Related papers: Critical Exponents of the Statistical Multifragmen…
Identifiability is a necessary condition for successful parameter estimation of dynamic system models. A major component of identifiability analysis is determining the identifiable parameter combinations, the functional forms for the…
Recent studies demonstrate that trends in indicators extracted from measured time series can indicate approaching to an impending transition. Kendall's {\tau} coefficient is often used to study the trend of statistics related to the…
Analysis of competing risks data plays an important role in the lifetime data analysis. Recently Feizjavadian and Hashemi (Computational Statistics and Data Analysis, vol. 82, 19-34, 2015) provided a classical inference of a competing risks…
The extremal index parameter theta characterizes the degree of local dependence in the extremes of a stationary time series and has important applications in a number of areas, such as hydrology, telecommunications, finance and…
This paper proposes different methods to consistently detect multiple breaks in copula-based dependence measures, mainly focusing on Spearman's $\rho$. The leading model is a factor copula model due to its usefulness for analyzing data in…
The microscopic description of alpha decay from the nucleons' degree of freedom involves a two-step process. The first consists of the clusterization of neutron and proton pairs; the second involves the tunneling process. A robust protocol…
Understanding phase transitions requires not only identifying order parameters but also characterizing how their correlations behave across scales. By quantifying how fluctuations at distinct spatial or temporal points are related,…
We discuss a parameter estimation problem using quantum decoherece in the double-slit interferometer. We consider a particle coupled to a massive scalar field after the particle passing through the double slit and solve the dynamics…
We introduce a new method for determining the critical indices of the deconfinement transition in gauge theories. The method is based on the finite size scaling behavior of the expectation value of simple lattice operators, such as the…
We derive analytic formulae which link $\alpha$, $\nu$ and $\rho$ parameters in Andreasen-Huge style SABR model to the ATM price and option prices at four strikes close to ATM. Based on these formulae we give a characterisation for the SABR…
An initial-boundary value problem with a Caputo time derivative of fractional order $\alpha\in(0,1)$ is considered, solutions of which typically exhibit a singular behaviour at an initial time. For this problem, we give a simple and general…
We investigated two-dimensional brittle fragmentation with a flat impact experimentally, focusing on the low impact energy region near the fragmentation-critical point. We found that the universality class of fragmentation transition…
An improved formalism of the two-neutrino double-beta decay ($2\nu\beta\beta$-decay) rate is presented, which takes into account the dependence of energy denominators on lepton energies via the Taylor expansion. Till now, only the leading…
We compute diffractive structure functions for both protons and nuclei in the framework of Color Glass Condensate models with impact parameter dependence. These models have previously been shown to provide good agreement with inclusive F_2…
After a brief discussion of the concepts of fractional exchange and fractional exclusion statistics, we report partly analytical and partly numerical results on thermodynamic properties of assemblies of particles obeying fractional…
The Dirichlet distribution, also known as multivariate beta, is the most used to analyse frequencies or proportions data. Maximum likelihood is widespread for estimation of Dirichlet's parameters. However, for small sample sizes, the…
This paper extends the existing literature on empirical estimation of the confidence intervals associated to the Detrended Fluctuation Analysis (DFA). We used Montecarlo simulation to evaluate the confidence intervals. Varying the…
We report a general technique to study a given experimental time series with superstatistics. Crucial for the applicability of the superstatistics concept is the existence of a parameter $\beta$ that fluctuates on a large time scale as…
There has been considerable recent study in "sub-diffusion" models that replace the standard parabolic equation model by a one with a fractional derivative in the time variable. There are many ways to look at this newer approach and one…
Critical finite-size scaling functions for the order parameter distribution of the two and three dimensional Ising model are investigated. Within a recently introduced classification theory of phase transitions, the universal part of the…