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This paper deals with the time-varying high dimensional covariance matrix estimation. We propose two covariance matrix estimators corresponding with a time-varying approximate factor model and a time-varying approximate characteristic-based…

Econometrics · Economics 2019-10-29 Jaeheon Jung

Recent developments in quantum gravity suggest that wormholes may influence the observed values of the constants of nature. The Euclidean formulation of quantum gravity predicts that wormholes induce a probability distribution in the space…

High Energy Physics - Theory · Physics 2007-05-23 B. A. Harris , G. C. Joshi

In data science, one is often confronted with a time series representing measurements of some quantity of interest. Usually, as a first step, features of the time series need to be extracted. These are numerical quantities that aim to…

Rings and Algebras · Mathematics 2020-10-20 Joscha Diehl , Kurusch Ebrahimi-Fard , Nikolas Tapia

We propose a new framework of quantum field theory for an arbitrary observer in curved spacetime, defined in the spacetime region in which each point can both receive a signal from and send a signal to the observer. Multiple motivations for…

General Relativity and Quantum Cosmology · Physics 2009-07-16 Hui Yao

We propose an approach to use the state covariance of linear systems to track time-varying covariance matrices of non-stationary time series. Following concepts from Riemmanian geometry, we investigate three types of covariance paths…

Metric Geometry · Mathematics 2018-05-31 Lipeng Ning

We analyze parallel transport of a vector field around an equatorial orbit in Kerr and stationary axisymmetric spacetimes that are reflection symmetric about their equatorial planes. As in Schwarzschild spacetime, there is a band structure…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Roy Maartens , Bahram Mashhoon , David Matravers

The purpose of this paper is to present a model of a quantum space-time in which the global symmetries of space-time are unified in a coherent manner with the internal symmetries associated with the state space of quantum-mechanics. If we…

High Energy Physics - Theory · Physics 2007-05-23 Dorje C. Brody , Lane. P. Hughston

Short distance structure of spacetime may show up in the form of high freqency dispersion. Although such dispersion is not locally Lorentz invariant, we show in a scalar field model how it can nevertheless be incorporated into a generally…

High Energy Physics - Theory · Physics 2008-11-26 Ted Jacobson , David Mattingly

We consider the transition from a spatially uniform state to a steady, spatially-periodic pattern in a partial differential equation describing long-wavelength convection. This both extends existing work on the study of rolls, squares and…

patt-sol · Physics 2007-05-23 Anne C. Skeldon , Mary Silber

Considering homogeneous four-dimensional space-time geometries within real projective geometry provides a mathematically well-defined framework to discuss their deformations and limits without the appearance of coordinate singularities. On…

Mathematical Physics · Physics 2025-05-22 Daniel Spitz

A scalar field theory is constructed on an energy-momentum background of constant curvature. The generalization of the usual Feynamn rules for the flat geometry follows from the requirement of their covariance. The main result is that the…

General Physics · Physics 2023-03-22 Boris Ivetic

Using a mean-field dynamo model with a spherically symmetric helical turbulence parameter alpha which is dynamically quenched and disturbed by additional noise, the basic features of geomagnetic polarity reversals are shown to be generic…

Geophysics · Physics 2009-11-10 Frank Stefani , Gunter Gerbeth

The purpose of the present article is to study and characterize sev- eral types of symmetries of generalized Robertson-Walker space-times. Con- formal vector fields, curvature and Ricci collineations are studied. Many im- plications for…

Differential Geometry · Mathematics 2017-06-26 H. K. El-Sayied , S. Shenawy , N. Syied

The second-order, small-scale dependence structure of a stochastic process defined in the space-time domain is key to prediction (or kriging). While great efforts have been dedicated to developing models for cases in which the spatial…

Methodology · Statistics 2020-10-01 Jun Tang , Dale Zimmerman

A quantum scalar field theory with spacetime-dependent coupling is studied. Surprisingly, while translation invariance is explicitly broken in the classical theory, momentum conservation is recovered at the quantum level for some specific…

High Energy Physics - Theory · Physics 2014-01-29 Gianluca Calcagni , Giuseppe Nardelli

We present a holistic, topology-based visualization technique for spatial time series data based on an adaptation of Fuzzy Contour Trees. Common analysis approaches for time dependent scalar fields identify and track specific features. To…

Human-Computer Interaction · Computer Science 2021-07-28 Anna-Pia Lohfink , Frederike Gartzky , Florian Wetzels , Luisa Vollmer , Christoph Garth

Space-time covariance modeling under the Lagrangian framework has been especially popular to study atmospheric phenomena in the presence of transport effects, such as prevailing winds or ocean currents, which are incompatible with the…

Statistics Theory · Mathematics 2017-10-05 Alfredo Alegria , Emilio Porcu

Irregularities in the metric tensor of a signature-changing space-time suggest that field equations on such space-times might be regarded as distributional. We review the formalism of tensor distributions on differentiable manifolds, and…

General Relativity and Quantum Cosmology · Physics 2015-06-25 David Hartley , Robin W. Tucker , Philip A. Tuckey , Tevian Dray

In this paper, we review the history, current state-of-art, and physical applications of the spectral theory of two classes of random functions. One class consists of homogeneous and isotropic random fields defined on a Euclidean space and…

Probability · Mathematics 2021-12-10 Anatoliy Malyarenko , Martin Ostoja-Starzewski

We construct a family of measures for random fields based on the iterated subdivision of simple geometric shapes (triangles, squares, tetrahedrons) into a finite number of similar shapes. The intent is to construct continuum limits of scale…

High Energy Physics - Theory · Physics 2012-07-05 Arnab Kar , S. G. Rajeev