Related papers: Bahadur--Kiefer Representations for Time Dependent…
Within a Lagrangian formalism we derive the time-dependent Gutzwiller approximation for general multi-band Hubbard models. Our approach explicitly incorporates the coupling between time-dependent variational parameters and a time-dependent…
We demonstrate an efficient algorithm for inverse problems in time-dependent quantum dynamics based on feedback loops between Hamiltonian parameters and the solutions of the Schr\"{o}dinger equation. Our approach formulates the inverse…
Generalized linear statistics are an unifying class that contains U-statistics, U-quantiles, L-statistics as well as trimmed and winsorized U-statistics. For example, many commonly used estimators of scale fall into this class.…
In this paper approximation methods for infinite-dimensional Levy processes, also called (time-dependent) Levy fields, are introduced. For square integrable fields beyond the Gaussian case, it is no longer given that the one-dimensional…
Exact solutions of time-dependent Schr\"odinger equation in presence of time-dependent potential is defined by point transformation and separation of variables. Energy and Heisenberg uncertainty relation are pursued for time-independent…
We establish a general formula for the Laplace transform of the hitting times of a Gaussian process. Some consequences are derived, and particular cases like the fractional Brownian motion are discussed.
This note develops shortly the theory of time-inhomogeneous additive functionals and is a useful support for the analysis of time-dependent Markov processes and related topics. It is a significant tool for the analysis of BSDEs in law. In…
We propose a new approach concerning the introduction of time-irreversibility in statistical mechanics. It is based on a transition function defined in terms of path integral and verifying a time-irreversible equation. We show first how…
Integrals of motion and statistical properties of quantized electromagnetic field (e.-m. field) in time-dependent linear dielectric and conductive media are considered, using Choi-Yeon quantization, based on Caldirola-Kanai type…
This work presents a data-driven method for learning low-dimensional time-dependent physics-based surrogate models whose predictions are endowed with uncertainty estimates. We use the operator inference approach to model reduction that…
The estimation of dependencies between multiple variables is a central problem in the analysis of financial time series. A common approach is to express these dependencies in terms of a copula function. Typically the copula function is…
The main purpose of this paper is to investigate the strong approximation of the $p$-fold integrated empirical process, $p$ being a fixed positive integer. More precisely, we obtain the exact rate of the approximations by a sequence of…
In this paper, we present a variational treatment of the linear dependence for a non-orthogonal time-dependent basis set in solving the Schr\"odinger equation. The method is based on: i) the definition of a linearly independent working…
The process $(G_t)_{t\in[0,T]}$ is referred to as a fractional Gaussian process if the first-order partial derivative of the difference between its covariance function and that of the fractional Brownian motion $(B^H_t)_{t\in[0,T ]}$ is a…
In mathematical modeling of the non-squared frequency-dependent diffusions, also known as the anomalous diffusions, it is desirable to have a positive real Fourier transform for the time derivative of arbitrary fractional or odd integer…
We introduce a simulation-based, amortised Bayesian inference scheme to infer the parameters of random walks. Our approach learns the posterior distribution of the walks' parameters with a likelihood-free method. In the first step a graph…
We consider a quantum mechanical system represented in phase space (referred to hereafter as "Wigner space"), coupled to a harmonic oscillator bath. We derive quantum hierarchal Fokker-Planck (QHFP) equations not only in real time, but also…
We define a time-changed fractional Ornstein-Uhlenbeck process by composing a fractional Ornstein-Uhlenbeck process with the inverse of a subordinator. Properties of the moments of such process are investigated and the existence of the…
We introduce a numerical method for Brownian dynamics with position dependent diffusion tensor which is second order accurate for sampling the invariant measure while requiring only one force evaluation per timestep. Analysis of the…
We show that, by using the quantum orthogonal functions invariant, we are able to solve a coupled of time dependent harmonic oscillators where all the time dependent frequencies are arbitrary. We do so, by transforming the time dependent…