Related papers: Time-Transformed Test for the Explosive Bubbles un…
This paper considers the problem of testing temporal homogeneity of $p$-dimensional population mean vectors from the repeated measurements of $n$ subjects over $T$ times. To cope with the challenges brought by high-dimensional longitudinal…
Time crystals are classified as discrete or continuous depending on whether they spontaneously break discrete or continuous time translation symmetry. While discrete time crystals have been extensively studied in periodically driven systems…
We consider a nonlinear polynomial regression model in which we wish to test the null hypothesis of structural stability in the regression parameters against the alternative of a break at an unknown time. We derive the extreme value…
The hypothesis of randomness is fundamental in statistical machine learning and in many areas of nonparametric statistics; it says that the observations are assumed to be independent and coming from the same unknown probability…
We study the distribution of the time to explosion for one-dimensional diffusions. We relate this question to computing the expectations of suitable nonnegative local martingales, and to the distributions of related diffusions with unit…
We study a simple run-and-tumble random walk whose switching frequency from run mode to tumble mode and the reverse depend on a stochastic signal. We consider a particularly sharp, step-like dependence, where the run to tumble switching…
In this paper we consider a class of non-local in time telegraph equations. Recently, it has been proved that the fundamental solutions of such equations can be interpreted as the probability density function of a stochastic process. We…
This paper introduces a new approach for bubble detection based on mixed causal and noncausal autoregressive processes and their tail process representation during an explosive episode. Departing from traditional definitions of bubbles as…
Considering multivariate strongly mixing time series, nonparametric tests for a constant copula with specified or unspecified change point (candidate) are derived; the tests are consistent against general alternatives. A tapered block…
We present numerical simulations for a chiral soliton model with N=2,3 bosons in a ring, this being a few-particle version of our previous mean-field model for a quantum time crystal. Following Syrwid, Kosior, and Sacha (SKS), the notion is…
We develop a strong diagnostic for bubbles and crashes in bitcoin, by analyzing the coincidence (and its absence) of fundamental and technical indicators. Using a generalized Metcalfe's law based on network properties, a fundamental value…
We develop a time-dependent variational Monte Carlo (t-VMC) method for quantum dynamics of strongly correlated electrons. The t-VMC method has been recently applied to bosonic systems and quantum spin systems. Here, we propose a…
We study fluctuations in diffusion-limited reaction systems driven out of their stationary state. Using a numerically exact method, we investigate fluctuation ratios in various systems which differ by their level of violation of microscopic…
We generalize the original majority-vote model by incorporating an inertia into the microscopic dynamics of the spin flipping, where the spin-flip probability of any individual depends not only on the states of its neighbors, but also on…
This work reports an experimental characterisation of the flow properties in a homogeneous bubble swarm rising at high-Reynolds-numbers within a homogeneous and isotropic turbulent flow. Both the gas volume fraction {\alpha} and the…
We investigate the modes of deformation of an initially spherical bubble immersed in a homogeneous and isotropic turbulent background flow. We perform direct numerical simulations of the two-phase incompressible Navier-Stokes equations,…
We use a stochastic model and direct numerical simulation to study the impact of turbulence on cloud droplet growth by condensation. We show that the variance of the droplet size distribution increases in time as t^{1/2}, with growth rate…
The liquid-vapor transition is a classic example of a discontinuous (first-order) phase transition. Such transitions underlie many phenomena in cosmology, nuclear and particle physics, and condensed-matter physics. They give rise to…
We develop a novel continuous-time asymptotic framework for inference on whether the predictive ability of a given forecast model remains stable over time. We formally define forecast instability from the economic forecaster's perspective…
Consider two random variables contaminated by two unknown transformations. The aim of this paper is to test the equality of those transformations. Two cases are distinguished: first, the two random variables have known distributions.…