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Let $M$ be a relatively compact connected open subset with smooth connected boundary of a complex manifold $M'$. Let $(L,h^L)\rightarrow M'$ be a positive line bundle over $M'$. Suppose that $M'$ admits a holomorphic $\mathbb{R}$-action…

We derived the closed-form asymptotic optimism of linear regression models under random designs, and generalizes it to kernel ridge regression. Using scaled asymptotic optimism as a generic predictive model complexity measure, we studied…

The method which allows for asymptotic expansion of the one-loop effective action W=ln det A is formulated. The positively defined elliptic operator A= U + M^2 depends on the external classical fields taking values in the Lie algebra of the…

Motivated by the entropic optimal transport problem in unbounded settings, we study versions of Hilbert's projective metric for spaces of integrable functions of bounded growth. These versions of Hilbert's metric originate from cones which…

The Large N expansion in gauge models with an NJL mechanism is discussed in view of the resulting fermionic mass matrix. A hidden symmetry model is introduced.

Motivated by the connection between the eigenvalues of the complex Ginibre matrix model and the magnetic Laplacian in the complex plane, we derive analogues of the complex Hermite polynomials for the elliptic Ginibre model. To this end, we…

Parametric high-dimensional regression analysis requires the usage of regularization terms to get interpretable models. The respective estimators can be regarded as regularized M-functionals which are naturally highly nonlinear. We study…

For $d \ge 2$, let $X$ be a random vector having a Bingham distribution on $\mathcal{S}^{d-1}$, the unit sphere centered at the origin in $\R^d$, and let $\Sigma$ denote the symmetric matrix parameter of the distribution. Let $\Psi(\Sigma)$…

Consider $N\times N$ Hermitian or symmetric random matrices $H$ where the distribution of the $(i,j)$ matrix element is given by a probability measure $\nu_{ij}$ with a subexponential decay. Let $\sigma_{ij}^2$ be the variance for the…

We study infinite weighted graphs with view to \textquotedblleft limits at infinity,\textquotedblright or boundaries at infinity. Examples of such weighted graphs arise in infinite (in practice, that means \textquotedblleft…

The S-matrix in the static limit of a dispersion relation has a finite order N and is a matrix of meromorfic functions of energy in the complex plane with cuts. In the elastic case it reduces to N functions connected by the crossing…

This paper presents asymptotic results for the maximum likelihood and restricted maximum likelihood (REML) estimators within a two-way crossed mixed effect model as the sizes of the rows, columns, and cells tend to infinity. Under very mild…

We consider the asymptotic expansion of the functional series \[S_{\mu,\gamma}(a;\lambda)=\sum_{n=1}^\infty \frac{n^\gamma e^{-\lambda n^2/a^2}}{(n^2+a^2)^\mu}\] for real values of the parameters $\gamma$, $\lambda>0$ and $\mu\geq0$ as…

The purpose of the present work is twofold. First, we develop the theory of general self-similar growth-fragmentation processes by focusing on martingales which appear naturally in this setting and by recasting classical results for…

These notes provide an introduction to the noncommutative matrix geometry which arises within matrix models of Yang-Mills type. Starting from basic examples of compact fuzzy spaces, a general notion of embedded noncommutative spaces…

The quasi-likelihood estimator and the Bayesian type estimator of the volatility parameter are in general asymptotically mixed normal. In case the limit is normal, the asymptotic expansion was derived in Yoshida (1997) as an application of…

Motivated by the vacuum selection problem of string/M theory, we study a new geometric invariant of a positive Hermitian line bundle $(L, h)\to M$ over a compact K\"ahler manifold: the expected distribution of critical points of a Gaussian…

For positive integers $d$ and $p$ such that $d \ge p$, let $\mathbb{R}^{d \times p}$ denote the set of $d \times p$ real matrices, $I_p$ be the identity matrix of order $p$, and $V_{d,p} = \{x \in \mathbb{R}^{d \times p} \mid x'x = I_p\}$…

We present a method, based on loop equations, to compute recursively all the terms in the large $N$ topological expansion of the free energy for the 2-hermitian matrix model. We illustrate the method by computing the first subleading term,…

We establish the first connection between $2d$ Liouville quantum gravity and natural dynamics of random matrices. In particular, we show that if $(U_t)$ is a Brownian motion on the unitary group at equilibrium, then the measures $$…