Related papers: Linearization effect in multifractal analysis: Ins…
We discuss the origin of multiscaling in financial time-series and investigate how to best quantify it. Our methodology consists in separating the different sources of measured multifractality by analysing the multi/uni-scaling behaviour of…
I study peer effects that arise from irreversible decisions in the absence of a standard social equilibrium. I model a latent sequence of decisions in continuous time and obtain a closed-form expression for the likelihood, which allows to…
The frequentist interpretation of measurement results requires the specification of an ensemble of independent replications of the same experiment. For complex calculations of bias, coverage, significance, etc., this ensemble is often…
We consider ensemble averaged theories with discrete random variables. We propose a suitable measure to do the ensemble average. We also provide a mathematical description of such ensemble averages of theories in terms of Poisson point…
We analyze a class of parametrized Random Matrix models, introduced by Rosenzweig and Porter, which is expected to describe the energy level statistics of quantum systems whose classical dynamics varies from regular to chaotic as a function…
From the random matrix theory all the energy levels should be strongly correlated due to the presence of all off-diagonal entries.In this work we introduce two new statistics to more accurately characterize these long-distance interactions…
Longitudinal studies with binary or ordinal responses are widely encountered in various disciplines, where the primary focus is on the temporal evolution of the probability of each response category. Traditional approaches build from the…
We simulate the fragmentation processes in the \CaCa collisions at the bombarding energy 1.05 GeV/u using the Lorentz covariant RQMD and the non-covariant QMD approaches, incorporated with the statistical decay model. By comparing the…
Polarization phenomena are essential for the understanding of elementary processes, and are typically large in the threshold region. The selection rules with respect to P-parity, angular momentum, isotopic spin and the Pauli principle allow…
The stochastic scenario of relaxation in the complex systems is presented. It is based on a general probabilistic formalism of limit theorems. The nonexponential relaxation is shown to result from the asymptotic self-similar properties in…
We consider the problem of estimating a temperature-dependent thermal conductivity model (curve) from temperature measurements. We apply a Bayesian estimation approach that takes into account measurement errors and limited prior information…
This article introduces the class of periodic trawl processes, which are continuous-time, infinitely divisible, stationary stochastic processes, that allow for periodicity and flexible forms of their serial correlation, including both…
Monte Carlo simulations of systems with a complex action are known to be extremely difficult. A new approach to this problem based on a factorization property of distribution functions of observables has been proposed recently. The method…
A field-theoretical description of the behavior of disordered, elastically isotropic, compressible systems characterized by two order parameters at the bicritical and tetracritical points is presented. The description is performed in the…
Developing and making sense of quantitative models is a core practice of physics. Covariational reasoning -- considering how the changes in one quantity affect changes in another, related quantity -- is an essential part of modeling…
Linearizing the Heisenberg equations of motion around the ground state of an interacting quantum many-body system, one gets a time-evolution generator in the positive cone of a real symplectic Lie algebra. The presence of disorder in the…
Empirical time series of inter-event or waiting times are investigated using a modified Multifractal Detrended Fluctuation Analysis operating on fluctuations of mean detrended dynamics. The core of the extended multifractal analysis is the…
This study extends the Bayesian nonparametric instrumental variable regression model to determine the structural effects of covariates on the conditional quantile of the response variable. The error distribution is nonparametrically…
Multivariate data sources with components of different information value seem to appear frequently in practice. Models in which the components change their homogeneity at different times are of significant importance. The fact whether any…
Effects of geometrical frustration and quantum fluctuation are theoretically investigated for the proton ordering in a quasi-two-dimensional hydrogen-bonded system, squaric acid crystal. We elucidate the phase diagram for an effective…