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Examining the presence of persistent domain from time series data

There are three variables, $X_t$, $Y_t$, and $Z_t$ that are dependent of each other, and I have the time series data of those variables from replicated experiments. The stochastic dynamics look quite ...
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Reference for stochastic processes which helps moving from a basic level to a measure theory one

I'm looking for a reference (books, notes, lectures) which helps a physicist to understand the language of measure theory in the context of stochastic processes (in particular markov chains). I've ...
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Stochastic process generating fractional diffusion

One way to generate Brownian motion is as follows: Define a waiting time probability distribution $\psi(t)$ and step length probability distribution $\lambda(t)$. Require also that $\langle \psi ...
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Importance sampling for Coulomb potential

The integral I have to solve is: $$I=\int\int d \mathbf{r}d \mathbf{r}' \frac{\Phi(\mathbf{r})\Phi(\mathbf{r}')}{|\mathbf{r}-\mathbf{r}'|}$$ It is a six-dimensional integral which I am going to ...