Related papers: Beyond Whittle: exact finite-time multispectral st…
We establish the asymptotic validity of frequency-domain inference for stationary multivariate Hawkes processes under mild conditions, bridging the gap between theory and application. By developing upper-bounds on the reduced cumulant…
Fitting parametric models by optimizing frequency domain objective functions is an attractive approach of parameter estimation in time series analysis. Whittle estimators are a prominent example in this context. Under weak conditions and…
A method for analytic continuation of imaginary-time correlation functions (here obtained in quantum Monte Carlo simulations) to real-frequency spectral functions is proposed. Stochastically sampling a spectrum parametrized by a large…
We report multipronged progress on the stochastic averaging approach to numerical analytic continuation of quantum Monte Carlo data. With the sampled spectrum parametrized with delta-functions in continuous frequency space, a calculation of…
Using a nonperturbative approach we examine the large frequency asymptotics of the two-point level density correlator in weakly disordered metallic grains. This allows us to study the behavior of the two-level structure factor close to the…
We consider the symmetric inclusion process on a general finite graph. Our main result establishes universal upper and lower bounds for the spectral gap of this interacting particle system in terms of the spectral gap of the random walk on…
We present a spectral-theoretic approach to time-average statistical mechanics for general, non-equilibrium initial conditions. We consider the statistics of bounded, local additive functionals of reversible as well as irreversible ergodic…
We prove a complete realization theorem for multifractal entropy spectra of continuous potentials on a broad class of dynamical systems. More precisely, for every $H>0$ and every continuous concave function on a compact interval with…
Shannon-Hartley theorem can accurately calculate the channel capacity when the signal observation time is infinite. However, the calculation of finite-time mutual information, which remains unknown, is essential for guiding the design of…
Current studies about the continuous-variable systems in non-Hermitian quantum mechanics heavily revolved around the singularities in the eigenspectrum by mimicking their discrete-variable counterparts. Discussions over the nonunitary…
The prequel to this work [Ng et al., Phys. Rev. A 93, 042121 (2016)] proposes the method of spectral photon counting to enhance noise spectroscopy with an optical interferometer. While the predicted enhancement over homodyne detection is…
We show that the R\'enyi entropies of single particle, extended wave functions for disordered systems contain information about the multifractal spectrum. It is shown for moments of the R\'enyi entropy, $S_{n}$, where $|n|<1$, it is…
The power spectral density (PSD) of any time-dependent stochastic processes $X_t$ is a meaningful feature of its spectral content. In its text-book definition, the PSD is the Fourier transform of the covariance function of $X_t$ over an…
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…
To quantify the complexity of a system, entropy-based methods have received considerable critical attentions in real-world data analysis. Among numerous entropy algorithms, amplitude-based formulas, represented by Sample Entropy, suffer…
In this paper we present the asymptotic theory for spectral distributions of high dimensional covariation matrices of Brownian diffusions. More specifically, we consider $N$-dimensional Ito integrals with time varying matrix-valued…
A standard approach to study time-dependent stochastic processes is the power spectral density (PSD), an ensemble-averaged property defined as the Fourier transform of the autocorrelation function of the process in the asymptotic limit of…
In this paper I introduce quantile spectral densities that summarize the cyclical behavior of time series across their whole distribution by analyzing periodicities in quantile crossings. This approach can capture systematic changes in the…
We prove a volume-uniform effective-Hamiltonian theorem for bounded finite-range quantum spin systems on possibly infinite lattices. For any finite target region, we construct an energy-truncated Hamiltonian and prove a volume-uniform…
The Friedrichs model~\cite{Friedrichs} is revisited to obtain precise results about the asymptotic behaviour (the so-called Breit-Wigner formula~\cite{Breit}) of a resonance near an embedded eigenvalue and the ``spectral concentration"…