Related papers: Multi-Scale CUSUM Tests for Time Dependent Spheric…
The spatial dependence of total column ozone varies strongly with latitude, so that homogeneous models (invariant to all rotations) are clearly unsuitable. However, an assumption of axial symmetry, which means that the process model is…
As CMOS technology scales down, thermal fluctuations increasingly impact circuit behavior, posing challenges to conventional circuit design. However, the inherent stochasticity introduced by thermal noise is now being explored as a…
The presence of convective and turbulent motions, and the evolution of magnetic fields give rise to existence of temperature fluctuations in stellar atmospheres, active galactic nuclei and other cosmic objects. We observe the time and…
The fundamental vacuum state of quantum fields, related to Minkowski space, produces divergent fluctuations that must be suppressed in order to bring reality to the description of physical systems. As a consequence, negative vacuum…
We present a detailed investigation of the probability density function (PDF) of order parameter fluctuations in the finite two-dimensional XY (2dXY) model. In the low temperature critical phase of this model, the PDF approaches a universal…
The Heisenberg model on a triangular lattice is a prime example for a geometrically frustrated spin system. However most experimentally accessible compounds have spatially anisotropic exchange interactions. As a function of this anisotropy,…
Spin waves are the fundamental excitations in magnetically ordered spin systems and are ubiquitously observed in magnetic materials. However, the standard understanding of spin waves as collective spin oscillations in an effective harmonic…
We consider noisy non-synchronous discrete observations of a continuous semimartingale with random volatility. Functional stable central limit theorems are established under high-frequency asymptotics in three setups: one-dimensional for…
We have performed a series of high resolution N-body experiments on a Connection Machine CM-5 in order to study the stability of collisionless self-gravitating spherical systems. We interpret our results in the framework of symplectic…
The effect caused by the presence of a number of distinct time scales in a simple stochastic model for the Earth's atmosphere temperature fluctuations is studied. The model is described by a dissipative dynamics consisting of a set of…
In papers on primary state diffusion (Percival 1994, 1995), numerical estimates suggested that fluctuations in the space-time metric on the scale of the Planck time (10^-44s) could be detected using atom interferometers. In this paper we…
We study the finite temperature crossovers in the vicinity of a zero temperature quantum phase transition. The universal crossover functions are observables of a continuum quantum field theory. Particular attention is focussed on the high…
While the fluctuation theorem in classical systems has been thoroughly generalized under various feedback control setups, an intriguing situation in quantum systems, namely under continuous feedback, remains to be investigated. In this…
A quantum mechanical model is used to derive a generalized Landau-Lifshitz equation for a magnetic moment, including fluctuations and dissipation. The model reproduces the Gilbert-Brown form of the equation in the classical limit. The…
In this paper, we study change-point testing for high-dimensional linear models, an important problem that has not been well explored in the literature. Specifically, we propose a quadratic-form cumulative sum (CUSUM) statistic to test the…
We develop methodology for the estimation of the functional mean and the functional principal components when the functions form a spatial process. The data consist of curves $X(\mathbf{s}_k;t),t\in[0,T],$ observed at spatial locations…
It is known that in thermal systems of finite size that are subject to second order phase transitions and until the spontaneous symmetry breaking is completed, the fluctuations of the order parameter obey to the dynamics of critical…
The significance of thermal fluctuations on nucleation in structural first-order phase transitions has been examined. The prototype case of martensitic transitions has been experimentally investigated by means of acoustic emission…
Heat, work and entropy production: the statistical distribution of such quantities are constrained by the fluctuation theorems (FT), which reveal crucial properties about the nature of non-equilibrium dynamics. In this paper we report…
We investigate the properties of the Gibbs states and thermodynamic observables of the spherical model in a random field. We show that on the low-temperature critical line the magnetization of the model is not a self-averaging observable,…