Related papers: Infinite Random Matrix Theory, Tridiagonal Bordere…
The limiting behavior of Toeplitz type quadratic forms of stationary processes has received much attention through decades, particularly due to its importance in statistical estimation of the spectrum. In the present paper we study such…
We study boundary reflection matrix for the quantum field theory defined on a half line using Feynman's perturbation theory. The boundary reflection matrix can be extracted directly from the two-point correlation function. This enables us…
We give a version of the Riesz-Haviland theorem for truncated moments problems, characterizing the existence of the representing measures that are absolutely continuous with respect to the Lebesgue measure. The existence of such…
This article aims to introduce the paradigm of distributional robustness from the field of convex optimization to tackle optimal design problems under uncertainty. We consider realistic situations where the physical model, and thereby the…
Regularized system identification is the major advance in system identification in the last decade. Although many promising results have been achieved, it is far from complete and there are still many key problems to be solved. One of them…
We consider the moment space $\mathcal{M}_n^{K}$ corresponding to $p \times p$ complex matrix measures defined on $K$ ($K=[0,1]$ or $K=\D$). We endow this set with the uniform law. We are mainly interested in large deviations principles…
We study monotone P1 finite element methods on unstructured meshes for fully non-linear, degenerately parabolic Isaacs equations with isotropic diffusions arising from stochastic game theory and optimal control and show uniform convergence…
This paper focuses on the resolution of infinite-dimensional Toeplitz Block LMIs, which are frequently encountered in the context of stability analysis and control design problems formulated in the harmonic framework. We propose a…
For a class of systems of semi-linear elliptic equations, including \[ -\Delta u_i=f_i(x,u_i) - \beta u_i\sum_{j\neq i}a_{ij}u_j^p,\qquad i=1,\dots,k, \] for $p=2$ (variational-type interaction) or $p = 1$ (symmetric-type interaction), we…
We revisit the central limit theorem for integrated periodograms, equivalently for Toeplitz quadratic forms of stationary Gaussian sequences. Under a regular-variation assumption allowing long-memory singularities and slowly varying…
We consider an $N \times N$ random symmetric Toeplitz matrix with an i.i.d. input sequence drawn from a distribution that lies in the domain of attraction of an $\alpha$-stable law for $0 < \alpha < 2$. We show that under an appropriate…
This is a review of the Riemann-Hilbert approach to the large $N$ asymptotics in random matrix models and its applications. We discuss the following topics: random matrix models and orthogonal polynomials, the Riemann-Hilbert approach to…
We consider an infinite system of particles in one dimension, each particle performs independant Sinai's random walk in random environment. Considering an instant $t$, large enough, we prove a result in probability showing that the…
We study the limiting eigenvalue distribution of $n\times n$ banded Toeplitz matrices as $n\to \infty$. From classical results of Schmidt-Spitzer and Hirschman it is known that the eigenvalues accumulate on a special curve in the complex…
A wide variety of intricate dynamics may be created at border-collision bifurcations of piecewise-smooth maps, where a fixed point collides with a surface at which the map is nonsmooth. For the border-collision normal form in two…
Lyapunov exponents describe the asymptotic behavior of the singular values of large products of random matrices. A direct computation of these exponents is however often infeasible. By establishing a link between Lyapunov exponents and an…
We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…
The quantum mechanical definition of probability, the uncertainty principle and Poincare invariance provide strong basic restrictions on the ability to define spatial densities associated with form factors describing the properties of…
While Random Matrix Theory has successfully modeled many quantities of families of L-functions, it frequently cannot see the family's arithmetic. In some situations this requires an extended theory that inserts arithmetic factors depending…
This thesis deals with the geometric and integrable aspects associated with random matrix models. Its purpose is to provide various applications of random matrix theory, from algebraic geometry to partial differential equations of…