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We study the impact of the recently introduced underspread/overspread classificationon the spectra of processes with square-integrable covariance functions. We briefly review the most prominent definitions of a time-varying power spectrum…

Methodology · Statistics 2019-11-19 Werner Kozek , Kurt Riedel

Functionals (i.e. functions of functions) are widely used in quantum field theory and solid-state physics. In this paper, functionals are given a rigorous mathematical framework and their main properties are described. The choice of the…

Mathematical Physics · Physics 2018-03-14 Christian Brouder , Nguyen Viet Dang , Camille Laurent-Gengoux , Kasia Rejzner

This work analyzes and compares the asymptotic properties of the covariance matrices of vectors of volume power functionals of random Vietoris-Rips complexes, as the intensity of the underlying homogeneous Poisson point process grows.…

Probability · Mathematics 2025-09-22 Mandala von Westenholz

In an attempt to determine the outer scale of turbulence driven by localized sources, such as supernova explosions in the interstellar medium, we consider a forcing function given by the gradient of gaussian profiles localized at random…

Astrophysics · Physics 2007-05-23 Antony J. Mee , Axel Brandenburg

Sampling theory is a discipline in communications engineering involved with the exact reconstruction of continuous signals from discrete sets of sample points. From a physics perspective, this is interesting in relation to the question of…

High Energy Physics - Theory · Physics 2023-01-18 Jason Pye

Many complex systems are characterized by intriguing spatio-temporal structures. Their mathematical description relies on the analysis of appropriate correlation functions. Functional integral techniques provide a unifying formalism that…

Statistical Mechanics · Physics 2009-11-12 Uwe C. Tauber

In data science, one is often confronted with a time series representing measurements of some quantity of interest. Usually, as a first step, features of the time series need to be extracted. These are numerical quantities that aim to…

Rings and Algebras · Mathematics 2020-10-20 Joscha Diehl , Kurusch Ebrahimi-Fard , Nikolas Tapia

We develop parametric classes of covariance functions on linear networks and their extension to graphs with Euclidean edges, i.e., graphs with edges viewed as line segments or more general sets with a coordinate system allowing us to…

Statistics Theory · Mathematics 2019-05-03 Ethan Anderes , Jesper Møller , Jakob G. Rasmussen

The advent of data science has provided an increasing number of challenges with high data complexity. This paper addresses the challenge of space-time data where the spatial domain is not a planar surface, a sphere, or a linear network, but…

Methodology · Statistics 2022-08-09 Emilio Porcu , Philip A. White , Marc G. Genton

Focusing on non-ergodic macroscopic systems we reconsider the variances of time averages time-series. The total variance (direct average over all time-series) is known to be the sum of an internal variance (fluctuations within the…

Statistical Mechanics · Physics 2022-08-19 J. P. Wittmer , A. N. Semenov , J. Baschnagel

We develop the general relativity of extended spacetime-property for describing events including their properties. The anticommuting nature of property coordinates, augmenting space-time $({\bf x},t)$, allows for the natural emergence of…

High Energy Physics - Theory · Physics 2015-06-18 Robert Delbourgo , Paul D Stack

The paper addresses the question whether a random functional, a map from a set $E$ into the space of real-valued measurable functions on a probability space, has a measurable version with values in ${\mathbb R}^E$. Similarly, one may ask…

Functional Analysis · Mathematics 2024-02-08 Michael Oberguggenberger

Space-time correlation functions constitute a useful instrument from the research toolkit of continuous-media and many-body physics. We adopt here this concept for single-particle random walks and demonstrate that the corresponding…

Statistical Mechanics · Physics 2013-04-30 V. Zaburdaev , S. Denisov , P. Hanggi

Many applications require stochastic processes specified on two- or higher-dimensional domains; spatial or spatial-temporal modelling, for example. In these applications it is attractive, for conceptual simplicity and computational…

Statistics Theory · Mathematics 2017-02-21 Jonathan Rougier

We provide a novel approach to model space-time random fields where the temporal argument is decomposed into two parts. The former captures the linear argument, which is related, for instance, to the annual evolution of the field. The…

Statistics Theory · Mathematics 2018-01-18 Alfredo Alegría , Emilio Porcu

Multivariate spatial-statistical models are often used when modeling environmental and socio-demographic processes. The most commonly used models for multivariate spatial covariances assume both stationarity and symmetry for the…

Methodology · Statistics 2021-05-11 Quan Vu , Andrew Zammit-Mangion , Noel Cressie

We describe a class of modified gravity theories that deform general relativity in a way that breaks time reversal invariance and, very mildly, locality. The algebra of constraints, local physical degrees of freedom, and their linearized…

General Relativity and Quantum Cosmology · Physics 2015-08-12 Marina Cortes , Henrique Gomes , Lee Smolin

We consider a stationary spatio-temporal random process and assume that we have a sample. By defining a sequence of discrete Fourier transforms at canonical frequencies at each location, and using these complex valued random varables as…

Statistics Theory · Mathematics 2015-12-31 T. Subba Rao , Gy. Terdik

In this paper we explore a covariance spectral modelling strategy for spatial-temporal processes which involves a spectral approach for time but a covariance approach for space.It facilitates the analysis of coherence between the temporal…

Methodology · Statistics 2014-09-17 A. M. Mosammam , J. T. Kent

We consider time-dependent space isotropic and time stationary spherical Gaussian random fields. We establish Chung's law of the iterated logarithm and solve the small probabilities problem. Our results depend on the high-frequency…

Probability · Mathematics 2024-04-11 Marco Carfagnini , Anna Paola Todino