Related papers: Dynamic Factor Models, Cointegration, and Error Co…
Soft threshold factorization has been used extensively to study hadronic collisions. It is derived in the limit where the momentum fractions $x_{a,b}$ of both incoming partons approach $x_{a,b}\to 1$. We present a generalized threshold…
We investigate out of equilibrium transport through an orbital Kondo system realized in a single quantum dot, described by the multiorbital impurity Anderson model. Shot noise and current are calculated up to the third order in bias voltage…
We study the noise of the cotunneling current through one or several tunnel-coupled quantum dots in the Coulomb blockade regime. The various regimes of weak and strong, elastic and inelastic cotunneling are analyzed for quantum-dot systems…
We introduce a general tensor model suitable for data analytic tasks for {\em heterogeneous} datasets, wherein there are joint low-rank structures within groups of observations, but also discriminative structures across different groups. To…
Natural dynamical systems, including the brain and climate, are highly nonlinear and complex. Determining information flow among the components that make up these dynamical systems is challenging. If the components are the result of a…
Data can be assumed to be continuous functions defined on an infinite-dimensional space for many phenomena. However, the infinite-dimensional data might be driven by a small number of latent variables. Hence, factor models are relevant for…
We perform relativistic hydrodynamic simulations of internal shocks formed in microquasar jets by continuous variation of the bulk Lorentz factor, in order to investigate the internal shock model. We consider one-, two-, and flicker noise…
Reset elements are nonlinear filters that improve control performance beyond linear time-invariant (LTI) limits but introduce higher-order harmonics that complicate design. Although frequency-domain tools like describing functions (DFs) and…
We consider inference about a scalar parameter under a non-parametric model based on a one-step estimator computed as a plug in estimator plus the empirical mean of an estimator of the parameter's influence function. We focus on a class of…
The scale separation approximation, which is in the base of the solar mean field dynamo models, can be hardly justified both by observations and theoretical applications to astrophysical dynamos.{ The general expression for the mean…
Research on stochastic differential equations (SDE) involving both additive and multiplicative noise has been extensive. In situations where the primary process is driven by a multiplicative stochastic process, additive white noise…
Form factor sequences of an integrable QFT can be defined axiomatically as solutions of a system of recursive functional equations, known as ``form factor equations''. We show that their solution can be replaced with the study of the…
We study the impact of static and dynamic disorder on the phenomenon of stochastic resonance (SR) in a representative soft matter system. Due to their extreme susceptibility to weak perturbations soft matter systems appear to be excellent…
Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…
Drawing on an analogy to critical phenomena, it was shown that the Nikuradse turbulent friction factor ($f_t$) measurements in pipes of radius $R$ and wall roughness $r$ can be collapsed onto a one-dimensional curve expressed as a…
The method of cointegration in regression analysis is based on an assumption of stationary increments. Stationary increments with fixed time lag are called integration I(d). A class of regression models where cointegration works was…
In the first part of the present work we consider periodically or quasiperiodically forced systems of the form $(d/dt)x = \epsilon f(x,t \omega )$, where $\epsilon\ll 1$, $\omega\in\mathbb{R}^d$ is a nonresonant vector of frequencies and…
We numerically investigate the correlation function, the response and the breakdown of the Fluctuation-Dissipation Theorem (FDT) in active particles close to the motility-induced critical point. We find a strong FDT violation in the short…
We introduce a data-driven and physics-informed framework for propagating uncertainty in stiff, multiscale random ordinary differential equations (RODEs) driven by correlated (colored) noise. Unlike systems subjected to Gaussian white…
The collective behaviour, in respect of stochastic resonance, has been studied in globally coupled oscillators (with fractional-order intrinsic and external damping), driven by a sinusoidal force which is either noise-free or…