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We consider unitary analogs of $d-$dimensional Anderson models on $l^2(\Z^d)$ defined by the product $U_\omega=D_\omega S$ where $S$ is a deterministic unitary and $D_\omega$ is a diagonal matrix of i.i.d. random phases. The operator $S$ is…

Mathematical Physics · Physics 2009-11-10 Alain Joye

We introduce a simple method for nearly simultaneous computation of all moments needed for quasi maximum likelihood estimation of parameters in discretely observed stochastic differential equations commonly seen in finance. The method…

Computation · Statistics 2015-09-28 Lars Josef Höök , Erik Lindström

We develop moment estimators for the parameters of affine stochastic volatility models. We first address the challenge of calculating moments for the models by introducing a recursive equation for deriving closed-form expressions for…

Statistical Finance · Quantitative Finance 2024-08-20 Yan-Feng Wu , Xiangyu Yang , Jian-Qiang Hu

We construct a one-parameter family of generalized Mathieu functions, which are reduced quaternion-valued functions of a pair of real variables lying in an ellipse, and which we call $\lambda$-reduced quaternionic Mathieu functions. We…

Complex Variables · Mathematics 2024-10-17 João Morais , R. Michael Porter

A solution is proposed to a longstanding open problem in kinetic theory, namely, given any set of realizable velocity moments up to order 2n, a closure for the moment of order 2n+1 is constructed for which the moment system found from the…

Analysis of PDEs · Mathematics 2021-03-19 Rodney Fox , Frédérique Laurent

The nuclear compressibility has a role in nuclear physics in several ways. Its relationship to the giant monopole is well known and has been subject of much theoretical work. Less well known is its affect on in nuclear structure, namely…

Nuclear Theory · Physics 2019-04-26 G. F. Bertsch

For commutators of the form [b,T] where T is any Calderon--Zygmund operator and b is any BMO function we derive weighted quadratic type estimates in term of the A1 constant of the weight both in the Lp context or of LlogL type at the…

Classical Analysis and ODEs · Mathematics 2011-04-07 Carmen Ortiz-Caraballo

We consider a wide class of determinants whose entries are moments of the so-called semiclassical functionals and we show that they are tau functions for an appropriate isomonodromic family which depends on the parameters of the symbols for…

Exactly Solvable and Integrable Systems · Physics 2009-11-13 M. Bertola

We estimate asymptotically the fourth moment of the Riemann zeta-function twisted by a Dirichlet polynomial of length $T^{\frac14 - \varepsilon}$. Our work relies crucially on Watt's theorem on averages of Kloosterman fractions. In the…

Number Theory · Mathematics 2016-09-09 Sandro Bettin , H. M. Bui , Xiannan Li , Maksym Radziwiłł

We consider the linearized electrical impedance tomography problem in two dimensions on the unit disk. By a linearization around constant coefficients and using a trigonometric basis, we calculate the linearized Dirichlet-to-Neumann…

Numerical Analysis · Mathematics 2017-06-08 Stefan Kindermann

The theory of regularity structures enables the definition of the following parabolic Anderson model in a very rough environment: $\partial_{t} u_{t}(x) = \frac12 \Delta u_{t}(x) + u_{t}(x) \, \dot W_{t}(x)$, for $t\in\mathbb{R}_{+}$ and…

Probability · Mathematics 2020-09-09 Xia Chen , Aurélien Deya , Cheng Ouyang , Samy Tindel

The \Delta-convolution of real probability measures, introduced by Bo\.zejko, generalizes both free and boolean convolutions. It is linearized by the \Delta-cumulants, and Yoshida gave a combinatorial formula for moments in terms of…

Combinatorics · Mathematics 2018-09-20 Matthieu Josuat-Vergès

We determine the class of damped modes \tilde{y} which are related to the common free damping modes y by supersymmetry. They are obtained by employing the factorization of Newton's differential equation of motion for the free damped…

Mathematical Physics · Physics 2009-10-30 H. C. Rosu , M. A. Reyes

We propose a direct measure of tripartite quantum correlation in an arbitrary symmetric pure state of N correlated two-level atoms (qubits). We compute the third order moments of the collective pseudo-spin operators in terms of the…

Quantum Physics · Physics 2022-05-05 Ram Narayan Deb

We evaluate the neutron electric dipole moment $\vert \vec{d}_N\vert$ using lattice QCD techniques. The gauge configurations analyzed are produced by the European Twisted Mass Collaboration using $N_f{=}2{+}1{+}1$ twisted mass fermions at…

High Energy Physics - Lattice · Physics 2016-04-13 C. Alexandrou , A. Athenodorou , M. Constantinou , K. Hadjiyiannakou , K. Jansen , G. Koutsou , K. Ottnad , M. Petschlies

In this paper, we derive explicit expressions for the moments and for the mixed moments of the compression of a free unitary Brownian motion by a free projection. While the moments of this non-normal operator are readily derived using…

Operator Algebras · Mathematics 2021-08-24 Nizar Demni , Tarek Hamdi

Having started with the general formulation of the quantum theory of the real scalar field (QFT) in the general Riemannian space--time $ V_{1,3} $, the general--covariant quasinonrelativistic quantum mechanics of a point-like spinless…

General Relativity and Quantum Cosmology · Physics 2007-05-23 E. A. Tagirov

A moment approach for orbit determinations of astrometric binaries from astrometric observations alone has been recently studied for a low signal-to-noise ratio (Iwama et al. 2013, PASJ, 65, 2). With avoiding a direct use of the…

High Energy Astrophysical Phenomena · Physics 2015-06-22 Kei Yamada , Masaki Yamaguchi , Hideki Asada , Naoteru Gouda

We consider the problem of decomposing higher-order moment tensors, i.e., the sum of symmetric outer products of data vectors. Such a decomposition can be used to estimate the means in a Gaussian mixture model and for other applications in…

Numerical Analysis · Mathematics 2020-10-06 Samantha Sherman , Tamara G. Kolda

We prove an asymptotic formula for the second moment of the $\mathrm{GL}(n)\times\mathrm{GL}(n+1)$ Rankin--Selberg central $L$-values $L(1/2,\Pi\otimes\pi)$, where $\pi$ is a fixed cuspidal representation of $\mathrm{GL}(n)$ that is…

Number Theory · Mathematics 2026-04-20 Subhajit Jana , Ramon Nunes