Related papers: Asymptotic spectral gap for open partially expandi…
Random operators constitute fundamental building blocks of models of complex systems yet are far from fully understood. Here, we explain an asymmetry emerging upon repeating identical isotropic (uniformly random) operations. Specifically,…
We consider time-dependent dynamical systems arising as sequential compositions of self-maps of a probability space. We establish conditions under which the Birkhoff sums for multivariate observations, given a centering and a general…
This paper reports on recent work to compute the asymptotic solution of a n-th order ordinary differential equation. Symbolic methods are used to compute the asymptotics over a large region. Application is made to the computation of the…
In this paper, we derive a general asymptotic implied volatility at the first-order for any stochastic volatility model using the heat kernel expansion on a Riemann manifold endowed with an Abelian connection. This formula is particularly…
We construct a new type of convergent, and asymptotic, representations, dyadic expansions. Their convergence is geometric and the region of convergence often extends from infinity down to $0^+$. We show that dyadic expansions are…
We study the spectral gap of the Erd\H{o}s--R\'enyi random graph through the connectivity threshold. In particular, we show that for any fixed $\delta > 0$ if $$p \ge \frac{(1/2 + \delta) \log n}{n},$$ then the normalized graph Laplacian of…
The second largest eigenvalue of a transition matrix $P$ has connections with many properties of the underlying Markov chain, and especially its convergence rate towards the stationary distribution. In this paper, we give an asymptotic…
We derive a two-term asymptotic expansion for the exchange energy of the free electron gas on strictly tessellating polytopes and fundamental domains of lattices in the thermodynamic limit. This expansion comprises a bulk (volume-dependent)…
By generalizing the path method, we show that nonlinear spectral gaps of a finite connected graph are uniformly bounded from below by a positive constant which is independent of the target metric space. We apply our result to an $r$-ball…
We consider the totally asymmetric simple exclusion process with open boundaries, at the edge of the maximal current phase. Using analytic continuations from the known stationary eigenvalue, we obtain exact expressions for the spectral gaps…
We give an asymptotic expansion of the relative entropy between the heat kernel $q_Z(t,z,w)$ of a compact Riemannian manifold $Z$ and the normalized Riemannian volume for small values of $t$ and for a fixed element $z\in Z$. We prove that…
We prove estimates for the variation of the eigenvalues of uniformly elliptic operators with homogeneous Dirichlet or Neumann boundary conditions upon variation of the open set on which an operator is defined. We consider operators of…
In 1962 Dyson used a physically based, macroscopic argument to deduce the first two terms of the large spacing asymptotic expansion of the gap probability for the bulk state of random matrix ensembles with symmetry parameter \beta. In the…
In [8], asymptotic expansion of the martingale with mixed normal limit was provided. The expansion formula is expressed by the adjoint of a random symbol with coefficients described by the Malliavin calculus, differently from the standard…
Time averaging over the trajectory of a wavepacket up to time T defines a statistical operator (density matrix). The corresponding (Von Neumann) entropy is proven to asymptotically increase with time like D.log T, with D the Hausdorff…
It is proven that in the lossless case the electrodynamics of a generic inhomogeneous possibly bianisotropic and nonreciprocal system may be described by an augmented state-vector whose time evolution is determined by a Hermitian operator.…
Using the notion of spectral flow, we suggest a simple approach to various asymptotic problems involving eigenvalues in the gaps of the essential spectrum of self-adjoint operators. Our approach uses some elements of the spectral shift…
Uniform asymptotic expansions involving exponential and Airy functions are obtained for Laguerre polynomials $L_{n}^{(\alpha)}(x)$, as well as complementary confluent hypergeometric functions. The expansions are valid for $n$ large and…
We study the large-$N$ behavior of random matrix tuples $Y^N = (Y_1^N,\dots,Y_d^N)$ with joint density proportional to $e^{-N^2 V}$ for some convex function $V$ in non-commuting variables satisfying certain bounds on its second derivative.…
In this work, we examine spectral properties of Markov transition operators corresponding to Gaussian perturbations of discrete time dynamical systems on the circle. We develop a method for calculating asymptotic expressions for eigenvalues…