Related papers: Various equations for gap probabilities of coupled…

It is a result of Ginibre that the normalized bulk $k$-point correlation functions of a complex $n\times n$ Gaussian matrix with independent entries of mean zero and unit variance are asymptotically given by the determinantal point process…

Ranking problems based on pairwise comparisons, such as those arising in online gaming, often involve a large pool of items to order. In these situations, the gap in performance between any two items can be significant, and the smallest and…

Attention has been brought to the possibility that statistical fluctuation properties of several complex spectra, or, well-known number sequences may display strong signatures that the Hamiltonian yielding them as eigenvalues is…

Hyper-parameter optimization remains as the core issue of Gaussian process (GP) for machine learning nowadays. The benchmark method using maximum likelihood (ML) estimation and gradient descent (GD) is impractical for processing big data…

In this paper we use Gaussian processes (kernel methods) to learn mappings between trajectories of distinct differential equations. Our goal is to simplify both the representation and the solution of these equations. We begin by examining…

We establish a matrix generalization of the ultradiscrete fourth Painlev\'e equation (ud-PIV). Well-defined multicomponent systems that permit ultradiscretization are obtained using an approach that relies on a group defined by constraints…

The partly symmetric real Ginibre ensemble consists of matrices formed as linear combinations of real symmetric and real anti-symmetric Gaussian random matrices. Such matrices typically have both real and complex eigenvalues. For a fixed…

What is the connection of random matrices with integrable systems? Is this connection really useful? Introducing apprpriate times in the distribution of the ensemble of matrices, one shows that the corresponding distribution of the…

This paper studies the extreme gaps between eigenvalues of random matrices. We give the joint limiting law of the smallest gaps for Haar-distributed unitary matrices and matrices from the Gaussian unitary ensemble. In particular, the kth…

Maximally supersymmetric gauge theories have experienced renewed interest due to the AdS/CFT correspondence and its conjectured S-duality. These gauge theories possess a large amount of symmetry and have quasi-integrable properties. We…

We compute some exact results for the gap-ratio of mixed Wigner surmises for up to four eigenvalues and $0\leq\beta\leq4$. The main results concern equal mixtures of the GOE, GUE, and GSE random matrix classes. These give rise to…

Let $X^\beta$ be a real symmetric or complex Hermitian matrix whose entries are independent Gaussian random fields. We provide the sufficient and necessary conditions such that multiple collisions of eigenvalue processes of $A^\beta +…

We develop and modify the Adomian decomposition method (ADecM) to work for a new type of nonlinear matrix differential equations (MDE's) which arise in general relativity (GR) and possibly in other applications. The approach consists in…

We provide a generalisation of Pinelis' Rademacher-Gaussian tail comparison to complex coefficients. We also establish uniform bounds on the probability that the magnitude of weighted sums of independent random vectors uniform on Euclidean…

Accompanied with the rising popularity of compressed sensing, the Alternating Direction Method of Multipliers (ADMM) has become the most widely used solver for linearly constrained convex problems with separable objectives. In this work, we…

We study the universality of the local eigenvalue statistics of Gaussian divisible Hermitian Wigner matrices. These random matrices are obtained by adding an independent GUE matrix to an Hermitian random matrix with independent elements, a…

Our study is dedicated to the probabilistic representation and numerical approximation of solutions to coupled systems of variational inequalities. The dynamics of each component of the solution is driven by a different linear parabolic…

This paper is devoted to the study of the large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions. This work is the sequel of [13] in which a probabilistic method was developped to show that the…

We establish sparsity and summability results for coefficient sequences of Wiener-Hermite polynomial chaos expansions of countably-parametric solutions of linear elliptic and parabolic divergence-form partial differential equations with…

We consider the 2-dimensional Toda lattice tau functions $\tau_n(t,s;\eta,\theta)$ deforming the probabilities $\tau_n(\eta,\theta)$ that a randomly chosen matrix from the unitary group U(n), for the Haar measure, has no eigenvalues within…