Related papers: Local semicircle law in the bulk for Gaussian $\be…

In previous work, a description of the result of applying the Householder tridiagonalization algorithm to a G$\beta$E random matrix is provided by Edelman and Dumitriu. The resulting tridiagonal ensemble makes sense for all $\beta>0$, and…

We prove a Liouville-type theorem for semilinear parabolic systems of the form $${\partial_t u_i}-\Delta u_i =\sum_{j=1}^{m}\beta_{ij} u_i^ru_j^{r+1}, \quad i=1,2,...,m$$ in the whole space ${\mathbb R}^N\times {\mathbb R}$. Very recently,…

We show that the limiting minimal eigenvalue distributions for a natural generalization of Gaussian sample-covariance structures (the "beta ensembles") are described by the spectrum of a random diffusion generator. By a Riccati…

We study the rate of convergence for the largest eigenvalue distributions in the Gaussian unitary and orthogonal ensembles to their Tracy-Widom limits. We show that one can achieve an $O(N^{-2/3})$ rate with particular choices of the…

We establish the Gaussian Double-Bubble Conjecture: the least Gaussian-weighted perimeter way to decompose $\mathbb{R}^n$ into three cells of prescribed (positive) Gaussian measure is to use a tripod-cluster, whose interfaces consist of…

The wonderful formulas by I.Dumitriu and A.Edelman rewrite $\beta$-ensemble, with eigenvalue integrals containing Vandermonde factors in the power $2\beta$, through integrals over tridiagonal matrices, where $\beta$-dependent are the powers…

Randomized quadratures for integrating functions in Sobolev spaces of order $\alpha \ge 1$, where the integrability condition is with respect to the Gaussian measure, are considered. In this function space, the optimal rate for the…

Many functions have approximately-known upper and/or lower bounds, potentially aiding the modeling of such functions. In this paper, we introduce Gaussian process models for functions where such bounds are (approximately) known. More…

We consider finite $\beta$-ensembles $\mathcal X_{n,\beta}^{\mathbb F}$ with $n$ points on $\mathbb F$, where $\mathbb F$ denotes either the real line or the complex plane. Let $U$ be a bounded subset of $ \mathbb F$ such that $\partial U$…

In this paper, we derive new, nearly optimal bounds for the Gaussian approximation to scaled averages of $n$ independent high-dimensional centered random vectors $X_1,\dots,X_n$ over the class of rectangles in the case when the covariance…

We consider a convex constrained Gaussian sequence model and characterize necessary and sufficient conditions for the least squares estimator (LSE) to be minimax optimal. For a closed convex set $K\subset \mathbb{R}^n$ we observe…

We derive novel anti-concentration bounds for the difference between the maximal values of two Gaussian random vectors across various settings. Our bounds are dimension-free, scaling with the dimension of the Gaussian vectors only through…

We consider the problem of estimating the parameters a Gaussian Mixture Model with K components of known weights, all with an identity covariance matrix. We make two contributions. First, at the population level, we present a sharper…

The non-Gaussian distribution of primordial perturbations has the potential to reveal the physical processes at work in the very early Universe. Local models provide a well-defined class of non-Gaussian distributions that arise naturally…

Let $\Gamma=\langle \alpha, \beta \rangle$ be a numerical semigroup. In this article we consider the dual $\Delta^*$ of a $\Gamma$-semimodule $\Delta$; in particular we deduce a formula that expresses the minimal set of generators of…

Nonlocal magic quantifies the irreducible nonstabilizerness of a bipartite quantum state after optimizing over local basis changes. We study nonlocal magic for pure fermionic Gaussian states, and derive a simple closed-form entanglement…

We consider random Hermitian matrices with independent upper triangular entries. Wigner's semicircle law says that under certain additional assumptions, the empirical spectral distribution converges to the semicircle distribution. We…

A physical system is said to satisfy a thermal area law if the mutual information between two adjacent regions in the Gibbs state is controlled by the area of their boundary. Thermal area laws have been derived for systems with bounded…

Let L be a positive line bundle over a projective complex manifold X. Consider the space of holomorphic sections of the tensor power of order p of L. The determinant of a basis of this space, together with some given probability measure on…

We develop a regularization of the quantum microcanonical ensemble, called a Gaussian ensemble, which can be used for derivation of the canonical ensemble from microcanonical principles. The derivation differs from the usual methods by…