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A general structural equation model is fitted on a panel data set that consists of $I$ correlated samples. The correlated samples could be data from correlated populations or correlated observations from occasions of panel data. We consider…

Statistics Theory · Mathematics 2007-06-13 Savas Papadopoulos , Yasuo Amemiya

We present a conjecture describing new long range correlations among the Riemann zeros leading to 3 principal features: (i) The spectral auto-correlation is invariant w.r.t. the averaging window. (ii) Resurgence occurs wherein the lowest…

Chaotic Dynamics · Physics 2007-05-23 W. T. Lu , S. Sridhar

We present a systematic method for the derivation of a relation which connects the correlation function of operators on the straight Maldacena-Wilson line with the integrability data for the cusp anomalous dimension. As we show, the…

High Energy Physics - Theory · Physics 2023-04-26 Andrea Cavaglià , Nikolay Gromov , Julius Julius , Michelangelo Preti

Identification of causal direction between a causal-effect pair from observed data has recently attracted much attention. Various methods based on functional causal models have been proposed to solve this problem, by assuming the causal…

Machine Learning · Computer Science 2019-06-04 Ruichu Cai , Jie Qiao , Kun Zhang , Zhenjie Zhang , Zhifeng Hao

In this work, we first study the solvability of moment problems involving real exponentials and provide explicit estimates of the associated control cost. The result holds when the increasing sequence of distinct real numbers satisfies a…

Analysis of PDEs · Mathematics 2026-03-30 Rémi Buffe , Alessandro Duca

Passive imaging refers to problems where waves generated by unknown sources are recorded and used to image the medium through which they travel. The sources are typically modelled as a random variable and it is assumed that some statistical…

Analysis of PDEs · Mathematics 2016-11-07 Tapio Helin , Matti Lassas , Lauri Oksanen , Teemu Saksala

We consider the random wetting transition on the Cayley tree, i.e. the problem of a directed polymer on the Cayley tree in the presence of random energies along the left-most bonds. In the pure case, there exists a first-order transition…

Disordered Systems and Neural Networks · Physics 2009-03-26 Cecile Monthus , Thomas Garel

Causal inference from observational data is an ambitious but highly relevant task, with diverse applications ranging from natural to social sciences. Within the scope of nonparametric time series, causal inference defined through…

Methodology · Statistics 2016-12-22 Shu Li , Jan Ernest , Peter Bühlmann

In a paper from 2006, Couder and Fort [1] describe a version of the famous double slit experiment performed with drops bouncing on a vibrated fluid surface, where interference in the particle statistics is found even though it is possible…

We study the quantum-mechanical uncertainty relation originating from the successive measurement of two observables $\hat{A}$ and $\hat{B}$, with eigenvalues $a_n$ and $b_m$, respectively, performed on the same system. We use an extension…

Quantum Physics · Physics 2020-06-02 Ady Mann , Pier A. Mello , Michael Revzen

The behaviour of quantum metric perturbations produced during inflation is considered at the stage after the second Hubble radius crossing. It is shown that the classical correlation between amplitude and momentum of a perturbation mode,…

General Relativity and Quantum Cosmology · Physics 2010-04-06 Claus Kiefer , Julien Lesgourgues , David Polarski , Alexei A. Starobinsky

The 120-year old so-called Painleve paradox involves the loss of determinism in models of planar rigid bodies in point contact with a rigid surface, subject to Coulomb-like dry friction. The phenomenon occurs due to coupling between normal…

Classical Physics · Physics 2016-01-15 Alan R Champneys , Peter L Varkonyi

We study a new measure of codependency in the second moment of a continuous-time multivariate asset price process, which we name the realized copula of volatility. The statistic is based on local volatility estimates constructed from…

Econometrics · Economics 2026-04-22 Kim Christensen , Wenjing Liu , Zhi Liu , Yoann Potiron

Statistical inference often conflates the probability of a parameter with the probability of a hypothesis, a critical misunderstanding termed the ultimate issue error. This error is pervasive across the social, biological, and medical…

Methodology · Statistics 2025-01-07 Stanley E. Lazic

Elkies and McMullen [Duke Math.J.~123 (2004) 95--139] have shown that the gaps between the fractional parts of \sqrt n for n=1,\ldots,N, have a limit distribution as N tends to infinity. The limit distribution is non-standard and differs…

Number Theory · Mathematics 2013-06-28 Daniel El-Baz , Jens Marklof , Ilya Vinogradov

The point process of vertices of an iteration infinitely divisible or more specifically of an iteration stable random tessellation in the Euclidean plane is considered. We explicitly determine its covariance measure and its pair-correlation…

Probability · Mathematics 2011-04-05 Tomasz Schreiber , Christoph Thaele

We study fluctuations of mean-field interacting particle systems around their McKean--Vlasov limit. Our main result provides a uniform-in-time quantitative central limit theorem for the fluctuation process, with convergence rate of order…

Probability · Mathematics 2026-05-06 Solesne Bourguin , Konstantinos Spiliopoulos

Explaining observations in terms of causes and effects is central to all of empirical science. Correlations between entangled quantum particles, however, seem to defy such an explanation. To recover a causal picture in this case, some of…

Quantum Physics · Physics 2016-09-05 M. Ringbauer , C. Giarmatzi , R. Chaves , F. Costa , A. G. White , A. Fedrizzi

The Wiener-Khinchin theorem shows how the power spectrum of a stationary random signal $I(t)$ is related to its correlation function $\left\langle I(t)I(t+\tau)\right\rangle$. We consider non-stationary processes with the widely observed…

Statistical Mechanics · Physics 2015-09-02 N. Leibovich , E. Barkai

In this paper, we consider a framework adapting the notion of cointegration when two asset prices are generated by a driftless It\^{o}-semimartingale featuring jumps with infinite activity, observed regularly and synchronously at high…

Statistical Finance · Quantitative Finance 2021-03-24 Simon Clinet , Yoann Potiron
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