相关论文: Harness processes and harmonic crystals

We investigate integrability properties of processes with linear regressions and quadratic conditional variances. We establish the right order of dependence of which moments are finite on the parameter defined below, raising the question of…

Free quadratic harness is a Markov process from the class of quadratic harnesses, i.e. processes with linear regressions and quadratic conditional variances. The process has recently been constructed for a restricted range of parameters in…

The serial harness introduced by Hammersley is equivalent, in the Gaussian case, to the Gaussian Solid-On-Solid interface model with parallel heat bath dynamics. Here we consider sub-lattice parallel dynamics, and give exact results about…

We consider natural exponential families of Levy processes with randomized parameter. Such processes are Markov, and under suitable assumptions, pairs of such processes with shared randomization can be stitched together into a single…

In this paper we estimate both the Hurst and the stable indices of a H-self-similar stable process. More precisely, let $X$ be a $H$-sssi (self-similar stationary increments) symmetric $\alpha$-stable process. The process $X$ is observed at…

We develop correlated random measures, random measures where the atom weights can exhibit a flexible pattern of dependence, and use them to develop powerful hierarchical Bayesian nonparametric models. Hierarchical Bayesian nonparametric…

We present a unified view of likelihood based Gaussian progress regression for simulation experiments exhibiting input-dependent noise. Replication plays an important role in that context, however previous methods leveraging replicates have…

We classify all subsets $S$ of the projective Hilbert space with the following property: for every point $\pm s_0\in S$, the spherical projection of $S\backslash\{\pm s_0\}$ to the hyperplane orthogonal to $\pm s_0$ is isometric to…

The interaction of relativistically strong tailored laser pulses with an atomic system is considered. Due to a special tailoring of the laser pulse, the suppression of the relativistic drift of the ionized electron and a dramatic…

We consider entanglement-assisted frequency estimation by Ramsey interferometry, in the presence of dephasing noise from spatiotemporally correlated environments.By working in the widely employed local estimation regime, we show that even…

The convergence of a sequence of point processes with dependent points, defined by a symmetric function of iid high-dimensional random vectors, to a Poisson random measure is proved. This also implies the convergence of the joint…

In Bayesian statistics, horseshoe prior has attracted increasing attention as an approach to the sparse estimation. The estimation accuracy of compressed sensing with the horseshoe prior is evaluated by statistical mechanical method. It is…

Classic estimation methods for Hawkes processes rely on the assumption that observed event times are indeed a realisation of a Hawkes process, without considering any potential perturbation of the model. However, in practice, observations…

We study the short-time asymptotical behavior of stochastic flows on \mathbb{R} in the \sup-norm. The results are stated in terms of a Gaussian process associated with the covariation of the flow. In case the Gaussian process has a…

We prove exponential convergence to the invariant measure, in the total variation norm, for solutions of SDEs driven by $\alpha$-stable noises in finite and in infinite dimensions. Two approaches are used. The first one is based on Harris…

We report a coherent layer-by-layer high-order harmonic generation (HHG) build-up in artificially stacked transition metal dichalcogenides (TMDC) crystals in their various stacking configurations. In the experiments, millimeter-sized single…

We consider shot-noise processes with an impulse response written in terms of the logarithm of the ratio between current and event time (instead of the usual absolute time difference). We study its finite-time properties as well as its weak…

Hysteresis, the lag between the force and the response, is often associated with noisy, jerky motion which have recently been called ``avalanches''. The interesting question is why the avalanches come in such a variety of sizes: naively one…

We introduce a class of (2+1)-dimensional stochastic growth processes, that can be seen as irreversible random dynamics of discrete interfaces. "Irreversible" means that the interface has an average non-zero drift. Interface configurations…

This chapter presents specific aspects of Gaussian process modeling in the presence of complex noise. Starting from the standard homoscedastic model, various generalizations from the literature are presented: input varying noise variance,…