Related papers: Observables of Macdonald processes
We study a new model where the potential outcomes, corresponding to the values of a (possibly continuous) treatment, are linked through common factors. The factors can be estimated using a panel of regressors. We propose a procedure to…
Power counting is applied to relativistic mean-field energy functionals to estimate contributions to the energy from individual terms. New estimates for isovector, tensor, and gradient terms in finite nuclei are shown to be consistent with…
In this paper, we develop a general machinery for finding explicit uniform probability and moment bounds on sub-additive positive functionals of random processes. Using the developed general technique, we derive uniform bounds on the…
Most measurements in particle and nuclear physics use matrix-based unfolding algorithms to correct for detector effects. In nearly all cases, the observable is defined analogously at the particle and detector level. We point out that while…
By the example of the proof of Minkowski's conjecture on critical determinant we give a category theory framework for interval computation.
Infinite determinantal measures introduced in this note are inductive limits of determinantal measures on an exhausting family of subsets of the phase space. Alternatively, an infinite determinantal measure can be described as a product of…
Rosengren and Schlosser introduced notions of ${\it R}_N$-theta functions for the seven types of irreducible reduced affine root systems, ${\it R}_N={\it A}_{N-1}$, ${\it B}_{N}$, ${\it B}^{\vee}_N$, ${\it C}_{N}$, ${\it C}^{\vee}_N$, ${\it…
We provide a general method to analyze the asymptotic properties of a variety of estimators of continuous time diffusion processes when the data are not only discretely sampled in time but the time separating successive observations may…
Assume that several competing methods are available to estimate a parameter in a given statistical model. The aim of estimator averaging is to provide a new estimator, built as a linear combination of the initial estimators, that achieves…
We consider matrix-valued processes described as solutions to stochastic differential equations of very general form. We study the family of the empirical measure-valued processes constructed from the corresponding eigenvalues. We show that…
We develop the method of averaging in Clifford (geometric) algebras suggested by the author in previous papers. We consider operators constructed using two different sets of anticommuting elements of real or complexified Clifford algebras.…
We derive a formula to calculate the local change to the log of any density of states for smooth real observables. Using this in Monte-Carlo simulations, we are able to calculate the expectation value of the observable with a precision…
The very well--poised elliptic Macdonald functions W_lambda in n independent variables are defined and their properties are investigated. The W_lambda are generalized by introducing an extra parameter to the elliptic Jackson coefficients…
We give a direct proof of the combinatorial formula for interpolation Macdonald polynomials by introducing certain polynomials, which we call generic Macdonald polynomials, which depend on $d$ additional parameters and specialize to all…
We consider the solution to a stochastic differential equation with a drift function which depends smoothly on some real parameter $\lambda$, and admitting a unique invariant measure for any value of $\lambda$ around $\lambda$ = 0. Our aim…
We review recent developments in detecting and estimating multiple change-points in time series models with exogenous and endogenous regressors, panel data models, and factor models. This review differs from others in multiple ways: (1) it…
The gap probabilities at the hard and soft edges of scaled random matrix ensembles with orthogonal symmetry are known in terms of $\tau$-functions. Extending recent work relating to the soft edge, it is shown that these $\tau$-functions,…
We explain in detail how to estimate mean values and assess statistical errors for arbitrary functions of elementary observables in Monte Carlo simulations. The method is to estimate and sum the relevant autocorrelation functions, which is…
Macdonald processes are measures on sequences of integer partitions built using the Cauchy summation identity for Macdonald symmetric functions. These measures are a useful tool to uncover the integrability of many probabilistic systems,…
This paper is a continuation of the paper (A.G.Ramm, Amer. Math. Monthly, 108, N 9, (2001), 855-860), where bounded Fredholm operators are studied. The theory of bounded linear Fredholm-type operators is presented in many texts. This paper…