Related papers: Tempered Hermite process

The $\alpha$-determinant is a one-parameter generalisation of the standard determinant, with $\alpha=-1$ corresponding to the determinant, and $\alpha=1$ corresponding to the permanent. In this paper a simple limit procedure to construct…

The unitary time evolution of a critical quantum spin chain with an impurity is calculated, and the entanglement evolution is shown. Moreover, we show that the reduced density matrix of a part of the chain evolves such that the fidelity of…

Phase transitions (PTs) are generally classified into second-order and first-order transitions, each exhibiting different intrinsic properties. For instance, a first-order transition exhibits latent heat and hysteresis when a control…

This paper proposes a Hermite-kernel realization of the conjugate filter oscillation reduction (CFOR) scheme for the simulation of fluid flows. The Hermite kernel is constructed by using the discrete singular convolution (DSC) algorithm,…

We study the weak convergence rate in the discretization of rough volatility models. After showing a lower bound $2H$ under a general model, where $H$ is the Hurst index of the volatility process, we give a sharper bound $H + 1/2$ under a…

We consider the standard thermodynamic processes with constraints, but with additional uncertainty about the control parameters. Motivated by inductive reasoning, we assign prior distribution that provides a rational guess about likely…

At a typical cusp point of the disordered region in a random tiling model we expect to see a determinantal process called the Pearcey process in the appropriate scaling limit. However, in certain situations another limiting point process…

In this paper, we establish the asymptotic behavior of {\it supercritical} nearly unstable Hawkes processes with a power law kernel. We find that, the Hawkes process in our context admits a similar equation to that in \cite{MR3563196} for…

This study investigates the thermal properties of the repulsive Fermi-Hubbard model with chemical potential using variational quantum algorithms, crucial in comprehending particle behaviour within lattices at high temperatures in condensed…

In this paper we study the asymptotic theory for quadratic variation of a harmonizable fractional $\al$-stable process. We show a law of large numbers with a non-ergodic limit and obtain weak convergence towards a L\'evy-driven Rosenblatt…

We apply the thermal (imaginary time) perturbative expansion to the relevant effective field theory to compute characteristics of the phase transition to the ordered state which can occur at low temperatures in the gas of (nonrelativistic)…

This paper deals with the large deviations behavior of a stochastic process called thinned Levy process. This process appeared recently as a stochastic-process limit in the context of critical inhomogeneous random graphs. The process has a…

We find the information geometry of tempered stable processes. Beginning with the derivation of $\alpha$-divergence between two tempered stable processes, we obtain the corresponding Fisher information matrices and the $\alpha$-connections…

Temperature scaling is a simple method that allows to control the uncertainty of probabilistic models. It is mostly used in two contexts: improving the calibration of classifiers and tuning the stochasticity of large language models (LLMs).…

The present work deals with the derivation of corrector estimates for the two-scale homogenization of a thermo-diffusion model with weak thermal coupling posed in a heterogeneous medium endowed with periodically arranged high-contrast…

Accelerated cooling is a key technology in producing thermomechanically controlled processed (TMCP) steel plates. In a TMCP process hot plates are subjected to a strong cooling what results in a complex microstructure leading to increased…

Deep thermalization refers to the emergence of Haar-like randomness from quantum systems upon partial measurements. As a generalization of quantum thermalization, it is often associated with high complexity and entanglement. Here, we…

In this work, we introduce matrix-valued diffusion processes which describe the non-equilibrium situation of the matrix models for the beta-Hermite and the beta-Laguerre ensembles. We also study the corresponding spectral measure process…

A variant of the parallel tempering method is proposed in terms of a stochastic switching process for the coupled dynamics of replica configuration and temperature permutation. This formulation is shown to facilitate the analysis of the…

We investigate the theoretical foundations of the simulated tempering method and use our findings to design efficient algorithms. Employing a large deviation argument first used for replica exchange molecular dynamics [Plattner et al., J.…