Related papers: Covariance Analysis of Impulsive Streaking
We make use of continuum elasticity theory to investigate the collective modes that propagate along the edge of a two-dimensional electron liquid or crystal in a magnetic field. An exact solution of the equations of motion is obtained with…
The spatial non-locality (dispersion) of the transport equations results in a nonlinear dependence of the voltage drop $U$ on the distance between the points of measuring. Therefore the results of the usual two-probe measurements of the…
This work presents a detailed covariance and correlation matrix analysis for experimentally measured cross sections obtained using the activation technique. Both statistical and systematic contributions to the covariance matrix were…
This work presents a generalized physical interpretation of unconventional dispersion asymmetries associated moving elastic solids. By shifting the notion from systems with time-variant material fields to physically traveling materials, the…
Understanding the stochastic properties of conductance fluctuations in disordered mesoscopic systems is fundamental to quantum transport. In this work, we investigate the multifractal and ergodic properties of the fictitious time series of…
The movement of intracellular cargo transported by molecular motors is commonly marked by switches between directed motion and stationary pauses. The predominant measure for assessing movement is effective diffusivity, which predicts the…
The problem of detecting changes in covariance for a single pair of features has been studied in some detail, but may be limited in importance or general applicability. In contrast, testing equality of covariance matrices of a {\it set} of…
We give two asymptotic results for the empirical distance covariance on separable metric spaces without any iid assumption on the samples. In particular, we show the almost sure convergence of the empirical distance covariance for any…
Molecular dynamics (MD) simulations are powerful tools for elucidating the macroscopic physical properties of materials from microscopic atomic behaviors. However, the massive, high-dimensional datasets generated by MD simulations pose a…
We present an analysis of temporal modulation instability in a ring array of coupled optical fibers. Continuous-wave signals are shown to be unstable to perturbations carrying discrete angular momenta, both for normal and anomalous group…
We study the covariance of the cross-power spectrum of different tracers for the large-scale structure. We develop the counts-in-cells framework for the multi-tracer approach, and use this to derive expressions for the full non-Gaussian…
In complex systems, crucial parameters are often subject to unpredictable changes in time. Climate, biological evolution and networks provide numerous examples for such non-stationarities. In many cases, improved statistical models are…
A new class of pattern forming systems is identified and investigated: anisotropic systems that are spatially inhomogeneous along the direction perpendicular to the preferred one. By studying the generic amplitude equation of this new class…
We derive the asymptotic distribution of ordinal-pattern frequencies under weak dependence conditions and investigate the long-run covariance matrix not only analytically for moving-average, Gaussian, and the novel generalized coin-tossing…
This paper presents a general framework for modeling dependence in multivariate time series. Its fundamental approach relies on decomposing each signal in a system into various frequency components and then studying the dependence…
We present a theory for Coulomb drag between two mesoscopic systems. Our formalism expresses the drag in terms of scattering matrices and wave functions, and its range of validity covers both ballistic and disordered systems. The…
Impulsive systems are a very flexible class of systems that can be used to represent switched and sampled-data systems. We propose to extend here the previously obtained results on deterministic impulsive systems to the stochastic setting.…
Within periodic materials and structures, wave scattering and dispersion occur across constituent material interfaces leading to a banded frequency response. In an earlier paper, the elastodynamics of one-dimensional periodic materials and…
One-dimensional model for study of sub--femtosecond experiment with metal surface is put forward. The important features of the system, such as the pseudopotential for electron motion in the metal bulk, abrupt decrease of the normal to the…
Candidates for random network media include, e.g., systems consisting of long, flexible macromolecules cross-linked (i.e., permanently bonded) together at random to form the network. Owing to the random architecture, the characteristics of…