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We investigate a family of distributions having a property of stability-under-addition, provided that the number $\nu$ of added-up random variables in the random sum is also a random variable. We call the corresponding property a…

Probability · Mathematics 2010-08-19 L. B. Klebanov , A. V. Kakosyan , S. T. Rachev , G. Temnov

We study theoretical properties of regularized robust M-estimators, applicable when data are drawn from a sparse high-dimensional linear model and contaminated by heavy-tailed distributions and/or outliers in the additive errors and…

Statistics Theory · Mathematics 2015-01-05 Po-Ling Loh

The Gauss-Minkowski correspondence in $\mathbb{R}^2$ states the existence of a homeomorphism between the probability measures $\mu$ on $[0,2\pi]$ such that $\int_0^{2\pi} e^{ix}d\mu(x)=0$ and the compact convex sets (CCS) of the plane with…

Probability · Mathematics 2014-04-03 Jean-François Marckert , David Renault

Let $\mu$ denot the infinite convolution generated by $\{(N_k,B_k)\}_{k=1}^\infty$ given by $$ \mu =\delta_{{N_1}^{-1}B_1}\ast\delta_{(N_1N_2)^{-1}B_2}\ast\dots\ast\delta_{(N_1N_2\cdots N_k)^{-1}B_k} *\cdots. $$ where $B_k$ is a complete…

Functional Analysis · Mathematics 2024-06-11 Jun Jie Miao , Hong Bo Zhao

The circular law asserts that the spectral measure of eigenvalues of rescaled random matrices without symmetry assumption converges to the uniform measure on the unit disk. We prove a local version of this law at any point $z$ away from the…

Probability · Mathematics 2013-12-05 Paul Bourgade , Horng-Tzer Yau , Jun Yin

We introduce squared families, which are families of probability densities obtained by squaring a linear transformation of a statistic. Squared families are singular, however their singularity can easily be handled so that they form regular…

Machine Learning · Statistics 2025-03-28 Russell Tsuchida , Jiawei Liu , Cheng Soon Ong , Dino Sejdinovic

We introduce a finite version of free probability for rectangular matrices that amounts to operations on singular values of polynomials. We show that we can replicate the transforms from free probability, and that asymptotically there is…

Probability · Mathematics 2023-10-25 Aurelien Gribinski

Let $M_n$ be a random matrix of size $n\times n$ and let $\lambda_1,...,\lambda_n$ be the eigenvalues of $M_n$. The empirical spectral distribution $\mu_{M_n}$ of $M_n$ is defined as $$\mu_{M_n}(s,t)=\frac{1}{n}# \{k\le n, \Re(\lambda_k)\le…

Combinatorics · Mathematics 2012-03-28 Hoi H. Nguyen , Van Vu

The thesis concentrates on two problems in discrete geometry, whose solutions are obtained by analytic, probabilistic and combinatoric tools. The first chapter deals with the strong polarization problem. This states that for any sequence…

Metric Geometry · Mathematics 2019-07-12 Gergely Ambrus

Discretization of the uniform norm of functions from a given finite dimensional subspace of continuous functions is studied. We pay special attention to the case of trigonometric polynomials with frequencies from an arbitrary finite set…

Numerical Analysis · Mathematics 2021-12-14 Boris Kashin , Sergei Konyagin , Vladimir Temlyakov

In this paper, we study extended linear regression approaches for quantum state tomography based on regularization techniques. For unknown quantum states represented by density matrices, performing measurements under certain basis yields…

Quantum Physics · Physics 2019-04-29 Biqiang Mu , Hongsheng Qi , Ian R. Petersen , Guodong Shi

We define $(\alpha_n)$ -regular sets in uniformly perfect metric spaces. This definition is quasisymmetrically invariant and the construction resembles generalized dyadic cubes in metric spaces. For these sets we then determine the…

Classical Analysis and ODEs · Mathematics 2016-12-28 Tuomo Ojala

We present an approach for variational regularization of inverse and imaging problems for recovering functions with values in a set of vectors. We introduce regularization functionals, which are derivative-free double integrals of such…

Optimization and Control · Mathematics 2018-12-24 René Ciak , Melanie Melching , Otmar Scherzer

We consider second order differential operators $A_\mu$ on a bounded, Dirichlet regular set $\Omega \subset \mathbb{R}^d$, subject to the nonlocal boundary conditions \[ u(z) = \int_\Omega u(x)\, \mu (z, dx)\quad \mbox{for } z \in \partial…

Functional Analysis · Mathematics 2019-08-08 Wolfgang Arendt , Stefan Kunkel , Markus Kunze

In the classical homogeneous one-phase Bernoulli-type problem, the free boundary consists of a "regular" part and a "singular" part, as Alt and Caffarelli have shown in their pioneer work (J. Reine Angew. Math., 325, 105-144, 1981) that…

Analysis of PDEs · Mathematics 2024-05-10 Lili Du , Chunlei Yang

We examine the asymmetric simple exclusion process with open boundaries, a paradigm of driven diffusive systems, having a nonequilibrium steady state transition. We provide a full derivation and expanded discussion and digression on results…

Statistical Mechanics · Physics 2009-11-11 Martin Depken , Robin Stinchcombe

We study the behavior of solutions to the first-order mean field games system with a local coupling, when the initial density is a compactly supported function on the real line. Our results show that the solution is smooth in regions where…

Analysis of PDEs · Mathematics 2023-08-02 Pierre Cardaliaguet , Sebastian Munoz , Alessio Porretta

We consider free higher derivative theories of scalars and Dirac fermions in the presence of a boundary in general dimension. We establish a method for finding consistent conformal boundary conditions in these theories by removing certain…

High Energy Physics - Theory · Physics 2023-05-10 Adam Chalabi , Christopher P. Herzog , Krishnendu Ray , Brandon Robinson , Jacopo Sisti , Andreas Stergiou

We present an equation-free dynamic renormalization approach to the computational study of coarse-grained, self-similar dynamic behavior in multidimensional particle systems. The approach is aimed at problems for which evolution equations…

Dynamical Systems · Mathematics 2009-11-11 Yu Zou , Ioannis Kevrekidis , Roger Ghanem

Consider the random matrix $\Sigma = D^{1/2} X \widetilde D^{1/2}$ where $D$ and $\widetilde D$ are deterministic Hermitian nonnegative matrices with respective dimensions $N \times N$ and $n \times n$, and where $X$ is a random matrix with…

Probability · Mathematics 2015-02-05 Romain Couillet , Walid Hachem
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