Related papers: Multi-Scale CUSUM Tests for Time Dependent Spheric…
Phase transitions occur when a macroscopic number of local degrees of freedom coherently change their behavior. In ground states of quantum many-body systems, phase transitions due to quantum fluctuations are observed as non-analytic…
Characterising the stratosphere as a turbulent system, temporal fluctuations often show different correlations for different time scales as well as intermittent behaviour that cannot be captured by a single scaling exponent. In this study,…
An open question of fundamental importance in thermodynamics is how to describe the fluctuations of work for quantum coherent processes. In the standard approach, based on a projective energy measurement both at the beginning and at the end…
We develop methodology to detect structural breaks in the slope function of a concurrent functional linear regression model for functional time series in $C[0,1]$. Our test is based on a CUSUM process of regressor-weighted OLS residual…
Statistical inference for stochastic processes with time-varying spectral characteristics has received considerable attention in recent decades. We develop a nonparametric test for stationarity against the alternative of a smoothly…
We consider an analysis of variance type problem, where the sample observations are random elements in an infinite dimensional space. This scenario covers the case, where the observations are random functions. For such a problem, we propose…
We consider the effects of quantum fluctuations in mean-field quantum spin-glass models with pairwise interactions. We examine the nature of the quantum glass transition at zero temperature in a transverse field. In models (such as the…
Atmospheric flows exhibit fluctuations of all scales (space -time) ranging from turbulence (millimeters-seconds) to climate (thousands of kilometers-years). The apparently random fluctuations however exhibit long-range spatio-temporal…
We establish a general criterion for the positivity of the variance of a chaotic component of local functionals of stationary vector-valued Gaussian fields. This criterion is formulated in terms of the spectral properties of the covariance…
The climate belongs to the class of non-equilibrium forced and dissipative systems, for which most results of quasi-equilibrium statistical mechanics, including the fluctuation-dissipation theorem, do not apply. We show for the first time…
Fluctuations of local fields cause decoherence of quantum objects. It is generally believed that at high temperatures, thermal noises are much stronger than quantum fluctuations unless the thermal effects are suppressed by certain…
We consider the problem of estimating the common time of a change in the mean parameters of panel data when dependence is allowed between the panels in the form of a common factor. A CUSUM type estimator is proposed, and we establish first…
The decay rate for a particle in a metastable cubic potential is investigated in the quantum regime by the Euclidean path integral method in semiclassical approximation. The imaginary time formalism allows one to monitor the system as a…
We consider a periodic quantum clock based on cooperative resonance fluorescence at zero temperature. In the quantum case, this system has an exact steady state and the limit cycle appears in conditional quantum dynamics under homodyne…
We discuss the roles of the macroscopic limit and of different system-environment interactions in the quantum-classical transition for a chaotic system. We consider the kicked harmonic oscillator subject to reservoirs that correspond in the…
In this work, we have characterized changes in the dynamics of a two-dimensional relativistic standard map in the presence of dissipation and specially when it is submitted to thermal effects modeled by a Gaussian noise reservoir. By the…
We study sequential change-point detection for spatio-temporal point processes, where actionable detection requires not only identifying when a distributional change occurs but also localizing where it manifests in space. While classical…
A formalism is presented that allows cosmological experiments to be tested for consistency, and allows a simple frequentist interpretation of the resulting significance levels. As an example of an application, this formalism is used to…
A localized charged particle oscillating near a reflecting boundary is considered as a model for non-cancellation of vacuum fluctuations. Although the mean velocity of the particle is sinusoidal, the velocity variance produced by vacuum…
We study general models of random fields associated with non-local equations in time and space. We discuss the properties of the corresponding angular power spectrum and find asymptotic results in terms of random time changes.