Related papers: Order Determination of Large Dimensional Dynamic F…
We determine the order of magnitude of $\mathbb{E}|\sum_{n \leq x} f(n)|^{2q}$ up to factors of size $e^{O(q^2)}$, where $f(n)$ is a Steinhaus or Rademacher random multiplicative function, for all real $1 \leq q \leq \frac{c\log x}{\log\log…
One proposal to compute parton distributions from first principles is the large momentum effective theory (LaMET), which requires the Fourier transform of matrix elements computed non-perturbatively. Lattice quantum chromodynamics (QCD)…
The Fisher-Shannon complexity plane is a powerful tool that represents complex dynamics in a two-dimensional plane. It locates a dynamical system based upon its entropy and its Fisher Information Measure (FIM). It has been recently shown…
We consider statistical inference in factor analysis for ergodic and non-ergodic diffusion processes from discrete observations. Factor model based on high frequency time series data has been mainly discussed in the field of high…
We study the limiting behavior of singular values of a lag-$\tau$ sample auto-correlation matrix $\bf{R}_{\tau}^{\epsilon}$ of error term $\epsilon$ in the high-dimensional factor model. We establish the limiting spectral distribution (LSD)…
This paper considers estimation of large dynamic factor models with common and idiosyncratic trends by means of the Expectation Maximization algorithm, implemented jointly with the Kalman smoother. We show that, as the cross-sectional…
We compute the full probability distribution of the spectral form factor in the self-dual kicked Ising model by providing an exact lower bound for each moment and verifying numerically that the latter is saturated. We show that at large…
Markov decision processes capture sequential decision making under uncertainty, where an agent must choose actions so as to optimize long term reward. The paper studies efficient reasoning mechanisms for Relational Markov Decision Processes…
We present a quantum algorithm for estimating the matrix determinant based on quantum spectral sampling. The algorithm estimates the logarithm of the determinant of an $n \times n$ positive sparse matrix to an accuracy $\epsilon$ in time…
It is well known that the Euler method for a random ordinary differential equation $\mathrm{d}X_t/\mathrm{d}t = f(t, X_t, Y_t)$ driven by a stochastic process $\{Y_t\}_t$ with $\theta$-H\"older sample paths is estimated to be of strong…
We propose a new matrix factor model, named RaDFaM, which is strictly derived based on the general rank decomposition and assumes a structure of a high-dimensional vector factor model for each basis vector. RaDFaM contributes a novel class…
Conditional on the extended Riemann hypothesis, we show that with high probability, the characteristic polynomial of a random symmetric $\{\pm 1\}$-matrix is irreducible. This addresses a question raised by Eberhard in recent work. The main…
We describe the distribution of frequencies ordered by sample values in a random sample of size $n$ from the two parameter GEM$(\alpha,\theta)$ random discrete distribution on the positive integers. These frequencies are a…
We determine the order of magnitude of H^{(k+1)}(x,\vec{y},2\vec{y}), the number of integers up to x that are divisible by a product d_1...d_k with y_i<d_i\le 2y_i, when the numbers \log y_1,...,\log y_k have the same order of magnitude and…
A leading-twist factorization formula is derived for the longitudinal structure function in the x -->1 limit of deeply inelastic scattering. This is achieved by defining a new jet function which is gauge independent and probes the…
We study bootstrap inference for the $k$th largest coordinate of a normalized sum of independent high-dimensional random vectors. Existing second-order theory for maxima does not directly extend to order statistics, because the event…
This paper deals with the factor modeling for high-dimensional time series based on a dimension-reduction viewpoint. Under stationary settings, the inference is simple in the sense that both the number of factors and the factor loadings are…
Let $k \geq 1$ be a natural number and $f \in \mathbb{F}_q[t]$ be a monic polynomial. Let $\omega_k(f)$ denote the number of distinct monic irreducible factors of $f$ with multiplicity $k$. We obtain asymptotic estimates for the first and…
We present a theory to describe the dynamics of the Sherrington- Kirkpatrick spin-glass with (sequential) Glauber dynamics in terms of deterministic flow equations for macroscopic parameters. Two transparent assumptions allow us to close…
We select policies for large Markov Decision Processes (MDPs) with compact first-order representations. We find policies that generalize well as the number of objects in the domain grows, potentially without bound. Existing…