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We consider the asymptotic behaviour of the fluctuation process for large stochastic systems of interacting particles driven by both idiosyncratic and common noise with an interaction kernel \(k \in L^2(\R^d) \cap L^\infty(\R^d)\). Our…

Probability · Mathematics 2026-05-28 Paul Nikolaev

Functional principal component analysis has been shown to be invaluable for revealing variation modes of longitudinal outcomes, which serves as important building blocks for forecasting and model building. Decades of research have advanced…

Methodology · Statistics 2024-10-07 Peijun Sang , Dehan Kong , Shu Yang

We consider the problem of detecting anomalies among a given set of processes using their noisy binary sensor measurements. The noiseless sensor measurement corresponding to a normal process is 0, and the measurement is 1 if the process is…

Signal Processing · Electrical Eng. & Systems 2020-06-02 Geethu Joseph , M. Cenk Gursoy , Pramod K. Varshney

Gaussian process regression is a powerful method for predicting states based on given data. It has been successfully applied for probabilistic predictions of structural systems to quantify, for example, the crack growth in mechanical…

Machine Learning · Statistics 2022-06-20 Simon Pfingstl , Markus Zimmermann

In this paper, we investigate in a unified way the structural properties of solutions to inverse problems. These solutions are regularized by the generic class of semi-norms defined as a decomposable norm composed with a linear operator,…

Information Theory · Computer Science 2013-05-22 M. J. Fadili , G. Peyré , S. Vaiter , C. Deledalle , J. Salmon

We introduce and initiate the study of a new model of reductions called the random noise model. In this model, the truth table $T_f$ of the function $f$ is corrupted on a randomly chosen $\delta$-fraction of instances. A randomized…

Computational Complexity · Computer Science 2025-09-09 Tejas Nareddy , Abhishek Mishra

We introduce the concept of {\it generalized reducibility}, which provides a flexible framework for analyzing the long-time behavior of solutions to quadratic quantum Hamiltonians. As an application of this notion, for many prescribed…

Analysis of PDEs · Mathematics 2026-04-06 Zhenguo Liang , Zhiyan Zhao

Predicative analysis of recursion schema is a method to characterize complexity classes like the class FPTIME of polynomial time computable functions. This analysis comes from the works of Bellantoni and Cook, and Leivant by data tiering.…

Computational Complexity · Computer Science 2015-07-01 Jean-Yves Marion

Tests for structural breaks in time series should ideally be sensitive to breaks in the parameter of interest, while being robust to nuisance changes. Statistical analysis thus needs to allow for some form of nonstationarity under the null…

Methodology · Statistics 2022-12-02 Fabian Mies

The acoustic emission of fracture precursors, and the failure time of samples of heterogeneous materials (wood, fiberglass) are studied as a function of the load features and geometry. It is shown that in these materials the failure time is…

Materials Science · Physics 2009-11-07 A. Guarino , S. Ciliberto , A. Garcimartin , M. Zei , R. Scorretti

We extend deconvolution in a periodic setting to deal with functional data. The resulting functional deconvolution model can be viewed as a generalization of a multitude of inverse problems in mathematical physics where one needs to recover…

Statistics Theory · Mathematics 2009-03-09 Marianna Pensky , Theofanis Sapatinas

Starting from the characterization of the past time evolution of market prices in terms of two fundamental indicators, price velocity and price acceleration, we construct a general classification of the possible patterns characterizing the…

Statistical Mechanics · Physics 2009-10-31 J. V. Andersen , S. Gluzman , D. Sornette

We propose an efficient and flexible method for solving Abel integral equation of the first kind, frequently appearing in many fields of astrophysics, physics, chemistry, and applied sciences. This equation represents an ill-posed problem,…

Instrumentation and Methods for Astrophysics · Physics 2016-08-26 I. I. Antokhin

In these lectures I discuss peculiarities of the critical behaviour of ``non-ideal'' systems as it is explained by the renormalization group approach. Examples considered here include account of the single-ion anisotropy, structural…

Statistical Mechanics · Physics 2007-05-23 Yu. Holovatch

We introduce the general formulation of a renormalization method suitable to study the critical properties of non-equilibrium systems with steady-states: the Dynamically Driven Renormalization Group. We renormalize the time evolution…

Statistical Mechanics · Physics 2008-02-03 Alessandro Vespignani , Stefano Zapperi , Vittorio Loreto

In this work, we propose a methodology for the expression of necessary and sufficient Lyapunov-like conditions for the existence of stabilizing feedback laws. The methodology is an extension of the well-known Control Lyapunov Function (CLF)…

Optimization and Control · Mathematics 2008-01-31 Iasson Karafyllis , Zhong-Ping Jiang

We examine the precise connection between the exact renormalisation group with local couplings and the renormalisation of correlation functions of composite operators in scale-invariant theories. A geometric description of theory space…

High Energy Physics - Theory · Physics 2018-05-08 J. M. Lizana , M. Perez-Victoria

Using the simplest possible ingredients of a rupture model with thermal fluctuations, we provide an analytical theory of three ubiquitous empirical observations obtained in creep (constant applied stress) experiments: the initial…

Materials Science · Physics 2009-11-10 A. Saichev , D. Sornette

Click-through rate (CTR) prediction is an important task for the companies to recommend products which better match user preferences. User behavior in digital advertising is dynamic and changes over time. It is crucial for the companies to…

Information Retrieval · Computer Science 2023-11-29 Ramazan Tarık Türksoy , Beyza Türkmen , Furkan Durmuş

This paper considers the problem of finite-time stability for stochastic nonlinear systems. A new Lyapunov theorem of stochastic finite-time stability is proposed, and an important corollary is obtained. Some comparisons with the existing…

Probability · Mathematics 2019-09-16 Xin Yu , Juliang Yin , Suiyang Khoo
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