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We propose a stochastic process driven by the memory effect with novel distributions which include both exponential and leptokurtic heavy-tailed distributions. A class of the distributions is analytically derived from the continuum limit of…

Statistics Theory · Mathematics 2012-03-27 Jongwook Kim , Teppei Okumura

Pulsar timing arrays (PTAs) detect gravitational waves (GWs) via the correlations they induce in the arrival times of pulses from different pulsars. We assume that the GWs are described by a Gaussian ensemble. The mean correlation $h^2…

General Relativity and Quantum Cosmology · Physics 2023-08-25 Bruce Allen , Joseph D. Romano

We present a geometric version of Quickest Change Detection (QCD) and Quickest Hub Discovery (QHD) tests in correlation structures that allows us to include and combine new information with distance metrics. The topic falls within the scope…

Statistical Finance · Quantitative Finance 2023-09-07 Alejandro Rodriguez Dominguez , David Stynes

Traditional galaxy-galaxy lensing is a well-established method of probing the statistical properties of the Universe's matter and galaxy distribution. However, this measure does not carry all the statistical information, provided the matter…

Cosmology and Nongalactic Astrophysics · Physics 2026-04-21 Jonathan Oel , Lucas Porth , Peter Schneider , Elena Silvestre-Rosello

We use very large cosmological N--body simulations to obtain accurate predictions for the two-point correlations and power spectra of mass-limited samples of galaxy clusters. We consider two currently popular cold dark matter (CDM)…

We investigate the cross-correlation between astrometric and timing-residual observables for distant sources, such as pulsars and galaxies, and equivalent observables for nearby solar system bodies. Using the unified spin-weighted formalism…

General Relativity and Quantum Cosmology · Physics 2025-10-31 Elias Fink , Carlo Contaldi , Giorgio Mentasti

The highly nonlinear regime of gravitational clustering is characterized by the presence of scale-invariant form of many-body correlation functions. Useful insights can be obtained by investigating the consequences of a generic scaling {\em…

Astrophysics · Physics 2009-10-31 Dipak Munshi , Peter Coles , Adrian L. Melott

We study how the two-point density correlation properties of a point particle distribution are modified when each particle is divided, by a stochastic process, into an equal number of identical "daughter" particles. We consider generically…

Statistical Mechanics · Physics 2009-11-13 Andrea Gabrielli , Michael Joyce

Motivated by the $(q,\gamma)$-cumulants, introduced by Xu [arXiv:2303.13812] to study $\beta$-deformed singular values of random matrices, we define the $(n,d)$-rectangular cumulants for polynomials of degree $d$ and prove several…

Combinatorics · Mathematics 2026-04-22 Cesar Cuenca

Let $P$ be a simple,stationary point process having fast decay of correlations, i.e., its correlation functions factorize up to an additive error decaying faster than any power of the separation distance. Let $P_n:= P \cap W_n$ be its…

Probability · Mathematics 2019-06-19 B. Blaszczyszyn , D. Yogeshwaran , J. E. Yukich

We analyze statistical properties of complex eigenvalues of random matrices $\hat{A}$ close to unitary. Such matrices appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with…

Chaotic Dynamics · Physics 2009-10-31 Yan V. Fyodorov

Cumulants linearize convolution of measures. We use a formula of Good to define noncommutative cumulants in a very general setting.It turns out that the essential property needed is exchangeability of random variables. Roughly speaking the…

Combinatorics · Mathematics 2012-12-06 Franz Lehner

Temporal data, obtained in the setting where it is only possible to observe one time point per experiment, is widely used in different research fields, yet remains insufficiently addressed from the statistical point of view. Such data often…

Methodology · Statistics 2025-03-10 Polina Arsenteva , Mohamed Amine Benadjaoud , Hervé Cardot

Ensemble clustering has been a popular research topic in data mining and machine learning. Despite its significant progress in recent years, there are still two challenging issues in the current ensemble clustering research. First, most of…

Machine Learning · Computer Science 2018-10-31 Dong Huang , Chang-Dong Wang , Hongxing Peng , Jianhuang Lai , Chee-Keong Kwoh

Most models for the connection between galaxies and their haloes ignore the possibility that galaxy properties may be correlated with halo properties other than mass, a phenomenon known as galaxy assembly bias. Yet, it is known that such…

A key step in the comparison between inflationary predictions and cosmological observations is the computation of primordial correlators. Numerical methods have been developed that overcome some of the difficulties arising in analytical…

Cosmology and Nongalactic Astrophysics · Physics 2025-03-20 Andrea Costantini , Laura Iacconi , David J. Mulryne

This paper proposes a hierarchical approximate-factor approach to analyzing high-dimensional, large-scale heterogeneous time series data using distributed computing. The new method employs a multiple-fold dimension reduction procedure using…

Methodology · Statistics 2022-04-20 Zhaoxing Gao , Ruey S. Tsay

Scrambling and thermalisation are topics of intense study in both condensed matter and high energy physics. Random unitary dynamics form a simple testing-ground for our theoretical understanding of these processes. In this work, we derive…

Quantum Physics · Physics 2021-10-29 Ewan McCulloch

The theoretical description of the correlations between observables in two separated rapidity intervals in relativistic nuclear collisions is presented. It is shown, that the event-by-event pt-pt correlation defined as the correlation…

High Energy Physics - Phenomenology · Physics 2007-05-23 R. S. Kolevatov , V. V. Vechernin

The method of Q-cumulants has been shown as a powerful tool to study the fine details of the azimuthal anisotropies in high-energy nucleus-nucleus collisions. A new method for the fast calculation of arbitrary order Q-cumulant $v_{n}\{2k\}$…

High Energy Physics - Phenomenology · Physics 2026-03-24 L. Nađđerđ , J. Milošević , D. Devetak , F. Wang , X. Zhu
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