Factorial Moment

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Huijie Yang - One of the best experts on this subject based on the ideXlab platform.

  • Scaling invariance embedded in very short time series: A Factorial Moment based diffusion entropy approach
    Chinese Journal of Physics, 2017
    Co-Authors: Yue Yang, Lu Qiu, Tianguang Yang, Liying Hou, Huijie Yang
    Abstract:

    Abstract How to evaluate scaling behaviors in very short time series is still an open problem, in which the mechanism-dependence and the bias of estimation of a statistical quantity become critical. We propose a new method called Factorial Moment based diffusion entropy (FMDE). A theoretical derivation and extensive calculations show that it can give us a high-confident and unbiased evaluation of scaling exponent from a time series with a length of  ∼ 102. It provides a reliable method to monitor evolutionary behaviors of complex systems. As an illustration, it is used to monitor the fractal gait rhythm for a volunteer in six stride trials. We find rich patterns in its physiological state.

  • Multifractals embedded in short time series: An unbiased estimation of probability Moment.
    Physical Review E, 2016
    Co-Authors: Lu Qiu, Tianguang Yang, Yanhua Yin, Huijie Yang
    Abstract:

    An exact estimation of probability Moments is the base for several essential concepts, such as the multifractals, the Tsallis entropy, and the transfer entropy. By means of approximation theory we propose a new method called Factorial-Moment-based estimation of probability Moments. Theoretical prediction and computational results show that it can provide us an unbiased estimation of the probability Moments of continuous order. Calculations on probability redistribution model verify that it can extract exactly multifractal behaviors from several hundred recordings. Its powerfulness in monitoring evolution of scaling behaviors is exemplified by two empirical cases, i.e., the gait time series for fast, normal, and slow trials of a healthy volunteer, and the closing price series for Shanghai stock market. By using short time series with several hundred lengths, a comparison with the well-established tools displays significant advantages of its performance over the other methods. The Factorial-Moment-based estimation can evaluate correctly the scaling behaviors in a scale range about three generations wider than the multifractal detrended fluctuation analysis and the basic estimation. The estimation of partition function given by the wavelet transform modulus maxima has unacceptable fluctuations. Besides the scaling invariance focused in the present paper, the proposed Factorial Moment of continuous order can find its various uses, such as finding nonextensive behaviors of a complex system and reconstructing the causality relationship network between elements of a complex system.

  • Scaling invariance in spectra of complex networks: a diffusion Factorial Moment approach.
    Physical review. E Statistical nonlinear and soft matter physics, 2005
    Co-Authors: Fangcui Zhao, Huijie Yang, Binghong Wang
    Abstract:

    A new method called diffusion Factorial Moment is used to obtain scaling features embedded in the spectra of complex networks. For an Erdos-Renyi network with connecting probability p(ER) < 1/N, the scaling parameter is delta = 0.51, while for p(ER) > or = 1/N the scaling parameter deviates from it significantly. For WS small-world networks, in the special region p(r) element of [0.05,0.2], typical scale invariance is found. For growing random networks, in the range of theta element of [0.33,049], we have delta = 0.6 +.- 0.1. And the value of delta oscillates around delta = 0.6 abruptly. In the range of delta element of [0.54,1], we have basically element of > 0.7. Scale invariance is one of the common features of the three kinds of networks, which can be employed as a global measurement of complex networks in a unified way.

  • Scaling invariance in spectra of complex networks: a diffusion Factorial Moment approach.
    Physical Review E, 2005
    Co-Authors: Fangcui Zhao, Huijie Yang, Binghong Wang
    Abstract:

    A new method called diffusion Factorial Moment is used to obtain scaling features embedded in the spectra of complex networks. For an Erdos-Renyi network with connecting probability ${p}_{\mathit{ER}}l1∕N$, the scaling parameter is $\ensuremath{\delta}=0.51$, while for ${p}_{\mathit{ER}}\ensuremath{\geqslant}1∕N$ the scaling parameter deviates from it significantly. For WS small-world networks, in the special region ${p}_{r}∊[0.05,0.2]$, typical scale invariance is found. For growing random networks, in the range of $\ensuremath{\theta}∊[0.33,049]$, we have $\ensuremath{\delta}=0.6\ifmmode\pm\else\textpm\fi{}0.1$. And the value of $\ensuremath{\delta}$ oscillates around $\ensuremath{\delta}=0.6$ abruptly. In the range of $\ensuremath{\theta}∊[0.54,1]$, we have basically $\ensuremath{\delta}g0.7$. Scale invariance is one of the common features of the three kinds of networks, which can be employed as a global measurement of complex networks in a unified way.

Bartlomiej Blaszczyszyn - One of the best experts on this subject based on the ideXlab platform.

  • Studying the SINR Process of the Typical User in Poisson Networks Using Its Factorial Moment Measures
    IEEE Transactions on Information Theory, 2015
    Co-Authors: Bartlomiej Blaszczyszyn, Holger Paul Keeler
    Abstract:

    Based on a stationary Poisson point process, a wireless network model with random propagation effects (shadowing and/or fading) is considered in order to examine the process formed by the signal-to-interference-plus-noise ratio (SINR) values experienced by a typical user with respect to all base stations in the down-link channel. This SINR process is completely characterized by deriving its Factorial Moment measures, which involve numerically tractable, explicit integral expressions. This novel framework naturally leads to expressions for the k-coverage probability, including the case of random SINR threshold values considered in multi-tier network models. While the k-coverage probabilities correspond to the marginal distributions of the order statistics of the SINR process, a more general relation is presented connecting the Factorial Moment measures of the SINR process to the joint densities of these order statistics. This gives a way for calculating exact values of the coverage probabilities arising in a general scenario of signal combination and interference cancellation between base stations. The presented framework consisting of mathematical representations of SINR characteristics with respect to the Factorial Moment measures holds for the whole domain of SINR and is amenable to considerable model extension.

