Related papers: Dynamic Factor Models, Cointegration, and Error Co…
Velocity and density structure factors are measured over a hydrodynamic range of scales in a horizontal quasi-2d fluidized granular experiment, with packing fractions $\phi\in[10%,40%]$. The fluidization is realized by vertically vibrating…
We present a systematic analysis of the dynamics of flat Friedmann-Lema\^{i}tre-Robertson-Walker cosmological models with radiation and dust matter in generalized teleparallel $f(T)$ gravity. We show that the cosmological dynamics of this…
In practice functional data are sampled on a discrete set of observation points and often susceptible to noise. We consider in this paper the setting where such data are used as explanatory variables in a regression problem. If the primary…
We study the classical dynamics of a system comprising a pair of Kerr-Duffing nonlinear oscillators, which are coupled through a nonlinear interaction and subjected to a parametric drive. Using the rotating wave approximation (RWA), we…
We consider SDEs driven by two different sources of additive noise, which we refer to as intrinsic and common. We establish almost sure existence and uniqueness of pullback attractors with respect to realisations of the common noise only.…
We carry out the dynamical system analysis of interacting dark energy-matter scenarios by examining the critical points and stability for not just the background level cosmological evolution, but at the level of the linear density…
We introduce the Random Quadratic Form (RQF): a stochastic differential equation which formally corresponds to the gradient flow of a random quadratic functional on a sphere. While the one-point dynamics of the system is a Brownian motion…
High-dimensional tensor-valued data have recently gained attention from researchers in economics and finance. We consider the estimation and inference of high-dimensional tensor factor models, where each dimension of the tensor diverges.…
An observed $K$-dimensional series $\left\{ y_{n}\right\} _{n=1}^{N}$ is expressed in terms of a lower $p$-dimensional latent series called factors $f_{n}$ and random noise $\varepsilon_{n}$. The equation, $y_{n}=Qf_{n}+\varepsilon_{n}$ is…
We study a classical, noncommutative (NC), Friedmann-Robertson-Walker cosmological model. The spatial sections may have positive, negative or zero constant curvatures. The matter content is a generic perfect fluid. The initial…
Computer simulations of the Ising model exhibit white noise if thermal fluctuations are governed by Boltzmann's factor alone; whereas we find that the same model exhibits 1/f noise if Boltzmann's factor is extended to include local…
We consider a class of Fokker--Planck equations with linear diffusion and superlinear drift enjoying a formal Wasserstein-like gradient flow structure with convex mobility function. In the drift-dominant regime, the equations have a finite…
By applying a staggered driving force in a prototypical discrete model with a quartic nonlinearity, we demonstrate the spontaneous formation and destruction of discrete breathers with a selected frequency due to thermal fluctuations. The…
Factor structures or interactive effects are convenient devices to incorporate latent variables in panel data models. We consider fixed effect estimation of nonlinear panel single-index models with factor structures in the unobservables,…
We consider the impact of stochastic perturbations on otherwise coherent oscillations of classical pulsators. The resulting dynamics are modelled by a driven damped harmonic oscillator subject to either an external or an internal forcing…
Using a dynamical system approach we study the cosmological phase space of the generalized hybrid metric-Palatini gravity theory, characterized by the function $f\left(R,\mathcal R\right)$, where $R$ is the metric scalar curvature and…
In this paper we study the following Burgers equation du/dt + d/dx (u^2/2) = epsilon d^2u/dx^2 + f(x,t) where f(x,t)=dF/dx(x,t) is a random forcing function, which is periodic in x and white noise in t. We prove the existence and uniqueness…
We present a class of stochastic processes in which the large deviation functions of time-integrated observables exhibit singularities that relate to dynamical phase transitions of trajectories. These illustrative examples include Brownian…
If the $n-th$ order differential equation is not exact, under certain conditions, an integrating factor exists which transforms the differential equation into an exact one. Hence, its order can be reduced to the lower order. In this paper,…
We study here the random diffusion model. This is a continuum model for a conserved scalar density field $\phi$ driven by diffusive dynamics. The interesting feature of the dynamics is that the {\it bare} diffusion coefficient $D$ is…