Related papers: Order Determination of Large Dimensional Dynamic F…

Real-world systems often exhibit dynamics influenced by various parameters, either inherent or externally controllable, necessitating models capable of reliably capturing these parametric behaviors. Plasma technologies exemplify such…

In dealing with high-dimensional data, factor models are often used for reducing dimensions and extracting relevant information. The spectrum of covariance matrices from power data exhibits two aspects: 1) bulk, which arises from random…

We compute the full order statistics of a one-dimensional gas of fermions in a harmonic trap at zero temperature, including its large deviation tails. The problem amounts to computing the probability distribution of the $k$th smallest…

A permutation $\sigma$ describing the relative orders of the first $n$ iterates of a point $x$ under a self-map $f$ of the interval $I=[0,1]$ is called an \emph{order pattern}. For fixed $f$ and $n$, measuring the points $x\in I$ (according…

This paper deals with the dimension reduction for high-dimensional time series based on common factors. In particular we allow the dimension of time series $p$ to be as large as, or even larger than, the sample size $n$. The estimation for…

We consider the semiclassical limit of the spectral form factor $K(\tau)$ of fully chaotic dynamics. Starting from the Gutzwiller type double sum over classical periodic orbits we set out to recover the universal behavior predicted by…

Given a positive integer $r$ and a prime power $q$, we estimate the probability that the characteristic polynomial $f_{A}(t)$ of a random matrix $A$ in $\mathrm{GL}_{n}(\mathbb{F}_{q})$ is square-free with $r$ (monic) irreducible factors…

Factor model is an appealing and effective analytic tool for high-dimensional time series, with a wide range of applications in economics, finance and statistics. This paper develops two criteria for the determination of the number of…

It has been shown that for a certain special type of quantum graphs the random-matrix form factor can be recovered to at least third order in the scaled time \tau using periodic-orbit theory. Two types of contributing pairs of orbits were…

Let $X_{\lambda _{1}},X_{\lambda _{2}},\ldots ,X_{\lambda _{n}}$ be independent nonnegative random variables with $X_{\lambda _{i}}\sim F(\lambda _{i}t)$, $i=1,\ldots ,n$, where $\lambda _{i}>0$, $i=1,\ldots ,n$ and $F$ is an absolutely…

Shor's factoring algorithm (SFA) finds the prime factors of a number, $N=p_1 p_2$, exponentially faster than the best known classical algorithm. Responsible for the speed-up is a subroutine called the quantum order finding algorithm (QOFA)…

We discuss the order statistics of the particle positions of a gas of $N$ identical independent particles performing Brownian motion in one dimension in a potential that asymptotically behaves like $V(x) \sim x^\gamma$ for…

In (exploratory) factor analysis, the loading matrix is identified only up to orthogonal rotation. For identifiability, one thus often takes the loading matrix to be lower triangular with positive diagonal entries. In Bayesian inference, a…

In this paper we investigate the top-$k$-selection problem, i.e. determine the largest, second largest, ..., and the $k$-th largest elements, in the dynamic data model. In this model the order of elements evolves dynamically over time. In…

For an atomic domain $D$, the $elasticity$ $\rho(D)$ of $D$ is defined as $\sup\{r/s: \pi_1\cdots \pi_r = \rho_1 \cdots \rho_s,~ \text{where each $\pi_i, \rho_j$ is irreducible}\}$; the elasticity provides a concrete measure of the failure…

Triggered by ongoing dark matter searches in the top quark sector at the Large Hadron Collider we report on the calculation of the next-to-leading order QCD corrections to the Standard Model process $pp\to t\bar{t}+ Z(\to \nu_\ell…

We consider quantum dynamics of the order parameter in the discrete pairing model (Richardson model) in thermodynamic equilibrium. The integrable Richardson Hamiltonian is represented as a direct sum of Hamiltonians acting in different…

We consider autonomous holonomic dynamical systems defined by equations of the form $\ddot{q}^{a}=-\Gamma_{bc}^{a}(q) \dot{q}^{b}\dot{q}^{c}$ $-Q^{a}(q)$, where $\Gamma^{a}_{bc}(q)$ are the coefficients of a symmetric (possibly…

A simple method to produce a random order type is to take the order type of a random point set. We conjecture that many probability distributions on order types defined in this way are heavily concentrated and therefore sample inefficiently…

This paper proposes maximum (quasi)likelihood estimation for high dimensional factor models with regime switching in the loadings. The model parameters are estimated jointly by the EM (expectation maximization) algorithm, which in the…