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Approximate methods for explicit calculations of non-Gaussian moments
Authors:D. T. Hristopulos
Affiliation:(1) Department of Mineral Resources Engineering, Technical University of Crete, Chania, 73100, Greece
Abstract: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.
Keywords:Gibbs  Markov random fields  Variational  Cumulants  Band-limited spectrum  Excess kurtosis
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