Related papers: Gaussian and non-Gaussian fluctuations for mesosco…
We consider the situation where a temporal process is composed of contiguous segments with differing slopes and replicated noise-corrupted time series measurements are observed. The unknown mean of the data generating process is modelled as…
Poisson distributed shot noise is normally considered in the Gaussian limit in cosmology. However, if the shot noise is large enough and the correlation function/power spectrum conspires, the Gaussian approximation mis-estimates the errors…
We consider the transmission of a Gaussian vector source over a multi-dimensional Gaussian channel where a random or a fixed subset of the channel outputs are erased. Within the setup where the only encoding operation allowed is a linear…
We propose a Gaussian ensemble as a description of the long-time dynamics of isolated quantum integrable systems. Our approach extends the Generalized Gibbs Ensemble (GGE) by incorporating fluctuations of integrals of motion. It is…
We establish central and non-central limit theorems for sequences of functionals of the Gaussian output of an infinitely-wide random neural network on the d-dimensional sphere . We show that the asymptotic behaviour of these functionals as…
We prove the Central Limit Theorem for the number of eigenvalues near the spectrum edge for hermitian ensembles of random matrices. To derive our results, we use a general theorem, essentially due to Costin and Lebowitz, concerning the…
In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…
We consider the transport of electrons passing through a mesoscopic device possessing internal dynamical quantum degrees of freedom. The mutual interaction between the system and the conduction electrons contributes to the current…
Motivated by recently discovered relations between logarithmically correlated Gaussian processes and characteristic polynomials of large random $N \times N$ matrices $H$ from the Gaussian Unitary Ensemble (GUE), we consider the problem of…
We analyze nonequilibrium fluctuations of the averaging process on $\mathbb T_\varepsilon^d$, a continuous degenerate Gibbs sampler running over the edges of the discrete $d$-dimensional torus. We show that, if we start from a smooth…
We explore the use of non homogenous noise kernels in Gaussian process modelling to improve the potential energy curve models describing stochastic electronic structure data. We use the same noise kernels on energy curves describing…
In this work, we present a model-independent method to quantify the non-Gaussian fluctuations in the observable distributions, which are assessed by the difference between the measured observable distributions and reconstructed observable…
U-statistics of spatial point processes given by a density with respect to a Poisson process are investigated. In the first half of the paper general relations are derived for the moments of the functionals using kernels from the Wiener-Ito…
Consider the Gaussian sequence model under the additional assumption that a fixed fraction of the means is known. We study the problem of variance estimation from a frequentist Bayesian perspective. The maximum likelihood estimator (MLE)…
We study temperature fluctuations in mesoscopic $N$-body systems undergoing non-equilibrium processes from the perspective of stochastic thermodynamics. By introducing a stochastic differential equation, we describe the evolution of the…
Small thermodynamic systems exhibit peculiar behavior different from that observed in long-scale systems. Non-equilibrium processes taking place in those systems are strongly influenced by the presence of fluctuations which can be large.…
Using a discrete wavelet based space-scale decomposition (SSD), the spectrum of the skewness and kurtosis is developed to describe the non-Gaussian signatures in cosmologically interesting samples. Because the basis of the discrete wavelet…
Aperiodic variability is a characteristic feature of young stars, massive stars, and active galactic nuclei. With the recent proliferation of time domain surveys, it is increasingly essential to develop methods to quantify and analyze…
Template histograms are the foundation of statistical inference at the Large Hadron Collider. The HistFactory likelihood encodes template uncertainty through per-bin Barlow-Beeston gamma factors for Monte Carlo statistical error and through…
We study the fluctuations of the eigenvalues of real valued large centrosymmetric random matrices via its linear eigenvalue statistic. This is essentially a central limit theorem (CLT) for sums of dependent random variables. The dependence…