Related papers: Truncated linear statistics associated with the to…

We introduce the truncated Gaussian graphical model (TGGM) as a novel framework for designing statistical models for nonlinear learning. A TGGM is a Gaussian graphical model (GGM) with a subset of variables truncated to be nonnegative. The…

We introduce a powerful analytic method to study the statistics of the number $\mathcal{N}_{\textbf{A}}(\gamma)$ of eigenvalues inside any contour $\gamma \in \mathbb{C}$ for infinitely large non-Hermitian random matrices ${\textbf A}$. Our…

Let $f$ and $g$ be holomorphic or Maass cusp forms for $\rm SL_2(\mathbb{Z})$ with normalized Fourier coefficients $\lambda_f(n)$ and $\lambda_g(n)$, respectively. In this paper, we prove nontrivial estimates for the sum $$…

The conjectured three generic local bulk statistics amongst all non-Hermitian random matrix symmetry classes have recently been extended to three generic local edge statistics. We study analytically and numerically complex spacing ratios…

We study the probability that all the eigenvalues of $n\times n$ Hermitian matrices, from the Laguerre unitary ensemble with the weight $x^{\gamma}\mathrm{e}^{-4nx},\;x\in[0,\infty),\;\gamma>-1$, lie in the interval $[0,\alpha]$. By using…

For a large $n\times m$ Gaussian matrix, we compute the joint statistics, including large deviation tails, of generalized and total variance - the scaled log-determinant $H$ and trace $T$ of the corresponding $n\times n$ covariance matrix.…

We consider two types of spiked multivariate F distributions: a scaled distribution with the scale matrix equal to a rank-one perturbation of the identity, and a distribution with trivial scale, but rank-one non-centrality. The norm of the…

We establish, under a moment matching hypothesis, the local universality of the correlation functions associated with products of $M$ independent iid random matrices, as $M$ is fixed, and the sizes of the matrices tend to infinity. This…

The article reviews recent developments in the theory of fluctuations and correlations of energy levels and eigenfunction amplitudes in diffusive mesoscopic samples. Various spatial geometries are considered, with emphasis on…

Covariance matrix of heights measured relative to the average height of a growing self-affine surface in the steady state are investigated in the framework of random matrix theory. We show that the spectral density of the covariance matrix…

Consider the product $X = X_{1}\cdots X_{m}$ of $m$ independent $n\times n$ iid random matrices. When $m$ is fixed and the dimension $n$ tends to infinity, we prove Gaussian limits for the centered linear spectral statistics of $X$ for…

Consider a $N\times n$ random matrix $Y_n=(Y_{ij}^{n})$ where the entries are given by $Y_{ij}^{n}=\frac{\sigma(i/N,j/n)}{\sqrt{n}} X_{ij}^{n}$, the $X_{ij}^{n}$ being centered i.i.d. and $\sigma:[0,1]^2 \to (0,\infty)$ being a continuous…

Let $T$ be an $n\times n$ truncation of an $(n+\alpha)\times (n+\alpha)$ Haar distributed unitary matrix. We consider the disk counting statistics of the eigenvalues of $T$. We prove that as $n\to + \infty$ with $\alpha$ fixed, the…

Consistency models have recently been introduced to accelerate sampling from diffusion models by directly predicting the solution (i.e., data) of the probability flow ODE (PF ODE) from initial noise. However, the training of consistency…

We study asymptotic behaviour of stochastic approximation procedures with three main characteristics: truncations with random moving bounds, a matrix valued random step-size sequence, and a dynamically changing random regression function.…

The Coulomb gas models an interacting system of $N$ negatively charged particles. We give a new proof that, at sufficiently low temperature, smooth linear statistics $\sum_j \varphi(x_j)$ are bounded by $C N^{1-2/d}$.

Let $\mathcal{P}_{\beta}^{(V)} (N_{\cal I})$ be the probability that a $N\times N$ $\beta$-ensemble of random matrices with confining potential $V(x)$ has $N_{\cal I}$ eigenvalues inside an interval ${\cal I}=[a,b]$ of the real line. We…

Using the Coulomb gas method and standard methods of statistical physics, we compute analytically the joint cumulative probability distribution of the extreme eigenvalues of the Jacobi-MANOVA ensemble of random matrices, in the limit of…

We consider an infinite-dimensional stochastic clustering model on $\mathbb{R}$. In discrete time, each point of a unit-intensity simple point process moves halfway toward either of its left or right neighbors, chosen uniformly at random.…

There is a natural left and right invariant Haar measure associated with the matrix groups GL${}_N(\mathbb R)$ and SL${}_N(\mathbb R)$ due to Siegel. For the associated volume to be finite it is necessary to truncate the groups by imposing…