Related papers: Integrable matrix theory: Level statistics
Until now only for specific crossovers between Poissonian statistics (P), the statistics of a Gaussian orthogonal ensemble (GOE), or the statistics of a Gaussian unitary ensemble (GUE) analytical formulas for the level spacing distribution…
Let H(n) be the group of 3x3 uni-uppertriangular matrices with entries in Z/nZ, the integers mod n. We show that the simple random walk converges to the uniform distribution in order n^2 steps. The argument uses Fourier analysis and is…
Hoeffding's U-statistics model combinatorial-type matrix parameters (appearing in CS theory) in a natural way. This paper proposes using these statistics for analyzing random compressed sensing matrices, in the non-asymptotic regime…
Arbitrary connections on a generic Hopf algebra $H$ are studied and shown to extend to connections on tensor fields. On this ground a general definition of metric compatible connection is proposed. This leads to a sufficient criterion for…
The classical Gaussian ensembles of random matrices can be constructed by maximizing Boltzmann-Gibbs-Shannon's entropy, S_{BGS} = - \int d{\bf H} [P({\bf H})] \ln [P({\bf H})], with suitable constraints. Here we construct and analyze…
We propose a general framework for modelling network data that is designed to describe aspects of non-exchangeable networks. Conditional on latent (unobserved) variables, the edges of the network are generated by their finite growth history…
We observe a random measure $N$ and aim at estimating its intensity $s$. This statistical framework allows to deal simultaneously with the problems of estimating a density, the marginals of a multivariate distribution, the mean of a random…
Consider a graph with a set of vertices and oriented edges connecting pairs of vertices. Each vertex is associated with a random variable and these are assumed to be independent. In this setting, suppose we wish to solve the following…
We introduce two numerical conjugacy invariants for dynamical systems -- the complexity and weak complexity indices -- which are well-suited for the study of "completely integrable" Hamiltonian systems. These invariants can be seen as "slow…
We consider three different models of sparse random graphs:~undirected and directed Erd\H{o}s-R\'{e}nyi graphs, and random bipartite graph with an equal number of left and right vertices. For such graphs we show that if the edge…
We establish a connection between exclusion statistics with arbitrary integer exclusion parameter $g$ and a class of random walks on planar lattices. This connection maps the generating function for the number of closed walks of given…
We study the matrix completion problem that leverages hierarchical similarity graphs as side information in the context of recommender systems. Under a hierarchical stochastic block model that well respects practically-relevant social…
In typical high dimensional statistical inference problems, confidence intervals and hypothesis tests are performed for a low dimensional subset of model parameters under the assumption that the parameters of interest are unconstrained.…
We show that the space of orthogonally separable coordinates on the sphere $S^3$ induces a natural family of integrable systems, which after symplectic reduction leads to a family of integrable systems on $S^2 \times S^2$. The generic…
Applying standard statistical methods after model selection may yield inefficient estimators and hypothesis tests that fail to achieve nominal type-I error rates. The main issue is the fact that the post-selection distribution of the data…
The Ising model is important in statistical modeling and inference in many applications, however its normalizing constant, mean number of active vertices and mean spin interaction -- quantities needed in inference -- are computationally…
Real non-symmetric matrices may have either real or complex conjugate eigenvalues. These matrices can be seen to be pseudo-symmetric as $\eta M \eta^{-1} = M^t$, where the metric $\eta$ could be secular (a constant matrix) or depending upon…
Let $T_n$ be a random recursive tree with $n$ nodes. List vertices of $T_n$ in decreasing order of degree as $v^1,\ldots,v^n$, and write $d^i$ and $h^i$ for the degree of $v^i$ and the distance of $v^i$ from the root, respectively. We prove…
We determine the joint limiting distribution of adjacent spacings around a central, intermediate, or an extreme order statistic $X_{k:n}$ of a random sample of size $n$ from a continuous distribution $F$. For central and intermediate cases,…
We consider an ensemble of $2\times 2$ normal matrices with complex entries representing operators in the quantum mechanics of 2 - level parity-time reversal (PT) symmetric systems. The randomness of the ensemble is endowed by obtaining…