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The performance of a number of different measures of nonlinearity in a time series is compared numerically. Their power to distinguish noisy chaotic data from linear stochastic surrogates is determined by Monte Carlo simulation for a number…
We investigate the possible drawbacks of employing the standard Pearson estimator to measure correlation coefficients between financial stocks in the presence of non-stationary behavior, and we provide empirical evidence against the…
Several proofs of the monotonicity of the non-Gaussianness (divergence with respect to a Gaussian random variable with identical second order statistics) of the sum of n independent and identically distributed (i.i.d.) random variables were…
The linear point, a purely geometric feature in the monopole of the two-point correlation function, has been proposed as an alternative standard ruler. Compared to the peak in the correlation function, it is more robust to late-time…
A general model-independent discussion of mesonic correlation functions is given. We derive new inequalities, including one stronger than Weingarten's inequality. Mesonic correlation functions are calculated in the random instanton vacuum…
The increasing application of deep-learning is accompanied by a shift towards highly non-linear statistical models. In terms of their geometry it is natural to identify these models with Riemannian manifolds. The further analysis of the…
The spatial scan statistic is widely used in epidemiology and medical studies as a tool to identify hotspots of diseases. The classical spatial scan statistic assumes the number of disease cases in different locations have independent…
Morrey--Sobolev inequalities are established for functions in weighted Sobolev spaces on the $n$-dimensional half-space, where the weight is a power of the distance to the boundary, as well as for Sobolev spaces on the $n$-dimensional…
We obtain general, exact formulas for the overlaps between the eigenvectors of large correlated random matrices, with additive or multiplicative noise. These results have potential applications in many different contexts, from quantum…
We prove that the range of sequence of vector measures converging widely satisfies a weak lower semicontinuity property, that the convergence of the range implies the strict convergence (convergence of the total variation) and that the…
We study the limiting behavior of smooth linear statistics of the spectrum of random permutation matrices in the mesoscopic regime, when the permutation follows one of the Ewens measures on the symmetric group. If we apply a smooth enough…
The lasing threshold of a random laser is computed numerically from a generic model. It is shown that spatial correlations of the disorder in the medium (i.e., dielectric constant) lead to an increase of the decay rates of the eigenmodes…
We investigate the problem of metric fluctuations in the presence of the vacuum fluctuations of matter fields and critically assess the usual assertion that vacuum energy implies a Planckian cosmological constant. A new stochastic classical…
We consider the nonparametric regression problem with multiple predictors and an additive error, where the regression function is assumed to be coordinatewise nondecreasing. We propose a Bayesian approach to make an inference on the…
In this paper, we show that for a proper statistically convex-cocompact action on a proper geodesic metric space, the sublinearly Morse boundary has full Patterson-Sullivan measure in the horofunction boundary.
We study the universality of the eigenvalue statistics of the covariance matrices $\frac{1}{n}M^* M$ where $M$ is a large $p\times n$ matrix obeying condition $\bf{C1}$. In particular, as an application, we prove a variant of universality…
Cosmological analyses of second-order weak lensing statistics require precise and accurate covariance estimates. These covariances are impacted by two sometimes neglected terms: A negative contribution to the Gaussian covariance due to…
In this paper, we provide a negative answer to a long-standing open problem on the compatibility of Spearman's rho matrices. Following an equivalence of Spearman's rho matrices and linear correlation matrices for dimensions up to 9 in the…
We analyze the spectral properties of correlation matrices between distinct statistical systems. Such matrices are intrinsically non symmetric, and lend themselves to extend the spectral analyses usually performed on standard Pearson…
The accurate classification of galaxies in large-sample astrophysical databases of galaxy clusters depends sensitively on the ability to distinguish between morphological types, especially at higher redshifts. This capability can be…