Related papers: A Schur transform for spatial stochastic processes
We give some useful decompositions of sum-of-powers statistics, leading to decompositions for the sample mean, sample variance, sample skewness and sample kurtosis. We solve two related problems: computing these sample moments for a pooled…
We consider bounded linear operators acting on the $\ell_2$ space indexed by the nodes of a homogeneous tree. Using the Cuntz relations between the primitive shifts on the tree, we generalize the notion of the single-scale time-varying…
Numerical stochastic integration is a powerful tool for the investigation of quantum dynamics in interacting many body systems. As with all numerical integration of differential equations, the initial conditions of the system being…
As a generalization of the Fourier transform, the fractional Fourier transform was introduced and has been further investigated both in theory and in applications of signal processing. We obtain a sampling theorem on shift-invariant spaces…
In this paper we establish decay estimates for Fourier transform on Hardy-Morrey spaces and its localizable version. Our work include some aspects to these spaces linked up with pointwise Fourier estimates, in particular a natural approach…
In this paper we introduce a general stochastic representation for an important class of processes with resetting. It allows to describe any stochastic process intermittently terminated and restarted from a predefined random or non-random…
We show that the short-time Fourier transform of the pointwise product of two functions $f$ and $h$ can be written as a suitable product of the short-time Fourier transforms of $f$ and $h$. The same result is then shown to be valid for the…
In this paper parabolic random partial differential equations and parabolic stochastic partial differential equations driven by a Wiener process are considered. A deterministic, tensorized evolution equation for the second moment and the…
We study the transformation of the statistical mechanics of N particles to the statistical mechanics of fields, that are the collective coordinates, describing the system. We give an explicit expression for the functional Fourier transform…
We define a measure on tuples of partitions, called the symplectic Schur process, that should be regarded as the right analogue of the Schur process of Okounkov-Reshetikhin for the Cartan type C. The weights of our measure include factors…
This paper is devoted to a discussion of the Discrete Fourier Transform (DFT) representation of a chaotic finite-duration sequence. This representation has the advantage that is itself a finite-duration sequence corresponding to samples…
A stochastic wavevector approach is formulated to accurately represent compressible turbulence subject to rapid deformations. This approach is inspired by the incompressible particle representation model of Kassinos (1995) and preserves the…
Let V be a finite dimensional vector space over the field with two elements with a given nondegenerate symplectic form. Let [V] be the vector space of complex valued functions on V and let [V]_Z be the subgroup of [V] consisting of integer…
We combine infinite-dimensional integration by parts procedures with a recursive relation on moments (reminiscent of a formula by Barbour (1986)), and deduce explicit expressions for cumulants of functionals of a general Gaussian field.…
Generative neural samplers offer a complementary approach to Monte Carlo methods for problems in statistical physics and quantum field theory. This work tests the ability of generative neural samplers to estimate observables for real-world…
In this paper, we present a deterministic variant of Chan's randomized partition tree [Discret. Comput. Geom., 2012]. This result leads to numerous applications. In particular, for $d$-dimensional simplex range counting (for any constant $d…
This article proposes a unified method to estimation of group action by using the inverse Fourier transform of the input state. The method provides optimal estimation for commutative and non-commutative group with/without energy constraint.…
In this paper, we introduce and study a unitary matrix-valued process which is closely related to the Hermitian matrix-Jacobi process. It is precisely defined as the product of a deterministic self-adjoint symmetry and a randomly-rotated…
We study the best low-rank Tucker decomposition of symmetric tensors. The motivating application is decomposing higher-order multivariate moments. Moment tensors have special structure and are important to various data science problems. We…
We consider a method for the approximation of iterated stochastic integrals of arbitrary multiplicity $k$ $(k\in \mathbb{N})$ with respect to the infinite-dimensional $Q$-Wiener process using the mean-square approximation method of iterated…