Related papers: Rigid stationary determinantal processes in non-Ar…
We study a non-Hermitian extension of the Creutz ladder with generic non-reciprocal hopping. By mapping the ladder onto two decoupled non-Hermitian Su--Schrieffer--Heeger (SSH) chains, we uncover a rich structure in parameter space under…
We give sufficient conditions for the number rigidity of a translation invariant or periodic point process on $\mathbb{R}^d$, where $d=1,2$. That is, the probability distribution of the number of particles in a bounded domain $\Lambda…
We study translation invariant stochastic processes on $\mathbb{R}^d$ or $\mathbb{Z}^d$ whose diffraction spectrum or structure function $S(k)$, i.e. the Fourier transform of the truncated total pair correlation function, vanishes on an…
Dynamical localization of non-Abelian gauge fields in non-compact flat $D$ dimensions is worked out. The localization takes place via a field-dependent gauge kinetic term when a field condenses in a finite region of spacetime. Such a…
We analyze certain stationary fields with linear regressions and quadratic conditional variances. This classic probabilistic problem leads somewhat unexpectedly to stationary Markov processes closely tied to non-commutative probability…
We propose non-stationary spectral kernels for Gaussian process regression. We propose to model the spectral density of a non-stationary kernel function as a mixture of input-dependent Gaussian process frequency density surfaces. We solve…
We generalise the notion of wide-sense stationarity from sequences of complex-valued random variables indexed by the integers, to fields of random variables that are labelled by elements of the unitary dual of a compact group. The…
We prove a strong approximation result for the empirical process associated to a stationary sequence of real-valued random variables, under dependence conditions involving only indicators of half lines. This strong approximation result also…
We develop a theory of evolutionary spectra for heteroskedasticity and autocorrelation robust (HAR) inference when the data may not satisfy second-order stationarity. Nonstationarity is a common feature of economic time series which may…
We prove a Burns-Krantz type boundary rigidity near strongly pseudoconvex points for holomorphic self-maps with an interior fixed point. This confirms a conjecture of Huang.
The Einstein-Hilbert (EH) action is peculiar in many ways. Some of the Peculiar features have already been highlighted in literature. In the present article, we have discussed some peculiar features of EH action which has not been discussed…
Continuing the thrust of our recent work, but with an important new idea, we find a cut-off regularization of the determinant of a scalar particle in a classical Euclidean gravitational field. The field is assumed asymptotically flat, and…
Studying sample path behaviour of stochastic fields/processes is a classical research topic in probability theory and related areas such as fractal geometry. To this end, many methods have been developed since a long time in Gaussian…
The stationary and highly non-stationary resonant dynamics of the harmonically forced pendulum are described in the framework of a semi-inverse procedure combined with the Limiting Phase Trajectory concept. This procedure, implying only…
We show that the symplectic and orthogonal character analogues of Okounkov's Schur measure (on integer partitions) are determinantal, with explicit correlation kernels. We apply this to prove certain Borodin-Okounkov-Gessel-type results…
We investigate the nonparametric estimation problem of the density $\pi$, representing the stationary distribution of a two-dimensional system $\left(Z_t\right)_{t \in[0, T]}=\left(X_t, \lambda_t\right)_{t \in[0, T]}$. In this system, $X$…
We study the local statistics of orthogonal polynomial ensembles near a hard edge, subject to a multiplicative deformation of the measure. Probabilistically, this deformation corresponds to a position-dependent conditional thinning of the…
We consider stationary configurations of points in Euclidean space which are marked by positive random variables called scores. The scores are allowed to depend on the relative positions of other points and outside sources of randomness.…
We aim at estimating in a non-parametric way the density $\pi$ of the stationary distribution of a $d$-dimensional stochastic differential equation $(X_t)_{t \in [0, T]}$, for $d \ge 2$, from the discrete observations of a finite sample…
In this paper, we will derive the first and 2nd order Wiener chaos decomposition for the multivariate linear statistics of the determinantal point processes associated with the spectral projection kernels on the unit spheres $S^d$. We will…