Related papers: Heat Kernel Empirical Laws on $\mathbb{U}_N$ and $…
We consider a class of rotationally invariant unitary random matrix ensembles where the eigenvalue density falls off as an inverse power law. Under a new scaling appropriate for such power law densities (different from the scaling required…
Two-sided Gaussian bounds are established for the weighted heat kernels on the unit ball and simplex in $\mathbb{R}^d$ generated by classical differential operators whose eigenfunctions are algebraic polynomials.
We explicitly construct a heat kernel as a Neumann series for certain function spaces, such as $L^{1}$, $L^{2}$, and Hilbert spaces, associated to a locally compact Hausdorff space $\mathfrak{X}$ with Borel $\sigma$-algebra $\mathcal{B}$,…
In the past 20 years, the study of real eigenvalues of non-symmetric real random matrices has seen important progress. Notwithstanding, central questions still remain open, such as the characterization of their asymptotic statistics and the…
In this paper we establish the existence and uniqueness of heat kernels to a large class of time-inhomogenous non-symmetric nonlocal operators with Dini's continuous kernels. Moreover, quantitative estimates including two-sided estimates,…
The paper presents new metrics to quantify and test for (i) the equality of distributions and (ii) the independence between two high-dimensional random vectors. We show that the energy distance based on the usual Euclidean distance cannot…
The overarching goal of this paper is to link the notion of sets of finite perimeter (a concept associated with $N^{1,1}$-spaces) and the theory of heat semigroups (a concept related to $N^{1,2}$-spaces) in the setting of metric measure…
Covariance matrices are fundamental to the analysis and forecast of economic, physical and biological systems. Although the eigenvalues $\{\lambda_i\}$ and eigenvectors $\{{\bf u}_i\}$ of a covariance matrix are central to such endeavors,…
Consider Ginibre's ensemble of $N \times N$ non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance $\frac{1}{N}$. As $N \uparrow \infty$ the normalized counting measure of the…
We consider an approximate solution to the heat equation which consists of the derivatives of heat kernel. Some conditions in the initial value, under which the approximation converges to the solution of the heat equation or diverges when…
We establish uniform pointwise estimates for the densities of a family of $\alpha$-stable processes with respect to the index $\alpha \in [\alpha_0,2]$ for some $\alpha_0>0$. In addition, we estimate the difference between the heat kernels…
We investigate the spectral properties of the product of $M$ complex non-Hermitian random matrices that are obtained by removing $L$ rows and columns of larger unitary random matrices uniformly distributed on the group ${\rm U}(N+L)$. Such…
We study the thermodynamic properties of the hot gas in a sample of groups in the 0.012-0.024 redshift range, using XMM-Newton observations. We present measurements of temperature, entropy, pressure and iron abundance. Non-parametric fits…
We develop a framework for establishing the Law of Large Numbers for the eigenvalues in the random matrix ensembles as the size of the matrix goes to infinity simultaneously with the beta (inverse temperature) parameter going to zero. Our…
We prove edge universality of local eigenvalue statistics for orthogonal invariant matrix models with real analytic potentials and one interval limiting spectrum. Our starting point is the result of \cite{S:08} on the representation of the…
We study the spectral norm of random kernel matrices with polynomial scaling, where the number of samples scales polynomially with the data dimension. In this regime, Lu and Yau (2022) proved that the empirical spectral distribution…
We study inequalities related to the heat kernel for the hypoelliptic sublaplacian on an H-type Lie group. Specifically, we obtain precise pointwise upper and lower bounds on the heat kernel function itself. We then apply these bounds to…
This paper is concerned about random walks on random environments in the lattice $\mathbb{Z}^d$. This model is analyzed through ergodicity in the form of the logarithmic Sobolev inequality. We assume that the environments are random…
A probabilistic representation for a class of weighted $p$-radial distributions, based on mixtures of a weighted cone probability measure and a weighted uniform distribution on the Euclidean $\ell_p^n$-ball, is derived. Large deviation…
Using time dependent Lyapunov functions, we prove pointwise upper bounds for the heat kernels of some nonautonomous Kolmogorov operators with possibly unbounded drift and diffusion coefficients.