English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Tools annual

Global: Zendy Free Plan

Global: Zendy Tools monthly

Global: Zendy Plus monthly

Factorial moments and cumulants are usually defined with respect to theunconditioned Poisson process. Conditioning a sample by selecting events of agiven overall multiplicity $N$ necessarily introduces correlations. By means ofEdgeworth expansions, we derive generalized cumulants which define correlationswith respect to an arbitrary process rather than just the Poisson case. Theresults are applied to correlation measurements at fixed $N$, to redefiningshort-range vs.\ long-range correlations and to normalization issues.Comment: Latex, 8 pages, no fig

Generalized moments and cumulants for samples of fixed multiplicity