Related papers: A determinantal point process governed by an integ…
It is proved that the Fibonacci and the Frolov point sets, which are known to be very good for numerical integration, have optimal rate of decay of dispersion with respect to the cardinality of sets. This implies that the Fibonacci and the…
A compound Poisson process whose parameters are all unknown is observed at finitely many equispaced times. Nonparametric estimators of the jump and L\'evy distributions are proposed and functional central limit theorems using the uniform…
We study the mutual regularity properties of Palm measures of point processes, and establish that a key determining factor for these properties is the rigidity-tolerance behaviour of the point process in question (for those processes that…
We study the Fredholm determinant of an integrable operator acting on the interval $(0,s)$ whose kernel is constructed out of a hierarchy of higher order analogues to the Painlev\'{e} III equation. This Fredholm determinant describes the…
Explicit expressions are proven for derivatives of the ratio of a determinant or Pfaffian determinant and a Vandermonde determinant. Such ratios appear for example in general group integrals of Harish-Chandra--Itzykson--Zuber type and in…
Some significant quantities in mathematics and physics are most naturally expressed as the Fredholm determinant of an integral operator, most notably many of the distribution functions in random matrix theory. Though their numerical values…
Probabilistic solutions of the so called Schr\"{o}dinger boundary data problem provide for a unique Markovian interpolation between any two strictly positive probability densities designed to form the input-output statistics data for the…
We present a physics-informed framework for system identification based on randomized stable atomic features. Impulse responses are represented as random superpositions of stable atoms, namely damped complex exponentials associated with…
Hypothesis testing is a fundamental issue in statistical inference and has been a crucial element in the development of information sciences. The Chernoff bound gives the minimal Bayesian error probability when discriminating two hypotheses…
The standard Sobolev space $W^s_2(\mathbb{R}^d)$, with arbitrary positive integers $s$ and $d$ for which $s>d/2$, has the reproducing kernel $$ K_{d,s}(x,t)=\int_{\mathbb{R}^d}\frac{\prod_{j=1}^d\cos\left(2\pi\,(x_j-t_j)u_j\right)}…
Akemann, Ipsen, and Kieburg showed recently that the squared singular values of a product of M complex Ginibre matrices are distributed according to a determinantal point process. We introduce the notion of a polynomial ensemble and show…
The first half of the thesis concerns Abelian vortices and Yang-Mills (YM) theory. It is proved that the 5 types of vortices recently proposed by Manton are symmetry reductions of (A)SDYM equations with suitable gauge groups and symmetry…
In a nonparametric instrumental regression model, we strengthen the conventional moment independence assumption towards full statistical independence between instrument and error term. This allows us to prove identification results and…
The $\alpha$-determinant is a one-parameter generalisation of the standard determinant, with $\alpha=-1$ corresponding to the determinant, and $\alpha=1$ corresponding to the permanent. In this paper a simple limit procedure to construct…
We study a quadrature, proposed by Ermakov and Zolotukhin in the sixties, through the lens of kernel methods. The nodes of this quadrature rule follow the distribution of a determinantal point process, while the weights are defined through…
Spectral approximation and variational inducing learning for the Gaussian process are two popular methods to reduce computational complexity. However, in previous research, those methods always tend to adopt the orthonormal basis functions,…
This note gives an explicit description of conditional measures for the determinantal point process with the Bergman kernel.
We derive an integral representation for the Jacobi-Poisson kernel valid for all admissible type parameters $\alpha,\beta$ in the context of Jacobi expansions. This enables us to develop a technique for proving standard estimates in the…
The authors of the title proved an elegant identity expressing a Toeplitz determinant in terms of the Fredholm determinant of an infinite matrix which (although not described as such) is the product of two Hankel matrices. The proof used…
In the general context of computable metric spaces and computable measures we prove a kind of constructive Borel-Cantelli lemma: given a sequence (constructive in some way) of sets $A_{i}$ with effectively summable measures, there are…