Related papers: Proof of the BMV Conjecture

The Aharonov-Bergmann-Lebowitz rule assigns probabilities to quantum measurement results at time t on the condition that the system is prepared in a given way at t_1 < t and found in a given state at t_2 > t. The question whether the rule…

Let R be a commutative domain. We prove that an R-module B is projective if and only if Ext^1(B,T)=0 for any torsion module T. This answers in the affirmative a question raised by Kaplansky in 1962.

The critical point equation arises as a critical point of the total scalar curvature functional defined on the space of constant scalar curvature metrics of a unit volume on a compact manifold. In this equation, there exists a function $f$…

We study non-trivial translation-invariant probability measures on the space of entire functions of one complex variable. The existence (and even an abundance) of such measures was proven by Benjamin Weiss. Answering Weiss question, we find…

We provide an explicit probability measure on $\mathbb{R}$ for which the fifth time derivative of the entropy along the heat flow is positive at some time. This disproves the Gaussian completely monotone (GCM) conjecture (Cheng-Geng '15)…

The Bernoulli convolution with parameter $\lambda\in(0,1)$ is the measure on $\bf R$ that is the distribution of the random power series $\sum\pm\lambda^n$, where $\pm$ are independent fair coin-tosses. This paper surveys recent progress on…

We study the variance and the Laplace transform of the probability law of linear eigenvalue statistics of unitary invariant Matrix Models of n-dimentional Hermitian matrices as n tends to infinity. Assuming that the test function of…

It is shown that for any finite positive measure $\mu$ defined on a measure space $(S, \Sigma)$, and any Banach or Fr\'echet space $Z$, the control measure Theorem of Talagrand (T) is true for the case when the (stochastic) vector measure…

Let $H_0$ and $V(s)$ be self-adjoint, $V,V'$ continuously differentiable in trace norm with $V''(s)\geq 0$ for $s\in (s_1,s_2)$, and denote by $\{E_{H(s)}(\lambda)\}_{\lambda\in\bbR}$ the family of spectral projections of $H(s)=H_0+V(s)$.…

A key theorem formulated in the context of functional Mellin transforms generalizes the important relationship $\exp\mathrm{tr} M=\det\exp M$. Along with the involution symmetry of the zeta function, the theorem suggests a strategy for…

Variational Bayes (VB) provides a computationally efficient alternative to Markov Chain Monte Carlo, especially for high-dimensional and large-scale inference. However, existing theory on VB primarily focuses on fixed-dimensional settings…

In this paper, we prove a trace inequality $\text{Tr}[ f(A) A^s B^s ] \leq \text{Tr}[ f(A) (A^{1/2} B A^{1/2} )^s ]$ for any positive and monotone increasing function $f$, $s\in[0,1]$, and positive semi-definite matrices $A$ and $B$. On the…

Let $\Om$ be a Borel subset of $S^\Bbb N$ where $S$ is countable. A measure is called exchangeable on $\Om$, if it is supported on $\Om$ and is invariant under every Borel automorphism of $\Om$ which permutes at most finitely many…

We propose a variational Bayesian (VB) procedure for high-dimensional linear model inferences with heavy tail shrinkage priors, such as student-t prior. Theoretically, we establish the consistency of the proposed VB method and prove that…

We study the negative beta transformations $T_{-\beta}:=-\beta x +\lfloor\beta x\rfloor+1$ for $x\in(0,1]$ and $\beta>1$. We present a complete characterization of pairs of dstinct non-integers with the same $T_{-\beta}$-invariant measure:…

Let $T$ be a bijective map on $\mathbb{R}^n$ such that both $T$ and $T^{-1}$ are Borel measurable. For any $\btheta \in \mathbb{R}^n$ and any real $n \times n$ positive definite matrix $\Sigma,$ let $N (\btheta, \Sigma)$ denote the…

We consider an obliquely reflected Brownian motion $Z$ with positive drift in a quadrant stopped at time $T$, where $T:=\inf \{ t>0 : Z(t)=(0,0) \}$ is the first hitting time of the origin. Such a process can be defined even in the…

We consider an infinite-dimensional Gaussian regression model, equipped with a high-dimensional Gaussian prior. We address the frequentist validity of posterior credible sets for a vector of linear functionals. We specify conditions for a…

In this paper, we prove the convexity of trace functionals $$(A,B,C)\mapsto \text{Tr}|B^{p}AC^{q}|^{s},$$ for parameters $(p,q,s)$ that are best possible, where $B$ and $C$ are any $n$-by-$n$ positive definite matrices, and $A$ is any…

In this paper, we construct a class of random measures $\mu^{\mathbf{n}}$ by infinite convolutions. Given infinitely many admissible pairs $\{(N_{k}, B_{k})\}_{k=1}^{\infty}$ and a positive integral sequence…