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Multiplicative random cascade model naturally reproduces the intermittency or multifractality, which is frequently shown among hierarchical complex systems such as turbulence and financial markets. As described herein, we investigate the…

Statistical Finance · Quantitative Finance 2018-09-05 Jun-ichi Maskawa , Koji Kuroda , Joshin Murai

High-dimensional self-exciting point processes have been widely used in many application areas to model discrete event data in which past and current events affect the likelihood of future events. In this paper, we are concerned with…

Methodology · Statistics 2020-06-08 Daren Wang , Yi Yu , Rebecca Willett

The prospect of using lambda-proton correlations to extract source sizes in relativistic heavy ion collisions is investigated. It is found that the strong interaction induces a large peak in the correlation function that provides more…

Nuclear Theory · Physics 2014-11-18 Fuqiang Wang , Scott Pratt

The main result of this paper states that if $(N, \Pi)$ is a pair of independent point processes on a common ground space with $N$ Poisson and $\Pi$ determinantal induced by a locally trace class (not necessarily self-adjoint) correlation…

Probability · Mathematics 2017-10-27 Yanqi Qiu

This paper serves as a starting point for machine learning researchers, engineers and students who are interested in but not yet familiar with causal inference. We start by laying out an important set of assumptions that are collectively…

Machine Learning · Computer Science 2024-08-28 Daniel Jiwoong Im , Kyunghyun Cho

A new analytical approach is presented for analysis of two-particle azimuthal correlations in heavy ion collisions at relativistic energies. This approach suggests that elliptic flow measured by experiment has a compound structure, namely,…

Nuclear Theory · Physics 2007-05-23 V. A. Okorokov

We present conjectured exact expressions for two types of correlations in the dense O$(n=1)$ loop model on $L\times \infty$ square lattices with periodic boundary conditions. These are the probability that a point is surrounded by $m$ loops…

Statistical Mechanics · Physics 2009-11-10 Saibal Mitra , Bernard Nienhuis

Interactions between several features sometimes play an important role in prediction tasks. But taking all the interactions into consideration will lead to an extremely heavy computational burden. For categorical features, the situation is…

Machine Learning · Statistics 2021-04-13 Qiuqiang Lin , Chuanhou Gao

Methods for determining the percolation threshold usually study the behavior of network ensembles and are often restricted to a particular type of probabilistic node/link removal strategy. We propose a network-specific method to determine…

Disordered Systems and Neural Networks · Physics 2015-05-30 Dane Taylor , Juan G. Restrepo

The pair correlation function is a fundamental spatial point process characteristic that, given the intensity function, determines second order moments of the point process. Non-parametric estimation of the pair correlation function is a…

Statistics Theory · Mathematics 2023-04-25 Abdollah Jalilian , Yongtao Guan , Rasmus Waagepetersen

Repeated occurrences of serial firing sequences of a group of neurons with fixed time delays between neurons are observed in many experiments involving simultaneous recordings from multiple neurons. Such temporal patterns are potentially…

Neurons and Cognition · Quantitative Biology 2008-09-01 C. O. Diekman , P. S. Sastry , K. P. Unnikrishnan

Correlators between event planes of different harmonics in relativistic heavy-ion collisions have the potential to provide crucial information on the initial state of the matter formed in these collisions. We present a new procedure for…

Nuclear Theory · Physics 2013-08-28 Rajeev S. Bhalerao , Jean-Yves Ollitrault , Subrata Pal

The experiments conducted by various scientific groups indicate that, in dense two-dimensional systems of elongated particles subjected to vibration, the pattern formation is possible. Computer simulations have evidenced that the random…

When two populations of "particles" move in opposite directions, like oppositely charged colloids under an electric field or intersecting flows of pedestrians, they can move collectively, forming lanes along their direction of motion. The…

Statistical Mechanics · Physics 2017-03-16 Alexis Poncet , Olivier Bénichou , Vincent Démery , Gleb Oshanin

Recurrence plots (RPs) are powerful tools for visualizing time series dynamics; however, traditional Recurrence Quantification Analysis (RQA) often relies on global metrics, such as line counting, that can overlook system-specific,…

Using a recently developed method to simulate percolation on large clusters of distributed machines [N. R. Moloney and G. Pruessner, Phys. Rev. E 67, 037701 (2003)], we have numerically calculated crossing, spanning and wrapping…

Statistical Mechanics · Physics 2007-05-23 Gunnar Pruessner , Nicholas R. Moloney

I review recent selected developments in the theory and modeling of ultrarelativistic heavy-ion collisions. I explain why relativistic viscous hydrodynamics is now used to model the expansion of the matter formed in these collisions. I give…

Nuclear Theory · Physics 2011-09-30 Jean-Yves Ollitrault

Two processors output correlated sequences using the help of a coordinator with whom they individually share independent randomness. For the case of unlimited shared randomness, we characterize the rate of communication required from the…

Information Theory · Computer Science 2018-05-09 Gowtham R. Kurri , Vinod M. Prabhakaran , Anand D. Sarwate

We predict analytically that diagonal correlations of amino acid positions within protein sequences statistically enhance protein propensity for nonspecific binding. We use the term 'promiscuity' to describe such nonspecific binding.…

Biomolecules · Quantitative Biology 2011-08-16 David B. Lukatsky , Ariel Afek , Eugene I. Shakhnovich

Multivariate density moments (correlators) of arbitrary order are obtained for the multiplicative self-similar cascade. This result is based on the calculation by Greiner, Eggers and Lipa (reference [1]) where the correlators of the…

High Energy Physics - Phenomenology · Physics 2009-10-31 A. Bialas , J. Czyzewski