Related papers: Wiener integrals with respect to the two-parameter…
We develop an underlying relationship between the theory of rational approximations and that of isomonodromic deformations. We show that a certain duality in Hermite's two approximation problems for functions leads to the Schlesinger…
We apply the theory of semiparametric estimation to a Hong-Ou-Mandel interference experiment with a spectrally entangled two-photon state generated by spontaneous parametric downconversion. Thanks to the semiparametric approach we can…
A general Werner-type state is studied from two viewpoints: (i) an application of dynamical interaction of the objective system with its environment, represented by a unital positive operator-valued measure (POVM), which ensures increase of…
An integer-valued moving average (INMA) model for count random fields is proposed and investigated. Closed-form expressions are derived for both its marginal distribution and spatial dependence structure, for arbitrary model order and also…
We introduce, for the first time, bicoherent-state path integration as a method for quantizing non-hermitian systems. Bicoherent-state path integrals arise as a natural generalization of ordinary coherent-state path integrals, familiar from…
Recent work has shown that parameterizing and optimizing coordinate transformations using normalizing flows, i.e., invertible neural networks, can significantly accelerate the convergence of spectral approximations. We present the first…
We consider random Hermitian matrices with independent upper triangular entries. Wigner's semicircle law says that under certain additional assumptions, the empirical spectral distribution converges to the semicircle distribution. We…
An elementary construction of the Wiener process is discussed, based on a proper sequence of simple symmetric random walks that uniformly converge on bounded intervals, with probability 1. This method is a simplification of F.B. Knight's…
We compare expressions for the atom interferometer phase obtained using the path integral approach and the approach based on the density matrix equation in the Wigner representation. The power series of these expressions over the Planck…
Two-step hybrid methods specially adapted to the numerical integration of perturbed oscillators are obtained. The formulation of the methods is based on a refinement of classical Taylor expansions due to Scheifele [{\em Z. Angew. Math.…
This paper provides and extends second-order versions of several fundamental theorems on first-order regularly varying functions such as Karamata's theorem/representation and Tauberian's theorem. Our results are used to establish…
A non-Hermitean extension of paradigmatic Wishart random matrices is introduced to set up a theoretical framework for statistical analysis of (real, complex and real quaternion) stochastic time series representing two "remote" complex…
We introduce a broad class of self-similar processes $\{Z(t),t\ge 0\}$ called generalized Hermite process. They have stationary increments, are defined on a Wiener chaos with Hurst index $H\in (1/2,1)$, and include Hermite processes as a…
Hamiltonian Monte Carlo (HMC) has become routinely used for sampling from posterior distributions. Its extension Riemann manifold HMC (RMHMC) modifies the proposal kernel through distortion of local distances by a Riemannian metric. The…
The images of Hermite and Laguerre Sobolev spaces under the Hermite and special Hermite semigroups (respectively) are characterised. These are used to characterise the Schwartz class of rapidly decreasing functions. The image of the space…
We continue investigating spectral properties of a Hermitised random matrix product, which, contrary to previous product ensembles, allows for eigenvalues on the full real line. When a GUE matrix with an external source is involved, we…
We use representation theory to write a formula for the magnetisation of the quantum Heisenberg ferromagnet. The core new result is a spectral decomposition of the function $\alpha_k 2^{\alpha_1+\dotsb+\alpha_n}$ where $\alpha_k$ is the…
We continue the effort of grokking the structure of power-bounded $T$-convex valued fields, whose theory is in general referred to as TCVF. In the present paper our focus is on certain expansion of it that is equipped with a tempered…
We investigate the statistical properties of the photon-subtractions from the two-mode squeezed vacuum state and its decoherence in a thermal environment. It is found that the state can be considered as a squeezed two-variable Hermite…
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…