Sentence examples for infinite variance from inspiring English sources

They exhibit infinite variance

A family of generalised adaptive channel identification algorithms for this infinite variance noise environment is also presented.

With the exception of the limiting Gaussian case, -stable distributions are heavy-tailed with infinite variance and algebraic tails.

This assumptions is not fulfilled for every standard distribution, e.g. the Student's t-distribution with (vle2) possess an infinite variance.

Furthermore, the Cauchy density has an infinite variance, and the convolved density is only known on fixed positions (ℜ{z}).

(3) Comparisons of simulated TCP traffic to measured Ethernet traffic shows qualitatively similar second order autocorrelation when think times follow a Pareto distribution with infinite variance.

In fact, many economic and financial time series can be very heavy-tailed with infinite variances; see e.g. Mittnik and Rachev [7].

These estimates are not subject to the large, even infinite variances (R aftery et al. 2007; C alderheada and G irolami 2009) associated with the harmonic mean estimator of marginal likelihoods (N ewton and R aftery 1994).

These solutions, known as α-stable distributions, are the result of a generalized central limit theorem which describes the behavior of sums of finite or infinite-variance random variables.

Therefore, the series with infinite-variance innovations aroused a great deal of interest of researchers in statistics, such as Phillips [8], Horváth and Kokoskza [9], Han and Tian [10, 11].

We then show that the number of descendants of an individual mutant is a random variable Q which has a Pareto distribution, whose complementary cumulative distribution behaves like x1/φ; this gives rise to the infinite-variance distributions for φ>½.