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We investigate the parameter recovery of Markov-switching ordinary differential processes from discrete observations, where the differential equations are nonlinear additive models. This framework has been widely applied in biological…
While the simplest inflationary models predict the primordial perturbations to be near scale-invariant, the primordial power spectrum (PPS) can exhibit oscillatory features in many physically well-motivated models. We search for hints of…
We introduce the Callan-Symanzik method in the description of anisotropic as well as isotropic Lifshitz critical behaviors. Renormalized perturbation theories are defined by normalization conditions with nonvanishing masses and at zero…
Irreversible aggregation is revisited in view of recent work on renormalization of complex networks. Its scaling laws and phase transitions are related to percolation transitions seen in the latter. We illustrate our points by giving the…
We introduce a two-parameter ensemble of random discrete-time Markov models that simultaneously captures critical slowing down and broken detailed balance. Extending a previously studied heterogeneous Markov ensemble, we incorporate…
The theoretical development of quasi-Monte Carlo (QMC) methods for uncertainty quantification of partial differential equations (PDEs) is typically centered around simplified model problems such as elliptic PDEs subject to homogeneous zero…
This paper continues our earlier investigations into the inversion of random functions in a general (abstract) setting. In Section 2 we investigate a concept of invertibility and the invertibility of the composition of random functions. In…
We compare the results of renormalization-group and lattice studies for the properties of the electroweak phase transition. This comparison reveals the mechanisms that underlie the phenomenology of the phase transition.
A quenched second order phase transition is modeled by an effective $\Phi^4$-theory with a time-dependent Hamiltonian $\hat{H} (t)$, whose symmetry is broken spontaneously in time. The quantum field evolves out of equilibrium…
Motivated by recent work on local quantum criticality in condensed matter systems, we study the Lipkin-Meshkov-Glick (LMG) model of nuclear physics as a simple model of a kind of 'quasi-local' quantum criticality. We identify a new…
In this article, we study the asymptotic behaviour of the residual autocorrelations for periodic vector autoregressive time series models (PVAR henceforth) with uncorrelated but dependent innovations (i.e., weak PVAR). We then deduce the…
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…
Computing marginal distributions of discrete or semidiscrete Markov random fields (MRFs) is a fundamental, generally intractable problem with a vast number of applications in virtually all fields of science. We present a new family of…
We consider $1/Q$ corrections to hard processes in QCD where Q is a large mass scale, concentrating on shape variables in $e^{+}e^{-}$ annihilation. While the evidence for such corrections can be and has been established by means of the…
Recurrent events are common and important clinical trial endpoints in many disease areas, e.g., cardiovascular hospitalizations in heart failure, relapses in multiple sclerosis, or exacerbations in asthma. During a trial, patients may…
We review our recent results on pseudo-hermitian random matrix theory which were hitherto presented in various conferences and talks. (Detailed accounts of our work will appear soon in separate publications.) Following an introduction of…
In a series of works published in the 1990-s, Kerov put forth various applications of the circle of ideas centred at the Markov moment problem to the limiting shape of random continual diagrams arising in representation theory and spectral…
We study a novel large dimensional approximate factor model with regime changes in the loadings driven by a latent first order Markov process. By exploiting the equivalent linear representation of the model, we first recover the latent…
We have developed a very efficient numerical algorithm of the strong disorder renormalization group method to study the critical behaviour of the random transverse-field Ising model, which is a prototype of random quantum magnets. With this…
We review some aspects of the renormalization group method for interacting fermions. Special emphasis is placed on the application of scaling theory to quasi-one-dimensional systems at non zero temperature. We begin by introducing the…