Related papers: Event by event fluctuations of the source shape: i…
A new approach to solve the continuous-time stochastic inventory problem using the fluctuation theory of Levy processes is developed. This approach involves the recent developments of the scale function that is capable of expressing many…
The distribution functions of field fluctuations of the turbulent mixing layer produced by a Rayleigh-Taylor instability (RTI) have long been hypothesized to involve bimodal effects. The present work reviews existing quantitative and…
In a given market, financial covariances capture the intra-stock correlations and can be used to address statistically the bulk nature of the market as a complex system. We provide a statistical analysis of three SP500 covariances with…
We propose a new class of waveform foundation models that departs from conventional sequence based representations by modeling physiological time series as realizations of latent event processes. Rather than treating signals as collections…
Understanding the fluctuations of observables is one of the main goals in science, be it theoretical or experimental, quantum or classical. We investigate such fluctuations when only a subregion of the full system can be observed, focusing…
We study the average shape of fluctuations for subdiffusive processes, i.e., processes with uncorrelated increments but where the waiting time distribution has a broad power-law tail. This shape is obtained analytically by means of a…
We determine the rate of decrease of the right tail distribution of the exponential functional of a Levy process with a convolution equivalent Levy measure. Our main result establishes that it decreases as the right tail of the image under…
Analysis of signal fluctuations of a locally fixed probe, caused by molecules diffusing under the probe, can be used to determine diffusion coefficients. Theoretical treatments so far have been limited to point-like particles or to…
We show that it is possible to estimate the shape of an object by measuring only the fluctuations of a probing field, allowing us to expose the object to a minimal light intensity. This scheme, based on noise measurements through homodyne…
Continuous-time stochastic systems have attracted a lot of attention recently, due to their wide-spread use in finance for modelling price-dynamics. More recently models taking into accounts shocks have been developed by assuming that the…
Induction of common sense knowledge about prototypical sequences of events has recently received much attention. Instead of inducing this knowledge in the form of graphs, as in much of the previous work, in our method, distributed…
In view of the growing complexity of modern software architectures, formal models are increasingly used to understand why a system works the way it does, opposed to simply verifying that it behaves as intended. This paper surveys approaches…
In this work fluctuations in the electric field of surface plasmon polaritons undergoing random scattering on a rough metallic surface are considered. A rigorous closed form analytic expression is derived describing second order…
We model the shape and spin characteristics of an object population when there are not enough data to model its single members. The data are random projection areas of the members. We construct a mapping $f(x)\rightarrow C(y)$,…
In [1] we present an extension of Prime Event Structures by a mechanism to express dynamicity in the causal relation. More precisely we add the possibility that the occurrence of an event can add or remove causal dependencies between events…
Correlations and fluctuations (the latter are directly related to the 2-particle correlations) is one of the important directions in analysis of heavy ion collisions. At the current stage of RHIC exploration, when the details matter,…
We show that exact sampling of the first passage event can be done for a Levy process with unbounded variation, if the process can be embedded in a subordinated standard Brownian motion. By sampling a series of first exit events of the…
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…
Two-jet event shape distributions, traditionally studied in the language of perturbative QCD, can be described naturally in soft-collinear effective theory. In this language, we demonstrate factorization of event shape distributions into…
In this work we are considering the behavior of the limit shape of Young diagrams associated to random permutations on the set $\{1,\dots,n\}$ under a particular class of multiplicative measures. Our method is based on generating functions…