Related papers: Transport techniques for non-Gaussianity
Non-Gaussian shapes, despite a linear form of the mean-squared displacement, have been observed for the displacement distribution in a large range of diffusive systems. Stochastic models for such "Brownian yet non-Gaussian" diffusion will…
The transport coefficients of the Anderson model are calculated by extending Wilson's NRG method to finite temperature Green's functions. Accurate results for the frequency and temperature dependence of the single--particle spectral…
We develop a technique to construct analytical solutions of the linear perturbations of inflation with a nonlinear dispersion relation, due to quantum effects of the early universe. Error bounds are given and studied in detail. The…
Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…
In this work we present an analytical model, based on the path-integral formalism of Statistical Mechanics, for pricing options using first-passage time problems involving both fixed and deterministically moving absorbing barriers under…
Transport phenomena are ubiquitous in nature and known to be important for various scientific domains. Examples can be found in physics, electrochemistry, heterogeneous catalysis, physiology, etc. To obtain new information about diffusive…
We present a class of models in which the primordial metric fluctuations do not necessarily obey Gaussian statistics. These models are realizations of mechanisms in which non-Gaussianity is first generated by a light scalar field and then…
In this paper we calculate additional contributions to that part of the non-Gaussianity of the curvature perturbation, which come from the three-point correlator of the field perturbations. We estimate this contribution in the following…
We review various numerical approaches to compute transport coefficients in molecular dynamics. These approaches can be broadly classified into three groups: (i) nonequilibrium methods based on applying an external driving field to the…
Inflating curvaton can create curvature perturbation when the curvaton density is slowly varying. Using the delta-N formalism, we discuss the evolution of the curvature perturbation during curvaton inflation and find analytic formulation of…
We prove transportation-cost inequalities for the law of SDE solutions driven by general Gaussian processes. Examples include the fractional Brownian motion, but also more general processes like bifractional Brownian motion. In case of…
Recently a mechanism was proposed whereby the primordial density perturbations are generated at the end of inflation. We continue the analysis of the proposed model of this mechanism and calculate the maximum extent to which the density…
We address two shortcomings in online travel time estimation methods for congested urban traffic. The first shortcoming is related to the determination of the number of mixture modes, which can change dynamically, within day and from day to…
Gaussian process (GP) priors are non-parametric generative models with appealing modelling properties for Bayesian inference: they can model non-linear relationships through noisy observations, have closed-form expressions for training and…
A multivariate distribution can be described by a triangular transport map from the target distribution to a simple reference distribution. We propose Bayesian nonparametric inference on the transport map by modeling its components using…
In hybrid inflationary models, inflation ends by a sudden instability associated with a steep ridge in the potential. Here we argue that this feature can generate a large contribution to the curvature perturbation on observable scales. This…
The Euler and Navier-Stokes fluid mechanics equations are derived using a modified statistical mechanical approach using theory taken from the Chapman-Enskog perturbation analysis used to support the lattice Boltzmann method. Additional…
We consider the optimal transport problem between multivariate Gaussian stationary stochastic processes. The transportation effort is the variance of the filtered discrepancy process. The main contribution of this technical note is to show…
We use transport techniques to calculate the trispectrum produced in multiple-field inflationary models with canonical kinetic terms. Our method allows the time evolution of the local trispectrum parameters, tauNL and gNL, to be tracked…
The thermodynamic approach to non-equilibrium dynamics describes the state of macroscopic systems by means of a collection of intensities or intensive variables. The latter are by definition the differentials of the entropy with respect to…