Related papers: Asymptotic analysis of the two matrix model with a…
In this paper we prove the asymptotic efficiency of the model selection procedure proposed by the authors in the first part. To this end we introduce the robust risk as the least upper bound of the quadratical risk over a broad class of…
In this talk we go over several new developments regarding the techniques for a large class of non-hermitian matrix models with unitary randomness (complex random numbers). In particular, we discuss: (a) - A diagrammatic approach based on a…
Because of the relevance of the results, this paper is merged into the paper titled "On the Number of Solutions to Asymptotic Plateau Problem" (arXiv:math.DG/0505593) as a new section.
We study Hermitian random matrix models with an external source matrix which has equispaced eigenvalues, and with an external field such that the limiting mean density of eigenvalues is supported on a single interval as the dimension tends…
This is a review paper outlining recent progress in the spectral analysis of first order systems. We work on a closed manifold and study an elliptic self-adjoint first order system of linear partial differential equations. The aim is to…
We show that the family of pseudo-random matrices recently discovered by Soloveychik, Xiang, and Tarokh in their work `Symmetric Pseudo-Random Matrices' exhibits asymptotic independence. More specifically, any two sequences of matrices of…
We briefly review the connection between the fuzzy field theories and matrix models and describe the main features of the models that appear. We summarize the different approaches to their analysis, some of the recent results and the…
This is my dissertation. Its research object is a symmetric group of permutations acting on a finite set. The density of permutations with a given cycle structure pattern is explored when the group order tends to infinity. New and sharper…
This paper considers the linear-quadratic dual control problem where the system parameters need to be identified and the control objective needs to be optimized in the meantime. Contrary to existing works on data-driven linear-quadratic…
The quark-antiquark potential is constructed by making use of a new analytic running coupling in QCD. This running coupling arises under ``analytization'' of the renormalization group equation. The rising behavior of the quark-antiquark…
The analytic and formal solutions of certain family of $q$-difference-differential equations under the action of a complex perturbation parameter is considered. The previous study of the last two authors provides information in the case…
An asymptotic expansion with respect to a small parameter of the solution of the Cauchy problem is constructed for a system of three transfer equations, two of which are singularly perturbed by the degeneracy of the entire senior part of…
We develop asymptotic approximations that can be applied to sequential estimation and inference problems, adaptive randomized controlled trials, and related settings. In batched adaptive settings where the decision at one stage can affect…
We analyze a new algorithm for probability forecasting of binary observations on the basis of the available data, without making any assumptions about the way the observations are generated. The algorithm is shown to be well calibrated and…
We survey a variety of results about partially isometric matrices. We focus primarily on results that are distinctly finite-dimensional. For example, we cover a recent solution to the similarity problem for partial isometries. We also…
In a previous paper [3] we have studied flows defined on polytopes, presenting a new method to encapsulate its asymptotic dynamics along the edge-vertex heteroclinic network. These results apply to the class of polymatrix replicator…
Modeling and forecasting covariance matrices of asset returns play a crucial role in finance. The availability of high frequency intraday data enables the modeling of the realized covariance matrix directly. However, most models in the…
We reveal a dynamical SU(2) symmetry in the asymptotic description of supersymmetric matrix models. We also consider a recursive approach for determining the ground state, and point out some additional properties of the model(s).
We study pointwise potential estimates of the weak nonnegative solutions for the double phase elliptic equations with variables powers of nonlinearity: p(x), q(x). We discuss also the applications of the obtained theoretical results for the…
We discuss recent progress many problems in random matrix theory of a combinatorial nature, including several breakthroughs that solve long standing famous conjectures.