Related papers: Universal Painlev\'e VI Probability Distribution i…
Doubly-intractable distributions appear naturally as posterior distributions in Bayesian inference frameworks whenever the likelihood contains a normalizing function $Z$. Having two such functions $Z$ and $\widetilde Z$ we provide estimates…
Gaussian Process regression is a kernel method successfully adopted in many real-life applications. Recently, there is a growing interest on extending this method to non-Euclidean input spaces, like the one considered in this paper,…
Motivated by the statistical fluctuation of Dirac spectrum of QCD-like theories subjected to (pseudo)reality-violating perturbations and in the epsilon-regime, we compute the smallest eigenvalue distribution and the level spacing…
Consider the ensemble of real symmetric Toeplitz matrices, each independent entry an i.i.d. random variable chosen from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. Previous investigations showed that…
We elucidate the relation between Painlev\'e equations and four-dimensional rank one ${\cal N= 2}$ theories by identifying the connection associated to Painlev\'e isomonodromic problems with the oper limit of the flat connection of the…
This paper argues that the half-Cauchy distribution should replace the inverse-Gamma distribution as a default prior for a top-level scale parameter in Bayesian hierarchical models, at least for cases where a proper prior is necessary. Our…
We consider the full probability distribution for the transverse magnetization of a finite subsystem in the transverse field Ising chain. We derive a determinant representation of the corresponding characteristic function for general…
Bayesian inference and uncertainty quantification in a general class of non-linear inverse regression models is considered. Analytic conditions on the regression model $\{\mathscr G(\theta): \theta \in \Theta\}$ and on Gaussian process…
This paper focuses on the study of existence and uniqueness of distributional and classical solutions to the Cauchy Boltzmann problem for the soft potential case assuming $S^{n-1}$ integrability of the angular part of the collision kernel…
We prove that kernel covariance embeddings lead to information-theoretically perfect separation of distinct continuous probability distributions. In statistical terms, we establish that testing for the \emph{equality} of two non-atomic…
A probabilistic algorithm for preparing Bethe eigenstates of the spin-1/2 Heisenberg spin chain on a quantum computer has recently been found. We derive an exact formula for the success probability of this algorithm in terms of the Gaudin…
Consider non-intersecting Brownian motions on the line leaving from the origin and forced to two arbitrary points. Letting the number of Brownian particles tend to infinity, and upon rescaling, there is a point of bifurcation, where the…
For ill-posed inverse problems, a regularised solution can be interpreted as a mode of the posterior distribution in a Bayesian framework. This framework enriches the set the solutions, as other posterior estimates can be used as a solution…
We calculate partition function and correlation functions in A-twisted 2d $\mathcal{N}=(2,2)$ theories and topologically twisted 3d $\mathcal{N}=2$ theories containing adjoint chiral multiplet with particular choices of $R$-charges and the…
We explore first-passage phenomenology for biased active processes with a renewal-type structure, focusing in particular on paradigmatic run-and-tumble models in both discrete and continuous state spaces. In general, we show there is no…
These notes provide an introduction to the theory of random matrices. The central quantity studied is $\tau(a)= det(1-K)$ where $K$ is the integral operator with kernel $1/\pi} {\sin\pi(x-y)\over x-y} \chi_I(y)$. Here…
In this paper, we are concerned with higher-order analogues of the Tracy-Widom distribution, which describe the eigenvalue distributions in unitary random matrix models near critical edge points. The associated kernels are constructed by…
The Hammersley process relates to the statistical properties of the maximum length of all up/right paths connecting random points of a given density in the unit square from (0,0) to (1,1). This process can also be interpreted in terms of…
This paper studies transition probabilities from a Borel subset of a Polish space to a product of two Borel subsets of Polish spaces. For such transition probabilities it introduces and studies the property of semi-uniform Feller…
Selecting N random points in a unit square corresponds to selecting a random permutation. By putting 5 types of symmetry restrictions on the points, we obtain subsets of permutations : involutions, signed permutations and signed…