Related papers: Universal Painlev\'e VI Probability Distribution i…
Many experiments utilize the precession of trapped particles in magnetic fields to perform high precision measurements. It had been presumed that after free precession, initially polarized particles will form a Gaussian phase distribution…
We derive Painlev\'e--type expressions for the distribution of the $m^{th}$ largest eigenvalue in the Gaussian Orthogonal and Symplectic Ensembles in the edge scaling limit. The work of Johnstone and Soshnikov (see [7], [10]) implies the…
An attempt is made to describe random matrix ensembles with unitary invariance of measure (UE) in a unified way, using a combination of Tracy-Widom (TW) and Adler-Shiota-Van Moerbeke (ASvM) approaches to derivation of partial differential…
Posterior contractions rates (PCRs) strengthen the notion of Bayesian consistency, quantifying the speed at which the posterior distribution concentrates on arbitrarily small neighborhoods of the true model, with probability tending to 1 or…
We investigate interacting spin susceptibilities in lattice models for $\mathcal{T}$-reversal symmetry-broken Weyl semimetals. We employ a random phase approximation (RPA) method for the spin-SU(2)-symmetry-broken case that includes…
The Inverse First Passage time problem seeks to determine the boundary corresponding to a given stochastic process and a fixed first passage time distribution. Here, we determine the numerical solution of this problem in the case of a two…
We study first-return statistics for photons undergoing three-dimensional Henyey-Greenstein scattering in a semi-infinite medium. In previous work, we showed that one-dimensional first-passage probabilities can be expanded using Catalan and…
We evaluate the total integral from negative infinity to positive infinity of all global solutions to the Painleve II equation on the real line. The method is based on the interplay between one of the equations of the associated Lax pair…
Relaxation to equilibrium of a drifted Brownian motion is quantified by a probability density function, whose main (multiplicative) entry is an inferred Feynman-Kac kernel of the Schr\"{o}dinger semigroup operator. Although seemingly devoid…
The commonly accepted definition of paths starts from a random field but ignores the problem of setting joint distributions of infinitely many random variables for defining paths properly afterwards. This paper provides a turnaround that…
We derive differential equations for multiplicative statistics of the Bessel determinantal point process depending on two parameters. In particular, we prove that such statistics are solutions to an integrable nonlinear partial differential…
We study a model of $n$ one-dimensional non-intersecting Brownian motions with two prescribed starting points at time $t=0$ and two prescribed ending points at time $t=1$ in a critical regime where the paths fill two tangent ellipses in the…
Given two measurable spaces $H$ and $D$ with countably generated $\sigma$-algebras, a perfect prior probability measure $P_H$ on $H$ and a sampling distribution $S: H \rightarrow D$, there is a corresponding inference map $I: D \rightarrow…
In Bayesian statistics, posterior contraction rates (PCRs) quantify the speed at which the posterior distribution concentrates on arbitrarily small neighborhoods of a true model, in a suitable way, as the sample size goes to infinity. In…
The center of gravity is one of the most frequently used algorithm for position reconstruction with different analytical forms for the noise optimization. The error distributions of the different forms are essential instruments to improve…
We show that the Kontsevich integral on $n\times n$ matrices ($n< \infty$) is the isomonodromic tau function associated to a $2\times 2$ Riemann--Hilbert problem. The approach allows us to gain control of the analysis of the convergence as…
We derive Onsager-Machlup functionals for countable product measures on weighted $\ell^p$ subspaces of the sequence space $\mathbb{R}^{\mathbb{N}}$. Each measure in the product is a shifted and scaled copy of a reference probability measure…
The Bayesian solution to a statistical inverse problem can be summarised by a mode of the posterior distribution, i.e. a MAP estimator. The MAP estimator essentially coincides with the (regularised) variational solution to the inverse…
A Painlev\'e-Gullstrand synchronization is a slicing of the space-time by a family of flat spacelike 3-surfaces. For spherically symmetric space-times, we show that a Painlev\'e-Gullstrand synchronization only exists in the region where…
In testing the independence of two Gaussian populations, one computes the distribution of the sample canonical correlation coefficients, given that the actual correlation is zero. The "Laplace transform" of this distribution is not only an…