English
Related papers

Related papers: Random Matrix Systems with Block-Based Behavior an…

200 papers

We consider a multiple-input multiple-output (MIMO) multiple access channel (MAC), where the channel between each transmitter and the receiver is modeled by the doubly-scattering channel model. Based on novel techniques from random matrix…

Information Theory · Computer Science 2011-05-11 Jakob Hoydis , Romain Couillet , Merouane Debbah

We study the asymptotics of sums of matricially free random variables called random pseudomatrices, and we compare it with that of random matrices with block-identical variances. For objects of both types we find the limit joint…

Operator Algebras · Mathematics 2014-07-25 Romuald Lenczewski

Starting from a characterization of holomorphic functions in terms of a suitable mean value property, we build some nonlinear asymptotic characterizations for complex-valued solutions of certain nonlinear systems, which have to do with the…

Analysis of PDEs · Mathematics 2024-06-05 Riccardo Durastanti , Rolando Magnanini

The Random Batch Method (RBM) [S. Jin, L. Li and J.-G. Liu, Random Batch Methods (RBM) for interacting particle systems, J. Comput. Phys. 400 (2020) 108877] is not only an efficient algorithm for simulating interacting particle systems, but…

Numerical Analysis · Mathematics 2025-10-30 Shi Jin , Yuelin Wang , Yuliang Wang

Multi-layer networks arise naturally in various domains including biology, finance and sociology, among others. The multi-layer stochastic block model (multi-layer SBM) is commonly used for community detection in the multi-layer networks.…

Statistics Theory · Mathematics 2024-06-18 Wenqing Su , Xiao Guo , Ying Yang

Understanding the way in which random entities interact is of key interest in numerous scientific fields. This can range from a full characterization of the joint distribution to single scalar summary statistics. In this work we identify a…

Statistics Theory · Mathematics 2016-11-22 Yaniv Tenzer , Gal Elidan

In this paper, we propose a general mathematical framework to represent many multi-agent signalling systems in recent works. Our goal is to apply previous results in monotonicity to this class of systems and study their asymptotic behavior.…

Dynamical Systems · Mathematics 2013-07-19 Chjan C. Lim , Weituo Zhang

A multi-hop relaying system is analyzed where data sent by a multi-antenna source is relayed by successive multi-antenna relays until it reaches a multi-antenna destination. Assuming correlated fading at each hop, each relay receives a…

Information Theory · Computer Science 2016-11-18 Nadia Fawaz , Keyvan Zarifi , Merouane Debbah , David Gesbert

In this paper, we analyze the asymptotic performance of multiple antenna channels where the transmitter has either perfect or finite bit channel state information. Using the diversity-multiplexing tradeoff to characterize the system…

Information Theory · Computer Science 2007-07-13 Ahmad Khoshnevis , Ashutosh Sabharwal

We propose and investigate general kinetic models %of Boltzmann type with transition probabilities that can describe the simultaneous change of multiple microscopic states of the interacting agents. These models can be applied to many…

Mathematical Physics · Physics 2023-02-23 Marzia Bisi , Nadia Loy

An asymptotic technique is presented to characterize the bits/symbol achievable on a representative wireless link in a spatially distributed network with active interferers at correlated positions, N receive diversity branches, and linear…

Information Theory · Computer Science 2013-12-30 Siddhartan Govindasamy

We study the asymptotic properties of distributed consensus algorithms over switching directed random networks. More specifically, we focus on consensus algorithms over independent and identically distributed, directed random graphs, where…

Multiagent Systems · Computer Science 2010-04-21 Victor M. Preciado , Alireza Tahbaz-Salehi , Ali Jadbabaie

We solve the problem of resonance statistics in systems with broken time-reversal invariance by deriving the joint probability density of all resonances in the framework of a random matrix approach and calculating explicitly all n-point…

Condensed Matter · Physics 2009-10-31 Yan V. Fyodorov , B. A. Khoruzhenko

This work addresses the distributed estimation problem in a set membership framework. The agents of a network collect measurements which are affected by bounded errors, thus implying that the unknown parameters to be estimated belong to a…

Optimization and Control · Mathematics 2018-12-11 Francesco Farina , Andrea Garulli , Antonio Giannitrapani

This work gives an overview of analytic tools for the design, analysis, and modelling of communication systems which can be described by linear vector channels such as y = Hx+z where the number of components in each vector is large. Tools…

Information Theory · Computer Science 2013-10-22 Ralf R. Müller , Giusi Alfano , Benjamin M. Zaidel , Rodrigo de Miguel

We give an overview of operator-theoretic tools that have recently proved useful in the analysis of boundary-value and transmission problems for second-order partial differential equations, with a view to addressing, in particular, the…

Many models for chaotic systems consist of joining two integrable systems with incompatible constants of motion. The quantum counterparts of such models have a propagator which factorizes into two integrable parts. Each part can be…

Chaotic Dynamics · Physics 2009-10-31 Tomaz Prosen , Thomas H. Seligman , Hans A. Weidenmueller

An efficient estimator is constructed for the quadratic covariation or integrated co-volatility matrix of a multivariate continuous martingale based on noisy and nonsynchronous observations under high-frequency asymptotics. Our approach…

Statistics Theory · Mathematics 2014-07-02 Markus Bibinger , Nikolaus Hautsch , Peter Malec , Markus Reiß

We introduce a variant of the Barndorff-Nielsen and Shephard stochastic volatility model where the non Gaussian Ornstein-Uhlenbeck process describes some measure of trading intensity like trading volume or number of trades instead of…

Statistical Finance · Quantitative Finance 2008-12-02 Friedrich Hubalek , Petra Posedel

In this contribution, an algorithm for evaluating the capacity-achieving input covariance matrices for frequency selective Rayleigh MIMO channels is proposed. In contrast with the flat fading Rayleigh case, no closed-form expressions for…

Information Theory · Computer Science 2011-04-13 Florian Dupuy , Philippe Loubaton