Related papers: On the log quantile difference of the temporal agg…
The difference between the timelike and spacelike meson form factors is analysed in the framework of perturbative QCD with Sudakov effects included. It is found that integrable singularities appear but that the asymptotic behavior is the…
We consider sequences of additive functionals of difference approximations for uniformly non-degenerate multidimensional diffusions. The conditions are given, sufficient for such a sequence to converge weakly to a W-functional of the…
We provide a generic algorithm for constructing formulae that distinguish behaviourally inequivalent states in systems of various transition types such as nondeterministic, probabilistic or weighted; genericity over the transition type is…
In this paper, a class of piecewise deterministic Markov processes with underlying fast dynamic is studied. Using a "penalty method" , an averaging result is obtained when the underlying dynamic is infinitely accelerated. The features of…
We describe a criterion for particles suspended in a randomly moving fluid to aggregate. Aggregation occurs when the expectation value of a random variable is negative. This random variable evolves under a stochastic differential equation.…
The phase transitions and critical properties of two types of inhomogeneous systems are reviewed. In one case, the local critical behaviour results from the particular shape of the system. Here scale-invariant forms like wedges or cones are…
We shall show that for {\it any} $MA(2)$ process (apart from those with coefficients $\theta_1,\theta_2 $ lying on certain line-segments) there is {\it one and only one invertible} $MA(2)$ process with the {\it same} autocovariances…
Protein aggregation is of particular interest due to its connection with many diseases and disorders. Many factors can alter the dynamics and result of this process, one of them being the diffusivity of the monomers and aggregates in the…
We develop a rigorously controlled multi-time scale averaging technique; the averaging is done on a finite time interval, properly chosen, and then, via iterations and normal form transformations, the time intervals are scaled to arbitrary…
In this paper, we establish the existence of moments and moment estimates for L\'evy-type processes. We discuss whether the existence of moments is a time dependent distributional property, give sufficient conditions for the existence of…
The Monte Carlo (MC) estimates of thermal averages are usually functions of system control parameters $\lambda $, such as temperature, volume, interaction couplings, etc. Given the MC average at a set of prescribed control parameters…
In this review we consider the performance of the quantum adiabatic algorithm for the solution of decision problems. We divide the possible failure mechanisms into two sets: small gaps due to quantum phase transitions and small gaps due to…
We develop a simulation scheme for a class of spatial stochastic processes called volatility modulated moving averages. A characteristic feature of this model is that the behaviour of the moving average kernel at zero governs the roughness…
The analysis of logarithmic return distributions defined over large time scales is crucial for understanding the long-term dynamics of asset price movements. For large time scales of the order of two trading years, the anticipated Gaussian…
The ability to order outcomes is necessary to make comparisons which is complicated when there is no natural ordering on the space of outcomes, as in the case of functional outcomes. This paper examines methods for extracting a scalar…
A spectral representation for regularly varying L\'evy processes with index between one and two is established and the properties of the resulting random noise are discussed in detail giving also new insight in the $L^2$-case where the…
Stochastic point processes relevant to the theory of long-range aperiodic order are considered that display diffraction spectra of mixed type, with special emphasis on explicitly computable cases together with a unified approach of…
Research into time series classification has tended to focus on the case of series of uniform length. However, it is common for real-world time series data to have unequal lengths. Differing time series lengths may arise from a number of…
We model the logarithm of the price (log-price) of a financial asset as a random variable obtained by projecting an operator stable random vector with a scaling index matrix $\underline{\underline{E}}$ onto a non-random vector. The scaling…
We have studied the phase transition of the contact process near a multiple junction of $M$ semi-infinite chains by Monte Carlo simulations. As opposed to the continuous transitions of the translationally invariant ($M=2$) and semi-infinite…