Related papers: Multi-Scale CUSUM Tests for Time Dependent Spheric…
We propose and develop a formalism to describe and constrain statistically anisotropic primordial perturbations. Starting from a decomposition of the primordial power spectrum in spherical harmonics, we find how the temperature fluctuations…
Ambient temperature fluctuations are of importance in a wide variety of scientific and technological arenas. In a series of experiments carried out in our laboratory over an 18-month period, we discovered that these fluctuations exhibit…
For a partial structural change in a linear regression model with a single break, we develop a continuous record asymptotic framework to build inference methods for the break date. We have T observations with a sampling frequency h over a…
Quantum criticality has attracted considerable attention both theoretically and experimentally as a way to describe part of the phase diagram of strongly correlated systems. A scale-invariant fluctuation spectrum at a quantum critical point…
In this paper, we initiate the study of finite temperature quantum field theories (QFT's) on the Moyal plane. Such theories violate causality which influences the properties of these theories. In particular, causality influences the…
The problem of testing for the presence of epidemic changes in random fields is investigated. In order to be able to deal with general changes in the marginal distribution, a Cram\'er-von Mises type test is introduced which is based on…
A plane monochromatic wave will not appear monochromatic to a noninertial observer. We show that this feature leads to a `thermal' ambience in an accelerated frame {\it even in classical field theory}. When a real, monochromatic, mode of a…
In this paper we study the asymptotic behavior of the angular bispectrum of spherical random fields. Here, the asymptotic theory is developed in the framework of fixed-radius fields, which are observed with increasing resolution as the…
We investigate thermodynamics of general nonequilibrium processes stopped at stochastic times. We propose a systematic strategy for constructing fluctuation-theorem-like martingales for each thermodynamic functional, yielding a family of…
Fluctuation theorems have become an important tool in single molecule biophysics to measure free energy differences from non-equilibrium experiments. When significant coarse-graining or noise affect the measurements, the determination of…
Tests for structural breaks in time series should ideally be sensitive to breaks in the parameter of interest, while being robust to nuisance changes. Statistical analysis thus needs to allow for some form of nonstationarity under the null…
Mesoscopic effects associated with wave propagation in spacetime with metric stochasticity are studied. We show that the scalar and spinor waves in a stochastic spacetime behave similarly to the electrons in a disordered system. Viewing…
In this work, a generalised version of the central limit theorem is proposed for nonlinear functionals of the empirical measure of i.i.d. random variables, provided that the functional satisfies some regularity assumptions for the…
We present a study of the influence of different types of disorder on systems in the Ising universality class by employing both a dynamical field theory approach and extensive Monte Carlo simulations. We reproduce some well known results…
We show that the spatial structure of electromagnetic vacuum fluctuations, predicted by quantum electrodynamics, can be indirectly observed using thermal noise at radio frequencies. Using simple lab equipment like coaxial cables and RF…
The effect of thermal fluctuations in the resonance fluorescence of a three-level system is studied. The damped three-level system is driven by two strong incident classical fields near resonances frequencies. The simulation of a thermal…
It is "conventional wisdom" that the uncertainty of local temperature measurements on equilibrium systems diverges exponentially fast as their temperature $T$ drops to zero. In contrast, some exactly solvable models showcase a more benign…
To detect a changed segment (so called epidemic changes) in a time series, variants of the CUSUM statistic are frequently used. However, they are sensitive to outliers in the data and do not perform well for heavy tailed data, especially…
Scalar field cosmologies with a generalized harmonic potential are investigated in flat and negatively curved Friedmann-Lema\^itre-Robertson-Walker and Bianchi I metrics. An interaction between the scalar field and matter is considered.…
This paper is concerned with testing and dating structural breaks in the dependence structure of multivariate time series. We consider a cumulative sum (CUSUM) type test for constant copula-based dependence measures, such as Spearman's rank…