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L\'{e}vy flights can be described using a Fokker-Planck equation which involves a fractional derivative operator in the position co-ordinate. Such an operator has its natural expression in the Fourier domain. Starting with this, we show…
Let $\{X_{1}(t)\}_{0\leq t\leq1}$ and $\{X_{2}(t)\}_{0\leq t\leq1}$ be two independent continuous centered Gaussian processes with covariance functions$R_{1}$ and $R_{2}$. This paper shows that if the covariance functions are of finite…
We present an alternative approach to studying topology in open quantum systems, relying directly on Green's functions and avoiding the need to construct an effective non-Hermitian Hamiltonian. We define an energy-dependent Chern number…
Probabilistic inversion methods based on Markov chain Monte Carlo (MCMC) simulation are well suited to quantify parameter and model uncertainty of nonlinear inverse problems. Yet, application of such methods to CPU-intensive forward models…
For a restricted class of potentials (harmonic+Gaussian potentials), we express the resolvent integral for the correlation functions of simple traces of powers of complex matrices of size $N$, in term of a determinant; this determinant is…
In this article, we explore Bayesian extensions of the tensor normal model through a geometric expansion of the multi-way covariance's Cholesky factor inspired by the Fr\'echet mean under the log-Cholesky metric. Specifically, within a…
We argue that restricted Schur polynomials provide a useful parameterization of the complete set of gauge invariant variables of multi-matrix models. The two point functions of restricted Schur polynomials are evaluated exactly in the free…
We consider a Lie algebra generalizing the Virasoro algebra to the case of two space variables. We study its coadjoint representation and calculate the corresponding Euler equations. In particular, we obtain a bi-Hamiltonian system that…
A two-dimensional statistical model of N charged particles interacting via logarithmic repulsion in the presence of an oppositely charged regular closed region K whose charge density is determined by its equilibrium potential at an inverse…
We compute the complete topological expansion of the formal hermitian two-matrix model. For this, we refine the previously formulated diagrammatic rules for computing the 1/ N expansion of the nonmixed correlation functions and give a new…
We show that the Kontsevich integral on $n\times n$ matrices ($n< \infty$) is the isomonodromic tau function associated to a $2\times 2$ Riemann--Hilbert problem. The approach allows us to gain control of the analysis of the convergence as…
We introduce a novel kernel that models input-dependent couplings across multiple latent processes. The pairwise joint kernel measures covariance along inputs and across different latent signals in a mutually-dependent fashion. A latent…
Generalized Kontsevich Matrix Model (GKMM) with a certain given potential is the partition function of $r$-spin intersection numbers. We represent this GKMM in terms of fermions and expand it in terms of the Schur polynomials by…
Continuous dually epi-translation invariant valuations on convex functions are characterized in terms of the Fourier-Laplace transform of the associated Goodey-Weil distributions. This description is used to obtain integral representations…
The explicit construction of direct and inverse Fourier's vector transform with discontinuous coefficients is presented. The technique of applying Fourier's vector transform with discontinuous coefficients for solving problems of…
In this paper we consider the stochastic six-vertex model in the quadrant started with step initial data. After a long time $T$, it is known that the one-point height function fluctuations are of order $T^{1/3}$ and governed by the…
We discuss exact results for the full nonperturbative effective superpotentials of four dimensional $\mathcal{N}=1$ supersymmetric U(N) gauge theories with additional chiral superfield in the adjoint representation and the free energies of…
Algorithms are presented for evaluating gradients and Hessians of logarithmic barrier functions for two types of convex cones: the cone of positive semidefinite matrices with a given sparsity pattern, and its dual cone, the cone of sparse…
We study numerically the two-point correlation functions of height functions in the six-vertex model with domain wall boundary conditions. The correlation functions and the height functions are computed by the Markov chain Monte-Carlo…
Since the breakthrough of twistronics a plethora of topological phenomena in two dimensions has appeared, specially relating topology and electronic correlations. These systems can be typically analyzed in terms of lattice models of…