Related papers: Cross-correlation of long-range correlated series
The measurement of particle correlations and fluctuations has been suggested as a method to search for the existence of a phase transition in relativistic heavy ion collisions. If quark-gluon matter is formed in the collision of…
In this paper we propose an alternative to the coupling of Berkes, Liu and Wu [1] to obtain strong approximations for partial sums of dependent sequences. The main tool is a new Rosen-thal type inequality expressed in terms of the coupling…
We examine the performance of six estimators of the power-law cross-correlations -- the detrended cross-correlation analysis, the detrending moving-average cross-correlation analysis, the height cross-correlation analysis, the averaged…
Composite likelihood usually ignores dependencies among response components, while variational approximation to likelihood ignores dependencies among parameter components. We derive a Gaussian variational approximation to the composite…
We present a study of the average transverse momentum ($p_t$) fluctuations and $p_t$ correlations for charged particles produced in Cu+Cu collisions at midrapidity for $\sqrt{s_{NN}} =$ 62.4 and 200 GeV. These results are compared with…
In order to extract correlation information inherited in stochastic time series, the visibility graph algorithm has been recently proposed, by which a time series can be mapped onto a complex network. We demonstrate that the visibility…
Scaling analysis of the magnitude series (volatile series) has been proposed recently to identify possible nonlinear/multifractal signatures in the given data [1-3]. In this letter, correlations of volatile series generated from stationary…
Classical dependence measures such as Pearson correlation, Spearman's $\rho$, and Kendall's $\tau$ can detect only monotonic or linear dependence. To overcome these limitations, Szekely et al.(2007) proposed distance covariance as a…
Using a large dataset on major FX rates, we test the robustness of the rough fractional volatility model over different time scales, by including smoothing and measurement errors into the analysis. Our findings lead to new stylized facts in…
We propose a new cross-correlation method that can recognize independent realizations of the same type of stochastic processes and can be used as a new kind of pattern recognition tool in biometrics, sensing, forensic, security and image…
Randomly-distributed offset charges affect the nonlinear current-voltage property via the fluctuation of the threshold voltage of Coulomb blockade arrays. We analytically derive the distribution of the threshold voltage for a model of…
Charge correlations in dense ionic fluids give rise to novel effects such as long-range screening and colloidal stabilization which are not predicted by the classic Debye-Huckel theory. We show that a Coulomb or charge-frustrated Ising…
Hastings established exponential decay of correlations for ground states of gapped quantum many-body systems. A ground state of a (geometrically) local Hamiltonian with spectral gap $\epsilon$ has correlation length $\xi$ upper bounded as…
In order to interpret and explain the physiological signal behaviors, it can be interesting to find some constants among the fluctuations of these data during all the effort or during different stages of the race (which can be detected…
We describe two families of statistical tests to detect partial correlation in vectorial timeseries. The tests measure whether an observed timeseries Y can be predicted from a second series X, even after accounting for a third series Z…
Cross-correlation analysis is a powerful tool for understanding the mutual dynamics of time series. This study introduces a new method for predicting the future state of synchronization of the dynamics of two financial time series. To this…
Using two specific models and a model-independent formalism, we show that in addition to the usual quadratic ``side'', ``out'' and ``longitudinal'' terms, a previously neglected ``out-longitudinal'' cross term arises naturally in the…
The threshold behaviour of the cross section sigma(e+e- -> tau+tau-) is analysed, taking into account the known higher-order corrections. At present, this observable can be determined to next-to-next-to-leading order (NNLO) in a combined…
The stochastic approach to the determination of the largest Lyapunov exponent of a many-particle system is tested in the so-called mean-field XY-Hamiltonians. In weakly chaotic regimes, the stochastic approach relates the Lyapunov exponent…
Given a stationary first-order autoregressive process X_t (with lag-one correlation rho satisfying |rho|<1), we examine the Central Limit Theorem for (1/n)*ln |X_1...X_n| and compute variances to high precision. Given a nonstationary…