Related papers: On random Fourier-Hermite transform associated wit…
This article considers linear processes with values in a separable Hilbert space exhibiting long-range dependence. The scaling limits for the sample autocovariance operators at different time lags are investigated in the topology of their…
Current performance bounds for randomized iterative methods are often considered tight under per-iteration analyses, yet they are notoriously loose in practice. We derive asymptotic performance bounds that narrow this theory-practice gap,…
Fourier transform has become a basic tool for analyzing biological signals 1,2,3. Mostly a fast Fourier transform is computed for a finite sequence of data sample 4. This is the standard way apparatuses and modern computerized technology…
In this paper, we derive closed-form exact expressions for the main statistics of the ratio of squared alpha-mu random variables, which are of interest in many scenarios for future wireless networks where generalized distributions are more…
The common methods of spectral analysis for multivariate ($n$-dimensional) time series, like discrete Frourier transform (FT) or Wavelet transform, are based on Fourier series to decompose discrete data into a set of trigonometric model…
Bayesian inference, while foundational to probabilistic reasoning, is often hampered by the computational intractability of posterior distributions, particularly through the challenging evidence integral. Conventional approaches like Markov…
This paper deals with the homogenization problem of one-dimensional pseudo-elliptic equations with a rapidly varying random potential. The main purpose is to characterize the homogenization error (random fluctuations), i.e., the difference…
Random Fourier features is a widely used, simple, and effective technique for scaling up kernel methods. The existing theoretical analysis of the approach, however, remains focused on specific learning tasks and typically gives pessimistic…
We review the closed-forms of the partial Fourier sums associated with $HP_k(n)$ and create an asymptotic expression for $HP(n)$ as a way to obtain formulae for the full Fourier series (if $b$ is such that $|b|<1$, we get a surprising…
In this paper, we propose a fast surrogate leverage weighted sampling strategy to generate refined random Fourier features for kernel approximation. Compared to the current state-of-the-art method that uses the leverage weighted scheme…
Let $\lambda_i (n)$ $i= 1, 2, 3$ denote the normalised Fourier coefficients of holomorphic eigenform or Maass cusp form. In this paper we shall consider the sum: \[ S:= \frac{1}{H}\sum_{h\leq H} V\left( \frac{h}{H}\right)\sum_{n\leq N}…
We review our recent results on pseudo-hermitian random matrix theory which were hitherto presented in various conferences and talks. (Detailed accounts of our work will appear soon in separate publications.) Following an introduction of…
Subsampled Randomized Hadamard Transform (SRHT), a popular random projection method that can efficiently project a $d$-dimensional data into $r$-dimensional space ($r \ll d$) in $O(dlog(d))$ time, has been widely used to address the…
We present a procedure for averaging one-parameter random unitary groups and random self-adjoint groups. Central to this is a generalization of the notion of weak convergence of a sequence of measures and the corresponding generalization of…
We develop the asymptotic expansion theory for vector-valued sequences (F N) N $\ge$1 of random variables in terms of the convergence of the Stein-Malliavin matrix associated to the sequence F N. Our approach combines the classical Fourier…
Non-Hermitian systems with specific forms of Hamiltonians can exhibit novel phenomena. However, it is difficult to study their quantum thermodynamical properties. In particular, the calculation of work statistics can be challenging in…
Let $\lambda_{\phi}(n)$ be the Fourier coefficients of a Hecke holomorphic or Hecke--Maass cusp form on ${\rm SL}_2(\mathbb Z)$, and $f$ be any multiplicative function that satisfies two mild hypotheses. We establish a non-trivial upper…
Many quantum algorithms, including Shor's celebrated factoring and discrete log algorithms, proceed by reduction to a Hidden Subgroup problem, in which an unknown subgroup H of a group G must be determined from a uniform superposition on a…
Given a collection $\{\lambda_1, \dots, \lambda_n\} $ of real numbers, there is a canonical probability distribution on the set of real symmetric or complex Hermitian matrices with eigenvalues $\lambda_1,\ldots,\lambda_n$. In this paper, we…
We present a new deterministic algorithm for the sparse Fourier transform problem, in which we seek to identify k << N significant Fourier coefficients from a signal of bandwidth N. Previous deterministic algorithms exhibit quadratic…