Approximate methods for explicit calculations of non-Gaussian moments

被引:7
|
作者
Hristopulos, DT [1 ]
机构
[1] Tech Univ Crete, Dept Mineral Resources Engn, Khania 73100, Greece
关键词
Gibbs; Markov random fields; variational; cumulants; band-limited spectrum; excess kurtosis;
D O I
10.1007/s00477-005-0023-4
中图分类号
X [环境科学、安全科学];
学科分类号
08 ; 0830 ;
摘要
We present theoretical tools from statistical physics for the calculation of non-Gaussian moments. In particular, we focus on the variational approximation and the cumulant expansion. These methods enable approximate but explicit moment calculations with non-Gaussian probability density functions (pdfs). Their use is illustrated by calculating the variance and the excess kurtosis for a univariate non-Gaussian pdf. We comment on the potential application of these methods in estimating the parameters of the recently proposed Spartan spatial random fields.
引用
收藏
页码:278 / 290
页数:13
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