moments are not necessarily finite, but which have a density. In this setting, we prove two characterizations that are equivalent to rotational invariance, one involving polar decomposition, and the other involving entropy. If a random variable has both a density and moments which determine …
Approximation Methods For Singular Diffusions Arising In Genetics, Nacer E. Abrouk
Approximation Methods For Singular Diffusions Arising In Genetics, Nacer E. Abrouk
Mathematical Sciences Technical Reports (MSTR)
Stochastic models in population genetics leading to diffusion equations are considered. When the drift and the square of the diffusion coefficients are polynomials, an infinite system of ordinary differential equations for the moments of the diffusion process can be derived using the Martingale property. An example is provided to show how the classical Fokker-Planck Equation approach may not be appropriate for this derivation. A Gauss-Galerkin method for approximating the laws of the diffusion, originally proposed by Dawson (1980), is examined. In the few special cases for which exact solutions are known, comparison shows that the method is accurate and the …