Related papers: Dynamic Factor Models, Cointegration, and Error Co…
We study the equilibrium statics and nonequilibrium driven dynamics of flux line liquids in presence of a random pinning potential. Under the assumption of replica symmetry, we find in the static case using a replica Gaussian variational…
The model implied by factor score predictors does not reproduce the non-diagonal elements of the observed covariance matrix as well as the factor loadings. It is therefore investigated whether it is possible to estimate factor loadings for…
The nonperturbative modification of the evolution equation for QCD generating functional is applied to the analysis of the factorial moments of the intrajet particle distributions in QCD. Nonperturbative preasymptotic correction to the…
In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…
Several fundamental and closely interconnected issues related to factor models are reviewed and discussed: dynamic versus static loadings, rate-strong versus rate-weak factors, the concept of weakly common component recently introduced by…
We consider the effect of replacing in stochastic differential equations leading to the dynamical collapse of the statevector, white noise stochastic processes with non white ones. We prove that such a modification can be consistently…
Many physical phenomena involving mobile agents involve time-varying scalar fields, e.g., quadrotors that emit noise. As a consequence, agents can influence and can be influenced by various environmental factors such as noise. This paper…
The cosmological scalar perturbations of standard matter are investigated in the context of extended teleparallel $f(T)$ gravity theories using the $1+3$ covariant formalism. After a review of the background, gravitational field equations…
This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on the measure. These equations, which describe the evolution of…
The long time behavior of Wong-Zakai approximations of 2D as well as 3D non-autonomous stochastic convective Brinkman-Forchheimer (CBF) equations with non-linear diffusion terms on bounded and unbounded ($\mathbb{R}^d$ for $d=2,3$) domains…
Ordinary differential equation models are used to describe dynamic processes across biology. To perform likelihood-based parameter inference on these models, it is necessary to specify a statistical process representing the contribution of…
There is a whole range of emergent phenomena in non-equilibrium behaviors can be well described by a set of stochastic differential equations. Inspired by an insight gained during our study of robustness and stability in phage lambda…
This brief aims at the issue of globally composite-learning-based neural fast finite-time (F-FnT) tracking control for a class of uncertain systems in strict-feedback form subject to nonlinearly periodic disturbances. First, uncertain…
We study the critical dynamics of a real scalar field in two dimensions near a continuous phase transition. We have built up and solved Dynamical Renormalization Group equations at one-loop approximation. We have found that, different form…
This work deals with the asymptotic behavior of the two as well as three dimensional convective Brinkman-Forchheimer (CBF) equations in periodic domains: $$\frac{\partial\boldsymbol{u}}{\partial t}-\mu…
Based on a recent development in the area of error control coding, we introduce the notion of convolutional factor graphs (CFGs) as a new class of probabilistic graphical models. In this context, the conventional factor graphs are referred…
Correlation functions $C(t) \sim <\phi(t)\phi(0)>$ in ohmically damped systems such as coupled harmonic oscillators or optical resonators can be expressed as a single sum over modes $j$ (which are not power-orthogonal), with each term…
A mechanical system is presented exhibiting a non-deterministic singularity, that is, a point in an otherwise deterministic system where forward time trajectories become non-unique. A Coulomb friction force applies linear and angular forces…
We illustrate a counter-intuitive effect of an additive stochastic force, which acts independently on each element of an ensemble of globally coupled oscillators. We show numerically and semi-analytically that a very small white noise is…
{In this paper we propose a new impact-parameter dependent CGC/saturation model. We introduce two new features in the model that make it consistent with what we know theoretically about the deep inelastic scattering. They are: the use of…