English
Related papers

Related papers: A Moment Majorization principle for random matrix …

200 papers

We analyze the asymptotic behavior of random variables $x(n,x\_0)$ defined by $x(0,x\_0)=x\_0$ and $x(n+1,x\_0)=A(n)x(n,x\_0)$, where $\sAn$ is a stationary and ergodic sequence of random matrices with entries in the semi-ring…

Probability · Mathematics 2007-05-23 Glenn Merlet

We present a regularity lemma for Boolean functions $f:\{-1,1\}^n \to \{-1,1\}$ based on noisy influence, a measure of how locally correlated $f$ is with each input bit. We provide an application of the regularity lemma to weaken the…

Computational Complexity · Computer Science 2016-10-25 Chris Jones

We study moments of characteristic polynomials of truncated Haar distributed matrices from the three classical compact groups O(N), U(N) and Sp(2N). For finite matrix size we calculate the moments in terms of hypergeometric functions of…

Mathematical Physics · Physics 2021-11-16 Alexander Serebryakov , Nick Simm , Guillaume Dubach

We consider the large time behavior of solutions to defocusing nonlinear Schrodinger equation in the presence of a time dependent external potential. The main assumption on the potential is that it grows at most quadratically in space,…

Analysis of PDEs · Mathematics 2013-05-20 Rémi Carles , Jorge Drumond Silva

Symmetry is a cornerstone of much of mathematics, and many probability distributions possess symmetries characterized by their invariance to a collection of group actions. Thus, many mathematical and statistical methods rely on such…

Statistics Theory · Mathematics 2023-10-23 Adam B Kashlak

The main result of this paper is the extension of the Schur-Horn Theorem to infinite sequences: For two nonincreasing nonsummable sequences x and y that converge to 0, there exists a compact operator A with eigenvalue list y and diagonal…

Operator Algebras · Mathematics 2009-05-22 Victor Kaftal , Gary Weiss

This paper proposes a linear categorical random coefficient model, in which the random coefficients follow parametric categorical distributions. The distributional parameters are identified based on a linear recurrence structure of moments…

Econometrics · Economics 2023-03-01 Zhan Gao , M. Hashem Pesaran

The learning of domain-invariant representations in the context of domain adaptation with neural networks is considered. We propose a new regularization method that minimizes the discrepancy between domain-specific latent feature…

This paper is concerned with the study of the consistency of a variational method for probability measure quantization, deterministically realized by means of a minimizing principle, balancing power repulsion and attraction potentials. The…

Functional Analysis · Mathematics 2013-10-07 Massimo Fornasier , Jan-Christian Hütter

Representation theory and the theory of symmetric functions have played a central role in Random Matrix Theory in the computation of quantities such as joint moments of traces and joint moments of characteristic polynomials of matrices…

Mathematical Physics · Physics 2025-04-18 Bhargavi Jonnadula , Jonathan P. Keating , Francesco Mezzadri

We present an analytic method for computing the moments of a sum of independent and identically distributed random variables. The limiting behavior of these sums is very important to statistical theory, and the moment expressions that we…

Statistics Theory · Mathematics 2012-01-17 Daniel M. Packwood

In this paper we study moment sequences of matrix-valued measures on compact intervals. A complete parametrization of such sequences is obtained via a symmetric version of matricial canonical moments. Furthermore, distinguished extensions…

Classical Analysis and ODEs · Mathematics 2017-11-03 Bernd Fritzsche , Bernd Kirstein , Conrad Mädler

In this paper, the development of a mathematical method is presented to explore spatially non-uniform phases with no long-range order in mathematical models of first order phase transitions. We use essential results regarding the…

Statistical Mechanics · Physics 2020-09-08 Gyula I. Toth

This paper is focused on the Monotonicity Principle (MP) for nonlinear materials with piecewise growth exponent. This results are relevant because enables the use of a fast imaging method based on MP, to the wide class of problems with two…

We consider Markov processes with generator of the form $\gamma \mathcal{L}_{1} + \mathcal{L}_{0}$, in which $\mathcal{L}_{1}$ generates a so-called dominant process that converges at large times towards a random point in a fixed subset…

Probability · Mathematics 2023-05-16 Dimitri Faure , Mathias Rousset

A sequential importance sampling algorithm is developed for the distribution that results when a matrix of independent, but not identically distributed, Bernoulli random variables is conditioned on a given sequence of row and column sums.…

Computation · Statistics 2013-01-18 Matthew T. Harrison , Jeffrey W. Miller

We establish new conditions for obtaining uniform bounds on the moments of discrete-time stochastic processes. Our results require a weak negative drift criterion along with a state-dependent restriction on the sizes of the one-step jumps…

Probability · Mathematics 2022-06-02 Arnab Ganguly , Debasish Chatterjee

The present manuscript is about application of It{\^o}'s calculus to the moment-generating function of the lognormal distribution. While Taylor expansion fails when applied to the moments of the lognormal due to divergence, various methods…

General Mathematics · Mathematics 2021-07-13 Yuri Heymann

We prove that in the context of general Markov semigroups Beckner inequalities with constants separated from zero as $p\to 1^+$ are equivalent to the modified log Sobolev inequality (previously only one implication was known to hold in this…

Probability · Mathematics 2022-02-02 Radosław Adamczak , Bartłomiej Polaczyk , Michał Strzelecki

Many modern statistical estimation problems are defined by three major components: a statistical model that postulates the dependence of an output variable on the input features; a loss function measuring the error between the observed…

Optimization and Control · Mathematics 2018-10-09 Ying Cui , Jong-Shi Pang , Bodhisattva Sen