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Multivariate Bessel processes $(X_{t,k})_{t\ge0}$ describe interacting particle systems of Calogero-Moser-Sutherland type and are related with $\beta$-Hermite and $\beta$-Laguerre ensembles. They depend on a root system and a multiplicity…
Consider a tensor product of finite-dimensional irreducible gl_{N+1}-modules and its decomposition into irreducible modules. The gl_{N+1} Gaudin model assigns to each multiplicity space of that decomposition a commutative (Bethe) algebra of…
Extrinsic Gaussian process regression methods, such as wrapped Gaussian process, have been developed to analyze manifold data. However, there is a lack of intrinsic Gaussian process methods for studying complex data with manifold-valued…
We introduce n-particle quantum graphs with singular two-particle interactions in such a way that eigenfunctions can be given in the form of a Bethe ansatz. We show that this leads to a secular equation characterising eigenvalues of the…
Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…
Spectral decomposition of the covariance operator is one of the main building blocks in the theory and applications of Gaussian processes. Unfortunately it is notoriously hard to derive in a closed form. In this paper we consider the…
For random matrices with block correlation structure we show that the fluctuations of linear eigenvalue statistics are Gaussian on all mesoscopic scales with universal variance which coincides with that of the Gaussian unitary or Gaussian…
We give some relationships between the first Dirichlet eigenvalues and the exit time moments for the general symmetric Markov processes. As applications, we present some examples, including symmetric diffusions and $\alpha$-stable…
We present a modified Brownian motion model for random matrices where the eigenvalues (or levels) of a random matrix evolve in "time" in such a way that they never cross each other's path. Also, owing to the exact integrability of the level…
This paper is about analytic properties of single transfer matrices originating from general block-tridiagonal or banded matrices. Such matrices occur in various applications in physics and numerical analysis. The eigenvalues of the…
The eigenvector-eigenvalue identities are expanded to include general mixing parameters. Some simple relations are obtained and they reveal an intricate texture of connections between the eigenvalues and the mixing parameters. Permutation…
Bessel processes associated with the root systems $A_{N-1}$ and $B_N$ describe interacting particle systems with $N$ particles on $\mathbb R$; they form dynamic versions of the classical $\beta$-Hermite and Laguerre ensembles. In this paper…
In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter $\theta>0$) by replacing the entries equal to one by…
Quantum counterparts of certain simple classical systems can exhibit chaotic behaviour through the statistics of their energy levels and the irregular spectra of chaotic systems are modelled by eigenvalues of infinite random matrices. We…
We endow the elements of a random matrix drawn from the Gaussian Unitary Ensemble with a Dyson Brownian motion dynamics. We initialize the dynamics of the eigenvalues with all of them lumped at the origin, but one outlier. We solve the…
The generalized eigenvalue (GE) problems are of particular importance in various areas of science engineering and machine learning. We present a variational quantum algorithm for finding the desired generalized eigenvalue of the GE problem,…
Generic rotationally invariant random matrix models satisfy a simple relation: the probability distribution of off-diagonal elements and the one of half the difference between any two diagonal elements coincide. In the spirit of the…
In this work, we construct an alternative formulation to the traditional Algebraic Bethe ansatz for quantum integrable models derived from a generalised rational Gaudin algebra realised in terms of a collection of spins 1/2 coupled to a…
Embedded random matrix ensembles with $k$-body interactions are well established to be appropriate for many quantum systems. For these ensemble the two point correlation function is not yet derived though these ensembles are introduced 50…
We consider systems of Brownian particles in the space of positive definite matrices, which evolve independently apart from some simple interactions. We give examples of such processes which have an integrable structure. These are related…