Related papers: Free Quadratic Harness
Hermite processes are self--similar processes with stationary increments which appear as limits of normalized sums of random variables with long range dependence. The Hermite process of order $1$ is fractional Brownian motion and the…
We present a simple construction for a tridiagonal matrix $T$ that commutes with the hopping matrix for the entanglement Hamiltonian ${\cal H}$ of open finite free-Fermion chains associated with families of discrete orthogonal polynomials.…
We study the high-dimensional limit of the free energy associated with the inference problem of finite-rank matrix tensor products. In general, we bound the limit from above by the unique solution to a certain Hamilton-Jacobi equation.…
This paper provides a compact method to lift the free exponential construction of Mellies-Tabareau-Tasson over the Hyland-Schalk double glueing for orthogonality categories. A condition ``reciprocity of orthogonality'' is presented simply…
We explore free knot diagrams, which are projections of knots into the plane which don't record over/under data at crossings. We consider the combinatorial question of which free knot diagrams give which knots and with what probability.…
A formula expressing free cumulants in terms of the Jacobi parameters of the corresponding orthogonal polynomials is derived. It combines Flajolet's theory of continued fractions and Lagrange inversion. For the converse we discuss…
We propose a simple technique for verifying probabilistic models whose transition probabilities are parametric. The key is to replace parametric transitions by nondeterministic choices of extremal values. Analysing the resulting…
Using the standard concepts of free random variables, we show that for a large class of nonhermitean random matrix models, the support of the eigenvalue distribution follows from their hermitean analogs using a conformal transformation. We…
We describe a procedure that creates an explicit complex-valued polynomial function of three-dimensional space, whose nodal lines are the three-twist knot $5_2$. The construction generalizes a similar approach for lemniscate knots: a braid…
Gaussian processes (GP) are a widely used model for regression problems in supervised machine learning. Implementation of GP regression typically requires $O(n^3)$ logic gates. We show that the quantum linear systems algorithm [Harrow et…
This paper explores hypothesis testing for the parametric forms of the mean and variance functions in regression models under diverging-dimension settings. To mitigate the curse of dimensionality, we introduce weighted residual empirical…
We present an iterative technique to obtain skew-orthogonal polynomials with quartic weight, arising in the study of symplectic ensembles of random matrices.
The purpose of this paper is to study the asymptotic behavior of the weighted least square estimators of the unknown parameters of random coefficient bifurcating autoregressive processes. Under suitable assumptions on the immigration and…
We define a class of "algebraic" random matrices. These are random matrices for which the Stieltjes transform of the limiting eigenvalue distribution function is algebraic, i.e., it satisfies a (bivariate) polynomial equation. The Wigner…
Parametric Markov chains have been introduced as a model for families of stochastic systems that rely on the same graph structure, but differ in the concrete transition probabilities. The latter are specified by polynomial constraints for…
We study the free product of rooted graphs and its various decompositions using quantum probabilistic methods. We show that the free product of rooted graphs is canonically associated with free independence, which completes the proof of the…
We estimate the unknown parameters of an asymmetric bifurcating autoregressive process (BAR) when some of the data are missing. In this aim, we model the observed data by a two-type Galton-Watson process consistent with the binary tree…
In the matrix product states approach to $n$ species diffusion processes the stationary probability distribution is expressed as a matrix product state with respect to a quadratic algebra determined by the dynamics of the process. The…
In this paper we study multi-matrix models whose potentials are perturbations of the quadratic potential associated with independent GUE random matrices. More precisely, we compute the free energy and the expectation of the trace of…
In the L\'evy construction of Brownian motion, a Haar-derived basis of functions is used to form a finite-dimensional process $W^{N}$ and to define the Wiener process as the almost sure path-wise limit of $W^{N}$ when $N$ tends to infinity.…