Related papers: Matrix Dufresne Identity
The top eigenvalues of rank $r$ spiked real Wishart matrices and additively perturbed Gaussian orthogonal ensembles are known to exhibit a phase transition in the large size limit. We show that they have limiting distributions for…
Wishart correlation matrices are the standard model for the statistical analysis of time series. The ensemble averaged eigenvalue density is of considerable practical and theoretical interest. For complex time series and correlation…
We discuss chains of interacting Brownian motions. Their time reversal invariance is broken because of asymmetry in the interaction strength between left and right neighbor. In the limit of a very steep and short range potential one arrives…
The micromaser is examined with the aim of understanding certain of its properties based on a time-reversed quantum trajectory analysis. The background theory of master equations derived from a repeated interaction model perspective is…
In this work, a version of Fermat's principle for causal curves with the same energy in time orientable Finsler spacetimes is proved. We calculate the secondvariation of the {\it time arrival functional} along a geodesic in terms of the…
According to a theorem of Poincare, the solutions to differential equations are analytic functions of (and therefore have Taylor expansions in) the initial conditions and various parameters provided that the right sides of the differential…
We give a pedagogical introduction to time-independent scattering theory in one dimension focusing on the basic properties and recent applications of transfer matrices. In particular, we begin surveying some basic notions of potential…
In this article we investigate the gauge invariance and duality properties of DFT based on a metric algebroid formulation given previously in [1]. The derivation of the general action given in this paper does not employ the section…
Let $B=\{ B_{t}\} _{t\ge 0}$ be a one-dimensional standard Brownian motion and denote by $A_{t},\,t\ge 0$, the quadratic variation of $e^{B_{t}},\,t\ge 0$. The celebrated Bougerol's identity in law (1983) asserts that, if $\beta =\{ \beta…
We present a new result on uniform attractivity of the origin for nonlinear time-varying systems. Our theorem generalizes Matrosov's theorem which extends, in a certain manner, Krasovskii-LaSalle invariance principle to the case of general…
We consider the complex eigenvalues of a Wishart type random matrix model $X=X_1 X_2^*$, where two rectangular complex Ginibre matrices $X_{1,2}$ of size $N\times (N+\nu)$ are correlated through a non-Hermiticity parameter $\tau\in[0,1]$.…
Matrix inversion problems are often encountered in experimental physics, and in particular in high-energy particle physics, under the name of unfolding. The true spectrum of a physical quantity is deformed by the presence of a detector,…
We present the first framework to solve linear inverse problems leveraging pre-trained latent diffusion models. Previously proposed algorithms (such as DPS and DDRM) only apply to pixel-space diffusion models. We theoretically analyze our…
We establish an explicit expression for the conditional Laplace transform of the integrated Volterra Wishart process in terms of a certain resolvent of the covariance function. The core ingredient is the derivation of the conditional…
The major goal of the paper is to prove that discrete frames of (directional) wavelets derived from an approximate identity exist. Additionally, a kind of energy conservation property is shown to hold in the case when a wavelet family is…
The subject of time-band-limiting, originating in signal processing, is dominated by the miracle that a naturally appearing integral operator admits a commuting differential one allowing for a numerically efficient way to compute its…
Let X be a smooth complex projective variety, and let Y in X be a smooth very ample hypersurface such that -K_Y is nef. Using the technique of relative Gromov-Witten invariants, we give a new short and geometric proof of (a version of) the…
We introduce a matrix model for noncommutative gravity, based on the gauge group $U(2) \otimes U(2)$. The vierbein is encoded in a matrix $Y_{\mu}$, having values in the coset space $U(4)/ (U(2) \otimes U(2))$, while the spin connection is…
We investigate traces of powers of random matrices whose distributions are invariant under rotations (with respect to the Hilbert--Schmidt inner product) within a real-linear subspace of the space of $n\times n$ matrices. The matrices we…
It is a classical result of Wigner that for an hermitian matrix with independent entries on and above the diagonal, the mean empirical eigenvalue distribution converges weakly to the semicircle law as matrix size tends to infinity. In this…