相关论文: Everything you wish to know about correlations but…

It is well known that perturbative solutions of the Langevin equation can be used to calculate correlation functions in stochastic quantization. However, this work is challenging due to the absence of generalized rules. In this paper, we…

Thermal or finite-size scaling analyses of importance sampling Monte Carlo time series in the vicinity of phase transition points often combine different estimates for the same quantity, such as a critical exponent, with the intent to…

Time ordering may be defined by first defining the limit of no time ordering (NTO) in terms of a time average of an external interaction, V(t). Previously, time correlation was defined in terms of a similar limit called the independent time…

The concept of distance covariance/correlation was introduced recently to characterize dependence among vectors of random variables. We review some statistical aspects of distance covariance/correlation function and we demonstrate its…

We develop an estimator for the correlation function which, in the ensemble average, returns the shape of the correlation function, even for signals that have significant correlations on the scale of the survey region. Our estimator is…

This survey gives a comprehensive account of quantum correlations understood as a phenomenon stemming from the rules of quantization. Centered on quantum probability it describes the physical concepts related to correlations (both classical…

We introduce the definition of conformable derivative on time scales and develop its calculus. Fundamental properties of the conformable derivative and integral on time scales are proved. Linear conformable differential equations with…

The hierarchy of correlations is an analytical approximation method which allows us to study non-equilibrium phenomena in strongly interacting quantum many-body systems on lattices in higher dimensions. So far, this method was restricted to…

The partial correlation coefficient is a commonly used measure to assess the conditional dependence between two random variables. We provide a thorough explanation of the partial copula, which is a natural generalization of the partial…

This paper considers the problem of estimating the time auto-correlation function for a quantity that is defined in configuration space, given a knowledge of the mean-square displacement as function of time in configuration space. The…

The objective of this work is the investigation of complexity, asymmetry, stochasticity and non-linearity of the financial and economic systems by using the tools of statistical mechanics and information theory. More precisely, this thesis…

Regression models are essential for a wide range of real-world applications. However, in practice, target values are not always precisely known; instead, they may be represented as intervals of acceptable values. This challenge has led to…

The machine learning community has recently devoted much attention to the problem of inferring causal relationships from statistical data. Most of this work has focused on uncovering connections among scalar random variables. We generalize…

Time-dependent correlation functions of (unstable) particles undergoing biased or unbiased diffusion, coagulation and annihilation are calculated. This is achieved by similarity transformations between different stochastic models and…

We explain in detail how to estimate mean values and assess statistical errors for arbitrary functions of elementary observables in Monte Carlo simulations. The method is to estimate and sum the relevant autocorrelation functions, which is…

The complete knowledge of a theory is encoded in its correlation functions. Thus non-perturbative effects, like confinement in QCD, is necessarily contained in these correlation functions. As a consequence, a number of confinement scenarios…

We compare two definitions of connected correlation functions in fluctuating geometries. We show results of the MC simulations for 4D dynamical triangulation in the elongated phase and compare them with the exact calculations of correlation…

Properly estimating correlations between objects at different spatial scales necessitates $\mathcal{O}(n^2)$ distance calculations. For this reason, most widely adopted packages for estimating correlations use clustering algorithms to…

We review the basic notion of correlations in point processes, adapted to the language of high energy physicists. The measurement of accessible information on correlations by means of correlation integrals is summarized. Applications to the…

We study linear relations among correlation functions on a lattice obtained from integration-by-parts identities. We use the framework of twisted cocycles and determine for a scalar theory a basis of correlation functions, in which all…