Related papers: Local semicircle law in the bulk for Gaussian $\be…
We study two positional numeration systems which are known for allowing very efficient addition and multiplication of complex numbers. The first one uses the base $\beta = \imath - 1$ and the digit set $\mathcal{D} = \{ 0, \pm 1, \pm \imath…
The article is devoted to the problem of applying the maximum principle for finding optimal control parameters in simulation tasks of interest for a variety of engineering and industrial systems and processes. Especially important is the…
We consider asymptotics of orthogonal polynomial ensembles, in the macroscopic and mesoscopic scales. We prove both global and local laws of large numbers (analogous to the recently proven local semicircle law for Wigner matrices) under…
We derive a Gaussian approximation result for the maximum of a sum of random vectors under $(2+\iota)$-th moments. Our main theorem is abstract and nonasymptotic, and can be applied to a variety of statistical learning problems. The proof…
We present some applications of central limit theorems on mesoscopic scales for random matrices. When combined with the recent theory of "homogenization" for Dyson Brownian Motion, this yields the universality of quantities which depend on…
This paper is devoted to the problem of sampling Gaussian fields in high dimension. Solutions exist for two specific structures of inverse covariance : sparse and circulant. The proposed approach is valid in a more general case and…
Hochst\"attler, Kirsch, and Warzel showed that the semicircle law holds for generalized Curie-Weiss matrix ensembles at or above the critical temperature. We extend their result to the case of subcritical temperatures for which the…
This paper builds on recent research that focuses on regression modeling of continuous bounded data, such as proportions measured on a continuous scale. Specifically, it deals with beta regression models with mixed effects from a Bayesian…
Consider an ensemble of $N\times N$ non-Hermitian matrices in which all entries are independent identically distributed complex random variables of mean zero and absolute mean-square one. If the entry distributions also possess bounded…
In this study I develop a novel action for lattice gauge theory for finite systems, which accommodates non-periodic boundary conditions, implements the proper integral form of Gauss' law and exhibits an inherently symmetric energy momentum…
There is growing interest in improving our algorithmic understanding of fundamental statistical problems such as mean estimation, driven by the goal of understanding the limits of what we can extract from valuable data. The state of the art…
This paper studies beta ensembles on the real line in a high temperature regime, that is, the regime where $\beta N \to const \in (0, \infty)$, with $N$ the system size and $\beta$ the inverse temperature. In this regime, the convergence to…
Let $\Omega\subset\R^N$ be an arbitrary open set and denote by $(e^{-t(-\Delta)_{\RR^N}^s})_{t\ge 0}$ (where $0<s<1$) the semigroup on $L^2(\RR^N)$ generated by the fractional Laplace operator. In the first part of the paper we show that if…
In an indirect Gaussian sequence space model lower and upper bounds are derived for the concentration rate of the posterior distribution of the parameter of interest shrinking to the parameter value $\theta^\circ$ that generates the data.…
Using entropic inequalities from information theory, we provide new bounds on the total variation and 2-Wasserstein distances between a conditionally Gaussian law and a Gaussian law with invertible covariance matrix. We apply our results to…
The largest eigenvalue distribution of the Wishart-Laguerre ensemble, indexed by Dyson parameter $\beta$ and Laguerre parameter $a$, is fundamental in multivariate statistics and finds applications in diverse areas. Based on a…
This work is concerned with asymptotic approximations of the semi-classical Schr\"odinger equation in periodic media using Gaussian beams. For the underlying equation, subject to a highly oscillatory initial data, a hybrid of the Gaussian…
In this paper, we adopt the eigenvector empirical spectral distribution (VESD) to investigate the limiting behavior of eigenvectors of a large dimensional Wigner matrix W_n. In particular, we derive the optimal bound for the rate of…
Given a bounded regular domain $\omega \subset \mathbb{R}^{N-1}$ and the half-cylinder $\Sigma = \omega \times (0,+\infty)$, we consider the relative overdetermined torsion problem in $\Sigma$, i.e. \[\left\{ \begin{array}{ll} \Delta…
The implementation of the algebraic Bethe ansatz for the XXZ Heisenberg spin chain, of arbitrary spin-$s$, in the case, when both reflection matrices have the upper-triangular form is analyzed. The general form of the Bethe vectors is…