Beyond CARMA: Building Complex Processes from Lévy Noise
![The correlation functions of supCAR(2)(2)-III processes demonstrate a transition in behavior based on shape parameters; when [latex]\alpha + 3 \in (3,4][/latex], these processes exhibit non-oscillatory long-range dependence, but as the shape parameter increases beyond this range, oscillations emerge, indicating a shift in the underlying dynamic characteristics.](https://arxiv.org/html/2601.15796v1/x4.png)
This review introduces supCARMA processes-superpositions of continuous-time autoregressive moving average models driven by Lévy processes-and details their theoretical properties.
![The correlation functions of supCAR(2)(2)-III processes demonstrate a transition in behavior based on shape parameters; when [latex]\alpha + 3 \in (3,4][/latex], these processes exhibit non-oscillatory long-range dependence, but as the shape parameter increases beyond this range, oscillations emerge, indicating a shift in the underlying dynamic characteristics.](https://arxiv.org/html/2601.15796v1/x4.png)
This review introduces supCARMA processes-superpositions of continuous-time autoregressive moving average models driven by Lévy processes-and details their theoretical properties.
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![The system’s free energy, charted as a function of frustration-with cohesive energy held constant at [latex]u = -1[/latex]-reveals a critical threshold where the energy of frustrated matter intersects that of a pure crystalline solid, indicating a transition point governed by the balance between order and disorder within the material.](https://arxiv.org/html/2601.15782v1/x2.png)
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![The data demonstrates a successful fit to the Equation of State [latex] (11) [/latex], indicating the model accurately captures the system's thermodynamic behavior under the conditions tested.](https://arxiv.org/html/2601.16051v1/x4.png)
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![Nonlinear simulations demonstrate the temporal evolution of massive scalar perturbations, where rescaling the evolved field as [latex]{\Phi\_{lm}}={\lambda^{n}}\phi\_{lm}^{(n)}[/latex] reveals that the [latex](0,0)[/latex] mode arises from the quadratic self-couplings of the linear [latex](1,1)[/latex], [latex](0,0)[/latex], and [latex](2,0)[/latex] modes, and exhibits excellent agreement between intermediate-time analytical predictions and corresponding numerical evolution.](https://arxiv.org/html/2601.16016v1/x14.png)
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