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Maximum likelihood estimation of a log-concave probability density is formulated as a convex optimization problem and shown to have an equivalent dual formulation as a constrained maximum Shannon entropy problem. Closely related maximum…

Methodology · Statistics 2010-11-16 Roger Koenker , Ivan Mizera

Gravity induced condensation takes the form of momentum alignment in an ensemble of identical particles. Use is made of a one-dimensional Ising model to calculate the alignment per particle and the correlation length as a function of the…

General Relativity and Quantum Cosmology · Physics 2019-06-26 Giorgio Papini

We study the ordering statistics of 4 random walkers on the line, obtaining a much improved estimate for the long-time decay exponent of the probability that a particle leads to time $t$; $P_{\rm lead}(t)\sim t^{-0.91287850}$, and that a…

Statistical Mechanics · Physics 2018-05-16 Brian Helenbrook , Daniel ben-Avraham

The excitation spectrum of the density collective oscillations is computed for multi-component molecular mixtures both with Coulomb and (repulsive) short-range interactions. Distinct sound-like excitations appear, governed by the…

Statistical Mechanics · Physics 2008-03-21 M. Apostol

Investigating the relationship, particularly the lead-lag effect, between time series is a common question across various disciplines, especially when uncovering biological process. However, analyzing time series presents several…

Requirements for correlation measurements in high--multiplicity events are discussed. Attention is focussed on detection of so--called hot spots, two--particle rapidity correlations, two--particle momentum correlations (for quantum…

Nuclear Theory · Physics 2008-11-26 David Seibert

The "maximum similarity correlation" definition introduced in this study is motivated by the seminal work of Szekely et al on "distance covariance" (Ann. Statist. 2007, 35: 2769-2794; Ann. Appl. Stat. 2009, 3: 1236-1265). Instead of using…

The first non-trivial cumulant correlator of the galaxy density field $Q_{21}$ is examined from the point of view of biasing. It is shown that to leading order it depends on two biasing parameters $b$, and $b_2$, and on $q_{21}$, the…

Astrophysics · Physics 2009-10-30 Istvan Szapudi

Suppose that $k$ series, all having the same autocorrelation function, are observed in parallel at $n$ points in time or space. From a single series of moderate length, the autocorrelation parameter $\beta$ can be estimated with limited…

Statistics Theory · Mathematics 2008-10-23 Peter McCullagh

The observed clustering of Lyman-$\alpha$ lines is reviewed and compared with the clustering of CIV systems. We argue that a continuity of properties exists between Lyman-$\alpha$ and metal systems and show that the small-scale clustering…

Astrophysics · Physics 2007-05-23 S. Cristiani , S. D'Odorico , V. D'Odorico , A. Fontana , E. Giallongo , L. Moscardini , S. Savaglio

The momentum or velocity autocorrelation function C(t) for a tagged oscillator in a finite harmonic system decays like that of an infinite system for short times, but exhibits erratic behavior at longer time scales. We introduce the…

Statistical Mechanics · Physics 2015-12-22 Dan Plyukhin , Alex V. Plyukhin

Nearly-logarithmic decay of correlations, which was observed for several supercooled liquids in optical-Kerr-effect experiments [G. Hinze et al. Phys. Rev. Lett. 84, 2437(2000), H. Cang et al. Phys. Rev. Lett. 90, 197401 (2003)], is…

Disordered Systems and Neural Networks · Physics 2007-05-23 W. Gotze , M. Sperl

A covariant algorithm for deriving the conserved quantities for natural Hamiltonian systems is combined with the non-relativistic framework of Eisenhart, and of Duval, in which the classical trajectories arise as geodesics in a higher…

Mathematical Physics · Physics 2015-06-19 M. Cariglia , G. W. Gibbons , J. -W. van Holten , P. A. Horvathy , P. -M. Zhang

We investigate the emergence of long-range correlations in granular shear flow. By increasing the density of a simulated granular flow we observe a spontaneous transition from a dilute regime, where interactions are dominated by binary…

Soft Condensed Matter · Physics 2009-11-11 Gregg Lois , Anael Lemaitre , Jean M. Carlson

Dynamical systems can be analyzed as computational devices capable of performing information processing. In coupled oscillators, enlarged capabilities are expected when the set of units is formed by subsets with collective behaviour within…

Adaptation and Self-Organizing Systems · Physics 2025-06-24 Ernesto Estevez-Rams , K. Garcia-Medina , B. Aragon-Fernandez

This article introduces autocorrelograms for time series of point processes. Such time series usually arise when a longer temporal or spatio-temporal point process is sliced into smaller time units; for example, when an annual process is…

Methodology · Statistics 2025-08-25 Daniel Gervini

The stochastic gravitational wave background for pulsar timing arrays is often modeled by a Gaussian ensemble which is isotropic and unpolarized. However, the Universe has a discrete set of polarized gravitational wave sources at specific…

General Relativity and Quantum Cosmology · Physics 2024-05-02 Bruce Allen , Serena Valtolina

A collective description of density matrix is presented for identical multi-level atoms, which are either excited initially, driven coherently or pumped incoherently. The density matrix is defined as expectation value of projection or…

Quantum Physics · Physics 2019-12-17 Yuan Zhang

We obtain an implicit equation for the correlation dimension which describes clustering of inertial particles in a complex flow onto a fractal measure. Our general equation involves a propagator of a nonlinear stochastic process in which…

Fluid Dynamics · Physics 2015-09-08 Kristian Gustavsson , Bernhard Mehlig , Michael Wilkinson

We consider the correlations and the hydrodynamic description of random walkers with a general finite memory moving on a $d$ dimensional hypercubic lattice. We derive a drift-diffusion equation and identify a memory-dependent critical…

Statistical Mechanics · Physics 2020-01-29 Eial Teomy , Ralf Metzler