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A method to reconstruct fields, source strengths and physical parameters based on Gaussian process regression is presented for the case where data are known to fulfill a given linear differential equation with localized sources. The…

Data Analysis, Statistics and Probability · Physics 2019-09-10 Christopher G. Albert

We define a numerical method that provides a non-parametric estimation of the kernel shape in symmetric multivariate Hawkes processes. This method relies on second order statistical properties of Hawkes processes that relate the covariance…

Trading and Market Microstructure · Quantitative Finance 2015-06-03 E. Bacry , K. Dayri , J. F. Muzy

The usual formulas for the correlation functions in orthogonal and symplectic matrix models express them as quaternion determinants. From this representation one can deduce formulas for spacing probabilities in terms of Fredholm…

solv-int · Physics 2009-07-11 Craig A. Tracy , Harold Widom

We report on an exact calculation of lattice correlation functions on a finite four-dimensional lattice with either Euclidean or Minkowskian signature. The lattice correlation functions are calculated by the method of differential…

High Energy Physics - Theory · Physics 2023-07-12 Federico Gasparotto , Stefan Weinzierl , Xiaofeng Xu

A very elementary model of a single positive hermitian random matrix coupled to an external matrix is defined and studied. Expanding the exact effective action around its classical solution leads to the ``quantum Penner action'', from which…

High Energy Physics - Theory · Physics 2008-02-03 Camillo Imbimbo , Sunil Mukhi

The correlation matrix is a central representation of functional brain networks in neuroimaging. Traditional analyses often treat pairwise interactions independently in a Euclidean setting, overlooking the intrinsic geometry of correlation…

Machine Learning · Statistics 2025-04-10 Kisung You , Yelim Lee , Hae-Jeong Park

A method for the calculation of translationally invariant wave functions for systems of identical fermions with arbitrary potential of pair interaction is developed. It is based on the well-known result that the essential dynamic part of…

This paper intends to give a mathematical explanation for results on the zeta-function of some families of varieties recently obtained in the context of Mirror Symmetry. In doing so, we obtain concrete and explicit examples for some results…

Number Theory · Mathematics 2008-08-01 Remke Kloosterman

We consider the problem of inferring the interaction kernel of stochastic interacting particle systems from observations of a single particle. We adopt a semi-parametric approach and represent the interaction kernel in terms of a…

Statistics Theory · Mathematics 2025-10-31 Grigorios A. Pavliotis , Andrea Zanoni

We consider a kernel based harmonic analysis of "boundary," and boundary representations. Our setting is general: certain classes of positive definite kernels. Our theorems extend (and are motivated by) results and notions from classical…

Functional Analysis · Mathematics 2016-11-15 Palle Jorgensen , Feng Tian

We show some symmetry relations among the correlation functions of the integrable higher-spin XXX and XXZ spin chains, where we explicitly evaluate the multiple integrals representing the one-point functions in the spin-1 case. We review…

Statistical Mechanics · Physics 2011-06-24 Tetsuo Deguchi , Jun Sato

We introduce a novel parametrization of the correlation matrix. The reparametrization facilitates modeling of correlation and covariance matrices by an unrestricted vector, where positive definiteness is an innate property. This…

Econometrics · Economics 2020-12-07 Ilya Archakov , Peter Reinhard Hansen

A variation of Zeilberger's holonomic ansatz for symbolic determinant evaluations is proposed which is tailored to deal with Pfaffians. The method is also applicable to determinants of skew-symmetric matrices, for which the original…

Combinatorics · Mathematics 2012-05-17 Masao Ishikawa , Christoph Koutschan

Gaussian processes (GPs) are ubiquitous tools for modeling and predicting continuous processes in physical and engineering sciences. This is partly due to the fact that one may employ a Gaussian process as an interpolator while facilitating…

Statistics Theory · Mathematics 2025-12-16 D. Andrew Brown , Peter Kiessler , John Nicholson

We provide a measurement protocol to estimate 2- and 4-point fermionic correlations in ultra-cold atom experiments. Our approach is based on combining random atomic beam splitter operations, which can be realized with programmable optical…

We study certain probability measures on partitions of n=1,2,..., originated in representation theory, and demonstrate their connections with random matrix theory and multivariate hypergeometric functions. Our measures depend on three…

Mathematical Physics · Physics 2007-05-23 Alexei Borodin , Grigori Olshanski

We develop a theory of average sizes of kernels of generic matrices with support constraints defined in terms of graphs and hypergraphs. We apply this theory to study unipotent groups associated with graphs. In particular, we establish…

Group Theory · Mathematics 2021-08-06 Tobias Rossmann , Christopher Voll

The pair correlation function is a fundamental spatial point process characteristic that, given the intensity function, determines second order moments of the point process. Non-parametric estimation of the pair correlation function is a…

Statistics Theory · Mathematics 2023-04-25 Abdollah Jalilian , Yongtao Guan , Rasmus Waagepetersen

We define and compute the continuous orbifold partition function and a generating function for all $n$-point correlation functions for the rank two free fermion vertex operator superalgebra on a genus two Riemann surface formed by…

Quantum Algebra · Mathematics 2013-08-13 Michael P. Tuite , Alexander Zuevsky

We consider the determinantal point process with the confluent hypergeometric kernel. This process is a universal point process in random matrix theory and describes the distribution of eigenvalues of large random Hermitian matrices near…

Mathematical Physics · Physics 2024-02-20 Shuai-Xia Xu , Shu-Quan Zhao , Yu-Qiu Zhao