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Traditional member-based two-step design approaches included in current structural codes for steel structures, as well as more recent system-based direct-design alternatives, require building rigorous structural reliability frameworks for…
A recently developed wavelet based approach is employed to characterize the scaling behavior of spectral fluctuations of random matrix ensembles, as well as complex atomic systems. Our study clearly reveals anti-persistent behavior and…
In random matrix theory, the spectral distribution of the covariance matrix has been well studied under the large dimensional asymptotic regime when the dimensionality and the sample size tend to infinity at the same rate. However, most…
The paper tackles the problem of deriving a topological structure among stock prices from high frequency historical values. Similar studies using low frequency data have already provided valuable insights. However, in those cases data need…
Multifractal analysis is a forecasting technique used to study the scaling regularity properties of financial returns, to analyze the long-term memory and predictability of financial markets. In this paper, we propose a novel structural…
This paper studies the effect of quarterly earnings reports on the stock price. The profitability of the stock is modelled by geometric Brownian diffusion and the Constant Elasticity of Variance model. We fit several variations of…
In many situations, when dealing with several populations, equality of the covariance operators is assumed. An important issue is to study if this assumption holds before making other inferences. In this paper, we develop a test for…
This paper introduces the novel class of modulated cyclostationary processes, a class of non-stationary processes exhibiting frequency coupling, and proposes a method of their estimation from repeated trials. Cyclostationary processes also…
In order for clinicians to manage disease progression and make effective decisions about drug dosage, treatment regimens or scheduling follow up appointments, it is necessary to be able to identify both short and long-term trends in…
We review the advancement of nonstationary time series analysis from the perspective of Cowles Commission structural equation approach. We argue that despite the rich repertoire nonstationary time series analysis provides to analyze how do…
A Chow test for structural breaks in the surface temperature series is used to investigate two common claims about global warming. Quirk (2009) proposed that the increase in Australian temperature from 1910 to the present was largely…
Electron transport through amorphous monatomic metallic structures generated earlier by molecular dynamics simulations is studied numerically. The interference of electronic trajectories backscattered by the structural disorder probes the…
The conductance fluctuations of a metallic wire which is interrupted by a small tunnel junction has been explored experimentally. In this system, the bias voltage V, which drops almost completely inside the tunnel barrier, is used to probe…
This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…
This paper proposes different methods to consistently detect multiple breaks in copula-based dependence measures, mainly focusing on Spearman's $\rho$. The leading model is a factor copula model due to its usefulness for analyzing data in…
Automated damage detection is an integral component of each structural health monitoring (SHM) system. Typically, measurements from various sensors are collected and reduced to damage-sensitive features, and diagnostic values are generated…
In this paper, we propose a two-step procedure based on the group LASSO estimator in combination with a backward elimination algorithm to detect multiple structural breaks in linear regressions with multivariate responses. Applying the…
A one-dimensional quantum oscillator is monitored by taking repeated position measurements. As a first con- tribution, it is shown that, under a quantum nondemolition measurement scheme applied to a system initially at the ground state, (i)…
Multifractal analysis techniques are applied to patterns in several abstract expressionist artworks, paintined by various artists. The analysis is carried out on two distinct types of structures: the physical patterns formed by a specific…
The problem of crack pattern formation due to thermal shock loading at the surface of half-space is solved numerically using two-dimensional boundary element method. The results of numerical simulations with 100-200 random simultaneously…