Related papers: Volatility of Boolean functions
In this paper we study functions with low influences on product probability spaces. The analysis of boolean functions with low influences has become a central problem in discrete Fourier analysis. It is motivated by fundamental questions…
We model the dynamics of the cryptocurrency (CC) asset class via a stochastic volatility with correlated jumps (SVCJ) model with rolling-window parameter estimates. By analyzing the time-series of parameters, stylized patterns are…
We investigate the expressive power of neural networks from the point of view of descriptive complexity. We study neural networks that use floating-point numbers and piecewise polynomial activation functions from two perspectives: 1) the…
In this paper we study noise sensitivity and threshold phenomena for Poisson Voronoi percolation on $\mathbb{R}^2$. In the setting of Boolean functions, both threshold phenomena and noise sensitivity can be understood via the study of…
While the use of volatilities is pervasive throughout finance, our ability to determine the instantaneous volatility of stocks is nascent. Here, we present a method for measuring the temporal behavior of stocks, and show that stock prices…
The probability density function of single-point velocity fluctuations in turbulence is studied systematically using Fourier coefficients in the energy-containing range. In ideal turbulence where energy-containing motions are random and…
Evolving Boolean functions with specific properties is an interesting optimization problem since, depending on the combination of properties and Boolean function size, the problem can range from very simple to (almost) impossible to solve.…
We performed a numerical study on random Boolean networks with power-law rank outdegree distributions to find local structural cause for the emergence of high or low degree of coherence in binary state variables. The degree of randomness…
We consider the statics and dynamics of a single particle trapped in a one-dimensional harmonic potential, and subjected to a driving noise with memory, that is represented by a resetting stochastic process. The finite memory of this…
When assessing risks on a finite-time horizon, the problem can often be reduced to the study of a random sequence $C(N)=(C_1,\ldots,C_N)$ of random length $N$, where $C(N)$ comes from the product of a matrix $A(N)$ of random size $N \times…
Let $n$ be a positive integer and $f$ a differentiable function from a convex subset $C$ of the Euclidean space $\mathbb{R}^n$ to a smooth manifold. We define an invariant of $f$ via counting certain threshold functions associated to $f$.…
Random boolean networks are a model of genetic regulatory networks that has proven able to describe experimental data in biology. They not only reproduce important phenomena in cell dynamics, but they are also extremely interesting from a…
This paper resolves a pivotal open problem on nonparametric inference for nonlinear functionals of volatility matrix. Multiple prominent statistical tasks can be formulated as functionals of volatility matrix, yet a unified statistical…
Let $F$ be a vectorial Boolean function from $\mathbb{F}_2^n$ to $\mathbb{F}_2^m$, with $m \geq n$. We define $F$ as an embedding if $F$ is injective. In this paper, we examine the component functions of $F$, focusing on constant and…
Although there are many methods for functional data analysis (FDA), little emphasis is put on characterizing variability among volatilities of individual functions. In particular, certain individuals exhibit erratic swings in their…
We consider an overdamped particle with a general physical mechanism that creates noisy active movement (e.g., a run-and-tumble particle or active Brownian particle etc.), that is confined by an external potential. Focusing on the limit in…
We argue that the freezing transition scenario, previously conjectured to occur in the statistical mechanics of 1/f-noise random energy models, governs, after reinterpretation, the value distribution of the maximum of the modulus of the…
We study the fluctuation properties of a one-dimensional many-body quantum system composed of interacting bosons, and investigate the regimes where quantum noise or, respectively, thermal excitations are dominant. For the latter we develop…
The influence of a variable is an important concept in the analysis of Boolean functions. The more general notion of influence of a set of variables on a Boolean function has four separate definitions in the literature. In the present work,…
We give the first non-trivial upper bounds on the average sensitivity and noise sensitivity of polynomial threshold functions. More specifically, for a Boolean function f on n variables equal to the sign of a real, multivariate polynomial…