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The integration of physical relationships into stochastic models is of major interest e.g. in data assimilation. Here, a multivariate Gaussian random field formulation is introduced, which represents the differential relations of the…
We exhibit the Kontsevich matrix model with arbitrary potential as a BKP tau-function with respect to polynomial deformations of the potential. The result can be equivalently formulated in terms of Cartan-Pl\"ucker relations of certain…
This note presents a unified analysis of the recovery of simple objects from random linear measurements. When the linear functionals are Gaussian, we show that an s-sparse vector in R^n can be efficiently recovered from 2s log n…
The Kazakov--Migdal (KM) Model is a U(N) Lattice Gauge Theory with a Scalar Field in the adjoint representation but with no kinetic term for the Gauge Field. This model is formally soluble in the limit $N\rightarrow \infty$ though explicit…
We perform a two-loop calculation of the effective Lagrangian for the low--energy modes of the quantum mechanical system obtained by dimensional reduction from 4D, N = 1 supersymmetric QED. The bosonic part of the Lagrangian describes the…
We suggest a possible algorithm to calculate one-loop n-point functions within a variant of light-front perturbation theory. The key ingredients are the covariant Passarino-Veltman scheme and a surprising integration formula that localises…
We examine a special case of the multilevel factor model, with covariance given by multilevel low rank (MLR) matrix~\cite{parshakova2023factor}. We develop a novel, fast implementation of the expectation-maximization algorithm, tailored for…
We compute various correlation functions at the planar level in a simple supersymmetric matrix model, whose scalar potential is in shape of a double-well. The model has infinitely degenerate vacua parametrized by filling fractions \nu_\pm…
We introduce and study the class of linear transfers between probability distributions and the dual class of Kantorovich operators between function spaces. Linear transfers can be seen as an extension of convex lower semi-continuous…
This paper is devoted to logarithmic Hardy-Littlewood-Sobolev inequalities in the two-dimensional Euclidean space, in presence of an external potential with logarithmic growth. The coupling with the potential introduces a new parameter,…
We present the diagrammatic technique for calculating the free energy of the matrix eigenvalue model (the model with arbitrary power beta by the Vandermonde) to all orders of 1/N expansion in the case where the limiting eigenvalue…
We revisit the smallest non-physical singularity of the hard-sphere model in one dimension, also known as Tonks gas. We give an explicit expression of the free energy and reduced correlations at negative real fugacity and elaborate the…
Under the Neumann constraints, each equation of the KdV hierarchy is decomposed into two finite dimensional systems, including the well-known Neumann model. Like in the case of the Bargmann constraint, the explicit Lax representations are…
M.Kazarian and S.Lando found a 1-parametric interpolation between Kontsevich and Hurwitz partition functions, which entirely lies within the space of KP tau-functions. V.Bouchard and M.Marino suggested that this interpolation satisfies some…
Analytical solutions of the N-dimensional Schr\"odinger equation for the newly proposed Varshni-Hulth\'en potential are obtained within the framework of Nikiforov-Uvarov method by using Greene-Aldrich approximation scheme to the centrifugal…
Inspired by Eynard-Orantin topological recursions, we reformulate the Virasoro constraints for curves as residues of multilinear differentials. As applications they can be used to compute the $n$-point functions of Gromov-Witten invariants…
In these lecture notes we review the various relations between intersection theory on the moduli space of Riemann surfaces, integrable hierarchies of KdV type, matrix models, and topological quantum field theories. We explain in particular…
We prove Penner's theorem on horocycles and theorems of Ptolemy and Casey, all with full converses, in hyperbolic space of several dimensions. Recently Waddle observed that the equations underpinning these three theorems are related, and it…
The generating series of the intersection numbers of the stable cohomology classes on moduli spaces of curves satisfies the string equation and a KdV hierarchy. Kontsevich's original proof of this result uses a matrix model and the matrix…
We analyze two different confining mechanisms for L\'{e}vy flights in the presence of external potentials. One of them is due to a conservative force in the corresponding Langevin equation. Another is implemented by Levy-Schroedinger…