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We investigate what can be concluded about a quantum system when sequential quantum measurements of its observable -- a prominent example of the so-called quantum stochastic process -- fulfill the Kolmogorov consistency condition and thus…

Quantum Physics · Physics 2024-07-02 Piotr Szańkowski , Łukasz Cywiński

In classical stochastic theory, the joint probability distributions of a stochastic process obey by definition the Kolmogorov consistency conditions. Interpreting such a process as a sequence of physical measurements with probabilistic…

Quantum Physics · Physics 2023-12-12 Moritz F. Richter , Andrea Smirne , Walter T. Strunz , Dario Egloff

Model-independent searches in particle physics aim at completing our knowledge of the universe by looking for new possible particles not predicted by the current theories. Such particles, referred to as signal, are expected to behave as a…

Applications · Statistics 2019-05-31 Alessandro Casa , Giovanna Menardi

We propose a new cross-correlation method that can recognize independent realizations of the same type of stochastic processes and can be used as a new kind of pattern recognition tool in biometrics, sensing, forensic, security and image…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Jong U. Kim , Laszlo B. Kish

While investigating quantum correlations in atomic systems, we note that single measurements contain information about these correlations. Using a simple model of measurement -- analogous to the one used in quantum optics -- we show how to…

Soft Condensed Matter · Physics 2009-11-10 Radka Bach , Kazimierz Rzazewski

Pseudorandom sequences are used extensively in communications and remote sensing. Correlation provides one measure of pseudorandomness, and low correlation is an important factor determining the performance of digital sequences in…

Information Theory · Computer Science 2018-06-14 Daniel J. Katz

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

Kolmogorov complexity of a finite binary word reflects both algorithmic structure and the empirical distribution of symbols appearing in the word. Words with symbol frequencies far from one half have smaller combinatorial richness and…

Computation · Statistics 2025-12-25 Brani Vidakovic

Since the introduction of the Kolmogorov complexity of binary sequences in the 1960s, there have been significant advancements in the topic of complexity measures for randomness assessment, which are of fundamental importance in theoretical…

Cryptography and Security · Computer Science 2026-04-14 Chunlei Li

We show that by taking into account randomness of realization of experimental contexts it is possible to construct common Kolmogorov space for data collected for these contexts, although they can be incompatible. We call such a construction…

Quantum Physics · Physics 2015-06-19 Andrei Khrennikov

A statistical framework is presented for the study of the orthogonally polarized modes of radio pulsar emission via the covariances between the Stokes parameters. To accommodate the typically heavy-tailed distributions of single-pulse radio…

Instrumentation and Methods for Astrophysics · Physics 2017-02-07 Willem van Straten , Caterina Tiburzi

Using Random Matrix Theory one can derive exact relations between the eigenvalue spectrum of the covariance matrix and the eigenvalue spectrum of its estimator (experimentally measured correlation matrix). These relations will be used to…

Statistical Mechanics · Physics 2009-11-10 Zdzislaw Burda , Jerzy Jurkiewicz

The detailed modelling of stellar oscillations is a powerful approach to characterising stars. However, poor treatment of systematics in theoretical models leads to misinterpretations of stars. Here we propose a more principled statistical…

Solar and Stellar Astrophysics · Physics 2023-06-06 Tanda Li , Guy R. Davies , Martin Nielsen , Margarida S. Cunha , Alexander J. Lyttle

Systems showing stochastic resonance (SR) or coherent resonance (CR) share some features, in particular the nearby periodic character of the signal. We show that in spite of this resemblance the different underlying dynamics can be detected…

Chaotic Dynamics · Physics 2009-11-11 R. Centurelli , S. Musacchio , R. A. Pasmanter , A. Vulpiani

Different ensembles of the same density matrix are indistinguishable within the modern Kolmogorov probability measure theory of quantum random phenomena. We find that changing the framework from the Kolmogorov one to a frequentist-inspired…

Quantum Physics · Physics 2020-10-13 C. S. Sudheer Kumar , Anup Biswas , Aditi Sen De , Ujjwal Sen

We show that scaling arguments are very useful to analyze the dynamics of periodically modulated noisy systems. Information about the behavior of the relevant quantities, such as the signal-to-noise ratio, upon variations of the noise…

Statistical Mechanics · Physics 2016-08-15 J. M. G. Vilar , J. M. Rubí

We consider sparse random intersection graphs with the property that the clustering coefficient does not vanish as the number of nodes tends to infinity. We find explicit asymptotic expressions for the correlation coefficient of degrees of…

Probability · Mathematics 2019-08-24 Mindaugas Bloznelis , Jerzy Jaworski , Valentas Kurauskas

Correspondence identifies relationships among objects via similarities among their components; it is ubiquitous in the analysis of spatial datasets, including images, weather maps, and computational simulations. This paper develops a novel…

Artificial Intelligence · Computer Science 2007-05-23 Chris Bailey-Kellogg , Naren Ramakrishnan

Randomness and regularities in Finance are usually treated in probabilistic terms. In this paper, we develop a completely different approach in using a non-probabilistic framework based on the algorithmic information theory initially…

Computational Finance · Quantitative Finance 2015-04-17 Olivier Brandouy , Jean-Paul Delahaye , Lin Ma

TThe problem is to identify a probability associated with a set of natural numbers, given an infinite data sequence of elements from the set. If the given sequence is drawn i.i.d. and the probability mass function involved (the target)…

Machine Learning · Computer Science 2014-07-14 Paul M. B. Vitanyi , Nick Chater