Related papers: On $\ell_p$-Gaussian-Grothendieck problem
In this paper, we study high-dimensional random projections of $\ell_p^n$-balls. More precisely, for any $n\in\mathbb N$ let $E_n$ be a random subspace of dimension $k_n\in\{1,\ldots,n\}$ and $X_n$ be a random point in the unit ball of…
We study the universality of superconcentration for the free energy in the Sherrington-Kirkpatrick (SK) model. In arXiv:0907.3381, Chatterjee showed that when the system consists of $N$ spins and Gaussian disorders, the variance of this…
This paper generalizes the entropy maximization problem leading to the Boltzmann-Gibbs distribution through the nonadditive entropy $S_{q,s}(p)=k_{s}\sum^{W}_{i\geq1}p_{i}\ln_{q}1/p_{i}$, $q\in(0,1)$, which is a rescaled version of $S_{q}$…
We study the maximum-average submatrix problem, in which given an $N \times N$ matrix $J$ one needs to find the $k \times k$ submatrix with the largest average of entries. We study the problem for random matrices $J$ whose entries are…
We investigate the extreme values of a sparse and equicorrelated Gaussian field on a triangle: the correlations on every vertical or horizontal line are all equal to a parameter $r \in [0,1/2]$ and are zero everywhere else. This problem is…
We study the extremal properties of the "integer-valued Gaussian" a.k.a.\ DG-model on the hierarchical lattice $\Lambda_n:=\{1,\dots,b\}^n$ (with $b\ge2$) of depth $n$. This is a random field $\varphi\in\mathbb Z^{\Lambda_n}$ with law…
We study the eigenvector mass distribution for generalized Wigner matrices on a set of coordinates $I$, where $N^\varepsilon \le | I | \le N^{1- \varepsilon}$, and prove it converges to a Gaussian at every energy level, including the edge,…
The first-order approach to boundary value problems for second-order elliptic equations in divergence form with transversally independent complex coefficients in the upper half-space rewrites the equation algebraically as a first-order…
We consider two problems of estimation in high-dimensional Gaussian models. The first problem is that of estimating a linear functional of the means of $n$ independent $p$-dimensional Gaussian vectors, under the assumption that most of…
Using supersymmetry techniques analytical expressions for the average of the fidelity amplitude f_epsilon(tau)=< psi(0)| exp(2 pi i H_epsilon tau) exp(-2 pi i H_0 tau)| psi(0) > are obtained, where H_epsilon=H_0+(sqrt{epsilon}/(2 pi) )*V,…
We solve the Neumann problem in the half space $\mathbb{R}^{n+1}_+$, for higher order elliptic differential equations with variable self-adjoint $t$-independent coefficients, and with boundary data in $L^p$, where…
By extending the Kac-Rice approach to manifolds of finite internal dimension, we show that the mean number $\left\langle\mathcal{N}_\mathrm{tot}\right\rangle$ of all possible equilibria (i.e. force-free configurations, a.k.a. equilibrium…
We derive a Maximum Principle for optimal control problems with constraints given by the coupling of a system of ODEs and a PDE of Vlasov-type. Such problems arise naturally as ${\Gamma}$-limits of optimal control problems subject to ODE…
We consider Galerkin finite element methods for semilinear stochastic partial differential equations (SPDEs) with multiplicative noise and Lipschitz continuous nonlinearities. We analyze the strong error of convergence for spatially…
Let $G$ be an $N \times N$ real matrix whose entries are independent identically distributed standard normal random variables $G_{ij} \sim \mathcal{N}(0,1)$. The eigenvalues of such matrices are known to form a two-component system…
For an $n\times n$ matrix $A_n$, the $r\to p$ operator norm is defined as $$\|A_n\|_{r\to p}:= \sup_{\mathbf{x}\in\mathbb{R}^n:\|\mathbf{x} \|_r\leq 1 } \|A_n\mathbf{x} \|_p\quad\text{for}\quad r,p\geq 1.$$ For different choices of $r$ and…
In this work we consider a problem related to the equilibrium statistical mechanics of spin glasses, namely the study of the Gibbs measure of the random energy model. For solving this problem, new results of independent interest on sums of…
This thesis focus on the extension of the Parisi full replica symmetry breaking solution to the Ising spin glass on a random regular graph. We propose a new martingale approach, that overcomes the limits of the Parisi-M\'ezard cavity…
We present a numerical study of ground states of the dilute versions of the Sherrington-Kirkpatrick (SK) mean-field spin glass. In contrast to so-called "sparse" mean-field spin glasses that have been studied widely on random networks of…
The Cram\'er-Granville conjecture is an upper bound on prime gaps, $g_n = p_{n+1} - p_n < \cCramer \, \log^2 p_n$ for some constant $\cCramer \geq 1$. Using a formula of Selberg, we first prove the weaker summed version: $\sum_{n=1}^N g_n <…