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Dynamic trading strategies, in the spirit of trend-following or mean-reversion, represent an only partly understood but lucrative and pervasive area of modern finance. Assuming Gaussian returns and Gaussian dynamic weights or signals,…
We have previously [Phys. Rev. A 65, 043803 (2002)] analyzed adaptive measurements for estimating the continuously varying phase of a coherent beam, and a broadband squeezed beam. A real squeezed beam must have finite photon flux N and…
The coherent electron spin dynamics of an ensemble of singly charged (In,Ga)As/GaAs quantum dots in a transverse magnetic field is driven by periodic optical excitation at 1 GHz repetition frequency. Despite the strong inhomogeneity of the…
We demonstrate the real-time detection of dynamical phase transitions (DPTs) in lattice-confined spinor gases subject to a priori unknown time-variant interactions, via the temporal behaviors of both the system energy and spinor phases…
Kurtosis is seen as a measure of the discrepancy between the observed data and a Gaussian distribution and is defined when the 4th moment is finite. In this work an empirical study is conducted to investigate the behaviour of the sample…
A perturbation method for computing quick estimates of the echo decay in pulsed spin echo gradient NMR diffusion experiments in the short gradient pulse limit is presented. The perturbation basis involves (relatively few) dipole…
Robust covariance estimation is the following, well-studied problem in high dimensional statistics: given $N$ samples from a $d$-dimensional Gaussian $\mathcal{N}(\boldsymbol{0}, \Sigma)$, but where an $\varepsilon$-fraction of the samples…
We advance spin noise spectroscopy to an ultrafast tool to resolve high frequency spin dynamics in semiconductors. The optical non-demolition experiment reveals the genuine origin of the inhomogeneous spin dephasing in n-doped GaAs wafers…
Gravito-acoustic modes in the Sun and other stars propagate in resonant cavities with a frequency below a given limit known as the cut-off frequency. At higher frequencies, waves are no longer trapped in the stellar interior and become…
The Maximum Entropy Spectral Analysis (MESA) method, developed by Burg, offers a powerful tool for spectral estimation of a time-series. It relies on Jaynes' maximum entropy principle, allowing the spectrum of a stochastic process to be…
We consider an active Brownian particle in a $d$-dimensional harmonic trap, in the presence of translational diffusion. While the Fokker-Planck equation can not in general be solved to obtain a closed form solution of the joint distribution…
In this study we present an analysis of the performance and properties of the quasi-periodic (QP) GP kernel, which is the multiplication of the squared-exponential kernel by the exponential-sine-squared kernel, based on an extensive set of…
We study a generalized two-species model on a ring. The original model [1] describes ordinary particles hopping exclusively in one direction in the presence of an impurity. The impurity hops with a rate different from that of ordinary…
The problem of a diffusing particle moving among diffusing traps is analyzed in general space dimension d. We consider the case where the traps are initially randomly distributed in space, with uniform density rho, and derive upper and…
Quantum phase estimation (QPE) is one of the most important subroutines in quantum computing. In general applications, current QPE algorithms either suffer an exponential time overload or require a set of - notoriously quite fragile - GHZ…
Gaussian Processes (GPs) are expressive models for capturing signal statistics and expressing prediction uncertainty. As a result, the robotics community has gathered interest in leveraging these methods for inference, planning, and…
By means of time-resolved optical orientation under strong optical pumping, the k-dependence of the electron spin-flip time (t_sf) in undoped GaAs is experimentally determined. t_sf monotonically decreases by more than one order of…
In this paper we analyze the relaxation to steady-state of intracellular diffusion in a pair of cells with gap-junction coupling. Gap junctions are prevalent in most animal organs and tissues, providing a direct diffusion pathway for both…
The spin relaxation time in solids is determined by several competing energy scales and processes and distinct methods are called for to analyze the various regimes. We present a stochastic model for the spin dynamics in solids which is…
Peters' formula is an analytical estimate of the time-scale of gravitational wave (GW)-induced coalescence of binary systems. It is used in countless applications, where the convenience of a simple formula outweighs the need for precision.…