Related papers: Tempered Hermite process
We study the effective estimation of the diffusivity and Hurst parameter for the homogenized limit of a class of slow/fast systems. Depending on the system parameters, this limit solves a stochastic differential equation driven by either a…
We consider the Wiener integral with respect to a $d$-parameter Hermite process with Hurst multi-index ${\bf H}= (H_{1},\ldots, H_{d}) \in \left( \frac{1}{2}, 1\right) ^{d}$ and we analyze the limit behavior in distribution of this object…
Hermite processes are a class of self-similar processes with stationary increments. They often arise in limit theorems under long-range dependence. We derive new representations of Hermite processes with multiple Wiener-It\^o integrals,…
In this paper, we define a tempered space-time fractional negative binomial process (TSTFNBP) by subordinating the fractional Poisson process with an independent tempered Mittag-Leffler L\'{e}vy subordinator. We study its distributional…
Autoregressive tempered fractionally integrated moving average with stable innovations modifies the power-law kernel of the fractionally integrated time series model by adding an exponential tempering factor. The tempered time series is a…
We characterize a Hawkes point process with kernel proportional to the probability density function of Mittag-Leffler random variables. This kernel decays as a power law with exponent $\beta +1 \in (1,2]$. Several analytical results can be…
The Hermite-Taylor method evolves all the variables and their derivatives through order $m$ in time to achieve a $2m+1$ order rate of convergence. The data required at each node of the staggered Cartesian meshes used by this method makes…
Thermalization in highly excited quantum many-body system does not necessarily mean a complete memory loss of the way the system was formed. This effect may pave a way for a quantum computing, with a large number of qubits $n\simeq…
In the Hammersley harness processes the real-valued height at each site i in Z^d is updated at rate 1 to an average of the neighboring heights plus a centered random variable (the noise). We construct the process "a la Harris"…
A concise approach is proposed to determine a reduced order control design oriented dynamical model of a multi-stage hot sheet metal forming process starting from a high-dimensional coupled thermo-mechanical model. The obtained reduced…
The second and all higher order moments of the $\beta$-stable L\'{e}vy process diverge, the feature of which is sometimes referred to as shortcoming of the model when applied to physical processes. So, a parameter $\lambda$ is introduced to…
Quantum computing's potential for exponential speedup is fundamentally limited by decoherence, a phenomenon arising from environmental interactions. Non-Hermitian quantum mechanics, particularly $PT$-symmetric systems, offers a novel…
We show weak convergence of the time-$t$ marginals for the integrated variance in a re-scaled rough Heston model to an Inverse Gaussian L\'{e}vy process. This shows we can obtain such a limit without having to impose that the true Hurst…
Thermalized elastic membranes without distant self-avoidance are believed to undergo a crumpling transition when the microscopic bending stiffness is comparable to $kT$, the scale of thermal fluctuations. Most potential physical…
Simulated tempering is popular method of allowing MCMC algorithms to move between modes of a multimodal target density {\pi}. One problem with simulated tempering for multimodal targets is that the weights of the various modes change for…
The thermalization of an isolated quantum system is described by quantum mechanics and thermodynamics, while these two subjects are still not fully consistent with each other. This leaves a less-explored region where both quantum and…
We study thermalization within a quantum system with an enhanced capacity to store information. This system has been recently introduced to provide a prototype model of how a black hole processes and stores information. We perform a…
The heat kernel on the symmetric space of positive definite Hermitian matrices is used to endow the spaces of Bergman metrics of degree k on a Riemann surface M with a family of probability measures depending on a choice of the background…
We define thermodynamic configurations and identify two primitives of discrete quantum processes between configurations for which heat and work can be defined in a natural way. This allows us to uncover a general second law for any discrete…
After developing an appropriate iteration procedure for the determination of the parameters, the method of simulated tempering has been successfully applied to the 2D Ising spin glass. The reduction of the slowing down is comparable to that…