Moments
The mean of a variance gamma process is independent of and and is given by
The variance is given as
The 3rd central moment is
The 4th central moment is
Read more about this topic: Variance Gamma Process
Famous quotes containing the word moments:
“Even the most subjected person has moments of rage and resentment so intense that they respond, they act against. There is an inner uprising that leads to rebellion, however short- lived. It may be only momentary but it takes place. That space within oneself where resistance is possible remains.”
—bell hooks (b. c. 1955)
“Quidquid luce fuit tenebris agit: but also the other way around. What we experience in dreams, so long as we experience it frequently, is in the end just as much a part of the total economy of our soul as anything we “really” experience: because of it we are richer or poorer, are sensitive to one need more or less, and are eventually guided a little by our dream-habits in broad daylight and even in the most cheerful moments occupying our waking spirit.”
—Friedrich Nietzsche (1844–1900)
“There are moments of existence when time and space are more profound, and the awareness of existence is immensely heightened.”
—Charles Baudelaire (1821–1867)