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An interesting application of the gauge/gravity duality to condensed matter physics is the description of a lattice via breaking translational invariance on the gravity side. By making use of global symmetries, it is possible to do so…

High Energy Physics - Theory · Physics 2016-05-25 Tomas Andrade , Alexander Krikun

We study the performance of nonparametric Bayes procedures for one-dimensional diffusions with periodic drift. We improve existing convergence rate results for Gaussian process (GP) priors with fixed hyper parameters. Moreover, we exhibit…

Statistics Theory · Mathematics 2017-06-15 Jan van Waaij , Harry van Zanten

This work addresses stochastic optimal control problems where the unknown state evolves in continuous time while partial, noisy, and possibly controllable measurements are only available in discrete time. We develop a framework for…

Optimization and Control · Mathematics 2025-08-19 Christian Bayer , Boualem Djehiche , Eliza Rezvanova , Raul Fidel Tempone

We consider the problem of recovering a distribution function on the real line from observations additively contaminated with errors following the standard Laplace distribution. Assuming that the latent distribution is completely unknown…

Methodology · Statistics 2017-08-21 Catia Scricciolo

This paper aims to review the measure synchronization, a weak form of synchronization observed in coupled Hamiltonian systems, briefly. This synchronization is characterized by a Hamiltonian system that displays either quasiperiodic or…

Chaotic Dynamics · Physics 2023-11-10 Anupam Ghosh

Expensive ultrasonic anemometers are usually required to measure wind speed accurately. The aim of this work is to overcome the loss of accuracy of a low cost hot-wire anemometer caused by the changes of air temperature, by means of a…

Hawkes processes were first introduced to obtain microscopic models for the rough volatility observed in asset prices. Scaling limits of such processes leads to the rough-Heston model that describes the macroscopic behavior. Blanc et al.…

Statistical Finance · Quantitative Finance 2025-08-25 Priyanka Chudasama , Srikanth Krishnan Iyer

In this paper we construct a Markov process which has as invariant measure the fractional Edwards measure based on a $d$-dimensional fractional Brownian motion, with Hurst index $H$ in the case of $Hd=1$. We use the theory of classical…

Mathematical Physics · Physics 2018-07-20 Wolfgang Bock , Torben Fattler , Jose Luis da Silva , Ludwig Streit

Real-world measurement noise in applications like robotics is often correlated in time, but we typically assume i.i.d. Gaussian noise for filtering. We propose general Gaussian Processes as a non-parametric model for correlated measurement…

Machine Learning · Statistics 2019-09-25 Vince Kurtz , Hai Lin

We observed asymmetric critical slowing down and asymmetric dynamical scaling exponent in the superheating and supercooling kinetic processes during the thermally-induced metal-insulator transition of MnNiSn based heusler alloy. During the…

Statistical Mechanics · Physics 2023-01-16 Tapas Bar , Arup Ghosh , Anurag Banerjee

We derive new constraints on the Hubble parameter $H_0$ using the available data on $H(z)$ from cosmic chronometers (CCH), and the Hubble rate data points from the supernovae of Type Ia (SnIa) of the Pantheon compilation and the Hubble…

Cosmology and Nongalactic Astrophysics · Physics 2019-05-13 Adrià Gómez-Valent , Luca Amendola

We consider minimizing a smooth and strongly convex objective function using a stochastic Newton method. At each iteration, the algorithm is given an oracle access to a stochastic estimate of the Hessian matrix. The oracle model includes…

Optimization and Control · Mathematics 2022-11-29 Sen Na , Michał Dereziński , Michael W. Mahoney

We employ stabilization methods and second order Poincar\'e inequalities to establish rates of multivariate normal convergence for a large class of vectors $(H_s^{(1)},...,H_s^{(m)})$, $s \geq 1$, of statistics of marked Poisson processes…

Probability · Mathematics 2021-03-02 Matthias Schulte , J. E. Yukich

We study heat conduction in a harmonic crystal whose bulk dynamics is supplemented by random reversals (flips) of the velocity of each particle at a rate $\lambda$. The system is maintained in a nonequilibrium stationary state(NESS) by…

Statistical Mechanics · Physics 2011-02-17 Abhishek Dhar , Joel Lebowitz , Venkateshan Kannan

In this paper, we establish sharp upper and lower bounds on the convergence rate of the empirical measures of point processes under the Wasserstein distance. To this end, we first introduce a new metric on the space of counting measures…

Statistics Theory · Mathematics 2026-04-28 Dongzhou Huang , Tianyi Jiang , Haonan Wang

We study posterior contraction rates for mixing measures in homoscedastic location-scale mixture models with infinitely many components. While posterior convergence at the level of densities is well understood, ensuring convergence of the…

Statistics Theory · Mathematics 2026-05-11 Nicola Bariletto , Dung Le , Alessandro Rinaldo , Nhat Ho

This work is concerned with the convergence of Gaussian process regression. A particular focus is on hierarchical Gaussian process regression, where hyper-parameters appearing in the mean and covariance structure of the Gaussian process…

Numerical Analysis · Mathematics 2020-07-20 Aretha L Teckentrup

Several mean-field theories predict that Hessian matrices of amorphous solids can be written by using the random matrix in the limit of the large spatial dimensions $d\to\infty$. Motivated by these results, we here propose a way to map a…

Disordered Systems and Neural Networks · Physics 2022-08-31 Harukuni Ikeda , Masanari Shimada

A system of non-intersecting squared Bessel processes is considered which all start from one point and they all return to another point. Under the scaling of the starting and ending points when the macroscopic boundary of the paths touches…

Probability · Mathematics 2019-05-20 Steven Delvaux , Bálint Vető

A scaling on some space is a measurable action of the group of positive real numbers. A measure on a measurable space equipped with a scaling is said to be $\alpha$-homogeneous for some nonzero real number $\alpha$ if the mass of any…

Probability · Mathematics 2017-08-15 Steven N. Evans , Ilya Molchanov
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