Related papers: Bounding Ornstein-Uhlenbeck Processes and Alikes

We study the 'bad science matrix problem': among all matrices $A\in\mathbb{R}^{n\times n}$ whose rows have unit $\ell_2$-norm, determine the maximum of $\beta(A)=\frac{1}{2^n}\sum_{x\in\{\pm1\}^n}\|Ax\|_\infty$. Steinerberger [1]…

For a positive integer $N$, we define the N-rank of a non singular integer $d\times d$ matrix $A$ to be the maximum integer $r$ such that there exists a minor of order $r$ whose determinant is not divisible by $N$. Given a positive integer…

Given any square matrix, $\mathbf{M}$, whose diagonal elements are negative, and which is multiplied by a variable, $\sigma$, we wish to find the minimal $\sigma$ such that the eigenvalue of $\mathbf{M}_{\sigma}$ is exactly zero. By…

Based on an integration by parts formula for closed and convex subsets $\Gamma$ of a separable real Hilbert space $H$ with respect to a Gaussian measure, we first construct and identify the infinite dimensional analogue of the obliquely…

For a given finite set $\Sigma$ of matrices with nonnegative integer entries we study the growth of $$ \max_t(\Sigma) = \max\{\|A_{1}... A_{t}\|: A_i \in \Sigma\}.$$ We show how to determine in polynomial time whether the growth with $t$ is…

The evolution of open systems, subject to both Hamiltonian and dissipative forces, is studied by writing the $nm$ element of the time ($t$) dependent density matrix in the form \ber \rho_{nm}(t)&=& \frac {1}{A} \sum_{\alpha=1}^A \gamma…

We study the stochastic differential equation $dX_t = A(X_{t-}) \, dZ_t$, $ X_0 = x$, where $Z_t = (Z_t^{(1)},\ldots,Z_t^{(d)})^T$ and $Z_t^{(1)}, \ldots, Z_t^{(d)}$ are independent one-dimensional L{\'e}vy processes with characteristic…

Recent work on mutation-selection models has revealed that, under specific assumptions on the fitness function and the mutation rates, asymptotic estimates for the leading eigenvalue of the mutation-reproduction matrix may be obtained…

We extend the so-called "single ring theorem"[1], also known as the Haagerup-Larsen theorem[2], by showing that in the limit when the size of the matrix goes to infinity a particular correlator between left and right eigenvectors of the…

It has been conjectured that the statistical properties of zeros of the Riemann zeta function near $z = 1/2 + \ui E$ tend, as $E \to \infty$, to the distribution of eigenvalues of large random matrices from the Unitary Ensemble. At finite…

We investigate certain large deviation asymptotics concerning random interlacements in Z^d, d bigger or equal to 3. We find the principal exponential rate of decay for the probability that the average value of some suitable non-decreasing…

The article considers an inhomogeneous Erd\H{o}s-R\"enyi random graph on $\{1,\ldots, N\}$, where an edge is placed between vertices $i$ and $j$ with probability $\varepsilon_N f(i/N,j/N)$, for $i\le j$, the choice being made independent…

We find optimal (up to constant) bounds for the following measures for the regularity of the Schramm-Loewner evolution (SLE): variation regularity, modulus of continuity, and law of the iterated logarithm. For the latter two we consider the…

We study the eigenvalues and the eigenvectors of $N\times N$ structured random matrices of the form $H = W\tilde{H}W+D$ with diagonal matrices $D$ and $W$ and $\tilde{H}$ from the Gaussian Unitary Ensemble. Using the supersymmetry technique…

Within the framework of the Coulomb fluid picture, we present a unified approach to derive the large deviations of bulk and extreme eigenvalues of large Wishart matrices. By analysing the statistics of the shifted index number we are able…

Let $\| A \|_{\max} := \max_{i,j} |A_{i,j}|$ denote the maximum magnitude of entries of a given matrix $A$. In this paper we show that $$\max \left\{ \|U_r \|_{\max},\|V_r\|_{\max} \right\} \le \frac{(Cr)^{6r}}{\sqrt{N}},$$ where $U_r$ and…

The Statistical Learning Theory (SLT) provides the theoretical guarantees for supervised machine learning based on the Empirical Risk Minimization Principle (ERMP). Such principle defines an upper bound to ensure the uniform convergence of…

For a normalized root system $R$ in $\mathbb R^N$ and a multiplicity function $k\geq 0$ let $\mathbf N=N+\sum_{\alpha \in R} k(\alpha)$. We denote by $dw(\mathbf{x})=\Pi_{\alpha \in R}|\langle \mathbf{x},\alpha…

Kang, Perkins and Spencer showed that the size of the largest component of the Bohman-Frieze process at a fixed time $t$ smaller than $t_c$, the critical time for the process is $L_1(t)=\Omega(\log n/(t_c-t)^2)$ with high probability. They…

We investigate the function $d_\mathbf{A}(n)$, which gives the size of a least size generating set for $\mathbf{A}^n$, in the case where $\mathbf{A}$ has a cube term. We show that if $\mathbf{A}$ has a $k$-cube term and $\mathbf{A}^k$ is…