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The ensemble inter-relations to be considered are special features of classical cases, where the joint eigenvalue probability density can be computed explicitly. Attention will be focussed too on the consequences of these inter-relations,…

Mathematical Physics · Physics 2024-09-04 Peter J. Forrester

The paper considers the martingale theory in the $G$-framework. A form of Doob's optional sampling is established, which allows to prove the exact analogue of the classical maximal inequality. The obtained results are used to improve the…

Probability · Mathematics 2012-11-28 Krzysztof Paczka

The role of an expert in the decision-making process is crucial, as the final recommendation depends on his disposition, clarity of mind, experience, and knowledge of the problem. However, the recommendation also depends on their honesty.…

Artificial Intelligence · Computer Science 2024-05-28 Jacek Szybowski , Konrad Kułakowski , Sebastian Ernst

One can build an operatorial model for freeness by considering either the right-handed or the left-handed representation of algebras of operators acting on the free product of the underlying pointed Hilbert spaces. Considering both at the…

Operator Algebras · Mathematics 2023-02-01 Joscha Diehl , Malte Gerhold , Nicolas Gilliers

A new computational framework for evaluation of the gamma function $\Gamma(z)$ over the complex plane is developed. The algorithm is based on interpolation by rational functions, and generalizes the classical methods of Lanczos…

Numerical Analysis · Mathematics 2021-09-28 Matthew F Causley

The Empirical Interpolation Method (EIM) is a greedy procedure that constructs approximate representations of two-variable functions in separated form. In its classical presentation, the two variables play a non-symmetric role. In this…

Numerical Analysis · Mathematics 2019-08-12 Fabien Casenave , Alexandre Ern , Tony Lelièvre

We obtain sampling and interpolation theorems in radial weighted spaces of analytic functions for weights of arbitrary (more rapid than polynomial) growth. We give an application to invariant subspaces of arbitrary index in large weighted…

Complex Variables · Mathematics 2007-05-23 A. Borichev , R. Dhuez , K. Kellay

The eigenvalue probability density functions of the classical random matrix ensembles have a well known analogy with the one component log-gas at the special couplings \beta = 1,2 and 4. It has been known for some time that there is an…

Mathematical Physics · Physics 2015-05-20 Peter J. Forrester , Christopher D. Sinclair

We consider the problem of interpolating an unknown multivariate polynomial with coefficients taken from a finite field or as numerical approximations of complex numbers. Building on the recent work of Garg and Schost, we improve on the…

Symbolic Computation · Computer Science 2011-04-05 Mark Giesbrecht , Daniel S. Roche

The eigenvalue spacing of a uniformly chosen random finite unipotent matrix in its permutation action on lines is studied. We obtain bounds for the mean number of eigenvalues lying in a fixed arc of the unit circle and offer an approach…

Combinatorics · Mathematics 2007-05-23 Jason Fulman

We study the classical occupancy problem from the viewpoint of its embedding Markov chain. We derive new expressions for the probability mass function and (complementary) distribution function in generalized form. Furthermore, we derive a…

Probability · Mathematics 2023-07-06 Jim van Mechelen

This paper deals with variable selection in the regression and binary classification frameworks. It proposes an automatic and exhaustive procedure which relies on the use of the CART algorithm and on model selection via penalization. This…

Statistics Theory · Mathematics 2011-01-05 Marie Sauvé , Christine Tuleau-Malot

Recently, in a work that grew out of their exploration of interlacing polynomials, Marcus, Spielman and Srivastava and then Marcus studied certain combinatorial polynomial convolutions. These convolutions preserve real-rootedness and…

Rings and Algebras · Mathematics 2018-12-04 Amnon Rosenmann , Franz Lehner , Aljosa Peperko

Our companion paper \cite{Stojnicnflgscompyx23} introduced a very powerful \emph{fully lifted} (fl) statistical interpolating/comparison mechanism for bilinearly indexed random processes. Here, we present a particular realization of such fl…

Probability · Mathematics 2023-12-01 Mihailo Stojnic

We study matrices whose entries are free or exchangeable noncommutative elements in some tracial $W^*$-probability space. More precisely, we consider operator-valued Wigner and Wishart matrices and prove quantitative convergence to…

Probability · Mathematics 2022-02-16 Marwa Banna , Guillaume Cébron

The complexity of matrix multiplication is a central topic in computer science. While the focus has traditionally been on exact algorithms, a long line of literature also considers randomized algorithms, which return an approximate solution…

Quantum Physics · Physics 2025-10-10 Simon Apers , Arjan Cornelissen , Samson Wang

The problem of model selection is considered for the setting of interpolating estimators, where the number of model parameters exceeds the size of the dataset. Classical information criteria typically consider the large-data limit,…

Machine Learning · Statistics 2026-01-13 Liam Hodgkinson , Chris van der Heide , Robert Salomone , Fred Roosta , Michael W. Mahoney

We are interested in solving convex optimization problems with large numbers of constraints. Randomized algorithms, such as random constraint sampling, have been very successful in giving nearly optimal solutions to such problems. In this…

Optimization and Control · Mathematics 2016-11-29 William B. Haskell , Yu Pengqian

Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…

Statistical Mechanics · Physics 2013-05-29 Carsten Timm

We investigate the joint distribution of the vertex degrees in three models of random bipartite graphs. Namely, we can choose each edge with a specified probability, choose a specified number of edges, or specify the vertex degrees in one…

Combinatorics · Mathematics 2022-12-22 Brendan D. McKay , Fiona Skerman
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