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We introduce a new class of self-similar Gaussian stochastic processes, where the covariance is defined in terms of a fractional Brownian motion and another Gaussian process. A special case is the solution in time to the fractional-colored…
Taking an open quantum systems approach, we derive a collective equation of motion for the dynamics of a matter-wave bright soliton moving through a thermal cloud of a distinct atomic species. The reservoir interaction involves energy…
We obtain the fluctuations for the occupation time of one-dimensional symmetric exclusion processes with speed change, where the transition rates (conductances) are driven by a general function W. The approach does not require sharp bounds…
We describe in some detail the derivation of a power counting formula for the soft-collinear effective theory (SCET). This formula constrains which operators are required to correctly describe the infrared at any order in the Lambda_QCD/Q…
For two-dimensional, immersed closed surfaces $f:\Sigma \to \R^n$, we study the curvature functionals $\mathcal{E}^p(f)$ and $\mathcal{W}^p(f)$ with integrands $(1+|A|^2)^{p/2}$ and $(1+|H|^2)^{p/2}$, respectively. Here $A$ is the second…
We point out a precise connection between Brownian motion, Chern-Simons theory on S^3, and 2d Yang-Mills theory on the cylinder. The probability of reunion for N vicious walkers on a line gives the partition function of Chern-Simons theory…
We introduce the (path-valued) Brownian frame process whose evaluation at time t is the sample path of the underlying Brownian motion run from time t-1 to t. Due to its connections with Gaussian Volterra processes and SDDEs this is an…
Fermion sampling is to generate probability distribution of a many-body Slater-determinant wavefunction, which is termed "determinantal point process" in statistical analysis. For its inherently-embedded Pauli exclusion principle, its…
Shape restrictions such as monotonicity on functions often arise naturally in statistical modeling. We consider a Bayesian approach to the problem of estimation of a monotone regression function and testing for monotonicity. We construct a…
We study a quantum process that can be considered as a quantum analogue for the classical Markov process. We specifically construct a version of these processes for free Fermions. For such free Fermionic processes we calculate the entropy…
How can we correlate neural activity in the human brain as it responds to words, with behavioral data expressed as answers to questions about these same words? In short, we want to find latent variables, that explain both the brain…
Despite their simple definition as $\mathfrak{q}_p(b):=\frac{b^{p-1}-1}{p} \pmod p$, for $0\le b \le p^2-1$ and $\gcd(b,p)=1$, and their regular arrangement in a $p\times(p-1)$ Fermat quotient matrix $\mathtt{FQM}(p)$ of integers from…
This paper demonstrates that the space of piecewise smooth functions can be well approximated by the space of functions defined by a set of simple (non-linear) operations on smooth uniform splines. The examples include bivariate functions…
We present a theoretical method for calculating optical absorption spectra based on maximally localized Wannier functions, which is suitable for large periodic systems. For this purpose, we calculate the exciton Hamiltonian, which…
Let $(W,H,\mu)$ be the classical Wiener space on $\R^d$. Assume that $X=(X_t(x))$ is a diffusion process satisfying the stochastic differential equation with diffusion and drift coefficients $\sigma: \R^n\to \R^n\otimes \R^d$, $b: \R^n\to…
This paper aims to evaluate the Piterbarg-Berman function given by $$\mathcal{P\!B}_\alpha^h(x, E) = \int_\mathbb{R}e^z\mathbb{P} \left\{{\int_E \mathbb{I}\left(\sqrt2B_\alpha(t) - |t|^\alpha - h(t) - z>0 \right) {\text{d}} t > x} \right\}…
The (CLT) central limit theorems for generalized Frechet means (data descriptors assuming values in stratified spaces, such as intrinsic means, geodesics, etc.) on manifolds from the literature are only valid if a certain empirical process…
We introduce the notion of $(\mathcal F,p)$-valent functions. We concentrate in our investigation on the case, where $\mathcal F$ is the class of polynomials of degree at most $s$. These functions, which we call $(s,p)$-valent functions,…
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We consider the pairing Hamiltonian and systematically construct its density functional in the strong-coupling limit and in the limit of large particle number. In the former limit, the functional is an expansion into central moments of…