相关论文: Yule's "Nonsense Correlation" Solved!
We consider an uncertain linear inverse problem as follows. Given observation $\omega=Ax_*+\zeta$ where $A\in {\bf R}^{m\times p}$ and $\zeta\in {\bf R}^{m}$ is observation noise, we want to recover unknown signal $x_*$, known to belong to…
We introduce and show the existence of a Hawkes self-exciting point process with exponentially-decreasing kernel and where parameters are time-varying. The quantity of interest is defined as the integrated parameter…
Given two time series, can one tell, in a rigorous and quantitative way, the cause and effect between them? Based on a recently rigorized physical notion namely information flow, we arrive at a concise formula and give this challenging…
We study the problem of deriving policies, or rules, that when enacted on a complex system, cause a desired outcome. Absent the ability to perform controlled experiments, such rules have to be inferred from past observations of the system's…
We show that scale-scale correlations are a generic feature of slow-roll inflation theories. These correlations result from the long-time tails characteristic of the time dependent correlations because the long wavelength density…
The original Wigner's friend paradox is a gedankenexperiment involving an observer described by an external agent. The paradox highlights the tension between unitary evolution and collapse in quantum theory, and is sometimes taken as…
In the first part, we discuss the interplay between local scale invariance and metric-affine degrees of freedom from few distinct points of view. We argue, rather generally, that the gauging of Weyl symmetry is a natural byproduct of…
In Part II of this paper, we concentrate our analysis on the price dynamical model with the moving average rules developed in Part I of this paper. By decomposing the excessive demand function, we reveal that it is the interplay between…
We give a short Wiener measure proof of the Riemann hypothesis based on a surprising, unexpected and deep relation between the Riemann zeta $\zeta(s)$ and the trivial zeta $\zeta_{t}(s):=Im(s)(2Re(s)-1)$.
In its original formulation, Heisenberg's uncertainty principle dealt with the relationship between the error of a quantum measurement and the thereby induced disturbance on the measured object. Meanwhile, Heisenberg's heuristic arguments…
In this paper we consider the fractional parts of a general sequence, for example the sequence $\alpha \sqrt{n}$ or $\alpha n^2$. We give a general method, which allows one to show that long-range correlations (correlations where the…
In this paper, we revisit the discrete lossy Gray-Wyner problem. In particular, we derive its optimal second-order coding rate region, its error exponent (reliability function) and its moderate deviations constant under mild conditions on…
We study a self-similar solution of the kinetic equation describing weak wave turbulence in Bose-Einstein condensates. This solution presumably corresponds to an asymptotic behavior of a spectrum evolving from a broad class of initial data,…
The paper considers the wave equation, with constant or variable coefficients in $\R^n$, with odd $n\geq 3$. We study the asymptotics of the distribution $\mu_t$ of the random solution at time $t\in\R$ as $t\to\infty$. It is assumed that…
We analyze the influence of classical Gaussian noise on Landau-Zener transitions during a two-level crossing in a time-dependent regular external field. Transition probabilities and coherence factors become random due to the noise. We…
In this paper, we introduce quantile coherency to measure general dependence structures emerging in the joint distribution in the frequency domain and argue that this type of dependence is natural for economic time series but remains…
Discovering a correlation from one variable to another variable is of fundamental scientific and practical interest. While existing correlation measures are suitable for discovering average correlation, they fail to discover hidden or…
We present how to detect type-$1$ Weyl nodes in a material by inelastic neutron scattering. Such an experiment first of all allows one to determine the dispersion of the Weyl fermions. We extend the reasoning to produce a quantitative test…
Stochastic resetting breaks detailed balance and drives the formation of nonequilibrium steady states . Here, we consider a chain of diffusive processes $x_i(t)$ that interact unilaterally: at random time intervals, the process $x_n$…
We establish the first known upper bound on the exact and Wyner's common information of $n$ continuous random variables in terms of the dual total correlation between them (which is a generalization of mutual information). In particular, we…