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Published in 2025 at "Stochastics and Partial Differential Equations: Analysis and Computations"
DOI: 10.1007/s40072-025-00370-3
Abstract: We propose an elementary method to show non-Gaussianity of invariant measures of parabolic stochastic partial differential equations with polynomial non-linearities in the Da Prato–Debussche regime. The approach is essentially algebraic and involves using the generator…
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Keywords:
gaussianity invariant;
non gaussianity;
prato debussche;
invariant measures ... See more keywords
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Published in 2024 at "Quantitative Finance"
DOI: 10.1080/14697688.2023.2301419
Abstract: This paper introduces a non-Gaussian dynamic currency hedging strategy for globally diversified investors with ambiguity. It provides theoretical and empirical evidence that, under the stylized fact of non-Gaussianity of financial returns and for a given…
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Keywords:
dynamic currency;
currency hedging;
non gaussianity;
currency ... See more keywords
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Published in 2020 at "Classical and Quantum Gravity"
DOI: 10.1088/1361-6382/abc521
Abstract: We propose that several of the anomalies that have been observed at large angular scales in the CMB have a common origin in a cosmic bounce that took place before the inflationary era. The bounce…
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Keywords:
large scale;
anomalies cmb;
non gaussianity;
cmb non ... See more keywords
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Published in 2019 at "New Journal of Physics"
DOI: 10.1088/1367-2630/ab13f3
Abstract: We show that the codifference is a useful tool in studying the ergodicity breaking and non-Gaussianity properties of stochastic time series. While the codifference is a measure of dependence that was previously studied mainly in…
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Keywords:
codifference;
ergodicity breaking;
breaking non;
non gaussianity ... See more keywords
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Published in 2019 at "New Journal of Physics"
DOI: 10.1088/1367-2630/ab1b9e
Abstract: We study the non-Gaussian character of quantum optomechanical systems evolving under the fully nonlinear optomechanical Hamiltonian. By using a measure of non-Gaussianity based on the relative entropy of an initially Gaussian state, we quantify the…
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Keywords:
generation non;
non gaussianity;
enhanced continuous;
gaussianity optomechanical ... See more keywords
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Published in 2018 at "Journal of Cosmology and Astroparticle Physics"
DOI: 10.1088/1475-7516/2018/09/003
Abstract: Long-short mode coupling during inflation, encoded in the squeezed bispectrum of curvature perturbations, induces a dependence of the local, small-scale power spectrum on long-wavelength perturbations, leading to a scale-dependent halo bias. While this scale dependence…
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Keywords:
imprints oscillatory;
bispectra galaxy;
non gaussianity;
physics ... See more keywords
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Published in 2019 at "Journal of Cosmology and Astroparticle Physics"
DOI: 10.1088/1475-7516/2019/07/021
Abstract: We compute the bi-spectrum of CMB temperature fluctuations for a state where the metric perturbation $\zeta$ is entangled with a spectator scalar field $\chi$. Novel terms in the cubic $\zeta$ action coupled to the scalar…
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Keywords:
non gaussianity;
entanglement inflation;
cosmology;
spectrum ... See more keywords
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Published in 2020 at "Journal of Cosmology and Astroparticle Physics"
DOI: 10.1088/1475-7516/2020/02/028
Abstract: An observable stochastic background of gravitational waves is generated whenever primordial black holes are created in the early universe thanks to a small-scale enhancement of the curvature perturbation. We calculate the anisotropies and non-Gaussianity of…
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Keywords:
non gaussianity;
gravitational waves;
black holes;
gravitational wave ... See more keywords
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Published in 2020 at "Journal of Cosmology and Astroparticle Physics"
DOI: 10.1088/1475-7516/2020/04/028
Abstract: We compute the one-loop density power spectrum including Newtonian and relativistic contributions, as well as the primordial non-Gaussianity contributions from $f_{\rm NL}$ and $g_{\rm NL}$ in the local configuration. To this end we take solutions…
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Keywords:
power spectrum;
one loop;
non gaussianity;
gaussianity contributions ... See more keywords
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Published in 2020 at "Journal of Cosmology and Astroparticle Physics"
DOI: 10.1088/1475-7516/2021/04/013
Abstract: Next-generation galaxy and 21cm intensity mapping surveys will rely on a combination of the power spectrum and bispectrum for high-precision measurements of primordial non-Gaussianity. In turn, these measurements will allow us to distinguish between various…
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Keywords:
galaxy;
non gaussianity;
order;
primordial non ... See more keywords
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Published in 2020 at "Journal of Cosmology and Astroparticle Physics"
DOI: 10.1088/1475-7516/2021/04/045
Abstract: Enormous information about interactions is contained in the non-Gaussianities of the primordial curvature perturbations, which are essential to break the degeneracy of inflationary models. We study the primordial bispectra for G-inflation models predicting both sharp…
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Keywords:
non gaussianity;
primordial non;
gaussianity;
power spectrum ... See more keywords