Results 41 to 50 of about 39,038 (168)

Spectral properties of Levy Rosenzweig-Porter model via supersymmetric approach

SciPost Physics
By using the Efetov's super-symmetric formalism we computed analytically the mean spectral density $\rho(E)$ for the Lévy and the Lévy -Rosenzweig-Porter random matrices which off-diagonal elements are strongly non-Gaussian with power-law tails.
Elizaveta Safonova, Mikhail Feigel'man, Vladimir Kravtsov
doaj   +1 more source

Distortion of boundary sets under inner functions. II [PDF]

, 1996
33 pages, no figures.-- MSC2000 codes: 32A30, 30C85, 30D50.MR#: MR1379286 (97b:30035)Zbl#: Zbl 0847.32005We present a study of the metric transformation properties of inner functions of several complex variables.
Fernández, José L., Pestana, Domingo, Rodríguez, José M.   +2 more
core   +2 more sources

The Smearing of Quasi‐Particles: Signatures in the Entanglement Entropy of Excited Many‐Particle Systems

Advanced Quantum Technologies, EarlyView.
Entanglement reveals hidden structure in quantum matter. We explore how quasi‐particles shape the crossover from area‐law to volume‐law entanglement, using models from spinless fermions to SYK. Our results show a striking linear growth of entanglement with energy, explained as a hallmark of quasi‐particles, offering new insight into the entanglement ...
Jagannath Sutradhar, Jonathan Ruhman, Avraham Klein, Dimitri Gutman, Richard Berkovits   +4 more
wiley   +1 more source

Maximal Entropy Measures for Piecewise Affine Surface Homeomorphisms

, 2009
We study the dynamics of piecewise affine surface homeomorphisms from the point of view of their entropy. Under the assumption of positive topological entropy, we establish the existence of finitely many ergodic and invariant probability measures ...
Buzzi, Jerome
core   +2 more sources

Enhancing generalizability theory with mixed‐effects models for heteroscedasticity in psychological measurement: A theoretical introduction with an application from EEG data

British Journal of Mathematical and Statistical Psychology, EarlyView.
Abstract Generalizability theory (G‐theory) defines a statistical framework for assessing measurement reliability by decomposing observed variance into meaningful components attributable to persons, facets, and error. Classic G‐theory assumes homoscedastic residual variances across measurement conditions, an assumption that is often violated in ...
Philippe Rast, Peter E. Clayson
wiley   +1 more source

On \mu-Compatible Metrics and Measurable Sensitivity

, 2011
We introduce the notion of W-measurable sensitivity, which extends and strictly implies canonical measurable sensitivity, a measure- theoretic version of sensitive dependence on initial conditions.
Grigoriev, Ilya, Ince, Nathaniel, Iordan, Marius Catalin, Lubin, Amos, Silva, Cesar E.   +4 more
core   +1 more source

A Comparative Review of Specification Tests for Diffusion Models

International Statistical Review, EarlyView.
Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez, D. Diz‐Castro, M. Febrero‐Bande, W. González‐Manteiga   +3 more
wiley   +1 more source

Ergodicity criteria for non-expanding transformations of 2-adic spheres

, 2012
In the paper, we obtain necessary and sufficient conditions for ergodicity (with respect to the normalized Haar measure) of discrete dynamical systems $$ on 2-adic spheres $\mathbf S_{2^{-r}}(a)$ of radius $2^{-r}$, $r\ge 1$, centered at some point $a ...
A. Khrennikov, A.-H. Fan, A.-H. Fan, A.-H. Fan, Andrei Khrennikov, C. Favre, D. K. Arrowsmith, D. K. Arrowsmith, D.-D. Lin, E. I. Yurova, Ekaterina Yurova, F. Vivaldi, F. Vivaldi, F. Vivaldi, J. H. Silverman, J. Kingsbery, J. Kingsbery, J. Rivera-Letelier, J. Rivera-Letelier, J. Rivera-Letelier, J.-L. Chabert, K. Mahler, K.-O. Lindahl, M. Gundlach, M. Gundlach, M. V. Larin, M. van der Put, R. Benedetto, R. Benedetto, R. Benedetto, R. Benedetto, S. Al'beverio, S. Albeverio, S. De Smedt, V. Anashin, V. Anashin, V. Anashin, V. Anashin, V. Anashin, V. Anashin, V. Anashin, V. Anashin, V. Anashin, V. S. Anashin, V. S. Anashin, Vladimir Anashin, W. H. Schikhof, Z. Coelho   +47 more
core   +1 more source

Monetary and Macroprudential Policies under Dollar‐Denominated Foreign Debt

Journal of Money, Credit and Banking, EarlyView.
Abstract This paper studies monetary and macroprudential policies in a small open economy that borrows from abroad in foreign currency. The model features a novel mechanism in which exchange rate depreciation triggered by a borrowing constraint is amplified through balance of payments adjustments, increasing the real burden of foreign debt and causing ...
HIDEHIKO MATSUMOTO
wiley   +1 more source

Econometrics at the Extreme: From Quantile Regression to QFAVAR1

Journal of Economic Surveys, EarlyView.
ABSTRACT This paper surveys quantile modelling from its theoretical origins to current advances. We organize the literature and present core econometric formulations and estimation methods for: (i) cross‐sectional quantile regression; (ii) quantile time series models and their time series properties; (iii) quantile vector autoregressions for ...
Stéphane Goutte, Konstantinos N. Konstantakis, Dimitris Konstantios, Panayotis G. Michaelides, Arsenios‐Georgios N. Prelorentzos   +4 more
wiley   +1 more source