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We consider systems of Brownian particles in the space of positive definite matrices, which evolve independently apart from some simple interactions. We give examples of such processes which have an integrable structure. These are related…

Probability · Mathematics 2022-01-12 Neil O'Connell

We derive analytic expressions for infinite products of random 2x2 matrices. The determinant of the target matrix is log-normally distributed, whereas the remainder is a surprisingly complicated function of a parameter characterizing the…

Data Analysis, Statistics and Probability · Physics 2009-11-07 A. D. Jackson , B. Lautrup , P. Johansen , M. Nielsen

This paper develops nonasymptotic growth and concentration bounds for a product of independent random matrices. These results sharpen and generalize recent work of Henriksen-Ward, and they are similar in spirit to the results of…

Probability · Mathematics 2020-03-12 De Huang , Jonathan Niles-Weed , Joel A. Tropp , Rachel Ward

Mixture models, such as Gaussian mixture models, are widely used in machine learning to represent complex data distributions. A key challenge, especially in high-dimensional settings, is to determine the mixture order and estimate the…

Optimization and Control · Mathematics 2025-09-30 Srećko Đurašinović , Jean-Bernard Lasserre , Victor Magron

An overdamped system with a linear restoring force and two multiplicative colored noises is considered. Noise amplitudes depend on the system state $x$ as $x$ and $|x|^{\alpha}$. An exactly soluble model of a system is constructed due to…

Statistical Mechanics · Physics 2007-05-23 A. N. Vitrenko

Using duality in optimization theory we formulate a dual approach to the S-matrix bootstrap that provides rigorous bounds to 2D QFT observables as a consequence of unitarity, crossing symmetry and analyticity of the scattering matrix. We…

High Energy Physics - Theory · Physics 2020-12-02 Andrea L Guerrieri , Alexandre Homrich , Pedro Vieira

Linear compartmental models are a widely used tool for analyzing systems arising in biology, medicine, and more. In such settings, it is essential to know whether model parameters can be recovered from experimental data. This is the…

Combinatorics · Mathematics 2025-11-18 Katherine Clemens , Jonathan Martinez , Anne Shiu , Michaela Thompson , Benjamin Warren

We define and solve classes of sparse matrix problems that arise in multilevel modeling and data analysis. The classes are indexed by the number of nested units, with two-level problems corresponding to the common situation in which data on…

Statistics Theory · Mathematics 2020-03-13 Tui H. Nolan , Matt P. Wand

In this paper, we study in prime fields the exceptional set estimates, which can be viewed as a refinement of Marstrand's orthogonal projection theorem. Additionally, we address a Furstenberg-type problem, which is closely related. It is…

Classical Analysis and ODEs · Mathematics 2025-09-30 Shengwen Gan

We establish large deviation type estimates for i.i.d. products of two dimensional random matrices with finitely supported probability distribution. The estimates are stable under perturbations and require no irreducibility assumptions. In…

Dynamical Systems · Mathematics 2019-10-23 Pedro Duarte , Silvius Klein

In this article an upscaled model is presented, for complex networks with highly clustered regions exchanging some abstract quantities in both, microscale and macroscale level. Such an intricate system is approximated by a partitioned open…

Analysis of PDEs · Mathematics 2020-08-21 Fernando A Morales , Sebastián Naranjo Álvarez

Diffusion models accomplish remarkable success in data generation tasks across various domains. However, the iterative sampling process is computationally expensive. Consistency models are proposed to learn consistency functions to map from…

Machine Learning · Computer Science 2025-05-07 Yiding Chen , Yiyi Zhang , Owen Oertell , Wen Sun

Matrix models are a promising candidate for a nonperturbative formulation of the superstring theory. It is possible to study how the standard model and other phenomenological models appear from the matrix model, and estimate the probability…

High Energy Physics - Theory · Physics 2016-01-20 Hajime Aoki

This research creates a general class of "perturbation models" which are described by an underlying "null" model that accounts for most of the structure in data and a perturbation that accounts for possible small localized departures. The…

Statistics Theory · Mathematics 2007-06-13 Ramani S. Pilla , Catherine Loader

We consider a generalization of an important class of high-dimensional inference problems, namely spiked symmetric matrix models, often used as probabilistic models for principal component analysis. Such paradigmatic models have recently…

Information Theory · Computer Science 2020-05-19 Jean Barbier , Galen Reeves

We consider the symmetric single-impurity Anderson model in the presence of pairing fluctuations. In the isotropic limit, the degrees of freedom of the local impurity are separated into hybridizing and non-hybridizing modes. The self-energy…

Strongly Correlated Electrons · Physics 2009-10-31 Guang-Ming Zhang , Lu Yu

In physics we often use very simple models to describe systems with many degrees of freedom, but it is not clear why or how this success can be transferred to the more complex biological context. We consider models for the joint…

Neurons and Cognition · Quantitative Biology 2024-12-06 Luisa Ramirez , William Bialek , Stephanie E. Palmer , David J. Schwab

An inferential model (IM) is a model describing the construction of provably reliable, data-driven uncertainty quantification and inference about relevant unknowns. IMs and Fisher's fiducial argument have similar objectives, but a…

Statistics Theory · Mathematics 2026-05-06 Ryan Martin

We investigate the emergence of non-linear diffusivity in kinetically constrained, one-dimensional symmetric exclusion processes satisfying the gradient condition. Recent developments introduced new gradient dynamics based on the Bernstein…

Probability · Mathematics 2025-04-18 G. S. Nahum

The fluctuations of two-dimensional extended objects membranes is a rich and exciting field with many solid results and a wide range of open issues. We review the distinct universality classes of membranes, determined by the local order,…

Soft Condensed Matter · Physics 2014-10-13 Mark J. Bowick , Alex Travesset