Related papers: On explicit a priori estimates of the joint spectr…
This work considers parameter estimation for Gaussian process interpolation with a periodized version of the Mat{\'e}rn covariance function introduced by Stein. Convergence rates are studied for the joint maximum likelihood estimation of…
Given a LHS (Lattice of Hilbert spaces) $V_J$ and a symmetric operator $A$ in $V_J$, in the sense of partial inner product spaces, we define a generalized resolvent for $A$ and study the corresponding spectral properties. In particular, we…
We compute averages of products and ratios of characteristic polynomials associated with Orthogonal, Unitary, and Symplectic Ensembles of Random Matrix Theory. The pfaffian/determinantal formulas for these averages are obtained, and the…
Let $A$ be a $n\times n$ complex Hermitian matrix and let $\lambda(A)=(\lambda_1,\ldots,\lambda_n)\in \mathbb{R}^n$ denote the eigenvalues of $A$, counting multiplicities and arranged in non-increasing order. Motivated by problems arising…
We present the convergence rates and the explicit error bounds of Hill's method, which is a numerical method for computing the spectra of ordinary differential operators with periodic coefficients. This method approximates the operator by a…
We introduce a new technique to prove bounds for the spectral radius of a random matrix, based on using Jensen's formula to establish the zerofreeness of the associated characteristic polynomial in a region of the complex plane. Our…
We consider growth conditions for (frequently) Birkhoff-universal functions of exponential type with respect to the different rays emanating from the origin. For that purpose, we investigate their (conjugate) indicator diagram or,…
Following our recent letter, we study in detail an entry-wise diffusion of non-hermitian complex matrices. We obtain an exact partial differential equation (valid for any matrix size $N$ and arbitrary initial conditions) for evolution of…
When adopting a model-based formulation, solving inverse problems encountered in multiband imaging requires to define spatial and spectral regularizations. In most of the works of the literature, spectral information is extracted from the…
A generalized scattering amplitude where momenta of incoming-particles and outgoing-particles as well as positions of incoming-particles and outgoing-particles are specified is formulated. Idealistic beams and idealistic measuring…
In this paper, we investigate the latent geometry of generative diffusion models under the manifold hypothesis. For this purpose, we analyze the spectrum of eigenvalues (and singular values) of the Jacobian of the score function, whose…
In many applications, data can be heterogeneous in the sense of spanning latent groups with different underlying distributions. When predictive models are applied to such data the heterogeneity can affect both predictive performance and…
This paper considers the empirical spectral measure of a power of a random matrix drawn uniformly from one of the compact classical matrix groups. We give sharp bounds on the $L_p$-Wasserstein distances between this empirical measure and…
For a given set of $n\times n$ matrices $\mathcal F$, we study the union of the $C$-numerical ranges of the matrices in the set $\mathcal F$, denoted by $W_C({\mathcal F})$. We obtain basic algebraic and topological properties of…
The aim of this note is to announce some results about the probabilistic and deterministic asymptotic properties of linear groups. The first one is the analogue, for norms of random matrix products, of the classical theorem of Cramer on…
Classically, theorems of Fatou and Julia describe the boundary regularity of functions in one complex variable. The former says that a complex analytic function on the disk has non-tangential boundary values almost everywhere, and the…
The nonparametric estimation of the volatility and the drift coefficient of a scalar diffusion is studied when the process is observed at random time points. The constructed estimator generalizes the spectral method by Gobet, Hoffmann and…
We investigate the spectrum of 2-dimensional canonical systems in the limit circle case. It is discrete and, by the Krein-de Branges formula, cannot be more dense than the integers. But in many cases it will be more sparse. The spectrum of…
We prove sharp upper bounds for sums of eigenvalues (and other spectral functionals) of Laplace-like operators, including bi-Laplacian and fractional Laplacian. We show that among linear images of a highly symmetric domain, our spectral…
Matrix convexity generalizes convexity to the dimension free setting and has connections to many mathematical and applied pursuits including operator theory, quantum information, noncommutative optimization, and linear control systems. In…