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We apply the theory of Lie point symmetries for the study of a family of partial differential equations which are integrable by the hyperbolic reductions method and are reduced to members of the Painlev\'{e} transcendents. The main results…

Exactly Solvable and Integrable Systems · Physics 2022-08-08 Andronikos Paliathanasis

Time change is one of the most basic and very useful transformations for Markov processes. The time changed process can also be regarded as the trace of the original process on the support of the Revuz measure used in the time change. In…

Probability · Mathematics 2007-05-23 Zhen-Qing Chen , Masatoshi Fukushima , Jiangang Ying

We introduce a recursive algorithm of conveniently general form for estimating the coefficient of a moving average model of order one and obtain convergence results for both correct and misspecified MA(1) models. The algorithm encompasses…

Statistics Theory · Mathematics 2007-06-13 James L. Cantor , David F. Findley

In these lectures, we discuss the influence of weak quenched disorder on the critical behavior in condensed matter and give a brief review of available experimental and theoretical results as well as results of MC simulations of these…

Disordered Systems and Neural Networks · Physics 2016-08-31 Yu. Holovatch , V. Blavats'ka , M. Dudka , C. von Ferber , R. Folk , T. Yavors'kii

The paper is devoted to a study of phase transitions in the Hermitian random matrix models with a polynomial potential. In an alternative equivalent language, we study families of equilibrium measures on the real line in a polynomial…

Classical Analysis and ODEs · Mathematics 2014-10-28 A. Martinez-Finkelshtein , R. Orive , E. A. Rakhmanov

In this thesis we explore the physics of renormalons in integrable models under the framework of resurgence. In the first part, we review some background on resurgence, integrability and renormalons, including a discussion of large N…

High Energy Physics - Theory · Physics 2023-02-21 Tomas Reis

Asymptotics of the normalizing constant is computed for a class of one parameter exponential families on permutations which includes Mallows model with Spearmans's Footrule and Spearman's Rank Correlation Statistic. The MLE, and a…

Probability · Mathematics 2016-05-05 Sumit Mukherjee

This paper reveals that a common and central role, played in many error bound (EB) conditions and a variety of gradient-type methods, is a residual measure operator. On one hand, by linking this operator with other optimality measures, we…

Optimization and Control · Mathematics 2018-05-17 Hui Zhang

In this paper, we develop an approach to recursively estimate the quadratic risk for matrix recovery problems regularized with spectral functions. Toward this end, in the spirit of the SURE theory, a key step is to compute the (weak)…

Optimization and Control · Mathematics 2012-11-07 Charles-Alban Deledalle , Samuel Vaiter , Gabriel Peyré , Jalal Fadili , Charles Dossal

We study the Levenberg-Marquardt (L-M) method for solving the highly nonlinear and ill-posed inverse problem of identifying the Robin coefficients in elliptic and parabolic systems. The L-M method transforms the Tikhonov regularized…

Numerical Analysis · Mathematics 2016-08-03 Jiang Daijun , Feng Hui , Zou Jun

In this thesis, we perform a comprehensive renormalization group analysis of two- and three-dimensional Fermi systems at low and zero temperature. We examine systems with spontaneous symmetry-breaking and quantum critical behavior by…

Strongly Correlated Electrons · Physics 2012-10-09 Philipp Strack

Suppose that $X=(X_{t})_{t\ge 0}$ is either a general supercritical non-local branching Markov process, or a general supercritical non-local superprocess, on a Luzin space. Here, by ``supercritical" we mean that the mean semigroup of $X$…

Probability · Mathematics 2025-09-17 Haojie Hou , Ting Yang

We show how the renormalons emerge from the renormalization group equation with a priori no reference to any Feynman diagrams. The proof is rather given by recasting the renormalization group equation as a resurgent equation studied in the…

High Energy Physics - Theory · Physics 2020-03-17 Jahmall Bersini , Alessio Maiezza , Juan Carlos Vasquez

In this paper we define the class of matrix Mittag-Leffler distributions and study some of its properties. We show that it can be interpreted as a particular case of an inhomogeneous phase-type distribution with random scaling factor, and…

Statistics Theory · Mathematics 2020-04-28 Hansjoerg Albrecher , Martin Bladt , Mogens Bladt

In this paper we discuss an abstract iteration scheme for the calculation of the smallest eigenvalue of an elliptic operator eigenvalue problem. A short and geometric proof based on the preconditioned inverse iteration (PINVIT) for matrices…

Numerical Analysis · Mathematics 2010-03-09 Thorsten Rohwedder , Reinhold Schneider , Andreas Zeiser

Percolation refers to an interesting class of problems related to the properties of disordered systems, usually formulated in terms of objects randomly placed on an underlying lattice or continuum. Despite the simplicity of the setup, most…

Statistical Mechanics · Physics 2022-02-22 Abraham Levitan

Statistics of the inverse participation ratio (IPR) at the critical point of the localization transition is studied numerically for the power-law random banded matrix model. It is shown that the IPR distribution function is scale-invariant,…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 F. Evers , A. D. Mirlin

We investigate the electrochemical processes within an electrolyser cell, which are modelled by a coupled system of second-order quasi-linear elliptic PDEs. In this context, we study an inverse problem aiming to reconstruct both the…

Analysis of PDEs · Mathematics 2026-04-17 Giovanni S. Alberti , Wadim Gerner , Matteo Santacesaria

We discuss the matching conditions and renormalization group evolution of non-relativistic QCD. A variant of the conventional MS-bar scheme is proposed in which a subtraction velocity nu is used rather than a subtraction scale mu. We derive…

High Energy Physics - Phenomenology · Physics 2009-10-31 Michael E. Luke , Aneesh V. Manohar , Ira Z. Rothstein

In this paper, we show that the common hard kernel of double-log-type or threshold-type factorization for certain space-like parton correlators that arise in the context of lattice parton distributions, the heavy-light Sudakov hard kernel,…

High Energy Physics - Phenomenology · Physics 2024-03-04 Yizhuang Liu , Yushan Su