Related papers: Multi-Scale CUSUM Tests for Time Dependent Spheric…
A weakly dependent time series regression model with multivariate covariates and univariate observations is considered, for which we develop a procedure to detect whether the nonparametric conditional mean function is stable in time against…
We study the global fluctuations for a class of determinantal point processes coming from large systems of non-colliding processes and non-intersecting paths. Our main assumption is that the point processes are constructed by biorthogonal…
We study the effects of random fluctuations on quantum phase transitions by the energy gap analysis. For the infinite-ranged spin-glass models with a transverse field, we find that a strong sample-to-sample fluctuation effect leads to broad…
We describe the interplay of quantum and thermal fluctuations in the infinite-range Heisenberg spin glass. This model is generalized to SU(N) symmetry, and we describe the phase diagram as a function of the spin S and the temperature T. The…
Consider $d$ dependent change point tests, each based on a CUSUM-statistic. We provide an asymptotic theory that allows us to deal with the maximum over all test statistics as both the sample size $n$ and $d$ tend to infinity. We achieve…
We investigate the fluctuations of the free energy of the $2$-spin spherical Sherrington-Kirkpatrick model at critical temperature $\beta_c = 1$. When $\beta = 1$ we find asymptotic Gaussian fluctuations with variance $\frac{1}{6N^2}…
The paper establishes the central limit theorems and proposes how to perform valid inference in factor models. We consider a setting where many counties/regions/assets are observed for many time periods, and when estimation of a global…
We investigate the statistical properties of translation invariant random fields (including point processes) on Euclidean spaces (or lattices) under constraints on their spectrum or structure function. An important class of models that…
Using a series of fast cooling protocols we have probed aging effects in the spin glass state as a function of temperature. Analyzing the logarithmic decay found at very long time scales within a simple phenomenological barrier model, leads…
We propose new tests to detect a change in the mean of a time series. Like many existing tests, the new ones are based on the CUSUM process. Existing CUSUM tests require an estimator of a scale parameter to make them asymptotically…
We obtain concentration estimates for the fluctuations of Coulomb gases in any dimension and in a broad temperature regime, including very small and very large temperature regimes which may depend on the number of points. We obtain a full…
Classical assessments of trends in gridded temperature data perform independent evaluations across the grid, thus, ignoring spatial correlations in the trend estimates. In particular, this affects assessments of trend significance as…
Chaotic pattern dynamics in many experimental systems show structured time averages. We suggest that simple universal boundary effects underly this phenomenon and exemplify them with the Kuramoto-Sivashinsky equation in a finite domain. As…
Modern cosmology has now emerged as a testing ground for theories beyond the standard model of particle physics. In this paper, we consider quantum fluctuations of the inflaton scalar field on certain noncommutative spacetimes and look for…
We study how the degree of ordering depends on the strength of the thermal and quantum fluctuations in frustrated systems by investigating the correlation function of the order parameter. Concretely, we compare the equilibrium spin…
In this paper, change-point problems for long memory stochastic volatility models are considered. A general testing problem which includes various alternative hypotheses is discussed. Under the hypothesis of stationarity the limiting…
The fluctuations of the work done by an external Gaussian random force on a harmonic oscillator that is also in contact with a thermal bath is studied. We have obtained the exact large deviation function as well as the complete asymptotic…
We investigate the conditions under which cosmological variations in physical `constants' and scalar fields are detectable on the surface of local gravitationally-bound systems, such as planets, in non-spherically symmetric background…
We study experimentally the thermal fluctuations of energy input and dissipation in a harmonic oscillator driven out of equilibrium, and search for Fluctuation Relations. We study transient evolution from the equilibrium state, together…
We present an extension of quantum field theory to the case when the spacetime topology fluctuates (spacetime foam). In this extension the number of bosonic fields becomes a variable and the ground state is characterized by a finite…