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More than one billion data sampled with different frequencies from several financial instruments were investigated with the aim of testing whether they involve power law. As a result, a known power law with the power exponent around -4 was…

Statistical Finance · Quantitative Finance 2020-10-06 Caglar Tuncay

A full treatment for the scattering of an arbitrary number of bosons through a Bell multiport beam splitter is presented that includes all possible output arrangements. Due to exchange symmetry, the event statistics differs dramatically…

Quantum Physics · Physics 2012-04-18 Malte C. Tichy , Markus Tiersch , Fernando de Melo , Florian Mintert , Andreas Buchleitner

We utilize quantum superposition principle to establish the improvable upper and lower bounds on the stronger uncertainty relation, i.e., the "weighted-like" sum of the variances of observables. Our bounds include some free parameters which…

Quantum Physics · Physics 2017-04-17 Jun Zhang , Yang Zhang , Chang-shui Yu

We find asymptotic equalities for exact upper bounds of approximations by Fourier sums in uniform metric on classes of $2\pi$-periodic functions, representable in the form of convolutions of functions $\varphi$, which belong to unit balls…

Classical Analysis and ODEs · Mathematics 2016-03-08 A. S. Serdyuk , T. A. Stepaniuk

A quantum statistical parametrization of parton distributions has been considered. In this framework, the exclusion Pauli principle connects the violation of the Gottfried sum rule with the Ellis and Jaffe one, and implies a defect in the…

High Energy Physics - Phenomenology · Physics 2007-05-23 F. Buccella , I. Dorusner , G. Miele , O. Pisanti , P. Santorelli , N. Tancredi

Along the lines of the nonlinear response theory developed by Ruelle, in a previous paper we have proved under rather general conditions that Kramers-Kronig dispersion relations and sum rules apply for a class of susceptibilities describing…

Statistical Mechanics · Physics 2011-10-11 Valerio Lucarini

Let n points be taken at random on a circle of unit circumference and clockwise ordered. Uniform spacings are defined as the clockwise arc-lengths between the successive points from this sample. We are interested in the asymptotic behavior…

Probability · Mathematics 2024-04-16 Sherzod M. Mirakhmedov

In the heavy quark limit of QCD, using the Operator Product Expansion and the non-forward amplitude, as proposed by Nikolai Uraltsev, we formulate sum rules that generalize Bjorken and Uraltsev sum rules. We recover the Uraltsev lower bound…

High Energy Physics - Phenomenology · Physics 2015-06-18 Luis Oliver , Jean-Claude Raynal

The analysis of financial markets using models inspired by statistical physics offers a fruitful approach to understand collective and extreme phenomena [3, 14, 15] In this paper, we present a study based on a 2D Ising network model where…

Statistical Finance · Quantitative Finance 2025-12-23 Hernán Ezequiel Benítez , Claudio Oscar Dorso

The spectrum of primordial fluctuations from inflation can be obtained using a mathematically controlled, and systematically extendable, uniform approximation. Closed-form expressions for power spectra and spectral indices may be found…

We perform a stability analysis of a recently proposed sum rule for pion Compton scattering at fixed angle and moderate Mandelstam invariants. The sum rule is found to be sensitive to the parameter $\lambda^2$, the contour radius of a…

High Energy Physics - Phenomenology · Physics 2009-10-22 Claudio Coriano' , Hsiang-nan Li

We study the work fluctuations of a particle, confined to a moving harmonic potential, under the influence of friction and external Poissonian shot noise. The asymmetry of the noise induces an effective nonlinearity in the potential, which…

Statistical Mechanics · Physics 2009-11-13 A. Baule , E. G. D. Cohen

We study sums of a random multiplicative function; this is an example, of number-theoretic interest, of sums of products of independent random variables (chaoses). Using martingale methods, we establish a normal approximation for the sum…

Number Theory · Mathematics 2010-12-02 Adam J. Harper

In many data analyses, each measurement may come with a simple yes/no correction; for example, belonging to one of two populations or being contaminated or not. Ignoring such binary effects may bias the results, while accounting for them…

Cosmology and Nongalactic Astrophysics · Physics 2026-05-13 Marcus Högås , Edvard Mörtsell

Given a truncated perturbation expansion of a physical quantity, one can, under certain circumstances, obtain lower or upper bounds (or both) to the sum of the full perturbation series by using the Borel transform and a variational…

High Energy Physics - Theory · Physics 2007-05-23 Rajesh R. Parwani

First, we present a concise glossary of formulas for composition of standard, cumulant, factorial, and factorial cumulant moments in superposition (compound) models, where final particles are created via independent emission from a…

Nuclear Theory · Physics 2017-06-28 Wojciech Broniowski , Adam Olszewski

Outer measures can be used for statistical inference in place of probability measures to bring flexibility in terms of model specification. The corresponding statistical procedures such as Bayesian inference, estimators or hypothesis…

Statistics Theory · Mathematics 2020-05-05 Jeremie Houssineau , Neil K. Chada , Emmanuel Delande

The paper focuses on the behaviour of unimodular Fourier multipliers with exponential growth in the context of weighted $L^p$-spaces. Our main result shows that much of the general theory of multipliers is approachable through the theory of…

Functional Analysis · Mathematics 2026-05-12 María Jesús Carro , Alberto Salguero-Alarcón

The present paper contains some investigations about a uniform variant of the notion of metric hemiregularity, the latter being a less explored property obtained by weakening metric regularity. The introduction of such a quantitative…

Optimization and Control · Mathematics 2017-04-06 Amos Uderzo

We present new mixture representations for the generalized Linnik distribution in terms of normal, Laplace, exponential and stable laws and establish the relationship between the mixing distributions in these representations. Based on these…

Probability · Mathematics 2019-07-10 V. Yu. Korolev , A. K. Gorshenin , A. I. Zeifman
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