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Random matrix models encode a theory of random two dimensional surfaces with applications to string theory, conformal field theory, statistical physics in random geometry and quantum gravity in two dimensions. The key to their success lies…

Mathematical Physics · Physics 2012-09-21 Razvan Gurau

The paper addresses the problem of learning a regression model parameterized by a fixed-rank positive semidefinite matrix. The focus is on the nonlinear nature of the search space and on scalability to high-dimensional problems. The…

Machine Learning · Computer Science 2011-02-01 Gilles Meyer , Silvere Bonnabel , Rodolphe Sepulchre

The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…

Probability · Mathematics 2024-07-01 D. O. Kalikaeva

The successive discrete structures generated by a sequential algorithm from random input constitute a Markov chain that may exhibit long term dependence on its first few input values. Using examples from random graph theory and search…

Probability · Mathematics 2023-06-22 Rudolf Grübel

This review article provides an overview of random matrix theory (RMT) with a focus on its growing impact on the formulation and inference of statistical models and methodologies. Emphasizing applications within high-dimensional statistics,…

Methodology · Statistics 2024-12-11 Swapnaneel Bhattacharyya , Srijan Chattopadhyay , Sevantee Basu

In this talk we go over several new developments regarding the techniques for a large class of non-hermitian matrix models with unitary randomness (complex random numbers). In particular, we discuss: (a) - A diagrammatic approach based on a…

High Energy Physics - Phenomenology · Physics 2008-02-03 Romuald A. Janik , Maciej A. Nowak , Gabor Papp , Ismail Zahed

Understanding the learning dynamics of neural networks is one of the key issues for the improvement of optimization algorithms as well as for the theoretical comprehension of why deep neural nets work so well today. In this paper, we…

Machine Learning · Statistics 2021-03-18 Zhenyu Liao , Romain Couillet

For a long time, detection and parameter estimation methods for signal processing have relied on asymptotic statistics as the number $n$ of observations of a population grows large comparatively to the population size $N$, i.e. $n/N\to…

Information Theory · Computer Science 2012-06-20 Romain Couillet , Merouane Debbah

We study a random fragmentation process and its associated random tree. The process has earlier been studied by Dean and Majumdar (J. Phys. A: Math. Gen., vol. 35, L501--L507), who found a phase transition: the number of fragmentations is…

Probability · Mathematics 2007-05-23 S. Janson , R. Neininger

The paper examines random dynamical systems related to the classical von Neumann and Gale models of economic growth. Such systems are defined in terms of multivalued operators in spaces of random vectors, possessing certain properties of…

Probability · Mathematics 2009-09-29 Wael Bahsoun , Igor V. Evstigneev , Michael I. Taksar

Random matrices now play a role in many parts of computational mathematics. To advance these applications, it is desirable to have tools that are flexible, easy to use, and powerful. Over the last 25 years, researchers have developed a…

Probability · Mathematics 2026-05-01 Joel A. Tropp

We will study the relationship between two well-known theories, genetic evolution and random matrix theory in the context of many-body systems. It is suggested that genetic evolution can be described by a random matrix theory with…

Chaotic Dynamics · Physics 2025-05-13 Mehdi Ameri

In a very high-dimensional vector space, two randomly-chosen vectors are almost orthogonal with high probability. Starting from this observation, we develop a statistical factor model, the random factor model, in which factors are chosen at…

Statistical Finance · Quantitative Finance 2018-12-27 Antti J. Tanskanen , Jani Lukkarinen , Kari Vatanen

A simplified model for the growth of a population is studied in which random effects arise because reproducing individuals have a certain probability of surviving until the next breeding season and hence contributing to the next generation.…

Populations and Evolution · Quantitative Biology 2016-04-05 Henry C. Tuckwell

We review the recent fast progress in statistical physics of evolving networks. Interest has focused mainly on the structural properties of random complex networks in communications, biology, social sciences and economics. A number of giant…

Statistical Mechanics · Physics 2015-06-24 S. N. Dorogovtsev , J. F. F. Mendes

A density matrix describes the statistical state of a quantum system. It is a powerful formalism to represent both the quantum and classical uncertainty of quantum systems and to express different statistical operations such as measurement,…

Machine Learning · Computer Science 2024-05-01 Fabio A. González , Alejandro Gallego , Santiago Toledo-Cortés , Vladimir Vargas-Calderón

We study graph parameters whose associated edge-connection matrices have exponentially bounded rank growth. Our main result is an explicit construction of a large class of graph parameters with this property that we call mixed partition…

Combinatorics · Mathematics 2020-06-16 Guus Regts , Bart Sevenster

The Hammersley process relates to the statistical properties of the maximum length of all up/right paths connecting random points of a given density in the unit square from (0,0) to (1,1). This process can also be interpreted in terms of…

Mathematical Physics · Physics 2009-11-10 Peter J. Forrester

In these lecture notes I will give a pedagogical introduction to some common aspects of 4 different problems: (i) random matrices (ii) the longest increasing subsequence problem (also known as the Ulam problem) (iii) directed polymers in…

Statistical Mechanics · Physics 2007-05-23 Satya N. Majumdar

Matrix models are a highly successful framework for the analytic study of random two dimensional surfaces with applications to quantum gravity in two dimensions, string theory, conformal field theory, statistical physics in random geometry,…

Mathematical Physics · Physics 2012-09-17 Razvan Gurau