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We propose a new measure for stationarity of a functional time series, which is based on an explicit representation of the $L^2$-distance between the spectral density operator of a non-stationary process and its best ($L^2$-)approximation…

Methodology · Statistics 2020-04-10 Anne van Delft , Vaidotas Characiejus , Holger Dette

An explicit expression for the quadratic density-response function of a many-electron system is obtained in the framework of the time-dependent density-functional theory, in terms of the linear and quadratic density-response functions of…

Materials Science · Physics 2009-11-10 V. U. Nazarov , J. M. Pitarke , C. S. Kim , Y. Takada

This paper revisits the problem of computing empirical cumulative distribution functions (ECDF) efficiently on large, multivariate datasets. Computing an ECDF at one evaluation point requires $\mathcal{O}(N)$ operations on a dataset…

Data Structures and Algorithms · Computer Science 2021-09-21 Nicolas Langrené , Xavier Warin

Orbital-free density functional theory promises to deliver linear-scaling electronic structure calculations. This requires the knowledge of the non-interacting kinetic-energy density functional (KEDF), which should be accurate and must…

Materials Science · Physics 2024-12-12 Michael A. J. Mitchell , Teresa Del Aguila Ferrandis , Stefano Sanvito

A unified formulation of the density functional theory is constructed on the foundations of entropic inference in both the classical and the quantum regimes. The theory is introduced as an application of entropic inference for inhomogeneous…

Statistical Mechanics · Physics 2021-12-20 Ahmad Yousefi

A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…

Statistics Theory · Mathematics 2017-02-06 Alberto J. Coca

We provide a limit theory for a general class of kernel smoothed U-statistics that may be used for specification testing in time series regression with nonstationary data. The test framework allows for linear and nonlinear models with…

Statistics Theory · Mathematics 2012-06-06 Qiying Wang , Peter C. B. Phillips

Following the theory of information measures based on the cumulative distribution function, we propose the fractional generalized cumulative entropy, and its dynamic version. These entropies are particularly suitable to deal with…

Probability · Mathematics 2021-06-30 Antonio Di Crescenzo , Suchandan Kayal , Alessandra Meoli

Starting from a general classical model of many interacting particles we present a well defined step by step procedure to derive the continuum-mechanics equations of nonlinear elasticity theory with fluctuations which describe the…

Statistical Mechanics · Physics 2022-06-02 Rudolf Haussmann

Discrimination between non-stationarity and long-range dependency is a difficult and long-standing issue in modelling financial time series. This paper uses an adaptive spectral technique which jointly models the non-stationarity and…

Statistical Finance · Quantitative Finance 2019-02-12 Nick James , Roman Marchant , Richard Gerlach , Sally Cripps

Time-dependent density functional theory, proposed recently in the context of atomic diffusion and non-equilibrium processes in solids, is tested against Monte Carlo simulation. In order to assess the basic approximation of that theory, the…

Statistical Mechanics · Physics 2009-11-07 M. Kessler , W. Dieterich , H. L. Frisch , J. F. Gouyet , P. Maass

Most present applications of time-dependent density functional theory use adiabatic functionals, i.e. the effective potential at time t is determined solely by the density at the same time. This paper discusses a method that aims to go…

Strongly Correlated Electrons · Physics 2009-11-10 Yair Kurzweil , Roi Baer

This paper develops a quantitatively accurate first-principles description for the frequency and the linewidth of collective electronic excitations in inhomogeneous weakly disordered systems. A finite linewidth in general has intrinsic and…

Mesoscale and Nanoscale Physics · Physics 2009-11-07 C. A. Ullrich , G. Vignale

We present for static density functional theory and time-dependent density functional theory calculations an all-electron method which employs high-order hierarchical finite element bases. Our mesh generation scheme, in which structured…

Materials Science · Physics 2009-08-06 Lauri Lehtovaara , Ville Havu , Martti Puska

Constraint based causal structure learning for point processes require empirical tests of local independence. Existing tests require strong model assumptions, e.g. that the true data generating model is a Hawkes process with no latent…

Methodology · Statistics 2021-10-26 Nikolaj Thams , Niels Richard Hansen

A finite range interacting particle system on a transitive graph is considered. Assuming that the dynamics and the initial measure are invariant, the normalized empirical distribution process converges in distribution to a centered…

Mathematical Physics · Physics 2007-05-23 Paul Doukhan , Gabriel Lang , Sana Louhichi , Bernard Ycart

The exact universal functional of integer charge leads to an extension to fractional charge asymptotically when it is applied to a system made of asymptotically separated densities. The extended functional is asymptotically local and is…

Chemical Physics · Physics 2024-12-17 Jing Kong

A density-functional theory is established for inhomogeneous superfluids at finite temperature, subject to time-dependent external fields in isothermal conditions. After outlining parallelisms between a neutral superfluid and a charged…

Statistical Mechanics · Physics 2009-10-31 M. L. Chiofalo , M. P. Tosi

We consider functionals of long-range dependent Gaussian sequences with infinite variance and obtain nonstandard limit theorems. When the long-range dependence is strong enough, the limit is a Hermite process, while for weaker long-range…

Probability · Mathematics 2008-12-18 Allan Sly , Chris Heyde

We propose nonparametric open-end sequential testing procedures that can detect all types of changes in the contemporary distribution function of possibly multivariate observations. Their asymptotic properties are theoretically investigated…

Methodology · Statistics 2022-11-15 Mark Holmes , Ivan Kojadinovic , Alex Verhoijsen
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