Related papers: Ensemble averages, Poisson processes and Microstat…
We investigate statistical inference across time scales. We take as toy model the estimation of the intensity of a discretely observed compound Poisson process with symmetric Bernoulli jumps. We have data at different time scales:…
We consider a point process sequence induced by a stationary symmetric alpha-stable (0 < alpha < 2) discrete parameter random field. It is easy to prove, following the arguments in the one-dimensional case in Resnick and Samorodnitsky…
Given a set of collective variables, a method is proposed to obtain the associated conjugated collective momenta and masses starting from a microscopic time-dependent mean-field theory. The construction of pairs of conjugated variables is…
We study a general non-homogeneous Skellam-type process with jumps of arbitrary fixed size. We express this process in terms of a linear combination of Poisson processes and study several properties, including the summation of independent…
We present a procedure for averaging one-parameter random unitary groups and random self-adjoint groups. Central to this is a generalization of the notion of weak convergence of a sequence of measures and the corresponding generalization of…
This is an earlier, but more general, version of "An L^1 Ergodic Theorem for Sparse Random Subsequences". We prove an L^1 ergodic theorem for averages defined by independent random selector variables, in a setting of general…
The relation between microscopic and macroscopic entities in the generally covariant theories is considered, and it is argued that a sensible definition of the macroscopic averages requires a restriction of the allowed transformations of…
We introduce the quantum indirect estimation theory, which provides a general framework to address the problem of which ensemble averages can be estimated by means of an available set of measuring apparatuses, e. g. estimate the ensemble…
We generalize the Poisson limit theorem to binary functions of random objects whose law is invariant under the action of an amenable group. Examples include stationary random fields, exchangeable sequences, and exchangeable graphs. A…
This paper concerns the use of the expectation-maximisation (EM) algorithm for inference in partially observed diffusion processes. In this context, a well known problem is that all except a few diffusion processes lack closed-form…
For an isolated generic quantum system out of equilibrium, the long time average of observables is given by the diagonal ensemble, i.e. the mixed state with the same probability for energy eigenstates as the initial state but without…
The construction of an averaged theory of gravity based on Einstein's General Relativity is very difficult due to the non-linear nature of the gravitational field equations. This problem is further exacerbated by the difficulty in defining…
The concept of randomized measurements on individual particles has proven to be useful for analyzing quantum systems and is central for methods like shadow tomography of quantum states. We introduce $\textit{collective}$ randomized…
We prove consistency of four different approaches to formalizing the idea of minimum average edge-length in a path linking some infinite subset of points of a Poisson process. The approaches are (i) shortest path from origin through some…
We develop dependent hierarchical normalized random measures and apply them to dynamic topic modeling. The dependency arises via superposition, subsampling and point transition on the underlying Poisson processes of these measures. The…
A unified conceptual foundation of classical and quantum physics is given, free of undefined terms. Ensembles are defined by extending the `probability via expectation' approach of Whittle to noncommuting quantities. This approach carries…
In equilibrium systems, time and ensemble averages of physical quantities are equivalent due to ergodic exploration of phase space. In driven systems, it is unknown if a similar equivalence of time and ensemble averages exists. We explore…
Combinatorial Levy processes evolve on general state spaces of countable combinatorial structures. In this setting, the usual Levy process properties of stationary, independent increments are defined in an unconventional way in terms of the…
We discuss a generalized quantum microcanonical ensemble. It describes isolated systems that are not necessarily in an eigenstate of the Hamilton operator. Statistical averages are obtained by a combination of a time average and a maximum…
We discuss in some detail the general problem of computing averages of convergent Euler products, and apply this to examples arising from singular series for the $k$-tuple conjecture and more general problems of polynomial representation of…