Related papers: BKP hierarchy and Pfaffian point process
Bayesian inference can be embedded into an appropriately defined dynamics in the space of probability measures. In this paper, we take Brownian motion and its associated Fokker--Planck equation as a starting point for such embeddings and…
A very elementary model of a single positive hermitian random matrix coupled to an external matrix is defined and studied. Expanding the exact effective action around its classical solution leads to the ``quantum Penner action'', from which…
Recently, Kulikov (\cite{Ku}) has shown that certain convex functionals on weighted Bergman spaces are maximized by reproducing kernels. We show a sharp quantitative stability of these estimates with the optimal norm and the exponent and an…
Let X be a locally compact Polish space and let m be a reference Radon measure on X. Let $\Gamma_X$ denote the configuration space over X, that is, the space of all locally finite subsets of X. A point process on X is a probability measure…
In this paper, we study the full asymptotic expansion of the partition functions of determinantal point processes defined on a polarized K\"ahler manifold. We show that the coefficients of the expansion are given by geometric functionals on…
We present an exact sampling algorithm for Pfaffian point processes based on a skew-symmetric analogue of the Cholesky factorization. This algorithm enables efficient sampling of a wide range of statistics arising in random matrix theory…
We develop an exact and scalable algorithm for one-dimensional Gaussian process regression with Mat\'ern correlations whose smoothness parameter $\nu$ is a half-integer. The proposed algorithm only requires $\mathcal{O}(\nu^3 n)$ operations…
Computing the Pfaffian of a skew-symmetric matrix is a problem that arises in various fields of physics. Both computing the Pfaffian and a related problem, computing the canonical form of a skew-symmetric matrix under unitary congruence,…
A theorem by Orlov states that any equivalence between the bounded derived categories of coherent sheaves of two smooth projective varieties, X and Y, is isomorphic to a Fourier-Mukai transform with kernel in the bounded derived category of…
In a previous paper we constructed all polynomial tau-functions of the 1-component KP hierarchy, namely, we showed that any such tau-function is obtained from a Schur polynomial $s_\lambda(t)$ by certain shifts of arguments. In the present…
We present the transition probability for the asymmetric simple exclusion process on the half-space for general initial conditions and particle insertion at the boundary. In the limit of total asymmetry, where particles only jump to the…
We consider a random process with discrete time formed by singular values of products of truncations of Haar distributed unitary matrices. We show that this process can be understood as a scaling limit of the Schur process, which gives…
A large family of nonsingular rational solutions of the Kadomtsev-Petviashvili (KP) I equation are investigated. These solutions are constructed via the Gramian method and are identified as points in a complex Grassmannian. Each solution is…
We derive an expression for the product of the Pfaffians of two skew-symmetric matrices A and B as a sum of products of the traces of powers of AB and an expression for the inverse matrix A$^{-1}$, or equivalently B$^{-1}$, as a…
We show that any multi-component matrix KP hierarchy is equivalent to the standard one-component (scalar) KP hierarchy endowed with a special infinite set of abelian additional symmetries, generated by squared eigenfunction potentials. This…
This paper is concerned with the construction of the polynomial tau-functions of the symplectic KP (SKP), orthogonal KP (OKP) hierarchies and universal character hierarchy of B-type (BUC hierarchy), which are proved as zero modes of certain…
An explicit Fredholm determinant formula is derived for the multipoint distribution of the height function of the totally asymmetric simple exclusion process (TASEP) with arbitrary right-finite initial condition. The method is by solving…
A short proof is given to the fact that the additional symmetries of the KP hierarchy defined by their action on pseudodifferential operators, according to Fuchssteiner-Chen-Lee-Lin-Orlov-Shulman, coincide with those defined by their action…
The Koopman operator is a powerful approach to global stability analysis of nonlinear systems, which provides a systematic procedure for Lyapunov function design. In this framework, Lyapunov functions are obtained through the eigenfunctions…
In this paper, nonlocal symmetries for the bilinear KP and bilinear BKP equations are re-studied. Two arbitrary parameters are introduced in these nonlocal symmetries by considering gauge invariance of the bilinear KP and bilinear BKP…