Articles with "non gaussianity" as a keyword



Non-Gaussianity of invariant measures to SPDEs in Da Prato–Debussche regime

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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… read more here.

Keywords: gaussianity invariant; non gaussianity; prato debussche; invariant measures ... See more keywords

Dynamic currency hedging with non-Gaussianity and ambiguity

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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… read more here.

Keywords: dynamic currency; currency hedging; non gaussianity; currency ... See more keywords
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Large scale anomalies in the CMB and non-Gaussianity in bouncing cosmologies

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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… read more here.

Keywords: large scale; anomalies cmb; non gaussianity; cmb non ... See more keywords

Codifference can detect ergodicity breaking and non-Gaussianity

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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… read more here.

Keywords: codifference; ergodicity breaking; breaking non; non gaussianity ... See more keywords
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Enhanced continuous generation of non-Gaussianity through optomechanical modulation

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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… read more here.

Keywords: generation non; non gaussianity; enhanced continuous; gaussianity optomechanical ... See more keywords
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Imprints of Oscillatory Bispectra on Galaxy Clustering

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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… read more here.

Keywords: imprints oscillatory; bispectra galaxy; non gaussianity; physics ... See more keywords
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Non-Gaussianity from entanglement during inflation

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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… read more here.

Keywords: non gaussianity; entanglement inflation; cosmology; spectrum ... See more keywords

Gravitational wave anisotropies from primordial black holes

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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… read more here.

Keywords: non gaussianity; gravitational waves; black holes; gravitational wave ... See more keywords

Relativistic and non-Gaussianity contributions to the one-loop power spectrum

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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… read more here.

Keywords: power spectrum; one loop; non gaussianity; gaussianity contributions ... See more keywords

Local primordial non-Gaussianity in the relativistic galaxy bispectrum

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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… read more here.

Keywords: galaxy; non gaussianity; order; primordial non ... See more keywords
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Primordial non-Gaussianity from G-inflation

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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… read more here.

Keywords: non gaussianity; primordial non; gaussianity; power spectrum ... See more keywords