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Randomized block Krylov subspace methods form a powerful class of algorithms for computing the extreme eigenvalues of a symmetric matrix or the extreme singular values of a general matrix. The purpose of this paper is to develop new…

Numerical Analysis · Mathematics 2021-10-05 Joel A. Tropp

An unsupervised classification method for point events occurring on a network of lines is proposed. The idea relies on the distributional flexibility and practicality of random partition models to discover the clustering structure featuring…

Kernel methods are successful approaches for different machine learning problems. This success is mainly rooted in using feature maps and kernel matrices. Some methods rely on the eigenvalues/eigenvectors of the kernel matrix, while for…

Machine Learning · Computer Science 2012-02-20 Nima Reyhani , Hideitsu Hino , Ricardo Vigario

We consider a shot-noise field defined on a stationary determinantal point process on $\mathbb{R}^d$ associated with i.i.d. amplitudes and a bounded response function, for which we investigate the scaling limits as the intensity of the…

Probability · Mathematics 2023-08-11 Takumi Aburayama , Naoto Miyoshi

Corrections to a mean number of droplets appeared in the process of nucleation have been analyzed. The two stage model with a fixed boundary can not lead to a write result. The multi stage generalization of this model also can not give…

Statistical Mechanics · Physics 2007-05-23 Victor Kurasov

Singularities, such as poles and branch points, play a crucial role in investigating the analytic properties of scattering amplitudes that inform new computational techniques. In this note, we point out that scattering amplitudes can also…

High Energy Physics - Theory · Physics 2023-05-10 Sebastian Mizera

We consider a large class of deformations of continuous and discrete biorthogonal ensembles and investigate their behavior in the limit of a large number of particles. We provide sufficient conditions to ensure that if a biorthogonal…

Probability · Mathematics 2025-08-06 Tom Claeys , Guilherme L. F. Silva

This work introduces the minimax Laplace transform method, a modification of the cumulant-based matrix Laplace transform method developed in "User-friendly tail bounds for sums of random matrices" (arXiv:1004.4389v6) that yields both upper…

Probability · Mathematics 2011-07-22 Alex Gittens , Joel A. Tropp

The eigenvalue spacing of a uniformly chosen random finite unipotent matrix in its permutation action on lines is studied. We obtain bounds for the mean number of eigenvalues lying in a fixed arc of the unit circle and offer an approach…

Combinatorics · Mathematics 2007-05-23 Jason Fulman

We present a new method for estimating the edge of a two-dimensional bounded set, given a finite random set of points drawn from the interior. The estimator is based both on Haar series and extreme values of the point process. We give…

Methodology · Statistics 2011-03-31 Stéphane Girard , Pierre Jacob

We suggest an approach to microrheology based on optical traps in order to measure fluid fluxes around singular points of fluid flows. We experimentally demonstrate this technique, applying it to the characterization of controlled flows…

Optics · Physics 2008-04-11 Giorgio Volpe , Giovanni Volpe , Dmitri Petrov

The spherical ensemble is a well-studied determinantal process with a fixed number of points on the sphere. The points of this process correspond to the generalized eigenvalues of two appropriately chosen random matrices, mapped to the…

Probability · Mathematics 2014-07-23 Kasra Alishahi , Mohammadsadegh Zamani

This paper analyzes a random walk model for the level lines appearing in the entropic repulsion phenomena of three-dimensional discrete random interfaces above a hard wall; we are particularly motivated by the low-temperature (2+1)D…

Probability · Mathematics 2025-02-17 Milind Hegde , Yujin H. Kim , Christian Serio

The class of norm-dependent Random Matrix Ensembles is studied in the presence of an external field. The probability density in those ensembles depends on the trace of the squared random matrices, but is otherwise arbitrary. An exact…

Mathematical Physics · Physics 2009-11-11 Thomas Guhr

We develop an algorithm for sampling from the unitary invariant random matrix ensembles. The algorithm is based on the representation of their eigenvalues as a determinantal point process whose kernel is given in terms of orthogonal…

Mathematical Physics · Physics 2014-04-02 Sheehan Olver , Raj Rao Nadakuditi , Thomas Trogdon

Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…

Mathematical Physics · Physics 2017-06-19 J. P. Keating , N. Linden , H. J. Wells

We consider a dependent thinning of a regular point process with the aim of obtaining aggregation on the large scale and regularity on the small scale in the resulting target point process of retained points. Various parametric models for…

Methodology · Statistics 2015-05-28 Frédéric Lavancier , Jesper Møller

We consider level crossing in a matrix family $H=H_0+\lambda V$ where $H_0$ is a fixed $N\times N$ matrix and $V$ belongs to one of the standard Gaussian random matrix ensembles. We study the probability distribution of level crossing…

Mathematical Physics · Physics 2017-02-01 B. Shapiro , K. Zarembo

We have discussed earlier the correlation functions of the random variables $\det(\la-X)$ in which $X$ is a random matrix. In particular the moments of the distribution of these random variables are universal functions, when measured in the…

Mathematical Physics · Physics 2009-10-31 E. Brezin , S. Hikami

A recently developed wavelet based approach is employed to characterize the scaling behavior of spectral fluctuations of random matrix ensembles, as well as complex atomic systems. Our study clearly reveals anti-persistent behavior and…

Chaotic Dynamics · Physics 2009-11-11 P. Manimaran , Prasanta K. Panigrahi , P. Anantha Lakshmi
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