Related papers: Dynamic Factor Models, Cointegration, and Error Co…
Factorial designs are widely used due to their ability to accommodate multiple factors simultaneously. The factor-based regression with main effects and some interactions is the dominant strategy for downstream data analysis, delivering…
Using the Israel-Darmois junction conditions, we obtain a class of regular dynamical interiors to the recently proposed black-bounce spacetimes which regularises the Schwarzschild singularity by introducing a regularisation parameter. We…
The dynamics of a system formed by a finite number $N$ of globally coupled bistable oscillators and driven by external forces is studied focusing on a global variable defined as the arithmetic mean of each oscillator variable. Several…
The Error-in-Variables model of system identification/control involves nontrivial input and measurement corruption of observed data, resulting in generically nonconvex optimization problems. This paper performs full-state-feedback…
We study the static and dynamic structure of thermally fluctuating elastic thin sheets by investigating the overdamped dynamic F\"oppl-von K\'arm\'an equation, in which the F\"oppl-von K\'arm\'an equation from elasticity theory is driven by…
We study the stochastic dynamics of a two-dimensional particle assuming that the components of its position are two coupled random-acceleration processes evolving in a confining parabolic potential and are the subjects of independent…
We develop a generalization of correlated trend-cycle decompositions that avoids prior assumptions about the long-run dynamic characteristics by modelling the permanent component as a fractionally integrated process and incorporating a…
In this paper, transient granular flows are examined both numerically and experimentally. Simulations are performed using the continuous 3D granular model introduced in Daviet & Bertails-Descoubes (2016), which represents the granular…
Continuing a line of investigation initiated in [11] exploring the connections between Jost and Evans functions and (modified) Fredholm determinants of Birman-Schwinger type integral operators, we here examine the stability index, or sign…
Noise power spectra in spatially extended dynamical systems are investigated, using as a model the Complex Ginzburg-Landau equation with a stochastic term. Analytical and numerical investigations show that the temporal noise spectra are of…
We develop a theory of ergodicity for a class of random dynamical systems where the driving noise is not white. The two main tools of our analysis are the strong Feller property and topological irreducibility, introduced in this work for a…
Linear structural equation models relate the components of a random vector using linear interdependencies and Gaussian noise. Each such model can be naturally associated with a mixed graph whose vertices correspond to the components of the…
We calculate in the next-to-leading approximation the non-forward quark impact factors for both singlet and octet color representation in the $t$-channel. The integral representation of the octet impact factor in the general case of…
The spectral function of density fluctuations, also known as the dynamic structure factor, of a monatomic cubic crystal with vacancies is derived from the macroscopic equations describing transport in crystalline solids. The resonances of…
Finite-size effects in systems with diverging characteristic lengthscale have been addressed via state-of-the-art Monte Carlo and molecular dynamics simulations of various models exhibiting solid-solid, liquid-liquid and vapor-liquid…
Observations in various applications are frequently represented as a time series of multidimensional arrays, called tensor time series, preserving the inherent multidimensional structure. In this paper, we present a factor model approach,…
One dimensional systems are under intense investigation, both from theoretical and experimental points of view, since they have rather peculiar characteristics which are of both conceptual and technological interest. We analyze the…
A large variety of microscopic or mesoscopic models lead to generic results that accommodate naturally within Boltzmann-Gibbs statistical mechanics (based on $S_1\equiv -k \int du p(u) \ln p(u)$). Similarly, other classes of models point…
Previous work has shown that the macroscopic structure of the theory of quantum gravity defined by causal dynamical triangulations (CDT) is compatible with that of a de Sitter universe. After emphasizing the strictly nonperturbative nature…
We study frequency-dependent current noise through a single-level quantum dot connected to ferromagnetic leads with non-collinear magnetization. We propose to use the frequency-dependent Fano factor as a tool to detect single-spin dynamics…