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We compute spectra of sample auto-covariance matrices of second order stationary stochastic processes. We look at a limit in which both the matrix dimension $N$ and the sample size $M$ used to define empirical averages diverge, with their…

Disordered Systems and Neural Networks · Physics 2015-06-03 Reimer Kuehn , Peter Sollich

A stationary random sequence admits under some assumptions a representation as the sum of two others: one of them is a martingale difference sequence, and another is a so-called coboundary. Such a representation can be used for proving some…

Probability · Mathematics 2008-12-24 Mikhail Gordin

The two-dimensional cell-sorting problem is found to be mathematically equivalent to the one-dimensional random walk problem with pair creations and annihilations, i.e. the adhesion probabilities in the cell-sorting model relate…

Cell Behavior · Quantitative Biology 2011-07-01 Kazuhiko Minami

In dynamical mean-field theory, the correlations between electrons are assumed to be purely local. The dual fermion approach provides a systematic way of adding non-local corrections to the dynamical mean-field theory starting point.…

Strongly Correlated Electrons · Physics 2021-01-27 Erik G. C. P. van Loon

The class of random-cluster models is a unification of a variety of stochastic processes of significance for probability and statistical physics, including percolation, Ising, and Potts models; in addition, their study has impact on the…

Probability · Mathematics 2007-05-23 Geoffrey Grimmett

A new construction of decomposition smoothness spaces of homogeneous type is considered. The smoothness spaces are based on structured and flexible decompositions of the frequency space $\mathbb{R}^d\backslash\{0\}$. We construct simple…

Functional Analysis · Mathematics 2017-12-20 Zeineb Al-Jawahri , Morten Nielsen

Stochastic linear combinations of some random vectors are studied where the distribution of the random vectors and the joint distribution of their coefficients are Dirichlet. A method is provided for calculating the distribution of these…

Statistics Theory · Mathematics 2016-03-03 Hazhir Homei

The formation of self-organized patterns and localized states are ubiquitous in Nature. Localized states containing trivial symmetries such as stripes, hexagons, or squares have been profusely studied. Disordered patterns with non-trivial…

Pattern Formation and Solitons · Physics 2022-02-09 Marcel G. Clerc , Sebastián Echeverría-Alar , Mustapha Tlidi

In literature, a stochastic model for spreading nodes in a cellular cell is available. Despite its existence, the current method does not offer any versatility in dealing with sectored layers. Of course, this needed adaptability could be…

Information Theory · Computer Science 2013-06-04 Mouhamed Abdulla , Yousef R. Shayan , Junho Baek

In many environmental applications involving spatially-referenced data, limitations on the number and locations of observations motivate the need for practical and efficient models for spatial interpolation, or kriging. A key component of…

Methodology · Statistics 2016-10-11 Mark D. Risser

Natural language processing often involves computations with semantic or syntactic graphs to facilitate sophisticated reasoning based on structural relationships. While convolution kernels provide a powerful tool for comparing graph…

Computation and Language · Computer Science 2018-02-13 Sahil Garg , Greg Ver Steeg , Aram Galstyan

This paper presents a parametric family of compactly-supported positive semidefinite kernels aimed to model the covariance structure of second-order stationary isotropic random fields defined in the $d$-dimensional Euclidean space. Both the…

Statistics Theory · Mathematics 2021-01-26 Xavier Emery , Alfredo Alegría

Motivated by practical applications, I present a novel and comprehensive framework for operator-valued positive definite kernels. This framework is applied to both operator theory and stochastic processes. The first application focuses on…

Statistics Theory · Mathematics 2025-11-04 Saeed Hashemi Sababe

We associate with the Grassmann algebra a topological algebra of distributions, which allows the study of processes analogous to the corresponding free stochastic processes with stationary increments, as well as their derivatives.

Mathematical Physics · Physics 2019-01-18 Daniel Alpay , Ismael L. Paiva , Daniele C. Struppa

We present Hilbert space representation for a relatively broad class of minimum-length deformed quantum mechanical models obtained by incorporating a space-time uncertainty relation into quantum mechanics. The correspondingly modified field…

General Relativity and Quantum Cosmology · Physics 2012-11-30 Michael Maziashvili

We present a new model for the propagation of polarized light in a random birefringent medium. This model is based on a decomposition of the higher order statistics of the reduced Stokes parameters along the irreducible representations of…

Optics · Physics 2012-02-06 Salem Said , Nicolas Le Bihan

The coefficients in a second order parabolic linear stochastic partial differential equation (SPDE) are estimated from multiple spatially localised measurements. Assuming that the spatial resolution tends to zero and the number of…

Statistics Theory · Mathematics 2024-07-26 Randolf Altmeyer , Anton Tiepner , Martin Wahl

We review recent numerical studies and the phenomenology of spatially synchronized collective states in many-body dynamical systems. These states exhibit thermodynamic noise superimposed on the collective, quasiperiodic order parameter…

Condensed Matter · Physics 2014-10-13 P. -M. Binder , V. Privman

We propose a mixture of latent trait models with common slope parameters (MCLT) for model-based clustering of high-dimensional binary data, a data type for which few established methods exist. Recent work on clustering of binary data, based…

Methodology · Statistics 2017-10-09 Yang Tang , Ryan P. Browne , Paul D. McNicholas

In this work, we demonstrate how differentiable stochastic sampling techniques developed in the context of deep Reinforcement Learning can be used to perform efficient parameter inference over stochastic, simulation-based, forward models.…

Cosmology and Nongalactic Astrophysics · Physics 2022-11-09 Benjamin Horowitz , ChangHoon Hahn , Francois Lanusse , Chirag Modi , Simone Ferraro
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