Related papers: Detecting discrete processes with the Epps effect
Although non-Hermitian dynamics near exceptional points (EPs) provide a route to accelerated entanglement generation, entanglement can also be generated far from EPs at comparable or even higher rates. However, the behavior of such…
Modelling and forecasting the occurrence of extreme events is especially difficult when the event process is nonstationary, with changes in both the rate at which extremes occur and the magnitude of the extremes when they occur. We approach…
Several nonclassical effects displayed by wave packets subject to generic nonlinear Hamiltonians can be identified and assessed directly from tomograms without attempting to reconstruct the Wigner function or the density matrix explicitly.…
Hawkes processes are a class of point processes that have the ability to model the self- and mutual-exciting phenomena. Although the classic Hawkes processes cover a wide range of applications, their expressive ability is limited due to…
We propose a novel class of network models for temporal dyadic interaction data. Our goal is to capture a number of important features often observed in social interactions: sparsity, degree heterogeneity, community structure and…
We study the emergence of anticoncentration and approximate unitary design behavior in local Brownian circuits. The dynamics of circuit averaged moments of the probability distribution and entropies of the output state can be represented as…
We propose a fast and efficient estimation method that is able to accurately recover the parameters of a d-dimensional Hawkes point-process from a set of observations. We exploit a mean-field approximation that is valid when the…
We present a systematic study of various statistical characteristics of high-frequency returns from the foreign exchange market. This study is based on six exchange rates forming two triangles: EUR-GBP-USD and GBP-CHF-JPY. It is shown that…
Exceptional points (EPs) are distinct characteristics of non-Hermitian Hamiltonians that have no counterparts in Hermitian systems. In this study, we focus on EPs in continuous systems rather than discrete non-Hermitian systems, which are…
Higher-order exceptional points (EPs) in optical structures enable ultra-sensitive responses to perturbations. However, previous investigations on higher-order EPs have predominantly focused on coupled systems, leaving their fundamental…
Spatio-temporal Hawkes point processes are a particularly interesting class of stochastic point processes for modeling self-exciting behavior, in which the occurrence of one event increases the probability of other events occurring. These…
The paper studies the relationship between diffraction and dynamics for uniformly discrete ergodic point processes in real spaces. This relationship takes the form of an isometric embedding of two L^2 spaces. Diffraction (or equivalently…
There are large isotope effects in the phonon kinks observed in photoemission spectra (ARPES) of optimally doped cuprate high temperature superconductors (HTSC), but they are quite different (Gweon et al. 2004) from those expected for a…
Monthly and weekly economic indicators are often taken to be the largest common factor estimated from high and low frequency data, either separately or jointly. To incorporate mixed frequency information without directly modeling them, we…
Simultaneous recordings from many neurons hide important information and the connections characterizing the network remain generally undiscovered despite the progresses of statistical and machine learning techniques. Discerning the presence…
In this paper we fill a gap in the literature by providing exact and explicit expressions for the correlation of general Hawkes processes together with its intensity process. Our methodology relies on the Poisson imbedding representation…
In this paper, we establish a connection between the recently developed data-driven time-frequency analysis \cite{HS11,HS13-1} and the classical second order differential equations. The main idea of the data-driven time-frequency analysis…
Exceptional points (EPs) in non-Hermitian photonics offer singular sensitivity enhancements but have thus far been realized almost exclusively in spatially engineered platforms with fixed geometries and limited tunability. Here we extend EP…
The Hawkes process, a self-exciting point process, has a wide range of applications in modeling earthquakes, social networks and stock markets. The established estimation process requires that researchers have access to the exact time…
Employing both Bayesian statistics and the theory of nonlinear dynamics, we present a practically efficient method to extract a phase description of weakly coupled limit-cycle oscillators directly from time series observed in a rhythmic…