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Scaling properties of time series are usually studied in terms of the scaling laws of empirical moments, which are the time average estimates of moments of the dynamic variable. Nonlinearities in the scaling function of empirical moments…

Probability · Mathematics 2023-04-24 Marco Zamparo

The conformal symmetry in the Liouville theory is analysed by using the Hamiltonian light--front formalism. The boundary conditions of dynamical variables are seen to involve an arbitrary function of time, so that the standard methods for…

High Energy Physics - Theory · Physics 2010-04-06 M. Blagojević , M. Vasilić , T. Vukašinac

We give sufficient conditions for when an autonomous elliptic Leray-Lions equation in the plane has a conformal structure. This allows the Leray-Lions equation to be linearised in a special form through the hodograph transform.

Analysis of PDEs · Mathematics 2022-05-24 Erik Duse

Signal analysis on graphs relies heavily on the graph Fourier transform, which is defined as the projection of a signal onto an eigenbasis of the associated shift operator. Large graphs of similar structure may be represented by a graphon.…

Combinatorics · Mathematics 2024-06-26 Mahya Ghandehari , Jeannette Janssen , Nauzer Kalyaniwalla

We characterize a holomorphic positive definite function $f$ defined on a horizontal strip of the complex plane as the Fourier-Laplace transform of a unique exponentially finite measure on $\mathbb{R}$. The classical theorems of Bochner on…

Complex Variables · Mathematics 2018-01-30 Jorge Buescu , António Paixão

A degenerate dynamical system is characterized by a state-dependent multiplier of the time derivative of the state in the time evolution equation. It can give rise to Hamiltonian systems whose symplectic structure possesses a non-constant…

Mathematical Physics · Physics 2021-11-02 Haibo Ruan , Jorge Zanelli

An exact invariant is derived for $n$-degree-of-freedom Hamiltonian systems with general time-dependent potentials. The invariant is worked out in two equivalent ways. In the first approach, we define a special {\it Ansatz\/} for the…

Classical Physics · Physics 2023-03-23 Jürgen Struckmeier , Claus Riedel

We discuss an impact of various (path-wise) reflection-from-the barrier scenarios upon confining properties of a paradigmatic family of symmetric $\alpha $-stable L\'{e}vy processes, whose permanent residence in a finite interval on a line…

Statistical Mechanics · Physics 2022-07-19 Piotr Garbaczewski , Mariusz Żaba

We present a simple construction method for Feller processes and a framework for the generation of sample paths of Feller processes. The construction is based on state space dependent mixing of L\'evy processes. Brownian Motion is one of…

Probability · Mathematics 2010-12-07 Björn Böttcher

The Fractional Fourier Transform is a ubiquitous signal processing tool in basic and applied sciences. The Fractional Fourier Transform generalizes every property and application of the Fourier Transform. Despite the practical importance of…

Signal Processing · Electrical Eng. & Systems 2020-10-21 Amir R. Nafchi , Eric Hamke , Cristina Pereyra , Ramiro Jordan

We define a L\'evy process on a smooth manifold $M$ with a connection as a projection of a solution of a Marcus stochastic differential equation on a holonomy bundle of $M$, driven by a holonomy-invariant L\'evy process on a Euclidean…

Probability · Mathematics 2021-09-14 Aleksandar Mijatović , Veno Mramor

A many-body Fourier transformation with logarithmic scaling in the number of necessary two-site gates is implemented. The protocol is applied to study the Bethe chain as a prototype of a translationally invariant system. The resulting band…

Quantum Physics · Physics 2024-10-28 Jose Reslen

Hamiltonian dynamics of a thin vortex filament in ideal incompressible fluid near a flat fixed boundary is considered at the conditions that at any point of the curve determining shape of the filament the angle between tangent vector and…

Fluid Dynamics · Physics 2009-11-10 V. P. Ruban

We provide asymptotic results and develop high frequency statistical procedures for time-changed L\'evy processes sampled at random instants. The sampling times are given by first hitting times of symmetric barriers whose distance with…

Probability · Mathematics 2010-07-20 Mathieu Rosenbaum , Peter Tankov

We consider a topological integral transform of Bessel (concentric isospectral sets) type and Fourier (hyperplane isospectral sets) type, using the Euler characteristic as a measure. These transforms convert constructible $\zed$-valued…

Algebraic Topology · Mathematics 2015-05-20 Robert Ghrist , Michael Robinson

Process convolutions yield random fields with flexible marginal distributions and dependence beyond Gaussianity, but statistical inference is often hampered by a lack of closed-form marginal distributions, and simulation-based inference may…

Methodology · Statistics 2017-10-19 Thomas Opitz

We develop a scale-invariant truncated L\'evy (STL) process to describe physical systems characterized by correlated stochastic variables. The STL process exhibits L\'evy stability for the probability density, and hence shows scaling…

Statistical Mechanics · Physics 2009-10-31 Boris Podobnik , Plamen Ch. Ivanov , Youngki Lee , H. Eugene Stanley

The short-time and global behaviour are studied for an autonomous linear evolution equation, which is defined by a generator inducing a uniformly bounded holomorphic semigroup in a Hilbert space. A general necessary and sufficient condition…

Analysis of PDEs · Mathematics 2018-12-18 Jon Johnsen

We introduce a pictorial approach to quantum information, called holographic software. Our software captures both algebraic and topological aspects of quantum networks. It yields a bi-directional dictionary to translate between a…

Quantum Physics · Physics 2018-03-19 Arthur Jaffe , Zhengwei Liu , Alex Wozniakowski

We consider the class of (possibly killed) spectrally positive L\'evy process that have been time-changed by the inverse of an integral functional. Within this class we characterize the family of those processes which satisfy the following…

Probability · Mathematics 2022-09-20 Matija Vidmar
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