Related papers: Testing for cross-quantilogram change
High-dimensional time series are characterized by a large number of measurements and complex dependence, and often involve abrupt change points. We propose a new procedure to detect change points in the mean of high-dimensional time series…
A discrete time quantum walk is considered in which the step lengths are chosen to be either $1$ or $2$ with the additional feature that the walker is persistent with a probability $p$. This implies that with probability $p$, the walker…
Coherent two-dimensional electronic spectroscopy probes ultrafast dynamics using femtosecond pulses. In case the timescale of the studied dynamics become comparable to the pulse duration, pulse overlap effects may compromise the…
We study the ratio of the cross sections for $t\bar{t}\gamma$ and $t\bar{t}$ production at the LHC. The presence of correlations between theoretical uncertainties of the two processes makes possible a precise determination of this…
We consider the problem of change-point estimation of the instantaneous phase of an observed time series. Such change points, or phase shifts, can be markers of information transfer in complex systems; their analysis occurring in geology,…
Let $X$ and $Y$ be two independent random walks on $\Z^2$ with zero mean and finite variances, and let $L_t(X,Y)$ be the local time of $X-Y$ at the origin at time $t$. We show that almost surely with respect to $Y$, $L_t(X,Y)/\log t$…
Repeated observations have become increasingly common in biomedical research and longitudinal studies. For instance, wearable sensor devices are deployed to continuously track physiological and biological signals from each individual over…
Is it possible to infer the time evolving quantum state of a multichromophoric system from a sequence of two-dimensional electronic spectra (2D-ES) as a function of waiting time? Here we provide a positive answer for a tractable model…
Parametric correlations of energy spectra of quantum chaotic systems are presented in the orthogonal-unitary and symplectic-unitary crossover region. The spectra are allowed to disperse as a function of two external perturbations: one of…
Quantum phase transitions (QPTs) in qubit systems are known to produce singularities in the entanglement, which could in turn be used to probe the QPT. Current proposals to measure the entanglement are challenging however, because of their…
In this paper we compare two regression curves by measuring their difference by the area between the two curves, represented by their $L^1$-distance. We develop asymptotic confidence intervals for this measure and statistical tests to…
In Change point detection task Likelihood Ratio Test (LRT) is sequentially applied in a sliding window procedure. Its high values indicate changes of parametric distribution in the data sequence. Correspondingly LRT values require…
We propose a method to establish time reversal symmetry violation at future neutrino oscillation experiments in a largely model-independent way. We introduce a general parametrization of flavour transition probabilities which holds under…
For a broad class of nonlinear time series known as Bernoulli shifts, we establish the asymptotic normality of the smoothed periodogram estimator of the long-run variance. This estimator uses only a narrow band of Fourier frequencies around…
The description of a measuring process, such as that which occurs when a quantum point contact (QPC) detector is influenced by a nearby external electron which can take up two possible positions, provides a interesting application of the…
Frequently econometricians are interested in verifying a relationship between two or more time series. Such analysis is typically carried out by causality and/or independence tests which have been well studied when the data is univariate or…
We derive a model-independent integral formula for chiral susceptibility and attempt to present a continuum model study of it within the framework of Dyson-Schwinger Equations. An appropriate regularization is implemented to remove the…
The measurement of time durations or instants of ocurrence of events has been frequently modelled ``operationally'' by coupling the system of interest to a ``clock''. According to several of these models the operational approach is limited…
We provide a time-dependent Dyson map and metric for the two dimensional harmonic oscillator with a non-Hermitian $i xy$ coupling term. This particular time-independent model exhibits spontaneously broken $\mathcal{PT}$-symmetry and becomes…
We present a model of discrete quantum evolution based on quantum correlations between the evolving system and a reference quantum clock system. A quantum circuit for the model is provided, which in the case of a constant Hamiltonian is…