Related papers: Toy Model for Large Non-Symmetric Random Matrices
An understanding of the economic landscape in a world of ever increasing data necessitates representations of data that can inform policy, deepen understanding and guide future research. Topological Data Analysis offers a set of tools which…
This is a course on Random Matrix Theory which includes traditional as well as advanced topics presented with an extensive use of classical logarithmic plasma analogy and that of the quantum systems of one-dimensional interacting fermions…
One popular approach for nonstructural economic and financial forecasting is to include a large number of economic and financial variables, which has been shown to lead to significant improvements for forecasting, for example, by the…
We develop new econometric methods for the comparison of nonparametric time trends. In many applications, practitioners are interested in whether the observed time series all have the same time trend. Moreover, they would often like to know…
Motivated by recent problems in mathematical cosmology, in which temporal averaging methods are applied in order to analyze the future asymptotics of models which exhibit oscillatory behavior, we provide a theorem concerning the large-time…
In this study, the orthogonalization process for different inner products is applied to pairwise comparisons. Properties of consistent approximations of a given inconsistent pairwise comparisons matrix are examined. A method of a derivation…
This is a significantly expanded version of the survey paper "Mixing and decay of correlations in non-uniformly expanding maps: a survey of recent results" math/0301319. We discuss recent results on decay of correlations for non-uniformly…
A new method for the statistical analysis of 3D point processes, based on the family of Minkowski functionals, is explained and applied to modelled galaxy distributions generated by a toy-model and cosmological simulations of the…
We propose a novel class of time-varying nonparanormal graphical models, which allows us to model high dimensional heavy-tailed systems and the evolution of their latent network structures. Under this model, we develop statistical tests for…
We construct families of exotic spin-1/2 chains using a procedure called ``hard rod deformation''. We treat both integrable and non-integrable examples. The models possess a large non-commutative symmetry algebra, which is generated by…
We use an analytic toy model of turbulent convection to show that most of the scaling regimes are spoiled by logarithmic corrections, in a way consistent with the most accurate experimental measurements available nowadays. This sets a need…
It has been shown that, if a model displays long-range (power-law) spatial correlations, its equal-time correlation matrix of this model will also have a power law tail in the distribution of its high-lying eigenvalues. The purpose of this…
Products and sums of random matrices have seen a rapid development in the past decade due to various analytical techniques available. Two of these are the harmonic analysis approach and the concept of polynomial ensembles. Very recently, it…
Covariance matrix estimation concerns the problem of estimating the covariance matrix from a collection of samples, which is of extreme importance in many applications. Classical results have shown that $O(n)$ samples are sufficient to…
In social science, formal and quantitative models, such as ones describing economic growth and collective action, are used to formulate mechanistic explanations, provide predictions, and uncover questions about observed phenomena. Here, we…
We consider an urn model with multiple drawing and random time-dependent addition matrix. The model is very general with respect to previous literature: the number of sampled balls at each time-step is random, the addition matrix has…
The out-of-time-ordered correlators (OTOCs) have been proposed and widely used recently as a tool to define and describe many-body quantum chaos. Here, we develop the Keldysh non-linear sigma model technique to calculate these correlators…
In this paper we aim to assess linear relationships between the non constant variances of economic variables. The proposed methodology is based on a bootstrap cumulative sum (CUSUM) test. Simulations suggest a good behavior of the test for…
Statistical emulators of computer simulators have proven to be useful in a variety of applications. The widely adopted model for emulator building, using a Gaussian process model with strictly positive correlation function, is…
Thimble regularization as a solution to the sign problem has been successfully put at work for a few toy models. Given the non trivial nature of the method (also from the algorithmic point of view) it is compelling to provide evidence that…