Related papers: Universal Structure and Universal PDE for Unitary …

What is the connection of random matrices with integrable systems? Is this connection really useful? The answer to these questions leads to a new and unifying approach to the theory of random matrices. Introducing an appropriate time…

Properties of universality have essential relevance for the theory of random matrices usually called the Wigner ensemble. The issue was analysed up to recent years with detailed and relevant results. We present a slightly different view and…

Consider fixed and bounded trace Gaussian orthogonal, unitary and symplectic ensembles, closely related to Gaussian ensembles without any constraint. For three restricted trace Gaussian ensembles, we prove universal limits of correlation…

Ensemble learning is traditionally justified as a variance-reduction strategy, explaining its strong performance for unstable predictors such as decision trees. This explanation, however, does not account for ensembles constructed from…

Let $M_n$ be an $n\times n$ real (resp. complex) Wigner matrix and $U_n\Lambda_n U_n^*$ be its spectral decomposition. Set $(y_1,y_2...,y_n)^T=U_n^*x$, where $x=(x_1,x_2,...,$ $x_n)^T$ is a real (resp. complex) unit vector. Under the…

Using techniques from integrable systems, we obtain a number of exact results for random partitions. In particular, we prove a simple formula for correlation functions of what we call the Schur measure on partitions (which is a far reaching…

We analyze the problem of global reconstruction of functions as accurately as possible, based on partial information in the form of a truncated power series at some point, and additional analyticity properties. This situation occurs…

The level spacing distributions in the Gaussian Unitary Ensemble, both in the ``bulk of the spectrum,'' given by the Fredholm determinant of the operator with the sine kernel ${\sin \pi(x-y) \over \pi(x-y)}$ and on the ``edge of the…

Ensemble Density Functional Theory (EDFT) is a generalization of ground-state Density Functional Theory (GS DFT), which is based on an exact formal theory of finite collections of a system's ground and excited states. EDFT in various forms…

A universal and rigorous ensemble framework for nonequilibrium system remains lacking. Here, we provide a concise framework for the generalized ensemble theory of nonequilibrium discrete systems using matrix-based approach. By introducing…

We present a systematic construction of probes into the dynamics of isospectral ensembles of Hamiltonians by the notion of Isospectral twirling, expanding the scopes and methods of ref.[1]. The relevant ensembles of Hamiltonians are those…

Random Matrix Theory (RMT) has successfully modeled diverse systems, from energy levels of heavy nuclei to zeros of $L$-functions; this correspondence has allowed RMT to successfully predict many number theoretic behaviors. However there…

The spectral density of random matrices is studied through a quaternionic generalisation of the Green's function, which precisely describes the mean spectral density of a given matrix under a particular type of random perturbation. Exact…

Unitary random matrix ensembles Z_{n,N}^{-1} (\det M)^alpha exp(-N Tr V(M)) dM defined on positive definite matrices M, where alpha > -1 and V is real analytic, have a hard edge at 0. The equilibrium measure associated with V typically…

Let $X$ be a locally compact Hausdorff space with $n$ proper continuous self maps $\tau_i:X \to X$ for $1 \le i \le n$. To this we associate two topological conjugacy algebras which emerge as the natural candidates for the universal algebra…

We introduce a special class of random matrices (DUE) whose spectral statistics corresponds to statistics of microscopical quantities detected in vehicular flows. Comparing the level spacing distribution (for ordered eigenvalues in unfolded…

Symmetry, which describes invariance, is an eternal concern in mathematics and physics, especially in the investigation of solutions to the partial differential equation (PDE). A PDE's nonlocally related PDE systems provide excellent…

A comprehensive convergence and stability analysis of some probabilistic numerical methods designed to solve Cauchy-type inverse problems is performed in this study. Such inverse problems aim at solving an elliptic partial differential…

We draw a random subset of $k$ rows from a frame with $n$ rows (vectors) and $m$ columns (dimensions), where $k$ and $m$ are proportional to $n$. For a variety of important deterministic equiangular tight frames (ETFs) and tight non-ETF…

Complex analysis is a powerful tool to study classical integrable systems, statistical physics on the random lattice, random matrix theory, topological string theory,... All these topics share certain relations, called "loop equations" or…