Abstract

Higher order cumulants of point processes require significant computational effort to calculate, particularly when evaluated using standard methods such as counts-in-cells. While newer techniques based on tree algorithms are more efficient, they still suffer from shot noise problems in homogeneous systems. We present a new algorithm for calculating higher order moments using Fourier methods. A filtering technique is used to suppress noise, and this approach allows us to calculate skew and kurtosis even when the point process is highly homogeneous. The algorithm can be implemented efficiently in a shared memory parallel environment provided a data-local random sampling technique is used.

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