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Discrete time trawl processes constitute a large class of time series parameterized by a trawl sequence (a j) j$\in$N and defined though a sequence of independent and identically distributed (i.i.d.) copies of a continuous time process…
While new light sources allow for unprecedented resolution in experiments with X-rays, a theoretical understanding of the scattering cross-section is lacking. In the particular case of strongly correlated electron systems, numerical…
We introduce time-inhomogeneous stochastic volatility models, in which the volatility is described by a nonnegative function of a Volterra type continuous Gaussian process that may have very rough sample paths. The main results obtained in…
Scattering and production amplitudes involving scalar resonances are known, according to Watson's theorem, to share the same phase $\delta(s)$. We show that, at low energies, the production amplitude is fully determined by the combination…
Scattering obscures information carried by wave by producing a speckle pattern, posing a common challenge across various fields, including microscopy and astronomy. Traditional methods for extracting information from speckles often rely on…
We review recent progress in analysing wave scattering in systems with both intrinsic chaos and/or disorder and internal losses, when the scattering matrix is no longer unitary. By mapping the problem onto a nonlinear supersymmetric…
A wavelet-like model for distributions of objects in natural and man-made terrestrial environments is developed. The model is constructed in a self-similar fashion, with the sizes, amplitudes, and numbers of objects occurring at a constant…
This article introduces a nonparametric approach to spectral analysis of a high-dimensional multivariate nonstationary time series. The procedure is based on a novel frequency-domain factor model that provides a flexible yet parsimonious…
Experimentally observed networks of interacting dynamical systems are inferred from recorded multivariate time series by evaluating a statistical measure of dependence, usually the cross-correlation coefficient, or mutual information. These…
The problem of inverse scattering proposed by Angles and Mallat in 2018, concerns training a deep neural network to invert the scattering transform applied to an image. After such a network is trained, it can be used as a generative model…
We demonstrate that local, scale-dependent non-Gaussianity can generate cosmic variance uncertainty in the observed spectral index of primordial curvature perturbations. In a universe much larger than our current Hubble volume, locally…
We discuss a family of time-reversible, scale-invariant diffusions with singular coefficients. In analogy with the standard Gaussian theory, a corresponding family of generalized characteristic functions provides a useful tool for proving…
We propose a simple method to visualize spatio-temporal correlation between scales using wavelets, and apply it to two typical spatio-temporally chaotic systems, namely to coupled complex Ginzburg-Landau oscillators with diffusive…
Rhythmic data are ubiquitous in the life sciences. Biologists need reliable statistical tests to identify whether a particular experimental treatment has caused a significant change in a rhythmic signal. When these signals display…
.Stochastic models based on random diffusivities, such as the diffusing-diffusivity approach, are popular concepts for the description of non-Gaussian diffusion in heterogeneous media. Studies of these models typically focus on the moments…
We study the evolution of higher-order nonclassicality and entanglement criteria in atmospheric fluctuating-loss channels. By formulating input-output relations for the matrix of moments, we investigate the influence of such channels on the…
Classical spectral methods are subject to two fundamental limitations: they only can account for covariance-related serial dependencies, and they require second-order stationarity. Much attention has been devoted lately to quantile-based…
A particle initially in a pure state but interacting with some environment evolves into a discrete ensemble of pure states, the eigenstates of its reduced density operator, with ensemble probabilities given by the corresponding eigenvalues.…
We consider the multiple scattering of a scalar wave in a disordered medium with a weak nonlinearity of Kerr type. The perturbation theory, developed to calculate the temporal autocorrelation function of scattered wave, fails at short…
Different methods are used to determine the scaling exponents associated with a time series describing a complex dynamical process, such as those observed in geophysical systems. Many of these methods are based on the numerical evaluation…