Related papers: Matrix Dufresne Identity

Using diffusion priors to solve inverse problems in imaging have significantly matured over the years. In this chapter, we review the various different approaches that were proposed over the years. We categorize the approaches into the more…

We construct a QFT for the Thirring model for any value of the mass in a functional integral approach, by proving that a set of Grassmann integrals converges, as the cutoffs are removed and for a proper choice of the bare parameters, to a…

In this paper, we derive the explicit series expansion of the eigenvalue distribution of various models, namely the case of non-central Wishart distributions, as well as correlated zero mean Wishart distributions. The tools used extend…

We extend our recent result [Cipolloni, Erd\H{o}s, Schr\"oder 2019] on the central limit theorem for the linear eigenvalue statistics of non-Hermitian matrices $X$ with independent, identically distributed complex entries to the real…

We consider Calder\'{o}n's inverse boundary value problems for a class of nonlinear Helmholtz Schr\"{o}dinger equations and Maxwell's equations in a bounded domain in $\R^n$. The main method is the higher-order linearization of the…

This paper addresses the inverse source problem for a mixed-type fractional wave-diffusion-wave equation posed in a cylindrical domain. The governing equation involves a time-dependent variable-order fractional derivative, which enables the…

The matrix Schr\"odinger equation is considered on the half line with the general selfadjoint boundary condition at the origin described by two boundary matrices satisfying certain appropriate conditions. It is assumed that the matrix…

The 1987 Bourgain-Tzafriri Restricted Invertibility Theorem is one of the most celebrated theorems in analysis. At the time of their work, the authors raised the question of a possible infinite dimensional version of the theorem. In this…

We consider a Gaussian random matrix with correlated entries that have a power law decay of order $d>2$ and prove universality for the extreme eigenvalues. A local law is proved using the self-consistent equation combined with a…

Let B_1,B_2, ... be independent one-dimensional Brownian motions defined over the whole real line such that B_i(0)=0. We consider the nth iterated Brownian motion W_n(t)= B_n(B_{n-1}(...(B_2(B_1(t)))...)). Although the sequences of…

Linear time-invariant systems are very popular models in system theory and applications. A fundamental problem in system identification that remains rather unaddressed in extant literature is to leverage commonalities amongst related linear…

In this paper we give necessary and sufficient conditions for a bounded linear operator $T$ to be generalized Drazin-Riesz invertible or generalized Drazin-meromorphic invertible. Also, we study generalized Browder's theorem and generalized…

We show that quaternionic Gaussian random variables satisfy a generalization of the Wick formula for computing the expected value of products in terms of a family of graphical enumeration problems. When applied to the quaternionic Wigner…

Different variants of approximate inverse iteration like the locally optimal block preconditioned conjugate gradient method became in recent years increasingly popular for the solution of the large matrix eigenvalue problems arising from…

A new classical theory of gravitation within the framework of general relativity is presented. It is based on a matrix formulation of four-dimensional Riemann-spaces and uses no artificial fields or adjustable parameters. The geometrical…

Let $M$ and $\tau$ be the supremum and its time of a L\'evy process $X$ on some finite time interval. It is shown that zooming in on $X$ at its supremum, that is, considering $((X_{\tau+t\varepsilon}-M)/a_\varepsilon)_{t\in\mathbb R}$ as…

In the present paper we investigate Moore-Penrose inverse and characteristic matrix of unbounded WCT operators on the Hilbert space $L^2(\mu)$. Also, we obtain some applications of the Moore-Penrose inverse of unbounded operators on the…

Integrable trotterization provides a method to evolve a continuous time integrable many-body system in discrete time, such that it retains its conserved quantities. Here we explicitly show that the first order trotterization of the critical…

Let $X$ be a standard Markov process. We prove that a space inversion property of $X$ implies the existence of a Kelvin transform of $X$-harmonic, excessive and operator-harmonic functions and that the inversion property is inherited by…

Consider the special linear group of degree $2$ over an arbitrary finite field, acting on the full space of $2 \times 2$-matrices by transpose. We explicitly construct a generating set for the corresponding modular matrix invariant ring,…