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We apply the operation of random independent thinning on the eigenvalues of $n\times n$ Haar distributed unitary random matrices. We study gap probabilities for the thinned eigenvalues, and we study the statistics of the eigenvalues of…
We study turbulence in the one-dimensional Burgers equation with a white-in-time, Gaussian random force that has a Fourier-space spectrum $\sim 1/k$, where $k$ is the wave number. From very-high-resolution numerical simulations, in the…
The transmission eigenvalue problem is a type of non-elliptic and non-selfadjoint spectral problem that arises in the wave scattering theory when invisibility/transparency occurs. The transmission eigenfunctions are the interior resonant…
Absorption problems of run-and-tumble particles, described by the telegrapher's equation, are analyzed in one space dimension considering partially reflecting boundaries. Exact expressions for the probability distribution function in the…
The refraction of surface gravity waves by currents leads to spatial modulations in the wave field and, in particular, in the significant wave height. We examine this phenomenon in the case of waves scattered by a localised current feature,…
In this paper we present a study of anomalous diffusion using a Fokker-Planck description with fractional velocity derivatives. The distribution functions are found using numerical means for varying degree of fractionality observing the…
We prove some "high probability" results on the expected value of the mean width for random perturbations of random polytopes. The random perturbations are considered for Gaussian and $p$-stable random vectors, as well as uniform…
We prove quantitative equidistribution properties for orthonormal bases of eigenfunctions of the Laplacian on the rational $d$-torus. We show that the rate of equidistribution of such eigenfunctions is of polynomial decay. We also prove…
Due to the skessed distribution, high peak and thick tail and asymmetry of financial return data, it is difficult to describe the traditional distribution. In recent years, generalized autoregressive score (GAS) has been used in many fields…
A famous result going back to Eric Kostlan states that the moduli of the eigenvalues of random normal matrices with radial potential are independent yet non identically distributed. This phenomenon is at the heart of the asymptotic analysis…
The Berry heuristic has been a long standing \emph{ansatz} about the high energy (i.e. large eigenvalues) behaviour of eigenfunctions (see Berry 1977). Roughly speaking, it states that under some generic boundary conditions, these…
Eigenfunctions of 1d disordered Hamiltonian with constant imaginary vector potential are investigated. Even within the domain of complex eigenvalues the wave functions are shown to be strongly localized. However, this localization is of a…
A compact Riemannian manifold may be immersed into Euclidean space by using high frequency Laplace eigenfunctions. We study the geometry of the manifold viewed as a metric space endowed with the distance function from the ambient Euclidean…
We consider the problem of prescribing the Gaussian and the geodesic curvatures of a compact surface with boundary by a conformal deformation of the metric. We derive some existence results using a variational approach, either by…
Interesting data often concentrate on low dimensional smooth manifolds inside a high dimensional ambient space. Random projections are a simple, powerful tool for dimensionality reduction of such data. Previous works have studied bounds on…
We introduce a model of Poisson random waves in $\mathbb{S}^{2}$ and we study Quantitative Central Limit Theorems when both the rate of the Poisson process and the energy (i.e., frequency) of the waves (eigenfunctions) diverge to infinity.…
Here we study novel effects associated with electromagnetic wave propagation in a Robertson-Walker universe and the Schwarzschild spacetime with a small amount of metric stochasticity. We find that localization of electromagnetic waves…
The spectral properties of the Laplacian operator on ``small-world'' lattices, that is mixtures of unidimensional chains and random graphs structures are investigated numerically and analytically. A transfer matrix formalism including a…
We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These…
We propose threshold diffusion processes as unique solutions to stochastic differential equations with step-function coefficients, and obtain explicit expressions for the conditional Laplace transform of the hitting times and the potential…