相关论文: Harness processes and harmonic crystals
The Rosenblatt process is a self-similar non-Gaussian process which lives in second Wiener chaos, and occurs as the limit of correlated random sequences in so-called \textquotedblleft non-central limit theorems\textquotedblright. It shares…
We characterize a Hawkes point process with kernel proportional to the probability density function of Mittag-Leffler random variables. This kernel decays as a power law with exponent $\beta +1 \in (1,2]$. Several analytical results can be…
Gaussian process is one of the most popular non-parametric Bayesian methodologies for modeling the regression problem. It is completely determined by its mean and covariance functions. And its linear property makes it relatively…
By employing the exact diagonalization method, we investigate the high-harmonic generation (HHG) of the correlated systems under the strong laser irradiation. For the extended Hubbard model on a periodic chain, HHG close to the quantum…
We consider countable system of harmonic oscillators on the real line with quadratic interaction potential with finite support and local external force (stationary stochastic process) acting only on one fixed particle. In the case of…
We consider a modified quadratic variation of the Hermite process based on some well-chosen increments of this process. These special increments have the very useful property to be independent and identically distributed up to…
An extension of the Hawkes model where the productivity is variable is considered. In particular, the case is considered where each point may have its own productivity and a simple analytic formula is derived for the maximum likelihood…
We consider the system of stochastic differential equations dX_t=A(X_{t-}) dZ_t, where Z_t^1, ..., Z^d_t are independent one-dimensional symmetric stable processes of order \alpha, and the matrix-valued function A is bounded, continuous and…
We study the evolution of a small perturbation of the equilibrium of a totally asymmetric one-dimensional interacting system. The model we take as example is Hammersley's process as seen from a tagged particle, which can be viewed as a…
An extension of the Hawkes process, the Marked Hawkes process distinguishes itself by featuring variable jump size across each event, in contrast to the constant jump size observed in a Hawkes process without marks. While extensive…
Minimizing a convex function of a measure with a sparsity-inducing penalty is a typical problem arising, e.g., in sparse spikes deconvolution or two-layer neural networks training. We show that this problem can be solved by discretizing the…
Experimental studies show that the density of a vibrated granular material evolves from a low density initial state into a higher density final steady state. The relaxation towards the final density value follows an inverse logarithmic law.…
We investigate Bayesian non-parametric inference of the $\Lambda$-measure of $\Lambda$-coalescent processes with recurrent mutation, parametrised by probability measures on the unit interval. We give verifiable criteria on the prior for…
Continuous Time Markov Chains, Hawkes processes and many other interesting processes can be described as solution of stochastic differential equations driven by Poisson measures. Previous works, using the Stein's method, give the…
We study high order harmonics generation (HHG) in crystalline silicon and diamond subjected to near and mid-infrared laser pulses. We employ time-dependent density functional theory and solve the time-dependent Kohn-Sham equation in the…
We define a numerical method that provides a non-parametric estimation of the kernel shape in symmetric multivariate Hawkes processes. This method relies on second order statistical properties of Hawkes processes that relate the covariance…
Incoherence in the controlled Hamiltonian is an important limitation on the precision of coherent control in quantum information processing. Incoherence can typically be modelled as a distribution of unitary processes arising from slowly…
We consider the convergence of a continuous-time Markov chain approximation X^h, h>0, to an R^d-valued Levy process X. The state space of X^h is an equidistant lattice and its Q-matrix is chosen to approximate the generator of X. In…
In this article, we give explicit bounds on the Wasserstein and the Kolmogorov distances between random variables lying in the first chaos of the Poisson space and the standard Normal distribution, using the results proved by Last, Peccati…
In non-equilibrium statistical physics models, the invariant measure $\mu$ of the process does not have an explicit density. In particular the adjoint $L^*$ in $L^2(\mu)$ of the generator $L$ is unknown and many classical techniques fail in…