Related papers: Dynamic Factor Models, Cointegration, and Error Co…
We define triangulated factorization systems on triangulated categories, and prove that a suitable subclass thereof (the normal triangulated torsion theories) corresponds bijectively to $t$-structures on the same category. This result is…
This paper develops a general causal inference method for treatment effects models with noisily measured confounders. The key feature is that a large set of noisy measurements are linked with the underlying latent confounders through an…
Factor analysis aims to describe high dimensional random vectors by means of a small number of unknown common factors. In mathematical terms, it is required to decompose the covariance matrix $\Sigma$ of the random vector as the sum of a…
We study $f(T)$ cosmological models inserting a non-vanishing spatial curvature and discuss its consequences on cosmological dynamics. To figure this out, a polynomial $f(T)$ model and a double torsion model are considered. We first analyze…
We show existence and uniqueness of invariant measures for SDE of the form \[ dX_t = g(X_t)dt + u(X_t)dt + dW^H_t \] where $W^H$ is a fractional Brownian motion (fBm) with Hurst parameter $H\in (0,\frac{1}{2})$, $u$ is a linearly dispersive…
We revisit the issue of directed motion induced by zero average forces in extended systems driven by ac forces. It has been shown recently that a directed energy current appears if the ac external force, $f(t)$, breaks the symmetry $f(t) =…
This paper is a continuation of the paper \cite{JL}, which focuses on exploring the global stability of nonlinear stochastic feedback systems on the nonnegative orthant driven by multiplicative white noise and presenting a couple of…
We investigate the soft spectator scattering contribution for the FF $F_{1}$. We focus our attention on factorization of the hard-collinear scale $\sim Q\Lambda$ corresponding to transition from SCET-I to SCET-II. We compute the leading…
This study delves into modified gravity theories that are equivalent to General Relativity but involve the torsion or non-metricity scalar instead of the curvature scalar. Specifically, we focus on $f(Q,T)$ gravity, which entails an…
We consider a stochastic model for the directed motion of a solid object due to the rectification of asymmetric surface vibrations with Poissonian shot-noise statistics. The friction between the object and the surface is given by a…
We present a molecular dynamics and kinetic theory study of granular material, modeled by inelastic hard disks, fluidized by a random driving force. The focus is on collisional averages and short distance correlations in the non-equilibrium…
We study processes with unstable particles in intermediate time-like states. It is shown that the amplitudes squared of such processes factor exactly in the framework of the model of unstable particles with continuous masses. Decay widths…
Within the Wilson integral formalism, we discuss the structure of nonperturbative corrections to the quark form factor at large momentum transfer analyzing the infrared renormalon and instanton effects. We show that the nonperturbative…
We propose modeling raw functional data as a mixture of a smooth function and a highdimensional factor component. The conventional approach to retrieving the smooth function from the raw data is through various smoothing techniques.…
We construct global-in-time singular dynamics for the (renormalized) cubic fourth order nonlinear Schr\"odinger equation on the circle, having the white noise measure as an invariant measure. For this purpose, we introduce the…
We set up the Wheeler-DeWitt (WDW) equation for late gravitational collapse. The fact that the gravitational collapse and the expanding/ collapsing universe can be described within the realm of the Robertson-Walker metric renders the…
In dealing with high-dimensional data sets, factor models are often useful for dimension reduction. The estimation of factor models has been actively studied in various fields. In the first part of this paper, we present a new approach to…
In this article, we investigate the long-term dynamics of a class of two- and three-dimensional non-Newtonian fluids of differential type, known as third-grade fluids. We first show that when the external forcing is sufficiently small, the…
We consider multidimensional cosmological models with a generalized space-time manifold M = R x M_1 ...x M_n, composed from a finite number of factor spaces M_i, i=1,..n. While usually each factor space M_i is considered to be some…
This paper considers a non-stationary dynamic factor model for large datasets to disentangle long-run from short-run co-movements. We first propose a new Quasi Maximum Likelihood estimator of the model based on the Kalman Smoother and the…