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