Related papers: Fourier analysis of serial dependence measures
Fractals equipped with intrinsic arithmetic lead to a natural definition of differentiation, integration and complex numbers. Applying the formalism to the problem of a Fourier transform on fractals we show that the resulting transform has…
In this article, we study the properties of the nonlinear Fourier spectrum in order to gain better control of the temporal support of the signals synthesized using the inverse nonlinear Fourier transform (NFT). In particular, we provide…
For a sample of absolutely bounded i.i.d. random variables with a continuous density the cumulative distribution function of the sample variance is represented by a univariate integral over a Fourier series. If the density is a polynomial…
We present a comparative experimental study of planar curves arising from a Fourier series whose frequencies are the prime numbers, together with several randomized control models. Starting from the series $F_n(t)=\sum_{p\le n} v_p(n!)\,…
This paper relates uniform alpha-Hoelder continuity, or alpha-dimensionality, of spectral measures in an arbitrary interval to the Fourier transform of the measure. This is used to show that scaling exponents of exponential sums obtained…
Taking the Fourier integral theorem as our starting point, in this paper we focus on natural Monte Carlo and fully nonparametric estimators of multivariate distributions and conditional distribution functions. We do this without the need…
We consider quantum systems with a chaotic classical limit that are perturbed by a point-like scatterer. The spectral form factor K(tau) for these systems is evaluated semiclassically in terms of periodic and diffractive orbits. It is shown…
We propose a high-dimensional white noise test that captures serial correlations within and across component series without specifying an alternative model. The test statistic is a U-statistic based on sample autocovariances. Under the…
In this paper, we propose a novel Euclidean-distance-based coefficient, named differential distance correlation, to measure the strength of dependence between a random variable $ Y \in \mathbb{R} $ and a random vector $ \boldsymbol{X} \in…
In this paper, we study estimation of certain integral functionals of one or two densities with samples from stationary m-dependent sequences. We consider two types of U-statistic estimators for these functionals that are functions of the…
We provide a new approach to measure power spectra and reconstruct time series in active galactic nuclei (AGNs) based on the fact that the Fourier transform of AGN stochastic variations is a series of complex Gaussian random variables. The…
VQC can be understood through the lens of Fourier analysis. It is already well-known that the function space represented by any circuit architecture can be described through a truncated Fourier sum. We show that the spectrum available to…
We consider a stationary spatio-temporal random process and assume that we have a sample. By defining a sequence of discrete Fourier transforms at canonical frequencies at each location, and using these complex valued random varables as…
Several classes of tempered measures are characterised that are eigenmeasures of the Fourier transform, the latter viewed as a linear operator on (generally unbounded) Radon measures on $\RR^d$. In particular, we classify all periodic…
We investigate the problem of detecting dependencies between the components of a high-dimensional vector. Our approach advances the existing literature in two important respects. First, we consider the problem under privacy constraints.…
High dimensional random dynamical systems are ubiquitous, including -- but not limited to -- cyber-physical systems, daily return on different stocks of S&P 1500 and velocity profile of interacting particle systems around McKeanVlasov…
Universal conductance fluctuations are usually observed in the form of aperiodic oscillations in the magnetoresistance of thin wires as a function of the magnetic field B. If such oscillations are completely random at scales exceeding…
Testing the independence between random vectors is a fundamental problem in statistics. Distance correlation, a recently popular dependence measure, is universally consistent for testing independence against all distributions with finite…
We introduce and analyze the properties of dynamical Franz-Keldysh effect, i.e. the change of density-of-states, or absorption spectra, of semiconductors under the influence of {\it time-dependent} electric fields. In the case of a harmonic…
Alternative theories to quantum mechanics motivate important fundamental tests of our understanding and descriptions of the smallest physical systems. Here, using spontaneous parametric downconversion as a heralded single-photon source, we…