Related papers: Virasoro versus superintegrability. Gaussian Hermi…
The conformal anomaly and the Virasoro algebra are fundamental aspects of 2D conformal field theory and conformally covariant models in planar random geometry. In this article, we explicitly derive the Virasoro algebra from an…
In this paper, we extend the recent analysis of the new large $D$ limit of matrix models to the cases where the action contains arbitrary multi-trace interaction terms as well as to arbitrary correlation functions. We discuss both the cases…
Similarly to the complex matrix model, the rainbow tensor models are superintegrable in the sense that arbitrary Gaussian correlators are explicitly expressed through the Clebsh-Gordan coefficients. We introduce associated (Ooguri-Vafa…
We study the estimation error of constrained M-estimators, and derive explicit upper bounds on the expected estimation error determined by the Gaussian width of the constraint set. Both of the cases where the true parameter is on the…
The paper presents the bosonic and fermionic supersymmetric extensions of the structural equations describing conformally parametrized surfaces immersed in a Grasmann superspace, based on the authors' earlier results. A detailed analysis of…
We prove that the Kupershmidt deformation of a bi-Hamiltonian system is itself bi-Hamiltonian. Moreover, Magri hierarchies of the initial system give rise to Magri hierarchies of Kupershmidt deformations as well. Since Kupershmidt…
We derive high-dimensional Gaussian comparison results for the standard $V$-fold cross-validated risk estimates. Our results combine a recent stability-based argument for the low-dimensional central limit theorem of cross-validation with…
It is common in functional data analysis to look at a set of related functions: a set of learning curves, a set of brain signals, a set of spatial maps, etc. One way to express relatedness is through an additive model, whereby each…
We study generalized Hermite polynomials with rectangular matrix arguments arising in multivariate statistical analysis and the theory of zonal polynomials. We show that these are well-suited for expressing the Wiener-Ito chaos expansion of…
Non-Hermitian generalized eigenvalue problems (GEPs) play a significant role in many practical applications, such as mechanical engineering. Based on the generalized Schur decomposition, we propose a variational quantum algorithm for…
We obtain the explicit rate of convergence $N^{-1/2 + \epsilon}$ for the gaps of generalized Wigner matrices in the bulk of the spectrum, for distributions of matrix entries possibly atomic and supported on enough points. The proof proceeds…
We first study the quantum product on the big phase space defined by gravitational Gromov-Witten invariants. We then use this product to give an interpretation for various topological recursion relations and also use it to study the…
We consider the problem of finding a dense submatrix of a matrix with i.i.d. Gaussian entries, where density is measured by average value. This problem arose from practical applications in biology and social sciences…
We numerically analyze the spectral statistics of the multiparametric Gaussian ensembles of complex matrices with zero mean and variances with different decay routes away from the diagonals. As the latter mimics different degree of…
We consider the classification problem of a high-dimensional mixture of two Gaussians with general covariance matrices. Using the replica method from statistical physics, we investigate the asymptotic behavior of a general class of…
Random matrix models based on an integral over supermatrices are proposed as a natural extension of bosonic matrix models. The subtle nature of superspace integration allows these models to have very different properties from the analogous…
We study a matrix that arises from a singular form of the Woodbury matrix identity. We present generalized inverse and pseudo-determinant identities for this matrix, which have direct applications for Gaussian process regression,…
We study the conditions under which a generic supergravity model involving chiral and vector multiplets can admit vacua with spontaneously broken supersymmetry and realistic cosmological constant. We find that the existence of such viable…
A hermitian matrix can be parametrized by a set consisting of its determinant and the eigenvalues of its submatrices. We established a group of equations which connect these variables with the mixing parameters of diagonalization. These…
Gaussian processes (GPs) are commonly used as models for functions, time series, and spatial fields, but they are computationally infeasible for large datasets. Focusing on the typical setting of modeling data as a GP plus an additive noise…