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The two dimensional Hubbard model in the presence of diagonal and off-diagonal disorder is studied at half filling with a finite temperature quantum Monte Carlo method. Magnetic correlations as well as the electronic compressibility are…
In dealing with high-dimensional data sets, factor models are often useful for dimension reduction. The estimation of factor models has been actively studied in various fields. In the first part of this paper, we present a new approach to…
We consider a planar dynamical system generated by two stable linear vector fields with distinct fixed points and random switching between them. We characterize singularities of the invariant density in terms of the switching rates and…
We propose a mathematical model to describe the athermal fluctuations of thin sheets driven by the type of random driving that might be experienced prior to weak crumpling. The model is obtained by merging the F\"oppl-von K\'arm\'an…
This paper considers the growth rates of positive solutions of scalar nonlinear functional and Volterra differential equations. The equations are assumed to be autonomous (or asymptotically so), and the nonlinear dependence grows less…
This paper develops a dynamic factor model in which common level and volatility factors evolve jointly, allowing conditional means and variances to interact endogenously within a large-information setting. The joint evolution of these…
Wavelet estimators for a probability density f enjoy many good properties, however they are not "shape-preserving" in the sense that the final estimate may not be non-negative or integrate to unity. A solution to negativity issues may be to…
The construction of positronium decay amplitudes is handled through the use of dispersion relations. In this way, emphasis is put on basic QED principles: gauge invariance and soft-photon limits (analyticity). A firm grounding is given to…
The evolution of open systems, subject to both Hamiltonian and dissipative forces, is studied by writing the $nm$ element of the time ($t$) dependent density matrix in the form \ber \rho_{nm}(t)&=& \frac {1}{A} \sum_{\alpha=1}^A \gamma…
Phenomenological AdS/QCD models, like hard wall and soft wall, provide hadronic mass spectra in reasonable consistency with experimental and (or) lattice results. These simple models are inspired in the AdS/CFT correspondence and assume…
We study the term structure equation for single-factor models that predict nonnegative short rates. In particular, we show that the price of a bond or a bond option is the unique classical solution to a parabolic differential equation with…
In this paper we study a general framework of American put option with stochastic volatility whose value function is associated with a 2-dimensional parabolic variational inequality with degenerate boundaries. We apply PDE methods to…
Light front formalism for composite systems is presented. Derivation of equations for bound state and scattering problems are given. Methods of constructing of elastic form factors and scattering amplitudes of composite particles are…
We consider discrete time models for asset prices with a stationary volatility process. We aim at estimating the multivariate density of this process at a set of consecutive time instants. A Fourier type deconvolution kernel density…
From incompressible flows to electrostatics, harmonic functions can provide solutions to many two-dimensional problems and, similarly, the director field of a planar nematic can be determined using complex analysis. We derive a closed-form…
A model of the passive vector field advected by the uncorrelated in time Gaussian velocity with power-like covariance is studied by means of the renormalization group and the operator product expansion. The structure functions of the…
This paper deals with an extension of the so-called Black-Scholes model in which the volatility is modeled by a linear combination of the components of the solution of a differential equation driven by a fractional Brownian motion of Hurst…
Stochastic volatility modelling of financial processes has become increasingly popular. The proposed models usually contain a stationary volatility process. We will motivate and review several nonparametric methods for estimation of the…
Factor analysis aims to describe high dimensional random vectors by means of a small number of unknown common factors. In mathematical terms, it is required to decompose the covariance matrix $\Sigma$ of the random vector as the sum of a…
Bimetric variational formalism was recently employed to construct novel bimetric gravity models. In these models an affine connection is generated by an additional tensor field which is independent of the physical metric. In this work we…