Related papers: Global rigidity and exponential moments for soft a…
Gaussian processes (GPs) enable principled computation of model uncertainty, making them attractive for safety-critical applications. Such scenarios demand that GP decisions are not only accurate, but also robust to perturbations. In this…
We study the scaling limit of the spectrum of the \beta-Jacobi ensemble at the soft-edge and hard-edge for general values of \beta. We show that the limiting point processes correspond respectively to the stochastic Airy and Bessel point…
This paper establishes the theoretical foundation for statistical applications of an intriguing new type of spatial point processes called critical point processes. These point processes, residing in Euclidean space, consist of the critical…
We prove global well-posedness for some molecular beam epitaxy models. This requires proving some bounds on the gradient of solutions. We also obtain some global bounds on the roughness of solutions.
We establish a rigorous asymptotic theory for the joint estimation of roughness and scale parameters in two-dimensional Gaussian random fields with power-law generalized covariances \cite{Matheron1973, Stein1999, Yaglom1987}. Our main…
We study point process convergence for sequences of iid random walks. The objective is to derive asymptotic theory for the extremes of these random walks. We show convergence of the maximum random walk to the Gumbel distribution under the…
We consider the Ghosh-Peres number rigidity of translation-invariant determinantal point processes on the real line $\mathbb{R}$, whose correlation kernels are induced by the Fourier transform of the indicators of generalized Cantor sets in…
We study the maximum of the random assignment process on rectangular matrices. We derive first-order asymptotics for the expected maximum, prove a law of large numbers under mild tail assumptions, and obtain exponential upper bounds for the…
We consider the determinantal point process with the confluent hypergeometric kernel. This process is a universal point process in random matrix theory and describes the distribution of eigenvalues of large random Hermitian matrices near…
We compute an upper bound for the dimension of the tangent spaces at classical points of certain eigenvarieties associated with definite unitary groups, especially including the so-called critically refined cases. Our bound is given in…
In 2005, Bob Connelly showed that a generic framework in $\bR^d$ is globally rigid if it has a stress matrix of maximum possible rank, and that this sufficient condition for generic global rigidity is preserved by the 1-extension operation.…
In order to prove numerically the global existence and uniqueness of smooth solutions of a fourth order, nonlinear PDE, we derive rigorous a-posteriori upper bounds on the supremum of the numerical range of the linearized operator. These…
There is a unique unitarily-invariant ensemble of $N\times N$ Hermitian matrices with a fixed set of real eigenvalues $a_1 > \dots > a_N$. The joint eigenvalue distribution of the $(N - 1)$ top-left principal submatrices of a random matrix…
We investigate the limiting behavior of discrete determinantal point processes (DPPs) towards continuous DPPs when the size of the set to sample from goes to infinity. We propose a non-asymptotic characterization of this limit in terms of…
We establish asymptotic formulae for general joint moments of characteristic polynomials and their higher-order derivatives associated with matrices drawn randomly from the groups $\mathrm{USp}(2N)$ and $\mathrm{SO}(2N)$ in the limit as…
Our previous work on the one-dimensional KPZ equation with sharp wedge initial data is extended to the case of the joint height statistics at n spatial points for some common fixed time. Assuming a particular factorization, we compute an…
We investigate the long-time behavior of solutions to the isothermal Euler, Korteweg or quantum Navier Stokes equations, as well as generalizations of these equations where the convex pressure law is asymptotically linear near vacuum. By…
By employing an accelerated weighting method, we establish arbitrary polynomial and exponential pointwise convergence for multiple ergodic averages under general balancing conditions in both discrete and continuous settings, including…
The Airy point process is a determinantal point process that arises from the spectral edge of the Gaussian Unitary Ensemble. In this paper, we establish a large deviation principle for the Airy point process. Our result also extends to…
For the eigenvalues of principal submatrices of stochastically evolving Wigner matrices, we construct and study the edge scaling limit: a random decreasing sequence of continuous functions of two variables, which at every point has the…