Related papers: The multi-time correlation functions, free white n…
Covariances and variances of linear statistics of a point process can be written as integrals over the truncated two-point correlation function. When the point process consists of the eigenvalues of a random matrix ensemble, there are often…
We derive the second-order sampling properties of certain autocovariance and autocorrelation estimators for sequences of independent and identically distributed samples. Specifically, the estimators we consider are the classic lag windowed…
We consider sequences of symmetric $U$-statistics, not necessarily Hoeffding-degenerate, both in a one- and multi-dimensional setting, and prove quantitative central limit theorems (CLTs) based on the use of {\it contraction operators}. Our…
This paper investigates the asymptotic behavior of the Multi-set Allocation Occupancy (MAO) distribution, which models the count vector $X=(X_{=0},\ldots,X_{=T})$ from $T$ independent rounds of sampling without replacement of size $m$ from…
We prove pathwise convergence of the layerwise evolution of tokens in a finite-depth, finite-width transformer model with MultiLayer Perceptron (MLP) blocks to a continuous-time stochastic interacting particle system. We also identify the…
The long time asymptotics of multi-time correlation functions of relaxing quantum mechanical systems can be conveniently studied by means of free-products of suitable C*-algebras and of states on these free products given by multiple…
As we amass more LHC data, we continue to search for new and improved methods of visualizing search results, in ways that are as model-independent as possible. The simplified limits framework is an approach developed to recast limits on…
We consider covariance asymptotics for linear statistics of general stationary random measures in terms of their truncated pair correlation measure. We give exact infinite series-expansion formulas for covariance of smooth statistics of…
In this paper, we study a linear control system with a given state feedback law. The system is influenced by rapid random sampling occurring at frequency $\frac 1n, n \in \mathbb N$, as well as by white noise of small intensity $\varepsilon…
The quantum statistics of damped higher-order optical solitons are analyzed numerically, using cumulant-expansion techniques in Gaussian approximation. A detailed analysis of nonclassical properties in both the time and the frequency domain…
We consider a class of models describing an ensemble of identical interacting agents subject to multiplicative noise. In the thermodynamic limit, these systems exhibit continuous and discontinuous phase transitions in a, generally,…
A severe limitation of many nonparametric estimators for random coefficient models is the exponential increase of the number of parameters in the number of random coefficients included into the model. This property, known as the curse of…
We investigate variance bounds under symmetry constraints in classical, free, and Boolean probability, focusing on Bernoulli distributions and their noncommutative analogues, projections with trace \(p\). We show that symmetrizers under…
This paper shows new general nonasymptotic achievability and converse bounds and performs their dispersion analysis for the lossy compression problem in which the compressor observes the source through a noisy channel. While this problem is…
The interplay between information-scrambling Hamiltonians and local continuous measurements hosts platforms for exotic measurement-induced phase transition in out-of-equilibrium steady states. Here, we consider such transitions under the…
The dynamics of interference over space and time influences the performance of wireless communication systems, yet its features are still not fully understood. This article analyzes the temporal dynamics of the interference in Poisson…
Gaussian random number generators attract a widespread interest due to their applications in several fields. Important requirements include easy implementation, tail accuracy, and, finally, a flat spectrum. In this work, we study the…
The distribution of waiting times between successive tunneling events is an already established method to characterize current fluctuations in mesoscopic systems. Here, I investigate mechanisms generating correlations between subsequent…
Recovering properties of correlation functions is typically challenging. On one hand, experimentally, it requires measurements with a temporal resolution finer than the system's dynamics. On the other hand, analytical or numerical analysis…
This paper proposes a flexible framework for inferring large-scale time-varying and time-lagged correlation networks from multivariate or high-dimensional non-stationary time series with piecewise smooth trends. Built on a novel and unified…