Related papers: Local semicircle law in the bulk for Gaussian $\be…
We obtain a Gessel-type expansion in Jack polynomials for the expectations of multiplicative functionals in the circular $\beta$-ensemble. As a consequence, we establish a Szeg\H{o}-type limit theorem for all $H^{1/2}(\mathbb{T})$ functions…
The eigenvalue density for members of the Gaussian orthogonal and unitary ensembles follows the Wigner semi-circle law. If the Gaussian entries are all shifted by a constant amount c/Sqrt(2N), where N is the size of the matrix, in the large…
In this article, we consider $\beta$-ensembles, i.e. collections of particles with random positions on the real line having joint distribution $$\frac{1}{Z_N(\beta)}|\Delta(\lambda)|^\beta e^{- \frac{N\beta}{4}\sum_{i=1}^N\lambda_i^2}d…
This paper studies the problem of estimating the means $\pm\theta_{*}\in\mathbb{R}^{d}$ of a symmetric two-component Gaussian mixture $\delta_{*}\cdot N(\theta_{*},I)+(1-\delta_{*})\cdot N(-\theta_{*},I)$ where the weights $\delta_{*}$ and…
We compute exact asymptotic of the statistical density of random matrices belonging to the Generalized Gaussian orthogonal, unitary and symplectic ensembles such that there no eigenvalues in the interval $[\sigma, +\infty[$. In particular,…
We study the largest eigenvalue of a Gaussian random symmetric matrix $X_n$, with zero-mean, unit variance entries satisfying the condition $\sup_{(i, j) \ne (i', j')}|\mathbb{E}[X_{ij} X_{i'j'}]| = O(n^{-(1 + \varepsilon)})$, where…
In this contribution I discuss a recent proposal of a novel action for lattice gauge theory for finite systems, which accommodates non-periodic spatial boundary conditions. Drawing on the summation-by-parts formulation of finite differences…
Let $X$ be a symmetric, isotropic random vector in $\mathbb{R}^m$ and let $X_1...,X_n$ be independent copies of $X$. We show that under mild assumptions on $\|X\|_2$ (a suitable thin-shell bound) and on the tail-decay of the marginals…
This paper is concerned with the study of the Strong Maximum Principle for semicontinuous viscosity solutions of fully nonlinear, second-order parabolic integro-differential equations. We study separately the propagation of maxima in the…
We present general four-loop template $\beta$-functions and anomalous field dimensions for renormalisable scalar-fermion theories in three dimensions. By imposing $\mathcal{N}=1$ and $\mathcal{N}=2$ supersymmetry, we obtain relations…
We consider the semi-classical limit of the quantum evolution of Gaussian coherent states whenever the Hamiltonian $\mathsf H$ is given, as sum of quadratic forms, by $\mathsf H=…
Higher-order numerical methods are used to find accurate numerical solutions to hyperbolic partial differential equations and equations of transport type. Limiting is required to either converge to the correct type of solution or to adhere…
Gaussian and Chiral Beta-Ensembles, which generalise well known orthogonal (Beta=1), unitary (Beta=2), and symplectic (Beta=4) ensembles of random Hermitian matrices, are considered. Averages are shown to satisfy duality relations like…
We study the three-loop gauge $\beta$-functions in general $\mathcal{N}=1$ supersymmetric gauge theories regularized by higher covariant derivatives (HCD) supplemented with Pauli--Villars subtraction. The all-structure three-loop form of…
We show that several well-known one-dimensional quantum systems possess a hidden nonlocal supersymmetry. The simplest example is the open XXZ spin chain with \Delta=-1/2. We use the supersymmetry to place lower bounds on the ground state…
We obtain upper and lower Gaussian density estimates for the law of each component of the solution to a one-dimensional fully coupled forward-backward SDE (FBSDE). Our approach relies on the link between FBSDEs and quasilinear parabolic…
We consider the problem of spherical Gaussian Mixture models with $k \geq 3$ components when the components are well separated. A fundamental previous result established that separation of $\Omega(\sqrt{\log k})$ is necessary and sufficient…
A well-known result across information theory, machine learning, and statistical physics shows that the maximum entropy distribution under a mean constraint has an exponential form called the Gibbs-Boltzmann distribution. This is used for…
We consider the empirical eigenvalue distribution for a class of non-Hermitian random block tridiagonal matrices $T$ with independent entries. The matrix has $n$ blocks on the diagonal and each block has size $\ell_n$, so the whole matrix…
It is well-known that the number of planar maps with prescribed vertex degree distribution and suitable labeling can be represented as the leading coefficient of the $\frac{1}{N}$-expansion of a joint cumulant of traces of powers of an…