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We examine the time variation of a previously-uninvestigated fundamental dimensionless constant. Constraints are placed on this time variation using historical measurements. A model is presented for the time variation, and it is shown to…
This paper studies permutation tests for regression parameters in a time series setting, where the time series is assumed stationary but may exhibit an arbitrary (but weak) dependence structure. In such a setting, it is perhaps surprising…
We develop the formulation of turbulence in terms of the functional integral over the phase space configurations of the vortex cells. The phase space consists of Clebsch coordinates at the surface of the vortex cells plus the Lagrange…
In this paper, we study the dynamics of cylindrical armoured bubbles excited by mechanical vibrations. A step by step transition from cylindrical to spherical shape is reported as the intensity of the vibration is increased, leading to a…
Given a pair of non-negative random variables $X$ and $Y$, we introduce a class of nonparametric tests for the null hypothesis that $X$ dominates $Y$ in the total time on test order. Critical values are determined using bootstrap-based…
We introduce a bootstrap procedure for high-frequency statistics of Brownian semistationary processes. More specifically, we focus on a hypothesis test on the roughness of sample paths of Brownian semistationary processes, which uses an…
A panel dataset satisfies marginal homogeneity if the time-specific marginal distributions are homogeneous or time-invariant. Marginal homogeneity is relevant in many economic settings, including dynamic discrete games,…
We consider the problem of non-parametric testing of independence of two components of a stationary bivariate spatial process. In particular, we revisit the random shift approach that has become a standard method for testing the independent…
Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis…
In model checking for regressions, nonparametric estimation-based tests usually have tractable limiting null distributions and are sensitive to oscillating alternative models, but suffer from the curse of dimensionality. In contrast,…
In this paper, we introduce a new method for testing the stationarity of time series, where the test statistic is obtained from measuring and maximising the difference in the second-order structure over pairs of randomly drawn intervals.…
We have constructed and characterised an instrument to study gravitationally bouncing droplets of fluid, subjected to periodic driving force. Our system incorporates a droplet printer that enables an on-demand computer controlled deposition…
The proper time of an observer can be introduced as a degree of freedom in quantum cosmology, additional to the existing fields. We review two arguments for using the Schr\"odinger equation to evolve the corresponding wavefunction. We…
Time crystal is a class of non-equilibrium phases with broken time-translational symmetry. Here we demonstrate the time crystal in a single-mode nonlinear cavity. The time crystal originates from the self-oscillation induced by a linear…
The aim of this paper it to establish sufficient conditions for consistency of moving block bootstrap for non-stationary time series with periodic and almost periodic structure. The parameter of the study is the mean value of the…
In the past few decades considerable effort has been expended in characterizing and modeling financial time series. A number of stylized facts have been identified, and volatility clustering or the tendency toward persistence has emerged as…
A class of nonlinear control-affine systems with bounded time-varying drift is considered. It is assumed that the control vector fields together with their iterated Lie brackets satisfy Hormander's condition in a neighborhood of the origin.…
Recent empirical evidence has highlighted the crucial role of jumps in both price and volatility within the cryptocurrency market. In this paper, we integrate price--volatility co-jumps and volatility short-term dependency into a coherent…
Time crystals are a nonequilibrium phase of matter that extend fundamental spontaneous symmetry breaking into the temporal dimension, typically requiring external driving for their realization. Here, we explore the nonequilibrium phase…
The susceptibility of timestepping algorithms to numerical instabilities is an important consideration when simulating partial differential equations (PDEs). Here we identify and analyze a pernicious numerical instability arising in…