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As an application of Stein's method for Poisson approximation, we prove rates of convergence for the tail probabilities of two scan statistics that have been suggested for detecting local signals in sequences of independent random variables…
We present a dynamical analysis of the transport through small quantum cavities with large openings. The systematic suppression of shot noise is used to distinguish direct, deterministic from indirect, indeterministic transport processes.…
We discuss the equivalence of definitions for conditional Poisson processes, Cox processes, and stochastic intensities of point processes on the real line. We show that Watanabe's characterisation of conditional Poisson processes in terms…
We present an accurate and efficient method to calculate the effect of random fluctuations of the local field at the muon, for instance in the case muon diffusion, within the framework of the strong collision approximation. The method is…
Consider a real-valued function that can only be observed with stochastic noise at a finite set of design points within a Euclidean space. We wish to determine whether there exists a convex function that goes through the true function…
Shot noise processes have been extensively studied due to their mathematical properties and their relevance in several applications. Here, we consider nonnegative shot noise processes and prove their weak convergence to L\'evy-driven…
The log-Gaussian Cox process is a flexible and popular class of point pattern models for capturing spatial and space-time dependence for point patterns. Model fitting requires approximation of stochastic integrals which is implemented…
We study the long-time behavior of fully discretized semilinear SPDEs with additive space-time white noise, which admit a unique invariant probability measure $\mu$. We show that the average of regular enough test functions with respect to…
The Box-Cox transformation is applied to the linear mixed models for analyzing positive and grouped data. The problem in using Box Cox transformation is that the maximum likelihood estimator of the transformation parameter is generally…
For a general class of diffusion processes with multiplicative noise, describing a variety of physical as well as financial phenomena, mostly typical of complex systems, we obtain the analytical solution for the moments at all times. We…
We focus on estimating the integrated covariance of log-price processes in the presence of market microstructure noise. We construct an efficient unbiased estimator for the quadratic covariation of two It\^{o} processes in the case where…
We investigate the sensitivity of a recently proposed method for precision measurement [Phys. Rev. Lett. 106, 140502 (2011)], focusing on an implementation based on solid-state spin systems. The scheme amplifies a quantum sensor response to…
The telegraph process models a random motion with finite velocity and it is usually proposed as an alternative to diffusion models. The process describes the position of a particle moving on the real line, alternatively with constant…
Modelling the first-order intensity function is one of the main aims in point process theory, and it has been approached so far from different perspectives. One appealing model describes the intensity as a function of a spatial covariate.…
Stochastic transitions between discrete microscopic states play an important role in many physical and biological systems. Often, these transitions lead to fluctuations on a macroscopic scale. A classic example from neuroscience is the…
We consider predictions of the random number and the magnitude of each iid component in a random sum based on its distributional structure, where only a total value of the sum is available and where iid random components are non-negative.…
In this paper, an alternative approximation to the innovation method is introduced for the parameter estimation of diffusion processes from partial and noisy observations. This is based on a convergent approximation to the first two…
Thomson scattering measurements in High Energy Density experiments are often recorded using optical streak cameras. In the low-signal regime, noise introduced by the streak camera can become an important and sometimes the dominate source of…
We have investigated decoherence in Josephson-junction flux qubits. Based on the measurements of decoherence at various bias conditions, we discriminate contributions of different noise sources. In particular, we present a Gaussian decay…
Coherent ensembles of $N$ qubits present an advantage in quantum phase estimation over separable mixtures, but coherence decay due to classical phase diffusion reduces overall precision. In some contexts, the strength of diffusion may be…