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We consider unitary analogs of $d-$dimensional Anderson models on $l^2(\Z^d)$ defined by the product $U_\omega=D_\omega S$ where $S$ is a deterministic unitary and $D_\omega$ is a diagonal matrix of i.i.d. random phases. The operator $S$ is…

数学物理 · 物理学 2009-11-10 Alain Joye

We introduce a simple method for nearly simultaneous computation of all moments needed for quasi maximum likelihood estimation of parameters in discretely observed stochastic differential equations commonly seen in finance. The method…

统计计算 · 统计学 2015-09-28 Lars Josef Höök , Erik Lindström

We develop moment estimators for the parameters of affine stochastic volatility models. We first address the challenge of calculating moments for the models by introducing a recursive equation for deriving closed-form expressions for…

统计金融 · 定量金融 2024-08-20 Yan-Feng Wu , Xiangyu Yang , Jian-Qiang Hu

We construct a one-parameter family of generalized Mathieu functions, which are reduced quaternion-valued functions of a pair of real variables lying in an ellipse, and which we call $\lambda$-reduced quaternionic Mathieu functions. We…

复变函数 · 数学 2024-10-17 João Morais , R. Michael Porter

A solution is proposed to a longstanding open problem in kinetic theory, namely, given any set of realizable velocity moments up to order 2n, a closure for the moment of order 2n+1 is constructed for which the moment system found from the…

偏微分方程分析 · 数学 2021-03-19 Rodney Fox , Frédérique Laurent

The nuclear compressibility has a role in nuclear physics in several ways. Its relationship to the giant monopole is well known and has been subject of much theoretical work. Less well known is its affect on in nuclear structure, namely…

核理论 · 物理学 2019-04-26 G. F. Bertsch

For commutators of the form [b,T] where T is any Calderon--Zygmund operator and b is any BMO function we derive weighted quadratic type estimates in term of the A1 constant of the weight both in the Lp context or of LlogL type at the…

经典分析与常微分方程 · 数学 2011-04-07 Carmen Ortiz-Caraballo

We consider a wide class of determinants whose entries are moments of the so-called semiclassical functionals and we show that they are tau functions for an appropriate isomonodromic family which depends on the parameters of the symbols for…

可精确求解与可积系统 · 物理学 2009-11-13 M. Bertola

We estimate asymptotically the fourth moment of the Riemann zeta-function twisted by a Dirichlet polynomial of length $T^{\frac14 - \varepsilon}$. Our work relies crucially on Watt's theorem on averages of Kloosterman fractions. In the…

数论 · 数学 2016-09-09 Sandro Bettin , H. M. Bui , Xiannan Li , Maksym Radziwiłł

We consider the linearized electrical impedance tomography problem in two dimensions on the unit disk. By a linearization around constant coefficients and using a trigonometric basis, we calculate the linearized Dirichlet-to-Neumann…

数值分析 · 数学 2017-06-08 Stefan Kindermann

The theory of regularity structures enables the definition of the following parabolic Anderson model in a very rough environment: $\partial_{t} u_{t}(x) = \frac12 \Delta u_{t}(x) + u_{t}(x) \, \dot W_{t}(x)$, for $t\in\mathbb{R}_{+}$ and…

概率论 · 数学 2020-09-09 Xia Chen , Aurélien Deya , Cheng Ouyang , Samy Tindel

The \Delta-convolution of real probability measures, introduced by Bo\.zejko, generalizes both free and boolean convolutions. It is linearized by the \Delta-cumulants, and Yoshida gave a combinatorial formula for moments in terms of…

组合数学 · 数学 2018-09-20 Matthieu Josuat-Vergès

We determine the class of damped modes \tilde{y} which are related to the common free damping modes y by supersymmetry. They are obtained by employing the factorization of Newton's differential equation of motion for the free damped…

数学物理 · 物理学 2009-10-30 H. C. Rosu , M. A. Reyes

We propose a direct measure of tripartite quantum correlation in an arbitrary symmetric pure state of N correlated two-level atoms (qubits). We compute the third order moments of the collective pseudo-spin operators in terms of the…

量子物理 · 物理学 2022-05-05 Ram Narayan Deb

We evaluate the neutron electric dipole moment $\vert \vec{d}_N\vert$ using lattice QCD techniques. The gauge configurations analyzed are produced by the European Twisted Mass Collaboration using $N_f{=}2{+}1{+}1$ twisted mass fermions at…

高能物理 - 格点 · 物理学 2016-04-13 C. Alexandrou , A. Athenodorou , M. Constantinou , K. Hadjiyiannakou , K. Jansen , G. Koutsou , K. Ottnad , M. Petschlies

In this paper, we derive explicit expressions for the moments and for the mixed moments of the compression of a free unitary Brownian motion by a free projection. While the moments of this non-normal operator are readily derived using…

算子代数 · 数学 2021-08-24 Nizar Demni , Tarek Hamdi

Having started with the general formulation of the quantum theory of the real scalar field (QFT) in the general Riemannian space--time $ V_{1,3} $, the general--covariant quasinonrelativistic quantum mechanics of a point-like spinless…

广义相对论与量子宇宙学 · 物理学 2007-05-23 E. A. Tagirov

A moment approach for orbit determinations of astrometric binaries from astrometric observations alone has been recently studied for a low signal-to-noise ratio (Iwama et al. 2013, PASJ, 65, 2). With avoiding a direct use of the…

高能天体物理现象 · 物理学 2015-06-22 Kei Yamada , Masaki Yamaguchi , Hideki Asada , Naoteru Gouda

We consider the problem of decomposing higher-order moment tensors, i.e., the sum of symmetric outer products of data vectors. Such a decomposition can be used to estimate the means in a Gaussian mixture model and for other applications in…

数值分析 · 数学 2020-10-06 Samantha Sherman , Tamara G. Kolda

We prove an asymptotic formula for the second moment of the $\mathrm{GL}(n)\times\mathrm{GL}(n+1)$ Rankin--Selberg central $L$-values $L(1/2,\Pi\otimes\pi)$, where $\pi$ is a fixed cuspidal representation of $\mathrm{GL}(n)$ that is…

数论 · 数学 2026-04-20 Subhajit Jana , Ramon Nunes