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In this note, we extend the results about the fluctuations of the matrix entries of regular functions of Wigner random matrices obtained in arXiv:1103.3731 [math.PR] to Wigner matrices with non-i.i.d. entries provided certain Lindeberg type…

Probability · Mathematics 2014-08-18 Sean O'Rourke , David Renfrew , Alexander Soshnikov

Many problems in physics, chemistry and other fields are perturbative in nature, i.e. differ only slightly from related problems with known solutions. Prominent among these is the eigenvalue perturbation problem, wherein one seeks the…

Mathematical Physics · Physics 2020-03-12 Maseim Kenmoe , Matteo Smerlak , Anton Zadorin

The efficient inversion of matrix polynomials is a critical challenge in computational mathematics. We design a procedure to determine the inverse of matrices polynomial of multidimensional Laplace matrices. The method is based on…

Numerical Analysis · Mathematics 2026-02-12 Sabia Asghar , Qiyao Peng , Fred Vermolen , Cornelis Vuik

The accuracy of wavefront reconstruction from discrete slope measurements depends on the sampling geometry, coherence length of the incoming wavefronts, wavefront sensor specifications and the accuracy of the reconstruction algorithm. Monte…

Instrumentation and Methods for Astrophysics · Physics 2009-11-08 M B Roopashree , Akondi Vyas , B Raghavendra Prasad

We present a variational approach for directed polymers in $D$ transversal dimensions which is used to compute the corrections to the mean field theory predictions with broken replica symmetry. The trial function is taken to be a…

Disordered Systems and Neural Networks · Physics 2007-05-23 Giorgio Parisi , Frantisek Slanina

By using the method of orthogonal polynomials we analyze the statistical properties of complex eigenvalues of random matrices describing a crossover from Hermitian matrices characterized by the Wigner- Dyson statistics of real eigenvalues…

Condensed Matter · Physics 2016-08-31 Yan V. Fyodorov , Boris A. Khoruzhenko , H. -J. Sommers

Recent work has empirically shown that deep neural networks latch on to the Fourier statistics of training data and show increased sensitivity to Fourier-basis directions in the input. Understanding and modifying this Fourier-sensitivity of…

Computer Vision and Pattern Recognition · Computer Science 2023-02-01 Kiran Krishnamachari , See-Kiong Ng , Chuan-Sheng Foo

We present a method to derive new explicit expressions for bidiagonal decompositions of Vandermonde and related matrices such as the (q-, h-) Bernstein-Vandermonde ones, among others. These results generalize the existing expressions for…

We study the accuracy of estimating the covariance and the precision matrix of a $D$-variate sub-Gaussian distribution along a prescribed subspace or direction using the finite sample covariance. Our results show that the estimation…

Statistics Theory · Mathematics 2021-01-14 Zeljko Kereta , Timo Klock

We obtain a sharp convergence rate for banded covariance matrix estimates of stationary processes. A precise order of magnitude is derived for spectral radius of sample covariance matrices. We also consider a thresholded covariance matrix…

Statistics Theory · Mathematics 2015-03-19 Han Xiao , Wei Biao Wu

Consider $\boldsymbol X \sim \mathcal{N}(\boldsymbol 0, \boldsymbol \Sigma)$ and $\boldsymbol Y = (f_1(X_1), f_2(X_2),\dots, f_d(X_d))$. We call this a diagonal transformation of a multivariate normal. In this paper we compute exactly the…

Statistics Theory · Mathematics 2024-07-02 Rebecca Morrison , Estelle Basor

The discrete Fourier transform (DFT) is an important operator which acts on the Hilbert space of complex valued functions on the ring Z/NZ. In the case where N=p is an odd prime number, we exhibit a canonical basis of eigenvectors for the…

Information Theory · Computer Science 2008-08-26 Shamgar Gurevich , Ronny Hadani , Nir Sochen

The general 4D rotation matrix is specialised to the general 3D rotation matrix by equating its leftmost top element (a00) to 1. Its associate matrix of products of the left-hand and right-hand quaternion components is specialised…

General Mathematics · Mathematics 2007-05-23 Johan Ernest Mebius

Computations in high-dimensional spaces can often be realized only approximately, using a certain number of projections onto lower dimensional subspaces or sampling from distributions. In this paper, we are interested in pairs of…

Numerical Analysis · Mathematics 2025-02-26 Nicolaj Rux , Michael Quellmalz , Gabriele Steidl

We exhibit the connection between the Wigner kernel and the Gabor matrix of a linear bounded operator T : $\mathcal{S}(\mathbb{R}^d) \to \mathcal{S}' (\mathbb{R}^d)$. The smoothing effect of the Gabor matrix is highlighted by basic…

Analysis of PDEs · Mathematics 2024-04-15 Elena Cordero , Gianluca Giacchi , Luigi Rodino

Transfer matrices and matrix product operators play an ubiquitous role in the field of many body physics. This paper gives an ideosyncratic overview of applications, exact results and computational aspects of diagonalizing transfer matrices…

Strongly Correlated Electrons · Physics 2017-05-24 Jutho Haegeman , Frank Verstraete

In this article we provide a fast computational method in order to calculate the Moore-Penrose inverse of singular square matrices and of rectangular matrices. The proposed method proves to be much faster and has significantly better…

Numerical Analysis · Mathematics 2011-02-10 Vasilios N. Katsikis , Dimitrios Pappas , Athanassios Petralias

We describe the discrete Fourier transform (DFT) for a cyclic group when $p|N$ by factoring $x^N-1$ over finite fields and constructing the Fourier transform and its inverse using B\'{e}zout's identity for polynomials. For the symmetric…

Representation Theory · Mathematics 2024-08-13 Jackson Walters

We derive an analytical expression of a Wigner function that approximately describes the time evolution of the one-dimensional motion of a particle in a nonharmonic potential. Our method involves two exact frame transformations, accounting…

A discussion of discrete Wigner functions in phase space related to mutually unbiased bases is presented. This approach requires mathematical assumptions which limits it to systems with density matrices defined on complex Hilbert spaces of…

Quantum Physics · Physics 2009-11-11 Arthur O. Pittenger , Morton H. Rubin
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