  • Studying the SINR Process of the Typical User in Poisson Networks Using Its Factorial Moment Measures
    IEEE Transactions on Information Theory, 2015
    Co-Authors: Bartlomiej Blaszczyszyn, Holger Paul Keeler
    Abstract:

    International audienceBased on a stationary Poisson point process, a wireless network model with random propagation effects (shadowing and/or fading) is considered in order to examine the process formed by the signal-to-interference-plus-noise ratio (SINR) values experienced by a typical user with respect to all base stations in the down-link channel. This SINR process is completely characterized by deriving its Factorial Moment measures, which involve numerically tractable, explicit integral expressions. This novel framework naturally leads to expressions for the k-coverage probability, including the case of random SINR threshold values considered in multi-tier network models. While the k-coverage probabilities correspond to the marginal distributions of the order statistics of the SINR process, a more general relation is presented connecting the Factorial Moment measures of the SINR process to the joint densities of these order statistics. This gives a way for calculating exact values of the coverage probabilities arising in a general scenario of signal combination and interference cancellation between base stations. The presented framework consisting of mathematical representations of SINR characteristics with respect to the Factorial Moment measures holds for the whole domain of SINR and is amenable to considerable model extension

  • A note on expansion for functionals of spatial marked point processes
    Statistics & Probability Letters, 1997
    Co-Authors: Bartlomiej Blaszczyszyn, Ely Merzbach, Volker Schmidt
    Abstract:

    Expansion of the mean value of a functional of a spatial marked point process with respect to the Factorial Moment measures is presented. This paper complements previous studies of a point process on the real line, by extending the results to a general Polish space.

  • Factorial Moment expansion for stochastic systems
    Stochastic Processes and their Applications, 1995
    Co-Authors: Bartlomiej Blaszczyszyn
    Abstract:

    Abstract For a given functional of a simple point process, we find an analogue of Taylor's theorem for its mean value. The terms of the expansion are integrals of some real functions with respect to Factorial Moment measures of the point process. The remainder term is an integral of some functional with respect to a higher order Campbell measure. A special case of this expansion is Palm-Khinchin formula. The results complement previous studies of Reiman and Simon (1989), Baccelli and Bremaud (1993) and shed new light on light traffic approximations of Daley and Rolski (1994), Blaszczyszyn and Rolski (1993).

Holger Paul Keeler - One of the best experts on this subject based on the ideXlab platform.

  • Studying the SINR Process of the Typical User in Poisson Networks Using Its Factorial Moment Measures
    IEEE Transactions on Information Theory, 2015
    Co-Authors: Bartlomiej Blaszczyszyn, Holger Paul Keeler
    Abstract:

    Based on a stationary Poisson point process, a wireless network model with random propagation effects (shadowing and/or fading) is considered in order to examine the process formed by the signal-to-interference-plus-noise ratio (SINR) values experienced by a typical user with respect to all base stations in the down-link channel. This SINR process is completely characterized by deriving its Factorial Moment measures, which involve numerically tractable, explicit integral expressions. This novel framework naturally leads to expressions for the k-coverage probability, including the case of random SINR threshold values considered in multi-tier network models. While the k-coverage probabilities correspond to the marginal distributions of the order statistics of the SINR process, a more general relation is presented connecting the Factorial Moment measures of the SINR process to the joint densities of these order statistics. This gives a way for calculating exact values of the coverage probabilities arising in a general scenario of signal combination and interference cancellation between base stations. The presented framework consisting of mathematical representations of SINR characteristics with respect to the Factorial Moment measures holds for the whole domain of SINR and is amenable to considerable model extension.

  • Studying the SINR Process of the Typical User in Poisson Networks Using Its Factorial Moment Measures
    IEEE Transactions on Information Theory, 2015
    Co-Authors: Bartlomiej Blaszczyszyn, Holger Paul Keeler
    Abstract:

    International audienceBased on a stationary Poisson point process, a wireless network model with random propagation effects (shadowing and/or fading) is considered in order to examine the process formed by the signal-to-interference-plus-noise ratio (SINR) values experienced by a typical user with respect to all base stations in the down-link channel. This SINR process is completely characterized by deriving its Factorial Moment measures, which involve numerically tractable, explicit integral expressions. This novel framework naturally leads to expressions for the k-coverage probability, including the case of random SINR threshold values considered in multi-tier network models. While the k-coverage probabilities correspond to the marginal distributions of the order statistics of the SINR process, a more general relation is presented connecting the Factorial Moment measures of the SINR process to the joint densities of these order statistics. This gives a way for calculating exact values of the coverage probabilities arising in a general scenario of signal combination and interference cancellation between base stations. The presented framework consisting of mathematical representations of SINR characteristics with respect to the Factorial Moment measures holds for the whole domain of SINR and is amenable to considerable model extension

Dipak Ghosh - One of the best experts on this subject based on the ideXlab platform.

P Prieto - One of the best experts on this subject based on the ideXlab platform.