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Dynamic heterogeneity has often been modeled by assuming that a single-particle observable, fluctuating at a molecular scale, is influenced by its coupling to environmental variables fluctuating on a second, perhaps slower, time scale.…

Condensed Matter · Physics 2009-11-07 Gregor Diezemann , Gerald Hinze , Hans Sillescu

For a non-stationary or non-ergodic marked point process (MPP) on $\R^d$, the definition of averages becomes ambiguous as the process might have a different stochastic behavior in different realizations (non-ergodicity) or in different…

Probability · Mathematics 2012-10-05 Alexander Malinowski , Martin Schlather , Zhengjun Zhang

The aim of this paper is two-fold. First we analyze the sequence of intensity measures of a spatial branching point process arising in a multiple target tracking context. We study its stability properties, characterize its long time…

Probability · Mathematics 2010-12-27 Francois Caron , Pierre Del Moral , Arnaud Doucet , Michele Pace

Point processes are a useful mathematical tool for describing events over time, and so there are many recent approaches for representing and learning them. One notable open question is how to precisely describe the flexibility of point…

Machine Learning · Computer Science 2021-03-04 Alexander Soen , Alexander Mathews , Daniel Grixti-Cheng , Lexing Xie

The dynamics of a bi-dimensional dense granular packing under cyclic shear is experimentally investigated close to the jamming transition. Measurement of multi-point correlation functions are produced. The self-intermediate scattering…

Statistical Mechanics · Physics 2007-10-16 O. Dauchot , G. Marty , G. Biroli

Let $(X_i)_{i=1,...,n}$ be a possibly nonstationary sequence such that $\mathscr{L}(X_i)=P_n$ if $i\leq n\theta$ and $\mathscr{L}(X_i)=Q_n$ if $i>n\theta$, where $0<\theta <1$ is the location of the change-point to be estimated. We…

Statistics Theory · Mathematics 2009-09-29 Samir Ben Hariz , Jonathan J. Wylie , Qiang Zhang

In this paper, we conduct a simulation study with subject-level data to evaluate conventional meta-regression approaches (study-level random, fixed, and mixed effects) against seven methodology specifications new to meta-regressions that…

Econometrics · Economics 2025-07-18 Ali Habibnia , Jonathan Gendron

We derive joint factorial moment identities for point processes with Papangelou intensities. Our proof simplifies previous approaches to related moment identities and includes the setting of Poisson point processes. Applications are given…

Probability · Mathematics 2013-10-15 Jean-Christophe Breton , Nicolas Privault

For a spatiotemporal process $\{X_j(s,t) | ~s \in S~,~t \in T \}_{j =1, \ldots , n} $, where $S$ denotes the set of spatial locations and $T$ the time domain, we consider the problem of testing for a change in the sequence of mean…

Statistics Theory · Mathematics 2022-03-10 Holger Dette , Pascal Quanz

A nonequilibrium statistical operator method is developed for ensembles of particles obeying non-Hamiltonian equations of motion in classical phase space. The main consequences of non-zero compressibility of phase space are examined in…

Statistical Mechanics · Physics 2007-05-23 Alexander V. Zhukov , Jianshu Cao

Determinantal point processes are models for regular spatial point patterns, with appealing probabilistic properties. We present their spatio-temporal counterparts and give examples of these models, based on spatio-temporal covariance…

Statistics Theory · Mathematics 2023-01-09 Nafiseh Vafaei , Mohammad Ghorbani , Masoud Ganji , Mari Myllymäki

We study long-range interacting systems driven by external stochastic forces that act collectively on all the particles constituting the system. Such a scenario is frequently encountered in the context of plasmas, self-gravitating systems,…

Statistical Mechanics · Physics 2013-12-03 Cesare Nardini , Shamik Gupta , Stefano Ruffo , Thierry Dauxois , Freddy Bouchet

Recently, based on the method of collective variables the statistical field theory for multicomponent inhomogeneous systems was formulated [O. Patsahan, I. Mryglod, J.-M. Caillol, Journal of Physical Studies, 2007, 11, 133]. In this letter…

Statistical Mechanics · Physics 2012-07-13 O. Patsahan , I. Mryglod

We can, and should, do statistical inference on simulation models by adjusting the parameters in the simulation so that the values of {\em randomly chosen} functions of the simulation output match the values of those same functions…

Methodology · Statistics 2021-11-18 Cosma Rohilla Shalizi

Stationarity is a cornerstone property that facilitates the analysis and processing of random signals in the time domain. Although time-varying signals are abundant in nature, in many practical scenarios the information of interest resides…

Systems and Control · Computer Science 2017-10-11 Antonio G. Marques , Santiago Segarra , Geert Leus , Alejandro Ribeiro

Tests for structural breaks in time series should ideally be sensitive to breaks in the parameter of interest, while being robust to nuisance changes. Statistical analysis thus needs to allow for some form of nonstationarity under the null…

Methodology · Statistics 2022-12-02 Fabian Mies

Understanding and predicting environmental phenomena often requires the construction of spatio-temporal statistical models, which are typically Gaussian processes. A common assumption made on Gaussian processes is that of covariance…

Methodology · Statistics 2023-03-17 Quan Vu , Andrew Zammit-Mangion , Stephen J. Chuter

We study sequences of scaled edge-corrected empirical (generalized) K-functions (modifying Ripley's K-function) each of them constructed from a single observation of a $d$-dimensional fourth-order stationary point process in a sampling…

Statistics Theory · Mathematics 2017-06-06 Lothar Heinrich

In this research, we propose a novel technique for visualizing nonstationarity in geostatistics, particularly when confronted with a single realization of data at irregularly spaced locations. Our method hinges on formulating a statistic…

Methodology · Statistics 2023-08-29 ShengLi Tzeng , Bo-Yu Chen , Hsin-Cheng Huang

We present a general model allowing one to calculate the distribution function of energetic particles in the interstellar medium, and hence any relevant nuclear reaction rate, for any given time-dependent injection function, as well as in…

Astrophysics · Physics 2007-05-23 Etienne Parizot