相关论文: Tempered Hermite process
Beta Laguerre processes which are generalizations of the eigenvalue process of Wishart/Laguerre processes can be defined as the square of radial Dunkl processes of type B. In this paper, we study the limiting behavior of their empirical…
We study the continuous time limit of a self-exciting negative binomial process and discuss the critical properties of its intensity distribution. In this limit, the process transforms into a marked Hawkes process. The probability mass…
We introduce a notion of geometric tempering using exponentially-dampened Mittag-Leffler tempering functions and closely investigate the univariate case. Characteristic exponents and cumulants are calculated, as well as spectral densities.…
It is generally assumed that a condensate of paired fermions at equilibrium is characterized by a macroscopic wavefunction with a well-defined, immutable phase. In reality, all systems have a finite size and are prepared at non-zero…
We prove a central limit type theorem for critical marked Hawkes processes. We study the case where the marks are i.i.d. with nonnegative values and their common distribution is either heavy tailed or has finite variance. The kernel…
Systems in which the heat flux depends on the direction of the flow are said to present thermal rectification. This effect has attracted much theoretical and experimental interest in recent years. However, in most theoretical models the…
A functional limit theorem for the partial maxima of a long memory stable sequence produces a limiting process that can be described as a $\beta$-power time change in the classical Fr\'echet extremal process, for $\beta$ in a subinterval of…
Fractional relaxation equations, as well as relaxation functions time-changed by independent stochastic processes have been widely studied (see, for example, \cite{MAI}, \cite{STAW} and \cite{GAR}). We start here by proving that the…
In this paper, we prove convergence in distribution of Langevin processes in the overdamped asymptotics. The proof relies on the classical perturbed test function (or corrector) method, which is used both to show tightness in path space,…
We establish the weak convergence of the intensity of a nearly-unstable Hawkes process with heavy-tailed kernel. Our result is used to derive a scaling limit for a financial market model where orders to buy or sell an asset arrive according…
After a sudden disruption, weakly interacting quantum systems first relax to a prethermalized state that can be described by perturbation theory and a generalized Gibbs ensemble. Using these properties of the prethermalized state we…
Tempering is used to change the quark mass while remaining in equilibrium between the trajectories of a standard hybrid Monte Carlo simulation of four flavours of staggered fermions. The algorithm is faster for small enough quark masses,…
When a system consists of a large subsystem (bath) and a small one (probe), thermalization implies induction of temperature of the bath onto the probe. If both the bath and the probe are described by same microscopic Hamiltonian,…
Parallel tempering, also known as replica exchange sampling, is an important method for simulating complex systems. In this algorithm simulations are conducted in parallel at a series of temperatures, and the key feature of the algorithm is…
Due to its clustering and self-exciting properties, the Hawkes process has been used extensively in numerous fields ranging from sismology to finance. Since data is often aquired on regular time intervals, we propose a piece-wise constant…
We give an explicit representation for the transition law of a tempered stable Ornstein-Uhlenbeck process and use it to develop a rejection sampling algorithm for exact simulation of increments from this process. Our results apply to…
We introduce the idea of weakly coherent collisional models, where the elements of an environment interacting with a system of interest are prepared in states that are approximately thermal, but have an amount of coherence proportional to a…
Thermalization processes degrade the states of any working medium, turning any initial state into a passive state from which no work can be extracted. Recently, it has been shown that this degradation can be avoided if two identical…
We introduce a method "DMT" for approximating density operators of 1D systems that, when combined with a standard framework for time evolution (TEBD), makes possible simulation of the dynamics of strongly thermalizing systems to arbitrary…
We describe a quantum computer based upon the coherent manipulation of two-level atoms between discrete one-dimensional momentum states. Combinations of short laser pulses with kinetic energy dependent free phase evolution can perform the…