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Due to globalization and relaxed market regulation, we have assisted to an increasing of extremal dependence in international markets. As a consequence, several measures of tail dependence have been stated in literature in recent years,…

Statistics Theory · Mathematics 2011-08-10 Helena Ferreira , Marta Ferreira

This is an integrated part of our Geo-Arithmetic Program. In this paper we initiate a geometrically oriented construction of non-abelian zeta functions for curves defined over finite fields by a weighted count of semi-stable bundles. Basic…

Number Theory · Mathematics 2007-05-23 Lin Weng

We prove a Torelli-like theorem for higher-dimensional function fields, from the point of view of "almost-abelian" anabelian geometry.

Algebraic Geometry · Mathematics 2021-04-23 Adam Topaz

The large-distance asymptotic behavior of the field-field correlators has been computed for one-dimensional impenetrable anyons at finite temperatures. The asymptotic behavior agrees with the predictions of conformal field theory at low…

Statistical Mechanics · Physics 2015-05-13 Ovidiu I. Patu , Vladimir E. Korepin , Dmitri V. Averin

Classical spectral analysis is based on the discrete Fourier transform of the auto-covariances. In this paper we investigate the asymptotic properties of new frequency domain methods where the auto-covariances in the spectral density are…

Statistics Theory · Mathematics 2017-03-14 Ria van Hecke , Stanislav Volgushev , Holger Dette

We establish some asymptotic expansions for infinite weighted convolution of distributions having regular varying tails. Various applications to statistics and probability are developed.

Probability · Mathematics 2007-06-13 Ph. Barbe , W. P. McCormick

We obtain an almost sure limit theorem for the maximum of nonstationary random fields under some dependence conditions.

Probability · Mathematics 2016-01-07 Luísa Pereira , Zhongquan Tan

We give some account of investigations for the role of infinite dimensional algebras in time dependent systems.

Mathematical Physics · Physics 2007-05-23 Antoine D. Coste

The analysis of large experimental datasets frequently reveals significant interactions that are difficult to interpret within the theoretical framework guiding the research. Some of these interactions actually arise from the presence of…

Applications · Statistics 2017-09-19 Hannes Matuschek , Reinhold Kliegl

We apply the concept of distance covariance for testing independence of two long-range dependent time series. As test statistic we propose a linear combination of empirical distance cross-covariances. We derive the asymptotic distribution…

Statistics Theory · Mathematics 2026-01-28 Annika Betken , Herold Dehling

This paper investigates the asymptotic behavior of the extremes of a sequence of generalized Oppenheim random variables. Particularly, we establish conditions under which some normalized extremes of sequences arising from Oppenheim…

Probability · Mathematics 2024-05-21 Milto Hadjikyriakou , Rita Giuliano

We discuss a new simple field theory approach of Coulomb systems. Using a description in terms of fields, we introduce in a new way the statistical degrees of freedom in relation with the quantum mechanics. We show on a series of examples…

Statistical Mechanics · Physics 2008-09-29 D. di Caprio , J. P. Badiali , M. Holovko

Let $K\in L^1(\mathbb R)$ and let $f\in L^\infty(\mathbb R)$ be two functions on $\mathbb R$. The convolution $$(K\ast f)(x)=\int_{\mathbb R}K(x-y)f(y)dy$$ can be considered as an average of $f$ with weight defined by $K$. Wiener's…

Algebraic Geometry · Mathematics 2015-05-19 Lei Fu

Asymptotically nonlocal field theories represent a sequence of higher-derivative theories whose limit point is a ghost-free, infinite-derivative theory. Here we extend this framework, developed previously in a theory of real scalar fields,…

High Energy Physics - Theory · Physics 2022-03-04 Jens Boos , Christopher D. Carone

Two theorems on the asymptotic distribution of zeros of sequences of analytic functions are proved. First one relates the asymptotic behavior of zeros to the asymptotic behavior of coefficients. Second theorem establishes a relation between…

Complex Variables · Mathematics 2022-09-27 Alexandre Eremenko

We derive an explicit, exactly conformally invariant form for the action for the non-abelian Toda field theory. We demonstrate that the conformal invariance conditions, expressed in terms of the $\beta$-functions of the theory, are…

High Energy Physics - Theory · Physics 2015-06-26 I. Jack , D. R. T. Jones , J. Panvel

We show that noncommuting electric fields occur naturally in $\theta$-expanded noncommutative gauge theories. Using this noncommutativity, which is field dependent, and a hamiltonian generalisation of the Seiberg-Witten Map, the algebraic…

High Energy Physics - Theory · Physics 2009-11-07 Rabin Banerjee

This is the second in a series of two works which study the discrete Gaussian free field on the binary tree when all leaves are conditioned to be positive. In the first work ("Gaussian free field on the tree subject to a hard wall I:…

Probability · Mathematics 2024-09-04 Maximilian Fels , Lisa Hartung , Oren Louidor

Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic…

Statistics Theory · Mathematics 2018-09-06 Jean Jacod , Michael Sørensen

We discuss some aspects of the topological features of a non-interacting two (1+1)-dimensional Abelian gauge theory in the framework of superfield formalism. This theory is described by a BRST invariant Lagrangian density in the Feynman…

High Energy Physics - Theory · Physics 2008-11-26 R. P. Malik