Related papers: Generalized Hermite processes, discrete chaos and …
We develop some theoretical results for a robust similarity measure named "generalized min-max" (GMM). This similarity has direct applications in machine learning as a positive definite kernel and can be efficiently computed via…
In 1990 van Eijnghoven and Meyers introduced systems of holomorphic Hermite functions and reproducing kernel Hilbert spaces associated with the systems on the complex plane. Moreover they studied the relationship between the family of all…
We establish a family of uncertainty principles for finite linear combinations of Hermite functions. More precisely, we give a geometric criterion on a subset $S\subset \RR^d$ ensuring that the $L^2$-seminorm associated to $S$ is equivalent…
We associate to each $r$-multigraded, locally finitely generated ideal in the "large polynomial ring" on countably many indeterminates a power series in $r$ variables; this power series is the limit in the adic topology of the numerators of…
It is well known that Hermitian and non-Hermitian models exhibit distinct physics and require different theoretical tools. In this work, we propose a unified generating-function framework for both classes with generic boundary conditions…
The Hamilton principle is a variation principle describing the isolated and conservative systems, its Lagrange function is the difference between kinetic energy and potential energy. By Feynman path integration, we can obtain the Hermitian…
We propose a new definition of the Gaussian multiplicative chaos (GMC) and an approach based on the relation of subcritical GMC to randomized shifts of a Gaussian measure. Using this relation we prove general uniqueness and convergence…
We establish the convergence of the densities of a sequence of nonlinear functionals of an underlying Gaussian process to the density of a Gamma distribution. The key idea of our work is a new density formula for random variables in the…
Considering a determinantal point process on the real line, we establish a connection between the sine-kernel asymptotics for the correlation kernel and the CLT for mesoscopic linear statistics. This implies universality of mesoscopic…
Multivariable generalizations of the classical Hermite, Laguerre and Jacobi polynomials occur as the polynomial part of the eigenfunctions of certain Schr\"odinger operators for Calogero-Sutherland-type quantum systems. For the generalized…
In this paper we generalize some constructions and results due to Cayley and Hilbert. We define the concept of $\Omega$--process for an arbitrary algebraic monoid with zero and unit group $G$. Then we show how to produce from the process…
It is well known that the unitary evolution of a closed $M-$level quantum system can be generated by a non-Hermitian Hamiltonian $H$ with real spectrum. Its Hermiticity can be restored via an amended inner-product metric $\Theta$. In…
We generalise the construction of multivariate Hawkes processes to a possibly infinite network of counting processes on a directed graph $\mathbb G$. The process is constructed as the solution to a system of Poisson driven stochastic…
We present a general, asymptotical solution for the discretised harmonic oscillator. The corresponding Schr\"odinger equation is canonically conjugate to the Mathieu differential equation, the Schr\"odinger equation of the quantum pendulum.…
We extend the definition of generalized parity $P$, charge-conjugation $C$ and time-reversal $T$ operators to nondiagonalizable pseudo-Hermitian Hamiltonians, and we use these generalized operators to describe the full set of symmetries of…
We study a 2-parametric family of probability measures on the space of countable point configurations on the punctured real line (the points of the random configuration are concentrated near zero). These measures (or, equivalently, point…
Generalizations of the Hermite polynomials to many variables and/or to the complex domain have been located in mathematical and physical literature for some decades. Polynomials traditionally called complex Hermite ones are mostly…
We consider a system of differential equations in a fast long range dependent random environment and prove a homogenization theorem involving multiple scaling constants. The effective dynamics solves a rough differential equation, which is…
The classical Hermite-Biehler theorem describes possible zero sets of complex linear combinations of two real polynomials whose zeros strictly interlace. We provide the full characterization of zero sets for the case when this interlacing…
Linear multivariate Hawkes processes (MHP) are a fundamental class of point processes with self-excitation. When estimating parameters for these processes, a difficulty is that the two main error functionals, the log-likelihood and the…