Related papers: Yule's "Nonsense Correlation" Solved!
Penrose conjectured a connection between entropy and Weyl curvature of the Universe. This is plausible, as the almost homogeneous and isotropic Universe at the onset of structure formation has negligible Weyl curvature, which then grows…
The model considered is that of ``signal plus white noise.'' Known connections between the noncausal filtering error and mutual information are combined with new ones involving the causal estimation error, in a general abstract setup. The…
The Alternative Hypothesis concerns a hypothetical and unlikely picture of how zeros of the Riemann zeta function are spaced which one would like to rule out. In the Alternative Hypothesis, the renormalized distance between nontrivial zeros…
As remarked by Boltzmann, the Second Law of Thermodynamics is notable for the fact that it is readily proved using elementary statistical arguments, but becomes harder and harder to verify the more precise the microscopic description of a…
Consider the sample path of a one-dimensional diffusion for which the diffusion coefficient is given and where the drift may take on one of two values: $\mu_0$ or $\mu_1$. Suppose that the signal-to-noise ratio (defined as the difference…
The different behaviour of first order interferences and second order correlations are investigated for the case of two coherently excited atoms. For intensity measurements this problem is equivalent to Young's double slit experiment and…
In recent decades it was established that the quantum measurements of physical quantities in space-time points divided by space-like intervals may be correlated. Though such correlation follows from the formulas of quantum mechanics its…
In now classic work, David Kendall (1966) recognized that the Yule process and Poisson process could be related by a (random) time change. Furthermore, he showed that the Yule population size rescaled by its mean has an almost sure…
The problem of time is a deep paradox in our physical description of the world. According to Aristotle's relational theory, time is a measure of change and does not exist on its own. In contrast, quantum mechanics, just like Newtonian…
A simple minimalist argument is given for why some correlations between quantum systems boggle our classical intuition. The argument relies on two elementary physical assumptions, and recovers the standard experimentally-testable Bell…
The problem of using observed correlations to infer causal relations is relevant to a wide variety of scientific disciplines. Yet given correlations between just two classical variables, it is impossible to determine whether they arose from…
Consider a coin tossing experiment which consists of tossing one of two coins at a time, according to a renewal process. The first coin is fair and the second has probability $1/2 + \theta$, $\theta \in [-1/2,1/2]$, $\theta$ unknown but…
The inverse first-passage time problem determines a boundary such that the first-passage time of a Wiener process to this boundary has a given distribution. An approximation which is based on the starting value of the boundary to a smooth…
We examine fluctuations of vorticity excited by an external random force in two-dimensional fluid in the presence of a strong external shear flow. The problem is motivated by the analysis of big coherent vortices appearing as a consequence…
We extend Robins' theory of causal inference for complex longitudinal data to the case of continuously varying as opposed to discrete covariates and treatments. In particular we establish versions of the key results of the discrete theory:…
In a Bayesian setting, inverse problems and uncertainty quantification (UQ) - the propagation of uncertainty through a computational (forward) model - are strongly connected. In the form of conditional expectation the Bayesian update…
Distance correlation is a novel class of multivariate dependence measure, taking positive values between 0 and 1, and applicable to random vectors of arbitrary dimensions, not necessarily equal. It offers several advantages over the…
In this article, we investigate the convergence rate of the discrete-time Clark--Ocone formula provided by Akahori--Amaba--Okuma [1]. In that paper, they mainly focus on the $L_{2}$-convergence rate of the first-order error estimate related…
In this letter we discuss the analyticity properties of the Wilson-loop correlation functions relevant to the problem of soft high-energy scattering, directly at the level of the functional integral, in a genuinely nonperturbative way. The…
Given a two-dimensional correlated diffusion process, we determine the joint density of the first passage times of the process to some constant boundaries. This quantity depends on the joint density of the first passage time of the first…