Related papers: Autocorrelation Function Characterization of Conti…
In this paper we present a new family of discrete sequences having "random like" uniformly decaying auto-correlation properties. The new class of infinite length sequences are higher order chirps constructed using irrational numbers.…
The classical regular and partial autocorrelation functions are powerful tools for stationary time series modelling and analysis. However, it is increasingly recognized that many time series are not stationary and the use of classical…
We study the universal properties of the Lanczos algorithm applied to finite-size many-body quantum systems. Focusing on autocorrelation functions of local operators and on their infinite-time behaviour at finite size, we conjecture that in…
We develop a method of driving a Markov processes through a continuous flow. In particular, at the level of the transition functions we investigate an approach of adding a first order operator to the generator of a Markov process, when the…
Unified description on the long-time tail of velocity autocorrelation function and the long-range correlation for the equal-time spatial correlation functions is developed based on the generalized fluctuating hydrodynamics. The cross-over…
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…
An individual-based model of an infinite system of point particles in $\mathbb{R}^d$ is proposed and studied. In this model, each particle at random produces a finite number of new particles and disappears afterwards. The phase space for…
A discrete-time Markov chain can be transformed into a new Markov chain by looking at its states along iterations of an almost surely finite stopping time. By the optional stopping theorem, any bounded harmonic function with respect to the…
Time bounded reachability is a fundamental problem in model checking continuous-time Markov chains (CTMCs) and Markov decision processes (CTMDPs) for specifications in continuous stochastic logics. It can be computed by numerically solving…
An observation of autocorrelation of Wilson loops on lattice is presented, especially for the small seperation in Markov chain. We give a possible explanation for such behavior. We also present the dependence of autocorrelation behavior on…
We have investigated the motion of a single optically trapped colloidal particle close to a limiting wall at time scales where the inertia of the surrounding fluid plays a significant role. The velocity autocorrelation function exhibits a…
We construct a four-parameter family of Markov processes on infinite Gelfand-Tsetlin schemes that preserve the class of central (Gibbs) measures. Any process in the family induces a Feller Markov process on the infinite-dimensional boundary…
A classical approach for the analysis of the longtime behavior of Markov processes is to consider suitable Lyapunov functionals like the variance or more generally $\Phi$-entropies. Via purely analytic arguments it can be shown that these…
We propose a new autocorrelation measure for functional time series that we term spherical autocorrelation. It is based on measuring the average angle between lagged pairs of series after having been projected onto the unit sphere. This new…
In this paper we study connections between structured storage or Lyapunov functions of a class of interconnected systems (dynamical networks) and dissipativity properties of the individual systems. We prove that if a dynamical network,…
We elucidate the topological features of the entanglement entropy of a region in two dimensional quantum systems in a topological phase with a finite correlation length $\xi$. Firstly, we suggest that simpler reduced quantities, related to…
This papers deals with the constrained discounted control of piecewise deterministic Markov process (PDMPs) in general Borel spaces. The control variable acts on the jump rate and transition measure, and the goal is to minimize the total…
We consider a Markov chain of point processes such that each state is a super position of an independent cluster process with the previous state as its centre process together with some independent noise process. The model extends earlier…
We provide asymptotic theory for certain functions of the sample autocovariance matrices of a high-dimensional time series with infinite fourth moment. The time series exhibits linear dependence across the coordinates and through time.…
Very few topological systems with long-range couplings have been considered so far due to our lack of analytic approaches. Here we extend the Kitaev chain, a 1D quantum liquid, to infinite-range couplings and study its topological…