相关论文: Yule's "Nonsense Correlation" Solved!
This is the second paper in a cycle investigating the exact solution of loop equations in decaying turbulence. We perform numerical simulations of the Euler ensemble, suggested in the previous work, as a solution to the loop equations. We…
In this article we study the asymptotic behaviour of the realized quadratic variation of a process $\int_{0}^{t}u_{s}dY_{s}^{(1)}$% , where $u$ is a $\beta$-H\"older continuous process with $\beta > 1-H$ and…
We present a method for assessing the sensitivity of the true causal effect to unmeasured confounding. The method requires the analyst to set two intuitive parameters. Otherwise, the method is assumption-free. The method returns an interval…
Causality is a seminal concept in science: Any research discipline, from sociology and medicine to physics and chemistry, aims at understanding the causes that could explain the correlations observed among some measured variables. While…
We study nonparametric Bayesian statistical inference for the parameters governing a pure jump process of the form $$Y_t = \sum_{k=1}^{N(t)} Z_k,~~~ t \ge 0,$$ where $N(t)$ is a standard Poisson process of intensity $\lambda$, and $Z_k$ are…
We consider the reversible processes between two one-to-one correlated measurement outcomes which underly both problem-solving and quantum nonlocality. In the former case the two outcomes are the setting and the solution of the problem, in…
When studying the causal effect of $x$ on $y$, researchers may conduct regression and report a confidence interval for the slope coefficient $\beta_{x}$. This common confidence interval provides an assessment of uncertainty from sampling…
We provide a simple derivation of the constant factor in the short-distance asymptotics of the tau-function associated with the $2$-point function of the two-dimensional Ising model. This factor was first computed by C. Tracy in \cite{T}…
We study the behavior of the Riemann zeta function on the critical line when the imaginary part of the argument is sampled by the Cauchy random walk. We develop a complete second order theory for the corresponding system of random variables…
We are concerned with the well-posedness of an inverse problem for determining the wedge boundary and associated two-dimensional steady supersonic Euler flow past the wedge, provided that the pressure distribution on the boundary surface of…
Novel sequences of approximants to solutions of Painlev\'e II on finite intervals of the real line, with Neumann boundary conditions, are constructed. Numerical experiments strongly suggest convergence of these sequences in a surprisingly…
In this paper, we study an inverse problem for identifying the initial value in a space-time fractional diffusion equation from the final time data. We show the identifiability of this inverse problem by proving the existence of its unique…
Quantiles and expected shortfalls are commonly used risk measures in financial risk management. The two measurements are correlated while have distinguished features. In this project, our primary goal is to develop stable and practical…
Varying coefficient models are widely used to characterize dynamic associations between longitudinal outcomes and covariates. Existing work on varying coefficient models, however, all assumes that observation times are independent of the…
A generalised form of time-translation-invariance permits to re-derive the known generic phenomenology of ageing, which arises in classical many-body systems after a quench from an initially disordered system to a temperature $T\leq T_c$,…
In 1918, H. Weyl proposed a unified theory of gravity and electromagnetism based on a generalization of Riemannian geometry. In spite of its elegance and beauty, a serious objection was raised by Einstein, who argued that Weyl's theory was…
The conformal anomaly (also known as the stress-energy trace anomaly) of an interacting quantum theory, associated with violation of Weyl (conformal) symmetry by quantum effects, can be amended if one endows the theory with a dilatation…
Bell's theorem, a cornerstone of quantum theory, shows that quantum correlations are incompatible with a classical theory of cause and effect. Through the lens of causal inference, it can be understood as a particular case of causal…
The correlated Wishart model provides the standard benchmark when analyzing time series of any kind. Unfortunately, the real case, which is the most relevant one in applications, poses serious challenges for analytical calculations. Often…
This paper traces the historical and analytical development of what is known in the econometrics literature as the Frisch-Waugh-Lovell theorem. This theorem demonstrates that the coefficients on any subset of covariates in a multiple…