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This is a survey of results about permanental processes, real valued positive processes which are a generalization of squares of Gaussian processes. In a certain sense the symmetric positive definite function that determines a Gaussian…

Probability · Mathematics 2010-08-23 Hana Kogan , Michael B. Marcus , Jay Rosen

New results on uniform convergence in probability for expansions of Gaussian random processes using compactly supported wavelets are given. The main result is valid for general classes of nonstationary processes. An application of the…

Probability · Mathematics 2013-08-08 Yuriy Kozachenko , Andriy Olenko , Olga Polosmak

A natural formulation of the theory of quantum measurements in continuous time is based on quantum stochastic differential equations (Hudson-Parthasarathy equations). However, such a theory was developed only in the case of…

Probability · Mathematics 2011-11-30 Ricardo Castro Santis , Alberto Barchielli

We present a novel procedure where a stationary point process is regularized through the convolution with a continuous random field with stationary increments, in the sense that the dependency between distant points is weakened; and the…

Probability · Mathematics 2026-02-24 Loïc Thomassey , Raphaël Lachièze-Rey , Assaf Shapira

We show that the Hadamard and Unitary gates could be implemented by a unitary evolution together with a measurement for any unknown state chosen from a set $A = {{| {\Psi_i} > ,| {\bar {\Psi}_i} >}}({i = 1,2})$ if and only if $| {\Psi_1} >…

Quantum Physics · Physics 2009-11-10 Wei Song , Ming Yang , Zhuo-Liang Cao

Let $W_t$ be a standard Brownian motion. It is well-known that the Langevin equation $d U_t = -\theta U_td t + d W_t$ defines a stationary process called Ornstein-Uhlenbeck process. Furthermore, Langevin equation can be used to construct…

Probability · Mathematics 2015-05-22 Lauri Viitasaari

As quantum computers and simulators begin to produce results that cannot be verified classically, it becomes imperative to develop a variety of tools to detect and diagnose experimental errors on these devices. While state or process…

Quantum Physics · Physics 2022-12-22 Alaina M. Green , Tanmoy Pandit , C. Huerta Alderete , Norbert M. Linke , Raam Uzdin

A unitary operator which relates the system of a particle in a linear potential with time-dependent parameters to that of a free particle, has been given. This operator, closely related to the one which is responsible for the existence of…

Quantum Physics · Physics 2016-09-08 Dae-Yup Song

Via a covariance representation based on characteristic functions, a known elementary proof of the Gaussian concentration inequality is presented. A few other applications are briefly mentioned.

Probability · Mathematics 2024-10-10 Christian Houdré

Continuous unitary transformations can be used to diagonalize or approximately diagonalize a given Hamiltonian. In the last four years, this method has been applied to a variety of models of condensed matter physics and field theory. With a…

Quantum Physics · Physics 2009-10-31 Andreas Mielke

We present a tractable non-independent increment process which provides a high modeling flexibility. The process lies on an extension of the so-called Harris chains to continuous time being stationary and Feller. We exhibit constructions,…

Applications · Statistics 2016-05-19 Michelle Anzarut , Ramses H. Mena

Stationary Gaussian generalized random processes having slowly decreasing spectral densities give rise to product systems in the sense of William Arveson (basically, continuous tensor product systems of Hilbert spaces). A continuum of…

Functional Analysis · Mathematics 2007-05-23 Boris Tsirelson

We introduce a class of Gaussian processes with stationary increments which exhibit long-range dependence. The class includes fractional Brownian motion with Hurst parameter H>1/2 as a typical example. We establish infinite and finite past…

Probability · Mathematics 2011-11-10 Akihiko Inoue , Vo Van Anh

The gamma process is a natural model for monotonic degradation processes. In practice, it is desirable to extend the single gamma process to incorporate measurement error and to construct models for the degradation of several nominally…

Methodology · Statistics 2024-06-18 Ryan Leadbetter , Gabriel Gonzalez Caceres , Aloke Phatak

In this paper we estimate both the Hurst and the stable indices of a H-self-similar stable process. More precisely, let $X$ be a $H$-sssi (self-similar stationary increments) symmetric $\alpha$-stable process. The process $X$ is observed at…

Statistics Theory · Mathematics 2017-10-19 Thi To Nhu Dang , Jacques Istas

We consider a modification of the covariance function in Gaussian processes to correctly account for known linear constraints. By modelling the target function as a transformation of an underlying function, the constraints are explicitly…

Machine Learning · Statistics 2017-09-20 Carl Jidling , Niklas Wahlström , Adrian Wills , Thomas B. Schön

The system whose Hamiltonian is a linear combination of the generators of SU(1,1) group with time-dependent coefficients is studied. It is shown that there is a unitary relation between the system and a system whose Hamiltonian is simply…

Quantum Physics · Physics 2007-05-23 Dae-Yup Song

We study self-duality for interacting particle systems, where the particles move as continuous time random walkers having either exclusion interaction or inclusion interaction. We show that orthogonal self-dualities arise from unitary…

Probability · Mathematics 2019-07-15 Gioia Carinci , Chiara Franceschini , Cristian Giardinà , Wolter Groenevelt , Frank Redig

Stationary stochastic processes with independent increments, of which the Poisson process is a prominent example, are widely used to describe real world events. With the basic assumption that a counting process is stationary and has…

Probability · Mathematics 2018-11-20 Enzhi Li

We are interested in the increment stationarity property for $L^2$-indexed stochastic processes, which is a fairly general concern since many random fields can be interpreted as the restriction of a more generally defined $L^2$-indexed…

Probability · Mathematics 2015-11-20 Alexandre Richard