Related papers: Density correlators in a self-similar cascade
We introduce a general procedure to pave the road towards the ultimate goal of deriving analytic expressions for the probability density functions (p.d.f.'s) of multiparticle azimuthal correlations. All multiparticle azimuthal correlators…
Shape dependence of higher order correlations introduces complication in direct determination of these quantities. For this reason theoretical and observational progress has been restricted in calculating one point distribution functions…
We consider ballistic aggregation equation for gases in which each particle is iden- ti?ed either by its mass and impulsion or by its sole impulsion. For the constant aggregation rate we prove existence of self-similar solutions as well as…
We study correlation measures for complex systems. First, we investigate some recently proposed measures based on information geometry. We show that these measures can increase under local transformations as well as under discarding…
Modelling multivariate circular time series is considered. The cross-sectional and serial dependence is described by circulas, which are analogs of copulas for circular distributions. In order to obtain a simple expression of the dependence…
We advocate a simple multipole expansion of the polarisation density matrix. The resulting multipoles appear as successive moments of the Stokes variables and can be obtained from feasible measurements. In terms of these multipoles, we…
We construct and analyze an estimator of association between random variables based on their similarity in both direction and magnitude. Under special conditions, the proposed measure becomes a robust and consistent estimator of the linear…
Distance correlation is a novel class of multivariate dependence measure, taking positive values between 0 and 1, and applicable to random vectors of arbitrary dimensions, not necessarily equal. It offers several advantages over the…
We propose a data-driven method to learn the time-dependent probability density of a multivariate stochastic process from sample paths, assuming that the initial probability density is known and can be evaluated. Our method uses a novel…
The paper introduces new types of nonlinear correlations between bivariate data sets and derives nonlinear auto-correlations on the same data set. These auto-correlations are of different types to match signals with different types of…
Under explicit diophantine conditions on $(\alpha,\beta)\in\RR^2$, we prove that the local two-point correlations of the sequence given by the values $(m-\alpha)^2+\break (n-\beta)^2$, with $(m,n)\in\ZZ^2$, are those of a Poisson process.…
Factorial moments and cumulants are usually defined with respect to the unconditioned Poisson process. Conditioning a sample by selecting events of a given overall multiplicity $N$ necessarily introduces correlations. By means of Edgeworth…
We develop a general method to calculate the exact time dependence of the cumulants of the position of a tracer particle in a dense lattice gas of hardcore particles. More precisely, we calculate the cumulant generating function associated…
The cumulant correlators, $C_{pq}$, are statistical quantities that generalise the better-known $S_p$ parameters; the former are obtained from the two-point probability distribution function of the density fluctuations while the latter…
This paper summarizes the properties of strongly correlating liquids, i.e., liquids with strong correlations between virial and potential energy equilibrium fluctuations at constant volume. We proceed to focus on the experimental…
This work presents a set of new statistics, the cumulant correlators, aimed at high precision analysis of the galaxy distribution. They form a symmetric matrix, $Q_{NM}$, related to moment correlators the same way as cumulants are related…
Exploiting the explicit bijection between the density of singular values and the density of eigenvalues for bi-unitarily invariant complex random matrix ensembles of finite matrix size, we aim at finding the induced probability measure on…
Physics has been transforming our view of nature for centuries. While combining physical knowledge with computational approaches has enabled detailed modeling of physical systems' evolution, understanding the emergence of patterns and…
For a freely evolving granular fluid, the buildup of spatial correlations in density and flow field is described using fluctuating hydrodynamics. The theory for incompressible flows is extended to the general, compressible case, including…
Wishart correlation matrices are the standard model for the statistical analysis of time series. The ensemble averaged eigenvalue density is of considerable practical and theoretical interest. For complex time series and correlation…