Related papers: The Analytic Stockwell Transform and its Zeros
Dynamical quantum phase transitions are non-analyticities in a dynamical free energy (or return rate) which occur at critical times. Although extensively studied in one dimension, the exact nature of the non-analyticity in two and three…
Keeping a basic tenet of economic theory, rational expectations, we model the nonlinear positive feedback between agents in the stock market as an interplay between nonlinearity and multiplicative noise. The derived hyperbolic stochastic…
We establish an optimal strong convergence rate of a fully discrete numerical scheme for second order parabolic stochastic partial differential equations with monotone drifts, including the stochastic Allen-Cahn equation, driven by an…
Using ideas from paracontrolled calculus, we prove local well-posedness of a renormalized version of the three-dimensional stochastic nonlinear wave equation with quadratic nonlinearity forced by an additive space-time white noise on a…
Seismic attributes calculated by conventional methods are susceptible to noise. Conventional filtering reduces the noise in the cost of losing the spectral bandwidth. The challenge of having a high-resolution and robust signal processing…
We argue that the freezing transition scenario, previously conjectured to occur in the statistical mechanics of 1/f-noise random energy models, governs, after reinterpretation, the value distribution of the maximum of the modulus of the…
The factor modeling for high-dimensional time series is powerful in discovering latent common components for dimension reduction and information extraction. Most available estimation methods can be divided into two categories: the…
We develop and analyze a numerical method for stochastic time-fractional diffusion driven by additive fractionally integrated Gaussian noise. The model involves two nonlocal terms in time, i.e., a Caputo fractional derivative of order…
We discuss the meaning of renormalization used for deriving quadratic bosonic commutation relations introduced by Accardi and find a representation of these relations on an interacting Fock space. Also, we investigate classical stochastic…
We consider the statistical experiment given by a sample of a stationary Gaussian process with an unknown smooth spectral density f. Asymptotic equivalence, in the sense of Le Cam's deficiency Delta-distance, to two Gaussian experiments…
We reexamine the Parisi-Klauder conjecture for complex e^{i\theta/2} \phi^4 measures with a Wick rotation angle 0 <= \theta/2 < \pi/2 interpolating between Euclidean and Lorentzian signature. Our main result is that the asymptotics for…
We analyze the stability properties of the Synchrosqueezing transform, a time-frequency signal analysis method that can identify and extract oscillatory components with time-varying frequency and amplitude. We show that Synchrosqueezing is…
We propose a derivation of the full counting statistics of electronic current based on a positive-operator-valued measure. Our approach justifies the Levitov-Lesovik formula in the long-time limit, but can be generalized to the detection of…
The Ito and Stratonovich approaches are carried over to quantum stochastic systems. Here the white noise representation is shown to be the most appropriate as here the two approaches appear as Wick and Weyl orderings, respectively. This…
Since the seminal work of Wiener, the chaos expansion has evolved to a powerful methodology for studying a broad range of stochastic differential equations. Yet its complexity for systems subject to the white noise remains significant. The…
As an unusual type of anomalous diffusion behavior, the (transient) superballistic transport has been experimentally observed recently but it is not well understood yet. In this paper, we investigate the white noise effect (in Markov…
Change point tests for abrupt changes in the mean of functional data, i.e., random elements in infinite-dimensional Hilbert spaces, are either based on dimension reduction techniques, e.g., based on principal components, or directly based…
The problem of known signal detection in Additive White Gaussian Noise is considered. In this paper a new detection algorithm based on Discrete Wavelet Transform pre-processing and threshold comparison is introduced. Current approaches…
A boundary transfer matrix formulation allows to calculate the Loschmidt echo for one-dimensional quantum systems in the thermodynamic limit. We show that non-analyticities in the Loschmidt echo and zeros for the Loschmidt amplitude in the…
First passage time experiments were used to explore the effects of low amplitude noise as a source of accelerated phase space diffusion in two-dimensional Hamiltonian systems, and these effects were then compared with the effects of…