Moment closure: Difference between revisions
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In [[probability theory]], '''moment closure''' is an approximation method used to estimate [[moment (mathematics)|moments]] of a [[stochastic process]].<ref name="c-gillespie">{{cite doi|10.1049/iet-syb:20070031}}</ref> Typically, [[differential equations]] describing the ''i''th moment will depend on the (''i'' + 1)th moment. To use moment closure, a level is chosen past which all moments are set to zero. This leaves a resulting closed system of equations which can be solved for the moments.<ref name="c-gillespie" /> |
In [[probability theory]], '''moment closure''' is an approximation method used to estimate [[moment (mathematics)|moments]] of a [[stochastic process]].<ref name="c-gillespie">{{cite doi|10.1049/iet-syb:20070031}}</ref> Typically, [[differential equations]] describing the ''i''th moment will depend on the (''i'' + 1)th moment. To use moment closure, a level is chosen past which all moments are set to zero. This leaves a resulting closed system of equations which can be solved for the moments.<ref name="c-gillespie" /> The approximation is particularly useful in models with a very large [[state space]], such as stochastic [[population model]]s.<ref name="c-gillespie" /> |
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==History== |
==History== |
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Revision as of 11:50, 19 March 2012
In probability theory, moment closure is an approximation method used to estimate moments of a stochastic process.[1] Typically, differential equations describing the ith moment will depend on the (i + 1)th moment. To use moment closure, a level is chosen past which all moments are set to zero. This leaves a resulting closed system of equations which can be solved for the moments.[1] The approximation is particularly useful in models with a very large state space, such as stochastic population models.[1]
History
Goodman[2] and Whittle[3] set all third and higher-order moments to zero, using a normal approximation for their population models.[1]
Applications
The approximation has been used successfully to model the spread of the Africanized bee in the Americas[4] and nematode infection in ruminants.[5]
References
- ^ a b c d Attention: This template ({{cite doi}}) is deprecated. To cite the publication identified by doi:10.1049/iet-syb:20070031, please use {{cite journal}} (if it was published in a bona fide academic journal, otherwise {{cite report}} with
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|jstor=3001852instead. - ^ Attention: This template ({{cite jstor}}) is deprecated. To cite the publication identified by jstor:2983819, please use {{cite journal}} with
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