Related papers: Collision of eigenvalues for matrix-valued process…

We consider eigenvalues of a product of n non-Hermitian, independent random matrices. Each matrix in this product is of size N\times N with independent standard complex Gaussian variables. The eigenvalues of such a product form a…

We consider Brownian motions with one-sided collisions, meaning that each particle is reflected at its right neighbour. For a finite number of particles a Sch\"{u}tz-type formula is derived for the transition probability. We investigate an…

We develop a supersymmetric field theoretical description of the Gaussian ensemble of the almost diagonal Hermitian Random Matrices. The matrices have independent random entries H_{ij} with parametrically small off-diagonal elements…

Three-dimensional, as well as one- and two-dimensional, studies of multiplicity fluctuation are performed using AMPT model to generate central Au-Au collision events at ${\sqrt s_{NN}}= 200$ GeV. Two- and three-dimensional normalized…

We list in increasing order -- 1/3, 3/8, 2/5, 135 pi/1024, 16/(3 pi^2), 3 pi/16, 5/8, 105 pi/512, 2 - 435 pi/1024, 11/16, 1 -- a number of exact two-qubit Hilbert-Schmidt (HS) separability probabilities, we are able to compute. Each…

Complex networks with directed, local interactions are ubiquitous in nature, and often occur with probabilistic connections due to both intrinsic stochasticity and disordered environments. Sparse non-Hermitian random matrices arise…

We derive new perturbation bounds for eigenvalues of Hermitian matrices with block structures. The structures we consider range from a standard 2-by-2 block form to block tridiagonal and tridigaonal forms. The main idea is the observation…

We find the three-dimensional gravity dual of a process in which two clouds of (1+1)-dimensional conformal matter moving in opposite directions collide. This gives the most general conformally invariant holographic flow in the 1+1…

This paper investigates the approximation of Gaussian random variables in Banach spaces, focusing on the high-probability bounds for the approximation of Gaussian random variables using finitely many observations. We derive non-asymptotic…

In this paper, we consider the problem of estimating the drift parameter of solution to the stochastic differential equation driven by a fractional Brownian motion with Hurst parameter less than $1/2$ under complete observation. We derive a…

Gaussian processes are probabilistic models that are commonly used as functional priors in machine learning. Due to their probabilistic nature, they can be used to capture the prior information on the statistics of noise, smoothness of the…

For an $n \times n$ independent-entry random matrix $X_n$ with eigenvalues $\lambda_1, \ldots, \lambda_n$, the seminal work of Rider and Silverstein asserts that the fluctuations of the linear eigenvalue statistics $\sum_{i=1}^n…

Conical intersections are topologically protected crossings between the potential energy surfaces of a molecular Hamiltonian, known to play an important role in chemical processes such as photoisomerization and non-radiative relaxation.…

This paper is a step in the direction of understanding the behavior of non-intersecting Brownian motions on the real line, when the number of particles becomes large. Consider 2k non-intersecting Brownian motions, all starting at the…

The Barbero-Immirzi parameter $\gamma$ appears in the \emph{real} connection formulation of gravity in terms of the Ashtekar variables, and gives rise to a one-parameter quantization ambiguity in Loop Quantum Gravity. In this paper we…

In this short note we address a gaussian property of normal vectors in random non-Hermitian matrices. The approach uses a simple geometric and comparison technique.

Let $q\geq 2$ be a positive integer, $B$ be a fractional Brownian motion with Hurst index $H\in(0,1)$, $Z$ be an Hermite random variable of index $q$, and $H_q$ denote the Hermite polynomial having degree $q$. For any $n\geq 1$, set…

There is growing interest in viable quantum theories with PT-symmetric non-Hermitian Hamiltonians, but a formulation of transition matrix elements consistent with positivity and perturbative unitarity has so far proved elusive. This Letter…

Let $\{B_{t}\}_{t\geq0}$ be a fractional Brownian motion with Hurst parameter $\frac{2}{3}<H<1$. We prove that the approximation of the derivative of self-intersection local time, defined as \begin{align*} \alpha_{\varepsilon} &=…

We study the long-time asymptotics of the probability P_t that the Riemann-Liouville fractional Brownian motion with Hurst index H does not escape from a fixed interval [-L,L] up to time t. We show that for any H \in ]0,1], for both…