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The general scheme for the treatment of relaxation processes and temporal autocorrelations of dynamical variables for many particle systems is presented in framework of the recurrence relations approach. The time autocorrelation functions…

Statistical Mechanics · Physics 2013-12-10 Anatolii V. Mokshin

Model reduction of fast-slow chemical reaction networks based on the quasi-steady state approximation fails when the fast subsystem has first integrals. We call these first integrals approximate conservation laws. In order to define fast…

The validity of a model treating the short-range correlations up to the first order is studied by calculating the charge response of an infinite system and comparing the obtained results with those of a Fermi Hypernetted Chain calculation.

Nuclear Theory · Physics 2008-11-26 J. E. Amaro , A. M. Lallena , G. Co' , A. Fabrocini

Stationary processes have been extensively studied in the literature. Their applications include modeling and forecasting numerous real life phenomena such as natural disasters, sales and market movements. When stationary processes are…

Statistics Theory · Mathematics 2018-01-10 Marko Voutilainen , Lauri Viitasaari , Pauliina Ilmonen

Recurrence networks are a novel tool of nonlinear time series analysis allowing the characterisation of higher-order geometric properties of complex dynamical systems based on recurrences in phase space, which are a fundamental concept in…

Chaotic Dynamics · Physics 2016-04-07 Y. Zou , J. Heitzig , R. V. Donner , J. F. Donges , J. D. Farmer , R. Meucci , S. Euzzor , N. Marwan , J. Kurths

Non-equilibrium diffusive systems are known to exhibit long-range correlations, which decay like the inverse 1/L of the system size L in one dimension. Here, taking the example of the ABC model, we show that this size dependence becomes…

Statistical Mechanics · Physics 2015-05-30 Antoine Gerschenfeld , Bernard Derrida

Mathematical methods provide useful framework for the analysis and design of complex systems. In newer contexts such as biology, however, there is a need to both adapt existing methods as well as to develop new ones. Using a combination of…

Molecular Networks · Quantitative Biology 2017-12-06 Abhishek Dey , Shaunak Sen

When considering the problem of forecasting a continuous-time stochastic process over an entire time-interval in terms of its recent past, the notion of Autoregressive Hilbert space processes (ARH) arises. This model can be seen as a…

Methodology · Statistics 2013-02-15 Jairo Cugliari

The advances in Artificial Intelligence (AI) and Machine Learning (ML) have opened up many avenues for scientific research, and are adding new dimensions to the process of knowledge creation. However, even the most powerful and versatile of…

Artificial Intelligence · Computer Science 2023-11-10 Jorawar Singh , Kishor Bharti , Arvind

Modern applications have made ubiquitous high-dimensional data, especially time-dependent data, with more and more complicated structures, and it also has become more frequent to encounter the scenario of hierarchical relationships among…

Methodology · Statistics 2026-04-06 Lan Li , Shibo Yu , Yingzhou Wang , Guodong Li

Autoregressive generative models of images tend to be biased towards capturing local structure, and as a result they often produce samples which are lacking in terms of large-scale coherence. To address this, we propose two methods to learn…

Computer Vision and Pattern Recognition · Computer Science 2019-10-09 Jeffrey De Fauw , Sander Dieleman , Karen Simonyan

An autoregressive model with a power-law type memory kernel is studied as a stochastic process that exhibits a self-affine-fractal-like behavior for a small time scale. We find numerically that the root-mean-square displacement for the time…

Statistical Mechanics · Physics 2015-10-28 Hidetsugu Sakaguchi , Haruo Honjo

Searches for statistically significant correlations between arrival directions of ultra-high energy cosmic rays and classes of astrophysical objects are common in astroparticle physics. We present a method to test potential correlation…

Astrophysics · Physics 2009-11-13 S. Y. BenZvi , B. M. Connolly , S. Westerhoff

Temporal inhomogeneities observed in various natural and social phenomena have often been characterized in terms of scaling behaviors in the autocorrelation function with a decaying exponent $\gamma$, the interevent time distribution with a…

Physics and Society · Physics 2018-08-20 Byoung-Hwa Lee , Woo-Sung Jung , Hang-Hyun Jo

In this article there is no intention to repeat basic concepts about risk management, but we will try to define why often is usefull the time series analysis during the assessment of risks, and how is possible to compute a significative…

Applications · Statistics 2016-01-13 Gianluca Rosso

Large language and music models are increasingly used for constrained generation: rhyming lines, fixed meter, inpainting or infilling, positional endings, and other global form requirements. These systems often perform strikingly well, but…

Artificial Intelligence · Computer Science 2026-04-10 Francois Pachet , Pierre Roy

A random coefficient autoregressive process is deeply investigated in which the coefficients are correlated. First we look at the existence of a strictly stationary causal solution, we give the second-order stationarity conditions and the…

Statistics Theory · Mathematics 2018-03-29 Frédéric Proïa , Marius Soltane

Time series of matrix-valued data are increasingly available in various areas including economics, finance, social science, among others. These data may shed light on the inter-dynamical relationships between two sets of attributes, for…

Methodology · Statistics 2026-04-22 Fei Wu , Kung-Sik Chan

Temporal correlations in the time series observed in various systems have been characterized by the autocorrelation function. Such correlations can be explained by heavy-tailed interevent time distributions as well as by correlations…

Computational Physics · Physics 2025-06-17 Min-ho Yu , Hang-Hyun Jo

Recent theories suggest that Neural Scaling Laws arise whenever the task is linearly decomposed into power-law distributed units. Alternatively, scaling laws also emerge when data exhibit a hierarchically compositional structure, as is…

Machine Learning · Statistics 2025-05-13 Francesco Cagnetta , Hyunmo Kang , Matthieu Wyart