Related papers: A Generalisation of Dyson's Integration Theorem fo…
In this paper we analytically study the problem of pricing an arithmetically averaged Asian option in the path integral formalism. By a trick about the Dirac delta function, the measure of the path integral is defined by an effective action…
Exact eigenvalue correlation functions are computed for large $N$ hermitian one-matrix models with eigenvalues distributed in two symmetric cuts. An asymptotic form for orthogonal polynomials for arbitrary polynomial potentials that support…
Parametric Feynman integrals with the regions of integration defined by some polynomials are considered in this paper. It is shown that integrals with irregular integration regions can be converted to standard parametric integrals, for…
We present a simple and accessible method which uses contour integration methods to derive formulae for functional determinants. To make the presentation as clear as possible, the general idea is first illustrated on the simplest case: a…
Joint distribution function of N eigenvalues of U(N) invariant random-matrix ensemble can be interpreted as a probability density to find N fictitious non-interacting fermions to be confined in a one-dimensional space. Within this picture a…
In this paper, a regression algorithm based on Green's function theory is proposed and implemented. We first survey Green's function for the Dirichlet boundary value problem of 2nd order linear ordinary differential equation, which is a…
In using the spectral theorem of many-body Green's function theory in order to relate correlations to commutator Green's functions, it is necessary in the standard procedure to consider the anti-commutator Green's functions as well whenever…
We study correlation functions in topologically twisted $\mathcal{N}=2, d=4$ supersymmetric Yang-Mills theory for gauge groups of rank larger than one on compact four-manifolds $X$. We find that the topological invariance of the generator…
In this paper, we study the consequences of the fundamental theorem of calculus from an algebraic point of view. For functions with singularities, this leads to a generalized notion of evaluation. We investigate properties of such…
By exploiting the well-known observation that size-biasing or zero-biasing an infinitely divisible random variable may be achieved by adding an independent increment, combined with tools from Stein's method for compound Poisson and Gaussian…
We discuss a new method of integration over matrix variables based on a suitable gauge choice in which the angular variables decouple from the eigenvalues at least for a class of two-matrix models. The calculation of correlation functions…
We introduce a method for calculating individual elements of matrix functions. Our technique makes use of a novel series expansion for the action of matrix functions on basis vectors that is memory efficient even for very large matrices. We…
We study the statistics of a system of N random levels with integer values, in the presence of a logarithmic repulsive potential of Dyson type. This probleme arises in sums over representations (Young tableaux) of GL(N) in various matrix…
An efficient way to calculate one-loop counterterms within the Feynman diagrammatic approach and dimensional regularization is to expand the propagators in the integrands of the Feynman integrals around vanishing external momentum. In this…
The asymptotic properties of integral operators with the generalized sine kernel acting on the real axis are studied. The formulas for the resolvent and the Fredholm determinant are obtained in the large x limit. Some applications of the…
A method of functional reduction for the dimensionally regularized one-loop Feynman integrals with massive propagators is described in detail. The method is based on a repeated application of the functional relations proposed by the author.…
Decomposing tensors into orthogonal factors is a well-known task in statistics, machine learning, and signal processing. We study orthogonal outer product decompositions where the factors in the summands in the decomposition are required to…
We consider a completely integrable lattice regularization of the sine-Gordon model with discrete space and continuous time. We derive a determinant representation for a correlation function which in the continuum limit turns into the…
The present paper provides a method for finding partial differential equations satisfied by the Feynman integrals for diagrams of various types, using the Griffiths theorem on the reduction of poles of rational differential forms. As an…
We use the theory of normal variance-mean mixtures to derive a data augmentation scheme for models that include gamma functions. Our methodology applies to many situations in statistics and machine learning, including Multinomial-Dirichlet…