Related papers: Bounding Ornstein-Uhlenbeck Processes and Alikes

Consider the linear stochastic differential equation (SDE) on $\mathbb{R}^n$: \[\mathrm {d}{X}_t=AX_t\,\mathrm{d}t+B\,\mathrm{d}L_t,\] where $A$ is a real $n\times n$ matrix, $B$ is a real $n\times d$ real matrix and $L_t$ is a L\'{e}vy…

We study the largest eigenvalue of a Gaussian random symmetric matrix $X_n$, with zero-mean, unit variance entries satisfying the condition $\sup_{(i, j) \ne (i', j')}|\mathbb{E}[X_{ij} X_{i'j'}]| = O(n^{-(1 + \varepsilon)})$, where…

It is proved that as $T \to \infty$, uniformly for all positive integers $\ell \leqslant (\log_3 T) / (\log_4 T)$, we have \begin{equation*} \max_{T\leqslant t\leqslant 2T}\left|\zeta^{(\ell)}\Big(1+it\Big)\right| \geqslant \big(\mathbf…

It is proved that if $T$ is sufficiently large, then uniformly for all positive integers $\ell \leqslant (\log T) / (\log_2 T)$, we have \begin{equation*} \max_{T\leqslant t\leqslant 2T}\left|\zeta^{(\ell)}\Big(1+it\Big)\right| \geqslant…

Let H_N=(s_{n+m}),n,m\le N denote the Hankel matrix of moments of a positive measure with moments of any order. We study the large N behaviour of the smallest eigenvalue lambda_N of H_N. It is proved that lambda_N has exponential decay to…

We prove an optimal order delocalization estimate for the eigenvectors of general $N \times N$ non-Hermitian matrices $X$: $\| {\bf v } \|_\infty \leq C \sqrt{\frac{\log N}{N}}$ with very high probability, for any right or left eigenvector…

We propose a novel methodology to solve a key eigenvalue optimization problem which arises in the contractivity analysis of neural ODEs. When looking at contractivity properties of a one layer weight-tied neural ODE…

Suppose that $X=\{X_t, t\ge 0\}$ is a supercritical superprocess on a locally compact separable metric space $(E, m)$. Suppose that the spatial motion of $X$ is a Hunt process satisfying certain conditions and that the branching mechanism…

Consider the chiral non-Hermitian random matrix ensemble with parameters $n$ and $v$ and the non Hermiticity parameter $\tau=0$ and let $(\zeta_i)_{1\le i\le n}$ be its $n$ eigenvalues with positive $x$-coordinate. Set $$X_n:=\sqrt{\log…

This paper investigates the asymptotic behavior of the principal eigenvalue $\lambda(s)$, as $s\to+\infty$, for the following elliptic eigenvalue problem \begin{equation*}\label{E} -\Delta_{M}u-s\langle \nabla_M f, \nabla_M u\rangle_g +c…

Let $(T,d)$ be a metric space and $\phi:\mathbb{R}_+\to \mathbb{R}$ an increasing, convex function with $\phi(0)=0$. We prove that if $m$ is a probability measure $m$ on $T$ which is majorizing with respect to $d,\phi$, that is,…

We prove that when $f$ is a Rademacher random multiplicative function for any $\epsilon>0$, then $\sum_{n \leqslant x}\frac{f(n)}{\sqrt{n}} \ll (\log\log(x))^{3/4+\epsilon}$ for almost all $f$. We also show that there exist arbitrarily…

Let $\{X(t):t\in\mathbb R_+\}$ be a stationary Gaussian process with almost surely (a.s.) continuous sample paths, $\mathbb E X(t) = 0$, $\mathbb E X^2(t) = 1$ and correlation function satisfying (i) $r(t) = 1 - C|t|^{\alpha} +…

For perturbed Stark operators $Hu=-u^{\prime\prime}-xu+qu$, the author has proved that $\limsup_{x\to \infty}{x}^{\frac{1}{2}}|q(x)|$ must be larger than $\frac{1}{\sqrt{2}}N^{\frac{1}{2}}$ in order to create $N$ linearly independent…

Let $M_n$ be the maximum of $n$ zero-mean gaussian variables $X_1,..,X_n$ with covariance matrix of minimum eigenvalue $\lambda$ and maximum eigenvalue $\Lambda$. Then, for $n \ge 70$, $$\Pr\{M_n \ge \lambda \left (2 \log n - 2.5 - \log(2…

Let (H_t) be the Ornstein-Uhlenbeck semigroup on R^d with covariance matrix I and drift matrix \lambda(R-I), where \lambda>0 and R is a skew-adjoint matrix and denote by \gamma_\infty the invariant measure for (H_t). Semigroups of this form…

Let $X_1,\dots, X_n$ be independent and identically distributed random vectors in $\mathbb{R}^d$. Suppose $\mathbb{E} X_1=0$, $\mathrm{Cov}(X_1)=I_d$, where $I_d$ is the $d\times d$ identity matrix. Suppose further that there exist positive…

In this paper, we shall investigate the almost sure limits of the largest and smallest eigenvalues of a quaternion sample covariance matrix. Suppose that $\mathbf X_n$ is a $p\times n$ matrix whose elements are independent quaternion…

Let $(\lambda_k)$ be a strictly increasing sequence of positive numbers such that $\sum_{k=1}^{\infty} \frac{1}{\lambda_k} < \infty.$ Let $f $ be a bounded smooth function and denote by $u= u^f$ the bounded classical solution to $u(x) -…

Starting from the overdamped Langevin dynamics in $\mathbb{R}^n$, $$ dX_t = -\nabla V(X_t) dt + \sqrt{2 \beta^{-1}} dW_t, $$ we consider a scalar Markov process $\xi_t$ which approximates the dynamics of the first component $X^1_t$. In the…