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The aim of this work is to build financial crisis indicators based on spectral properties of the dynamics of market data. After choosing an optimal size for a rolling window, the historical market data in this window is seen every trading…

Mathematical Finance · Quantitative Finance 2017-09-11 Antoine Kornprobst , Raphael Douady

Using liquid integral equation theory, we calculate the pair correlations of particles that interact via a smooth repulsive pair potential in d = 4 spatial dimensions. We discuss the performance of different closures for the…

Soft Condensed Matter · Physics 2015-10-09 M. Heinen , J. Horbach , H. Löwen

Though the mediums for visualization are limited, the potential dimensions of a dataset are not. In many areas of scientific study, understanding the correlations between those dimensions and their uncertainties is pivotal to mining useful…

Astrophysics · Physics 2009-02-25 Steve Haroz , Kwan-Liu Ma , Katrin Heitmann

It is shown that the two-body character of the interaction in a many-body system gives rise to specific correlations between the components of compound states, even if this interaction is completely random. Surprisingly, these correlations…

Condensed Matter · Physics 2009-10-28 V. V. Flambaum , G. F. Gribakin , F. M. Izrailev

Unlike flat space quantum field theories that focus on scattering amplitudes, the main observables in quantum cosmology are correlation functions. The systematic way of calculating correlators is called in-in formalism, which requires only…

General Relativity and Quantum Cosmology · Physics 2015-06-16 Ali Kaya

The problem of detecting changes in covariance for a single pair of features has been studied in some detail, but may be limited in importance or general applicability. In contrast, testing equality of covariance matrices of a {\it set} of…

Methodology · Statistics 2017-12-12 Yi-Hui Zhou

This is an attempt to model ambient space as a three-dimensional real affine space with a distinguished group of automorphisms containing the translations and acting freely and transitively on pairs consisting of a half-plane together with…

History and Overview · Mathematics 2008-09-30 Wolfgang Soergel

Quantum correlations represent a fundamental tool for studies ranging from basic science to quantum technologies. Different non-classical correlations have been identified and studied, as entanglement and discord. In this Paper we explore…

Quantum Physics · Physics 2016-12-15 E. Moreva , M. Gramegna , M. A. Yurischev

The absolute/relative debate on the nature of space and time is ongoing for thousands of years. Here we attempt to investigate space and time from the information theoretic point of view to understand spatial and temporal correlations under…

Quantum Physics · Physics 2021-01-22 Tian Zhang

Quantum coherence is the key resource for quantum technology, with applications in quantum optics, information processing, metrology and cryptography. Yet, there is no universally efficient method for quantifying coherence either in…

Quantum Physics · Physics 2014-10-24 Davide Girolami

We consider a two-dimensional Coulomb gas of positive and negative pointlike unit charges interacting via a logarithmic potential. The density (rather than the charge) correlation functions are studied. In the bulk, the form-factor theory…

Statistical Mechanics · Physics 2007-05-23 L. Šamaj , B. Jancovici

We propose three measures of mutual dependence between multiple random vectors. All the measures are zero if and only if the random vectors are mutually independent. The first measure generalizes distance covariance from pairwise dependence…

Statistics Theory · Mathematics 2018-05-18 Ze Jin , David S. Matteson

The hierarchy of correlations is an analytical approximation method which allows us to study non-equilibrium phenomena in strongly interacting quantum many-body systems on lattices in higher dimensions. So far, this method was restricted to…

Statistical Mechanics · Physics 2023-11-08 Friedemann Queisser , Ralf Schützhold

Statistical systems near a classical critical point have been intensively studied both from theoretical and experimental points of view. In particular, correlation functions are of relevance in comparing theoretical models with the…

High Energy Physics - Theory · Physics 2018-05-25 Andrea Amoretti , Nicodemo Magnoli

The changes of hadron properties within strongly interacting matter provide a link between experimental observables and Quantum Chromodynamics (QCD) in the non-pertubative sector. The sensitivity of various observables to in-medium…

Nuclear Experiment · Physics 2012-04-16 Mariana Nanova

Fractal geometry proved to be an effective mathematical tool for exploring real geographical space based on digital maps and remote sensing images. Whether the fractal theory tool can be applied to abstract geographical space has not been…

Physics and Society · Physics 2023-06-06 Yanguang Chen

The quantumness of the correlation known as quantum correlation is usually measured by quantum discord. So far various quantum discords can be roughly understood as indirect measure by some special discrepancy of two quantities. We present…

Quantum Physics · Physics 2015-06-16 Chang-shui Yu , Heng Fan

The two point angular correlation function is an excellent measure of structure in the universe. To extract from it the three dimensional power spectrum, one must invert Limber's Equation. Here we perform this inversion using a Bayesian…

Astrophysics · Physics 2008-11-26 Scott Dodelson , Enrique Gaztanaga

Conventional practice of spatially resolved detection in diffusion-coupled thermal atomic vapors implicitly treat localized responses as mutually independent. However, in this study, it is shown that observable correlations are governed by…

Atomic Physics · Physics 2026-01-01 Zuoxian Wang , Yuhao Zhang , Gaopu Hou , Zihua Liang , Gen Hu , Lu Liu , Yuan Sun , Feilong Xu , Mao Ye

We study invariant measures of continuous contact model in small dimensional spaces ($d =1,2$). Under general conditions we prove that in the critical regime this system has the one-parameter set of invariant measures parametrized by the…

Mathematical Physics · Physics 2019-11-06 Yuri Kondratiev , Oleksandr Kutoviy , Sergey Pirogov , Elena Zhizhina
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