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We construct a generalization of the Ornstein-Uhlenbeck processes on the cone of covariance matrices endowed with the Log-Euclidean and the Affine-Invariant metrics. Our development exploits the Riemannian geometric structure of symmetric…

Methodology · Statistics 2022-11-18 Mai Ngoc Bui , Yvo Pokern , Petros Dellaportas

Automated methods for discovering mechanistic simulator models from observational data offer a promising path toward accelerating scientific progress. Such methods often take the form of agentic-style iterative workflows that repeatedly…

Machine Learning · Computer Science 2026-02-23 Stefan Wahl , Raphaela Schenk , Ali Farnoud , Jakob H. Macke , Daniel Gedon

We analyze a random lozenge tiling model of a large regular hexagon, whose underlying weight structure is periodic of period $2$ in both the horizontal and vertical directions. This is a determinantal point process whose correlation kernel…

Mathematical Physics · Physics 2020-10-02 Christophe Charlier

We construct a scattering theory for harmonic one-forms on Riemann surfaces, obtained from boundary value problems involving systems of curves and the jump problem. We obtain an explicit expression for the scattering matrix in terms of…

Differential Geometry · Mathematics 2025-06-11 Eric Schippers , Wolfgang Staubach

Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…

Mathematical Physics · Physics 2017-06-19 J. P. Keating , N. Linden , H. J. Wells

We study the spectral properties of the transfer matrix for a gonihedric random surface model on a three-dimensional lattice. The transfer matrix is indexed by generalized loops in a natural fashion and is invariant under a group of motions…

High Energy Physics - Theory · Physics 2009-10-31 Thordur Jonsson , George K. Savvidy

Diagonalizability plays an important role in the analysis and design of multivariable systems. A structured matrix is called structurally diagonalizable if almost all of its numerical realizations, obtained by assigning real values to its…

Optimization and Control · Mathematics 2026-01-30 Yuan Zhang , Yutong Han , Yuanqing Xia , Aming Li

A randomized algorithm for computing a data sparse representation of a given rank structured matrix $A$ (a.k.a. an $H$-matrix) is presented. The algorithm draws on the randomized singular value decomposition (RSVD), and operates under the…

Numerical Analysis · Mathematics 2024-06-25 James Levitt , Per-Gunnar Martinsson

It is shown that the square-triangle random tiling model is equivalent to an asymmetric limit of the three colouring model on the honeycomb lattice. The latter model is known to be the O(n) model at T=0 and corresponds to the integrable…

solv-int · Physics 2009-10-30 Jan de Gier , Bernard Nienhuis

We study the hexagonal lattice $\mathbb{Z}[\omega]$, where $\omega^6=1$. More specifically, we study the angular distribution of hexagonal lattice points on circles with a fixed radius. We prove that the angles are equidistributed on…

Number Theory · Mathematics 2007-05-23 Oscar Marmon

We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…

Machine Learning · Statistics 2015-06-15 Zhaoshi Meng , Dennis Wei , Ami Wiesel , Alfred O. Hero

We study statistical properties of a class of band random matrices which naturally appears in systems of interacting particles. The local spectral density is shown to follow the Breit-Wigner distribution in both localized and delocalized…

Condensed Matter · Physics 2009-10-28 Ph. Jacquod , D. L. Shepelyansky

Graphical models are a rich language for describing high-dimensional distributions in terms of their dependence structure. While there are algorithms with provable guarantees for learning undirected graphical models in a variety of…

Machine Learning · Computer Science 2018-11-07 Guy Bresler , Frederic Koehler , Ankur Moitra , Elchanan Mossel

We revisit the so-called folded XXZ model, which was treated earlier by two independent research groups. We argue that this spin-1/2 chain is one of the simplest quantum integrable models, yet it has quite remarkable physical properties.…

Statistical Mechanics · Physics 2021-10-13 Balázs Pozsgay , Tamás Gombor , Arthur Hutsalyuk , Yunfeng Jiang , Levente Pristyák , Eric Vernier

We give a generalization of the random matrix ensembles, including all lassical ensembles. Then we derive the joint density function of the generalized ensemble by one simple formula, which give a direct and unified way to compute the…

Mathematical Physics · Physics 2007-05-23 Jinpeng An , Zhengdong Wang , Kuihua Yan

We consider a six-parameter family of the square integrable wave functions for the simple harmonic oscillator, which cannot be obtained by the standard separation of variables. They are given by the action of the corresponding maximal…

Quantum Physics · Physics 2012-01-04 Raquel M. Lopez , Sergei K. Suslov , Jose M. Vega-Guzman

We use a unified framework to summarize sixteen randomized iterative methods including Kaczmarz method, coordinate descent method, etc. Some new iterative schemes are given as well. Some relationships with \textsc{mg} and \textsc{ddm} are…

Numerical Analysis · Mathematics 2017-09-01 Hua Xiang , Lin Zhang

A simple non-Hermitean random matrix (RM) model is used to study the Glasgow method of finite-density lattice QCD. The zeros of the RM partition function are evaluated through an averaging procedure, involving the zeros of the RM…

High Energy Physics - Lattice · Physics 2008-11-26 Miklos-Adam Halasz

In the randomly-oriented Manhattan lattice, every line in $\mathbb{Z}^d$ is assigned a uniform random direction. We consider the directed graph whose vertex set is $\mathbb{Z}^d$ and whose edges connect nearest neighbours, but only in the…

Probability · Mathematics 2018-02-13 Sean Ledger , Bálint Tóth , Benedek Valkó

We study numerically and analytically the spectrum of incidence matrices of random labeled graphs on N vertices : any pair of vertices is connected by an edge with probability p. We give two algorithms to compute the moments of the…

Statistical Mechanics · Physics 2015-06-24 M. Bauer , O. Golinelli