Related papers: A stationary phase type estimate
In this note we consider non-stationary cluster point processes and we derive their conditional intensity, i.e. the intensity of the process given the locations of one or more events of the process. We then provide some approximations of…
There is a growing interest in methods for detecting and interpreting changes in experimental time evolution data. Based on measured time series, the quantitative characterization of dynamical phase transitions at bifurcation points of the…
With an increasing share of renewable energy sources, accurate and efficient modeling of grid-forming inverters is becoming crucial for system stability. Linear methods are a powerful tool for understanding dynamics close to an operating…
The parameterization method (PM) provides a broad theoretical and numerical foundation for computing invariant manifolds of dynamical systems. PM implements a change of variables in order to represent trajectories of a system of ordinary…
It is shown how simple assumptions lead to piecewise linear behavior, which is observed in certain phase transitions.
We present a new technique for proving empirical process invariance principle for stationary processes $(X_n)_{n\geq 0}$. The main novelty of our approach lies in the fact that we only require the central limit theorem and a moment bound…
We propose a new criterion to analyse the order of phase transitions within a finite size scaling analysis. It refers to response functions like order parameter susceptibilities and the specific heat and states different monotony behaviour…
This article is concerned with stability analysis and stabilization of randomly switched systems under a class of switching signals. The switching signal is modeled as a jump stochastic (not necessarily Markovian) process independent of the…
The paper is devoted to retrieval of the first order phase transition signal in the inelastic collisions. The primary intent is to show that the experimentally observable signal exist iff the multiplicity is sufficiently large. We discuss…
Stationary processes have been extensively studied in the literature. Their applications include modeling and forecasting numerous real life phenomena such as natural disasters, sales and market movements. When stationary processes are…
In some estimation problems, especially in applications dealing with information theory, signal processing and biology, theory provides us with additional information allowing us to restrict the parameter space to a finite number of points.…
Nonanalyticities of thermodynamic functions are studied by adopting an approach based on stationary points of the potential energy. For finite systems, each stationary point is found to cause a nonanalyticity in the microcanonical entropy,…
The paper considers the possibility of using models with phase transition for describe the properties of digital (binary) pixel detectors without considering and taking into account the interaction between the pixels
We study randomly stopped sums via their asymptotic scales. First, finiteness of moments is considered. To generalise this study, asymptotic scales applicable to the class of all heavy-tailed random variables are used. The stopping is…
Tuning parameters are parameters involved in an estimating procedure for the purpose of reducing the risk of some other estimator. Examples include the degree of penalization in penalized regression and likelihood problems, as well as the…
Stationary points of multivariable function which represents some surface have an important role in many application such as computer vision, chemical physics, etc. Nevertheless, the dataset describing the surface for which a sampling…
Using a dependently typed host language, we give a well scoped-and-typed by construction presentation of a minimal two level simply typed calculus with a static and a dynamic stage. The staging function partially evaluating the part of a…
We consider estimation of covariance matrices and their inverses (a.k.a. precision matrices) for high-dimensional stationary and locally stationary time series. In the latter case the covariance matrices evolve smoothly in time, thus…
For decades now, low-energy models of QCD have shown indications that a crystalline quark phase could be stable at high chemical potentials. Beyond models, however, there are numerous difficulties in investigating such a hypothesis in full…
The steady states of dynamical processes can exhibit stable nontrivial phases, which can also serve as fault-tolerant classical or quantum memories. For Markovian quantum (classical) dynamics, these steady states are extremal eigenvectors…