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Related papers: SLE with Jumps and Conformal Null Vectors

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These notes survey the first results on large deviations of Schramm-Loewner evolutions (SLE) with emphasis on interrelations between rate functions and applications to complex analysis. More precisely, we describe the large deviations of…

Probability · Mathematics 2024-02-06 Yilin Wang

Unnormalised latent variable models are a broad and flexible class of statistical models. However, learning their parameters from data is intractable, and few estimation techniques are currently available for such models. To increase the…

Machine Learning · Statistics 2019-02-26 Benjamin Rhodes , Michael Gutmann

In this paper we investigate the asymptotic properties of the wait-first and jump-first L\'evy walk with rest, which is a generalization of standard jump-first and jump-first L\'evy walk that assumes each waiting time in the model is a sum…

Probability · Mathematics 2018-05-28 Marek Teuerle

This paper presents two methods to compute scale anomaly coefficients in conformal field theories (CFTs), such as the c anomaly in four dimensions, in terms of the CFT data. We first use Euclidean position space to show that the anomaly…

High Energy Physics - Theory · Physics 2017-05-02 Marc Gillioz , Xiaochuan Lu , Markus A. Luty

We consider a univariate semimartingale model for (the logarithm of) an asset price, containing jumps having possibly infinite activity (IA). The nonparametric threshold estimator of the integrated variance IV proposed in Mancini 2009 is…

Statistical Finance · Quantitative Finance 2017-08-16 José E. Figueroa-López , Cecilia Mancini

The category of weight modules $L_k(\mathfrak{sl}_2)\text{-wtmod}$ of the simple affine vertex algebra of $\mathfrak{sl}_2$ at an admissible level $k$ is neither finite nor semisimple and modules are usually not lower-bounded and have…

Representation Theory · Mathematics 2023-11-20 Thomas Creutzig

We derive a nonparametric estimator of the jump-activity index $\beta$ of a "locally-stable" pure-jump It\^{o} semimartingale from discrete observations of the process on a fixed time interval with mesh of the observation grid shrinking to…

Statistics Theory · Mathematics 2015-08-19 Viktor Todorov

We consider a scalar field theory in AdS_{d+1}, and introduce a formalism on surfaces at equal values of the radial coordinate. In particular, we define the corresponding conjugate momentum. We compute the Noether currents for isometries in…

High Energy Physics - Theory · Physics 2011-08-02 Pablo Minces

One of the important aspects in recent trends in complex analysis has been the increasing degree of cross-fertilization between the latter and mathematical physics with great benefits to both subjects. Contour dynamics in the complex plane…

Mathematical Physics · Physics 2009-05-07 Irina Markina , Alexander Vasil'ev

In these mostly expository lectures, we give an elementary introduction to conformal field theory in the context of probability theory and complex analysis. We consider statistical fields, and define Ward functionals in terms of their Lie…

Probability · Mathematics 2015-03-17 Nam-Gyu Kang , Nikolai Makarov

Using conformal field theoretic methods we calculate correlation functions of geometric observables in the loop representation of the O(n) model at the critical point. We focus on correlation functions containing twist operators, combining…

Mathematical Physics · Physics 2009-06-10 Jacob J. H. Simmons , John Cardy

The consequences of discrete particle noise for a system possessing a possibly unstable collective mode are discussed. It is argued that a zonostrophic instability (of homogeneous turbulence to the formation of zonal flows) occurs just…

Plasma Physics · Physics 2017-04-05 D. A. St-Onge , J. A. Krommes

Noise induced jumping between meta-stable states in a potential depends on the structure of the noise. For an $\alpha$-stable noise, jumping triggered by single extreme events contributes to the transition probability. This is also called…

Data Analysis, Statistics and Probability · Physics 2009-10-31 P. D. Ditlevsen

The nonlinear Schr\"odinger equation (NLSE) is a rich and versatile model, which in one spatial dimension has stationary solutions similar to those of the linear Schr\"odinger equation as well as more exotic solutions such as solitary waves…

Quantum Gases · Physics 2024-07-08 David B. Reinhardt , Dean Lee , Wolfgang P. Schleich , Matthias Meister

We propose a spectral viscosity method (SVM) to approximate the incompressible Euler equations driven by a multiplicative noise. We show that SVM solution converges to a dissipative measure-valued martingale solution. These solutions are…

Analysis of PDEs · Mathematics 2021-09-03 Abhishek Chaudhary

Stochastic Loewner Evolutions (SLE) with a multiple sqrt(kappa)B of Brownian motion B as driving process are random planar curves (if kappa<=4) or growing compact sets generated by a curve (if kappa>4). We consider here more general Levy…

Probability · Mathematics 2007-05-23 Qing-Yang Guan , Matthias Winkel

We discuss the global properties of static, spherically symmetric configurations of a self-gravitating real scalar field $\phi$ in general relativity (GR), scalar-tensor theories (STT) and high-order gravity ($L=f(R)$) in various…

General Relativity and Quantum Cosmology · Physics 2010-11-19 Kirill A. Bronnikov

We develop a simple routine unifying the analysis of several important recently-developed stochastic optimization methods including SAGA, Finito, and stochastic dual coordinate ascent (SDCA). First, we show an intrinsic connection between…

Machine Learning · Statistics 2017-06-27 Bin Hu , Peter Seiler , Anders Rantzer

The Stochastic Loewner equation, introduced by Schramm, gives us a powerful way to study and classify critical random curves and interfaces in two-dimensional statistical mechanics. New kind of stochastic Loewner equation, called fractional…

Statistical Mechanics · Physics 2022-04-20 M. Ghasemi Nezhadhaghighi

Consider a process satisfying a stochastic differential equation with unknown drift parameter, and suppose that discrete observations are given. It is known that a simple least squares estimator (LSE) can be consistent, but numerically…

Statistics Theory · Mathematics 2017-03-17 Yasutaka Shimizu
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