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:
“Revolutions are notorious for allowing even non- participants—even women!—new scope for telling the truth since they are themselves such massive moments of truth, moments of such massive participation.”
—Selma James (b. 1930)
“The government does not concern me much, and I shall bestow the fewest possible thoughts on it. It is not many moments that I live under a government, even in this world. If a man is thought- free, fancy-free, imagination-free ... unwise rulers or reformers cannot fatally interrupt him.”
—Henry David Thoreau (1817–1862)
“Athletes have studied how to leap and how to survive the leap some of the time and return to the ground. They don’t always do it well. But they are our philosophers of actual moments and the body and soul in them, and of our manoeuvres in our emergencies and longings.”
—Harold Brodkey (b. 1930)