Related papers: Analytically solvable autocorrelation function for…
The long time asymptotics of multi-time correlation functions of relaxing quantum mechanical systems can be conveniently studied by means of free-products of suitable C*-algebras and of states on these free products given by multiple…
Multiplex contagion dynamics display localization phenomena in which spreading activity concentrates on a subset of layers, as well as delocalized regimes where layers behave collectively. We investigate how these regimes are encoded in…
We propose a power-law decay model with autocorrelation for posting data to social networking services concerning particular events such as national holidays or major sport events. In these kinds of events we observe people's interest both…
In a quenched mesoscopic fluid, modelling transport processes at high densities, we perform computer simulations of the single particle energy autocorrelation function C_e(t), which is essentially a return probability. This is done to test…
Individual-specific, time-constant, random effects are often used to model dependence and/or to account for omitted covariates in regression models for longitudinal responses. Longitudinal studies have known a huge and widespread use in the…
Complex dynamical systems are prevalent in many scientific disciplines. In the analysis of such systems two aspects are of particular interest: 1) the temporal patterns along which they evolve and 2) the underlying causal mechanisms.…
We develop an instanton technique for calculations of correlation functions characterizing statistical behavior of the elastic string in disordered media and apply the proposed approach to correlations of string free energies corresponding…
The congestion of a motorway section is propagated to its neighbouring sections, leading to correlations. The resulting correlation matrix encodes the information on congestion. Here, we study symmetrized time-lagged correlations and show…
The autocorrelation function, A(t), measures the overlap (in Hilbert space) of a time-dependent quantum mechanical wave function, psi(x,t), with its initial value, psi(x,0). It finds extensive use in the theoretical analysis and…
This study aims to capture aerodynamic causality from snapshot data with a time-varying mode decomposition technique referred to as information-theoretic machine learning. The current approach extracts time-dependent informative vortical…
This paper considers the problem of estimating the time auto-correlation function for a quantity that is defined in configuration space, given a knowledge of the mean-square displacement as function of time in configuration space. The…
We study the auto-correlation measures of invariant random point processes in the hyperbolic plane which arise from various classes of aperiodic Delone sets. More generally, we study auto-correlation measures for large classes of Delone…
This paper introduces a new framework for recovering causal graphs from observational data, leveraging the observation that the distribution of an effect, conditioned on its causes, remains invariant to changes in the prior distribution of…
We derive the statistical limit of the spectral autocorrelation function and of the survival probability for the indirect photodissociation of molecules in the regime of non-overlapping resonances. The results are derived in the framework…
Interacting random field of probabilities links Kolmogorov law 0-1 and Bayesian probabilities observing Markov diffusion process under Yes-No actions of random impulse. These objective probabilities measure virtual probing impulses…
A generic model of stochastic autocatalytic dynamics with many degrees of freedom $w_i$ $i=1,...,N$ is studied using computer simulations. The time evolution of the $w_i$'s combines a random multiplicative dynamics $w_i(t+1) = \lambda…
In this article, we obtain a functional CLT for a class of degenerate diffusion processes with periodic coefficients, thus generalizing the already classical results in the context of uniformly elliptic diffusions. As an application, we…
Solar flares, email exchanges, and many natural or social systems exhibit bursty dynamics, with periods of intense activity separated by long inactivity. These patterns often follow power- law distributions in inter-event intervals or event…
A new portmanteau test statistic is proposed for detecting nonlinearity in time series data. In this paper, we elaborate on the Toeplitz autocorrelation matrix to the autocorrelation and cross-correlation of residuals and squared residuals…
Inference about treatment effects for time-to-event outcomes is often obscured by the presence of competing events. A particularly complex situation arises when the treatment influences the occurrence of the competing event. A comprehensive…