Related papers: On the log quantile difference of the temporal agg…
We characterize the finite variation property for stationary increment mixed moving averages driven by infinitely divisible random measures. Such processes include fractional and moving average processes driven by Levy processes, and also…
We consider the value distribution of the difference between logarithms of two symmetric power $L$-functions at $s=\sigma > 1/2$. We prove that certain averages of those values can be written as integrals involving a density function which…
We present a model of Moyal-type noncommutativity with time-depending noncommutativity parameter and the exact gauge invariant action for the U(1) noncommutative gauge theory. We briefly result the results of the analysis of plane-wave…
The determination of the time averages of continuous functions, or discrete time sequences is important for various problems in physics and engineering, and the generalized final-value theorems of the Laplace and z-transforms, relevant to…
Generalized action invariants are identified for various models of drift wave turbulence in the presence of the mean shear flow. It is shown that the wave kinetic equation describing the interaction of the small scale turbulence and large…
The concept of moment differentiation is extended to the class of moment summable functions, giving rise to moment differential properties. The main result leans on accurate upper estimates for the integral representation of the moment…
Single particle tracking has become a standard tool to investigate diffusive properties, especially in small systems such as biological cells. Usually the resulting time series are analyzed in terms of time averages over individual…
Second-order variational type equations for spatial point processes are established. In case of log linear parametric models for pair correlation functions, it is demonstrated that the variational equations can be applied to construct…
Convergence results for averages of independent replications of counting processes are established in a $p$-variation setting and under certain assumptions. Such convergence results can be combined with functional differentiability results…
The Hurst exponent $H$ of long range correlated series can be estimated by means of the Detrending Moving Average (DMA) method. A computational tool defined within the algorithm is the generalized variance $ \sigma_{DMA}^2={1}/{(N-n)}\sum_i…
The principle of energy conservation leads to a generalized choice of transition probability in a piecewise adiabatic representation of quantum(-classical) dynamics. Significant improvement (almost an order of magnitude, depending on the…
The Multilevel Monte Carlo (MLMC) approach usually works well when estimating the expected value of a quantity which is a Lipschitz function of intermediate quantities, but if it is a discontinuous function it can lead to a much slower…
A stochastic theory for the toppling activity in sandpile models is developed, based on a simple mean-field assumption about the toppling process. The theory describes the process as an anti-persistent Gaussian walk, where the diffusion…
We propose an alternative formulation of structure functions for the velocity field in fully developed turbulence. Instead of averaging moments of the velocity differences as a function of the distance, we suggest to average moments of the…
A method is discussed to analyze the dynamics of a dissipative quantum system. The method hinges upon the definition of an alternative (time-dependent) product among the observables of the system. In the long time limit this yields a…
Form factors of a simple system have been calculated in various forms of relativistic quantum mechanics, using a single-particle current. Their comparison has shown large discrepancies. The comparison is extended here to instant- and…
An extension of the Hawkes model where the productivity is variable is considered. In particular, the case is considered where each point may have its own productivity and a simple analytic formula is derived for the maximum likelihood…
We describe the cluster of large deviations events that arise when one such large deviations event occurs. We work in the framework of an infinite moving average process with a noise that has finite exponential moments.
This work concerns about forward-backward multivalued stochastic systems. First of all, we prove one average principle for general stochastic differential equations in the $L^{2p}$ ($p\geq 1$) sense. Moreover, for $p=1$ a convergence rate…
The traditional method of finding the average value of a physical quantity often gives wrong results. Another formula of averaging is derived which gives correct results. It is applied to calculation of the average radius of tapering tube…