Related papers: Block-modified Wishart matrices: the easy case
Based on a student research project this article gives a short review on Wishart processes. A Wishart procces is a matrix valued continuous time stochastic process with a marginal Wishart distribution. The Wishart distribution is a matrix…
The Foldy-Wouthuysen transformation of the Dirac Hamiltonian is generally taught as simply a mathematical trick that allows one to obtain a two-component theory in the low-energy limit. It is not often emphasized that the transformed…
The gauge action of the Lie group $G$ on the chiral WZNW phase space ${\cal M}_{\check G}$ of quasiperiodic fields with $\check G$-valued monodromy, where $\check G\subset G$ is an open submanifold, is known to be a Poisson-Lie (PL) action…
We study the notion of Wach modules in relative setting, generalizing the arithmetic case. Over an unramified base, for a $p$-adic representation admitting such structure, we examine the relationship between its relative Wach module and…
We introduce a general strategy for defining distributions over the space of sparse symmetric positive definite matrices. Our method utilizes the Cholesky factorization of the precision matrix, imposing sparsity through constraints on its…
We study the high-dimensional asymptotic regimes of correlated Wishart matrices $d^{-1}\mathcal{Y}\mathcal{Y}^T$, where $\mathcal{Y}$ is a $n\times d$ Gaussian random matrix with correlated and non-stationary entries. We prove that under…
An exact result for the reduced density matrix on a finite interval for a $1+1$ dimensional free real scalar field in the ground state is presented. In the massless case, the Williamson decomposition of the appearing kernels is explicitly…
We consider tilting mutations of a weakly symmetric algebra at a subset of simple modules, as recently introduced by T. Aihara. These mutations are defined as the endomorphism rings of certain tilting complexes of length 1. Starting from a…
We introduce a set of consistency conditions on the S-matrix of theories of massless particles of arbitrary spin in four-dimensional Minkowski space-time. We find that in most cases the constraints, derived from the conditions, can only be…
Williamson's theorem states that for any $2n \times 2n$ real positive definite matrix $A$, there exists a $2n \times 2n$ real symplectic matrix $S$ such that $S^TAS=D \oplus D$, where $D$ is an $n\times n$ diagonal matrix with positive…
Gromov--Wasserstein (GW) distances compare graphs, shapes, and point clouds through internal distances, without requiring a common coordinate system. This invariance is powerful, but discrete GW is a nonconvex quadratic optimal transport…
We consider 1d random Hermitian $N\times N$ block band matrices consisting of $W\times W$ random Gaussian blocks (parametrized by $j,k \in\Lambda=[1,n]\cap \mathbb{Z}$, $N=nW$) with a fixed entry's variance…
We compute the limit distribution of partial transposes (when both the number and the size of blocks tends to infinity) for a large class of ensembles of unitarily invariant random matrices. Furthermore, it is shown the asymptotic freeness…
We study the quantum Mixmaster dynamics by constructing the corresponding Wheeler-DeWitt equation as a relativistic quantum theory in a pseudo-Riemannian Mini-superspace. The transition amplitude from a Kasner regime to the next one is…
Asymptotic state of an open quantum system can undergo qualitative changes upon small variation of system parameters. We demonstrate it that such 'quantum bifurcations' can be appropriately defined and made visible as changes in the…
Given a non-negative random variable $W$ and $\theta>0$, let the generalized Dickman transformation map the distribution of $W$ to that of $$ W^*=_d U^{1/\theta}(W+1), $$ where $U \sim {\cal U}[0,1]$, a uniformly distributed variable on the…
Quantum field theories on noncommutative Minkowski space are studied in a model-independent setting by treating the noncommutativity as a deformation of quantum field theories on commutative space. Starting from an arbitrary Wightman…
We study the null-boundaries of Wheeler-de Witt (WdW) patches in three dimensional Poincare-AdS, when the selected boundary timeslice is an arbitrary (non-constant) function, presenting some useful analytic statements about them. Special…
Let $\mathbf{W}\in\mathbb{C}^{n\times n}$ be a {\it single-spiked} Wishart matrix in the class $\mathbf{W}\sim \mathcal{CW}_n(m,\mathbf{I}_n+ \theta \mathbf{v}\mathbf{v}^\dagger) $ with $m\geq n$, where $\mathbf{I}_n$ is the $n\times n$…
We define a class of "algebraic" random matrices. These are random matrices for which the Stieltjes transform of the limiting eigenvalue distribution function is algebraic, i.e., it satisfies a (bivariate) polynomial equation. The Wigner…