相关论文: Towards rigorous analysis of the Levitov-Mirlin-Ev…

We develop a martingale approximation approach to studying the limiting behavior of quadratic forms of Markov chains. We use the technique to examine the asymptotic behavior of lag-window estimators in time series and we apply the results…

We consider renewal-type processes whose positive inter-renewal times may be dependent, non-identically distributed, and may have mixed distributions. We introduce a generalised intensity measure extending the classical hazard-rate…

We perform a renormalization group (RG) analysis of collinear hadron production in deep inelastic scattering on nuclei. We consider the limit where the parent parton energy $E$ is large, while the medium opacity $L/\lambda_g$ remains small.…

Random Matrix Theory (RMT) has successfully modeled diverse systems, from energy levels of heavy nuclei to zeros of $L$-functions. Many statistics in one can be interpreted in terms of quantities of the other; for example, zeros of…

This paper studies the quasi-maximum-likelihood estimator (QMLE) in a general conditionally heteroscedastic time series model of multiplicative form $X_t=\sigma_tZ_t$, where the unobservable volatility $\sigma_t$ is a parametric function of…

In this paper, we are concerned with long-time behavior of Euler-Maruyama schemes associated with a range of regime-switching diffusion processes. The key contributions of this paper lie in that existence and uniqueness of numerical…

We develop a method to reconstruct the primordial power spectrum, P(k), using both temperature and polarisation data from the joint analysis of a number of Cosmic Microwave Background (CMB) observations. The method is an extension of the…

It is demonstrated that the scaled order parameter for ferromagnetic Ising and three-state Potts chains with inverse-square interactions exhibits a universal critical jump, in analogy with the superfluid density in helium films.…

A recently developed variational resummation technique, incorporating renormalization group properties consistently, has been shown to solve the scale dependence problem that plagues the evaluation of thermodynamical quantities, e.g.,…

Different variants of approximate inverse iteration like the locally optimal block preconditioned conjugate gradient method became in recent years increasingly popular for the solution of the large matrix eigenvalue problems arising from…

In this paper, the weak convergence of impulsive recurrent process with semi-Markov switching in the scheme of Levy approximation is proved. Singular perturbation problem for the compensating operator of the extended Markov renewal process…

In this PhD thesis, we analyze and generalize the renormalization group approach to the resummation of large logarithms in the perturbative expansion due to soft and collinear multiparton emissions. In particular, we present a…

Several problems in machine learning, statistics, and other fields rely on computing eigenvectors. For large scale problems, the computation of these eigenvectors is typically performed via iterative schemes such as subspace iteration or…

We study two Bayesian (Reference Intrinsic and Jeffreys prior) and two frequentist (MLE and PWM) approaches to calibrating the Pareto and related distributions. Three of these approaches are compared in a simulation study and all four to…

Discrete amorphous materials are best described in terms of arbitrary networks which can be embedded in three dimensional space. Investigating the thermodynamic equilibrium as well as non-equilibrium behavior of such materials around second…

We consider branching processes for structured populations: each individual is characterized by a type or trait which belongs to a general measurable state space. We focus on the supercritical recurrent case, where the population may…

We report molecular dynamics simulations of a gel-forming mixture of ellipsoidal patchy particles with different functionality. We show that in this model, which disfavors the formation of bond-loops, elapsed time during irreversible…

Power-law random banded unitary matrices (PRBUM), whose matrix elements decay in a power-law fashion, were recently proposed to model the critical statistics of the Floquet eigenstates of periodically driven quantum systems. In this work,…

In this paper we consider the argmin process of random walks and L\'evy processes. We prove that they enjoy the Markov property, and provide their transition kernels in some special cases.

In several preceding studies, the explicitly covariant formulation of light front dynamics was developed and applied to many observables. In the present study we show how in this approach the renormalization procedure for the first…