Related papers: Multi-Scale CUSUM Tests for Time Dependent Spheric…
In a spatial-temporal model, structural change and/or spatial heterogeneity can easily affect estimation of parameters. Following the spatial-temporal model in [1], we develop a nonparametric procedure for test-ing the presence of…
We establish weak convergence of the empirical process on the spherical harmonics of a Gaussian random field in the presence of an unknown angular power spectrum. This result suggests various Gaussianity tests with an asymptotic…
The nature of phase boundaries in the QCD phase diagram has not been satisfactorily explored by experiments. Based on the Ginzburg-Landau free energy with a spatially inhomogeneous term as a function of a scalar order parameter, it is…
We prove a Central Limit Theorem for the empirical measure in the one-dimensional Totally Asymmetric Zero-Range Process in the hyperbolic scaling $N$, starting from the equilibrium measure $\nu_{\rho}$. We also show that when taking the…
We study the universal nature of global fluctuations in the critical regime of the spherical model by evaluating the exact distribution of the magnetization and its absolute value in the thermodynamical limit, in the presence of a conjugate…
A CUSUM type test for constant correlation that goes beyond a previously suggested correlation constancy test by considering Spearman's rho in arbitrary dimensions is proposed. Since the new test does not require the existence of any…
The result of a physical measurement depends on the timescale of the experimental probe. In solid-state systems, this simple quantum mechanical principle has far-reaching consequences: the interplay of several degrees of freedom close to…
We propose a variation of spacetime noncommutative field theory to realize the stringy spacetime uncertainty relation without breaking any of the global symmetries of the homogeneous isotropic universe. We study the spectrum of metric…
Recent experimental results point to the existence of coherent quantum phenomena in systems made of a large number of particles, despite the fact that for many-body systems the presence of decoherence is hardly negligible and emerging…
We point out that in models of macroscopic topological defects composed of one or more scalar fields that interact with standard-model fields via scalar-type couplings, the back-action of ambient matter on the scalar field(s) produces an…
The aim of this paper is first the detection of multiple abrupt changes of the long-range dependence (respectively self-similarity, local fractality) parameters from a sample of a Gaussian stationary times series (respectively time series,…
We discuss spontaneous breaking of continuum symmetries, whose generators do explicitly depend on the spacetime coordinates. We clarify the relation between broken symmetries and elastic variables at both zero and finite temperatures,…
Order parameter fluctuations for the two dimensional Ising model in the region of the critical temperature are presented. A locus of temperatures T*(L) and of magnetic fields B*(L) are identified, for which the probability density function…
Heat fluctuations of a harmonic oscillator in contact with a thermostat and driven out of equilibrium by an external deterministic force are studied experimentally and theoretically within the context of Fluctuation Theorems. We consider…
We consider a nonparametric heteroscedastic time series regression model and suggest testing procedures to detect changes in the conditional variance function. The tests are based on a sequential marked empirical process and thus combine…
Recently (arXiv:0910.2870), we have derived a fluctuation theorem for systems in thermodynamic equilibrium compatible with anomalous response functions, e.g. the existence of states with \textit{negative heat capacities} $C<0$. In this…
An important assumption in the work on testing for structural breaks in time series consists in the fact that the model is formulated such that the stochastic process under the null hypothesis of "no change-point" is stationary. This…
We present a novel approach to test for heteroscedasticity of a non-stationary time series that is based on Gini's mean difference of logarithmic local sample variances. In order to analyse the large sample behaviour of our test statistic,…
The analysis of record-breaking events is of interest in fields such as climatology, hydrology or anthropology. In connection with the record occurrence, we propose three distribution-free statistics for the changepoint detection problem.…
In this talk I review some recent developments which shed light on the main connections between structural glasses and mean-field spin glass models with a discontinuous transition. I also discuss the role of quantum fluctuations on the…