Related papers: Empirical process theory for nonsmooth functions u…
We consider non-ergodic class of stationary real harmonizable symmetric $\alpha$-stable processes $X=\left\{X(t):t\in\mathbb{R}\right\}$ with a finite symmetric and absolutely continuous control measure. We refer to its density function as…
This paper introduces a new concept of stochastic dependence among many random variables which we call conditional neighborhood dependence (CND). Suppose that there are a set of random variables and a set of sigma algebras where both sets…
The functional empirical process is a very powerful tool for deriving asymptotic laws for almost any kind of statistics whenever we know how to express them into functions of the sample. Since this method seems to be applied more and more…
This paper addresses the nonparametric estimation of the drift function over a compact domain for a time-homogeneous diffusion process, based on high-frequency discrete observations from $N$ independent trajectories. We propose a neural…
We study the non-stationary Feller process with time varying coefficients. We obtain the exact probability distribution exemplified by its characteristic function and cumulants. In some particular cases we exactly invert the distribution…
Density functional theory underlies the most successful and widely used numerical methods for electronic structure prediction of solids. However, it has the fundamental shortcoming that the universal density functional is unknown. In…
Many spatial processes exhibit nonstationary features. We estimate a variance function from a single process observation where the errors are nonstationary and correlated. We propose a difference-based approach for a one-dimensional…
Asymptotic statistical theory for estimating functions is reviewed in a generality suitable for stochastic processes. Conditions concerning existence of a consistent estimator, uniqueness, rate of convergence, and the asymptotic…
Previously, it has been shown that the direct correlation function for a Lennard-Jones fluid could be modeled by a sum of that for hard-spheres, a mean-field tail and a simple linear correction in the core region constructed so as to…
Measurements of systems taken along a continuous functional dimension, such as time or space, are ubiquitous in many fields, from the physical and biological sciences to economics and engineering.Such measurements can be viewed as…
This paper provides a rigorous study of the nonparametric estimation of filaments or ridge lines of a probability density $f$. Points on the filament are considered as local extrema of the density when traversing the support of $f$ along…
We investigate the time an electronic excitation travels in a supermolecular setup using a measurement process in an open quantum-system framework. The approach is based on the stochastic Schr\"odinger equation and uses a Hamiltonian from…
We establish the asymptotic validity of frequency-domain inference for stationary multivariate Hawkes processes under mild conditions, bridging the gap between theory and application. By developing upper-bounds on the reduced cumulant…
For fixed $t\in [0,1)$ and $h>0$, consider the local uniform empirical process $$\DD_{n,h,t}(s):=n^{-1/2}\coo\sliin 1_{[t,t+hs]}(U_i)-hs\cff,\;s\in [0,1],$$ where the $U_i$ are independent and uniformly distributed on $[0,1]$. We…
Ensemble Density Functional Theory (EDFT) is a generalization of ground-state Density Functional Theory (GS DFT), which is based on an exact formal theory of finite collections of a system's ground and excited states. EDFT in various forms…
Time-dependent density-functional theory (TDDFT) is a powerful tool to study the non-equilibrium dynamics of inhomogeneous interacting many-body systems. Here we show that the simple adiabatic local-spin-density approximation for the…
In this paper the nonparametric quantile regression model is considered in a location-scale context. The asymptotic properties of the empirical independence process based on covariates and estimated residuals are investigated. In particular…
Effective field theory (EFT) methods are applied to density functional theory (DFT) as part of a program to systematically go beyond mean-field approaches to medium and heavy nuclei. A system of fermions with short-range, natural…
Semi-Markov processes play an important role in the effective description of partially accessible systems in stochastic thermodynamics. They occur, for instance, in coarse-graining procedures such as state lumping and when analyzing waiting…
We prove that the electron density function of a real physical system can be uniquely determined by its values on any finite subsystem. This establishes the existence of a rigorous density-functional theory for any open electronic system.…