Related papers: A class of spatio-temporal and causal stochastic p…
We develop methodology for the estimation of the functional mean and the functional principal components when the functions form a spatial process. The data consist of curves $X(\mathbf{s}_k;t),t\in[0,T],$ observed at spatial locations…
Two main features of the observable distribution of visible matter are the space correlations of galaxy positions and the mass function of galaxies. As discussed in Pietronero and Sylos Labini on this issue ([1], see also [2],[3]), the…
This manuscript explores the connections between a class of stochastic processes called "Stochastic Loewner Evolution" (SLE) and conformal field theory (CFT). First some important results are recalled which we utilise in the sequel, in…
Focusing on non-ergodic macroscopic systems we reconsider the variances of time averages time-series. The total variance (direct average over all time-series) is known to be the sum of an internal variance (fluctuations within the…
The purpose of this paper is to explain a certain dichotomy between the information that the past and future values of a multivariate stochastic process carry about the present. More specifically, vector-valued, second-order stochastic…
A generator of spatio-temporal pseudo-random Gaussian fields that satisfy the "proportionality of scales" property (Tsyroulnikov, 2001) is presented. The generator is based on a third-order in time stochastic differential equation with a…
We consider the hierarchic tree Random Energy Model with continuous branching and calculate the moments of the corresponding partition function. We establish the multifractal properties of those moments. We derive formulas for the normal…
Many complex systems have been shown to share universal properties of organization, such as scale independence, modularity and self-similarity. We borrow tools from statistical physics in order to study structural preferential attachment…
The scaling properties of oil price fluctuations are described as a non-stationary stochastic process realized by a time series of finite length. An original model is used to extract the scaling exponent of the fluctuation functions within…
The usual fluid equations describing the large-scale evolution of mass density in the universe can be written as local in the density, velocity divergence, and velocity potential fields. As a result, the perturbative expansion in small…
In this paper a systematic study of the causal structure and global causality properties of multiwarped spacetimes is developed. This analysis is used to make a detailed description of the causal boundary of these spacetimes. Some…
We extend a generic class of systems which have previously been shown to spontaneously develop scaling (power law) distributions of their elementary degrees of freedom. While the previous systems were linear and exploded exponentially for…
We study multifractality in a broad class of disordered systems which includes, e.g., the diluted x-y model. Using renormalized field theory we analyze the scaling behavior of cumulant averaged dynamical variables (in case of the x-y model…
The aim of this paper is to analyze a class of random motions which models the motion of a particle on the real line with random velocity and subject to the action of the friction. The speed randomly changes when a Poissonian event occurs.…
The linearized field equations for causal fermion systems in Minkowski space are analyzed systematically using methods of functional analysis and Fourier analysis. Taking into account a direction-dependent local phase freedom, we find a…
Stochastic point processes relevant to the theory of long-range aperiodic order are considered that display diffraction spectra of mixed type, with special emphasis on explicitly computable cases together with a unified approach of…
Granger causality has been employed to investigate causality relations between components of stationary multiple time series. We generalize this concept by developing statistical inference for local Granger causality for multivariate…
Numerical studies of the May-Leonard model for cyclically competing species exhibit spontaneous spatial structures in the form of spirals. It is desirable to obtain a simple coarse-grained evolution equation describing spatio-temporal…
Motivated by the possibility to use Bose-Einstein condensates as quantum simulators for spacetime curvature, we study a massless relativistic scalar quantum field in spatially curved Friedmann-Lema\^itre-Robertson-Walker universes with…
The derivative expansion of the effective action is considered in the model with two interacting real scalar fields in curved spacetime. Using the functional approach and local momentum representation, the coefficient of the derivative term…