| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10481773 | Physica A: Statistical Mechanics and its Applications | 2012 | 11 Pages |
Abstract
⺠We construct an intermediate distribution between Gaussian and Cauchy distributions. ⺠We introduce weighted moments to consider moments in the Cauchy distribution. ⺠Two types of weighted moments are considered. ⺠Applications in laser theory and quantitative finance are discussed. ⺠The intermediate distribution is compared to the q-Gaussian distribution.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Tong Liu, Ping Zhang, Wu-Sheng Dai, Mi Xie,