Related papers: Dynamic Factor Models, Cointegration, and Error Co…
Casimir physics covers a wealth of phenomena where forces between macroscopic objects are induced by long range fluctuations of either classical or quantum origin. Fluctuations of the quantum electrodynamic vacuum epitomize this type of…
We consider stochastic dynamics of a particle on a plane in presence of two noises and a confining parabolic potential - an analog of the experimentally-relevant Brownian Gyrator (BG) model. In contrast to the standard BG model, we suppose…
We consider one-dimensional (1D) interacting spinless fermions with a non-linear spectrum in a clean quantum wire (non-linear bosonization). We compute diagrammatically the 1D dynamical structure factor, $S(\om,q)$, beyond the Tomonaga…
This study systematically investigates the cosmological dynamics of two well-motivated functional forms in $f(T,B)$ gravity within a flat Friedmann-Lema\^{i}tre-Robertson-Walker (FLRW) universe. Here $T$ denotes the torsion scalar and $B$…
We unify two paradigmatic mesoscopic mechanisms for the emergence of nonextensive statistics, namely the multiplicative noise mechanism leading to a {\it linear} Fokker-Planck (FP) equation with {\it inhomogenous} diffusion coefficient, and…
We study sufficient conditions for stability and recurrence in a class of singularly perturbed stochastic hybrid dynamical systems. The systems considered combine multi-time-scale deterministic continuous-time dynamics, modeled by…
High-energy factorization in QCD is investigated beyond leading order and its relationship to the factorization theorem of mass singularities is established to any collinear accuracy. Flavour non-singlet observables are shown to be regular…
We examine the exact perturbations that arise from the q-average formalism that was applied in the preceding article (part I) to Lemaitre-Tolman-Bondi (LTB) models. By introducing an initial value parametrization, we show that all LTB…
We consider stochastic nonlinear Schrodinger equations driven by an additive noise. The noise is fractional in time with Hurst parameter H in (0,1). It is also colored in space and the space correlation operator is assumed to be nuclear. We…
We propose modeling raw functional data as a mixture of a smooth function and a high-dimensional factor component. The conventional approach to retrieving the smooth function from the raw data is through various smoothing techniques.…
This paper studies a regression model with functional dependent and explanatory variables, both of which exhibit nonstationary dynamics. The model assumes that the nonstationary stochastic trends of the dependent variable are explained by…
We present a systematic formalism based on a factorization theorem in soft-collinear effective theory to describe non-global observables at hadron colliders, such as gap-between-jets cross sections. The cross sections are factorized into…
Fluctuation-induced forces, such as the Critical Casimir Effect (CCE), are fundamental mechanisms driving organization and self-assembly near second-order phase transitions. The existence of a comparable, universal force for systems…
We present an exactly solvable nonlinear model for the directed motion of an object due to zero-mean fluctuations on a uniform featureless surface. Directed motion results from the effect of dry (Coulombic) friction coupled to asymmetric…
We study the Causal Dynamical Triangulation (CDT) with extended interactions in 1+1 dimensions applying the method in the non-critical string field theory (SFT) constructed by Ishibashi and Kawai. For this model, we solve Schwinger-Dyson's…
We consider the (noisy) Kuramoto model, that is a population of N oscillators, or rotators, with mean-field interaction. Each oscillator has its own randomly chosen natural frequency (quenched disorder) and it is stirred by Brownian motion.…
We revisit the derivation of collinear factorization for Deep Inelastic Scattering at sub-asymptotic values of the four momentum transfer squared, where the masses of the particles participating in the interaction cannot be neglected. By…
In the hybrid kT-factorization formula, one initial-state parton momentum is space-like and carries non-vanishing transverse components, while the other is on-shell. We promote this factorization formula to next-to-leading order. Studying…
We present a new approach to gauge-invariant cosmological perturbations at second order, which is also covariant. We examine two cases in particular for a dust Friedman-Lemaitre-Robertson-Walker model of any curvature: we investigate…
This paper develops an inferential theory for state-varying factor models of large dimensions. Unlike constant factor models, loadings are general functions of some recurrent state process. We develop an estimator for the latent factors and…