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We present two theorems concerned with algorithmic randomness and differentiability of functions of several variables. Firstly, we prove an effective form of the Rademacher's Theorem: we show that computable randomness implies…

Logic · Mathematics 2015-09-29 Alex Galicki , Daniel Turetsky

We study the bulk and boundary properties of fragile topological insulators (TIs) protected by inversion symmetry, mostly focusing on the class A of the Altland-Zirnbauer classification. First, we propose an efficient method for diagnosing…

Mesoscale and Nanoscale Physics · Physics 2019-11-21 Yoonseok Hwang , Junyeong Ahn , Bohm-Jung Yang

This paper develops asymptotic approximations of $P(\int_Te^{f(t)}\,dt>b)$ as $b\rightarrow\infty$ for a homogeneous smooth Gaussian random field, $f$, living on a compact $d$-dimensional Jordan measurable set $T$. The integral of an…

Probability · Mathematics 2012-05-29 Jingchen Liu

High dimensional data can have a surprising property: pairs of data points may be easily separated from each other, or even from arbitrary subsets, with high probability using just simple linear classifiers. However, this is more of a rule…

Machine Learning · Computer Science 2023-11-15 Oliver J. Sutton , Qinghua Zhou , Alexander N. Gorban , Ivan Y. Tyukin

In [1] it is shown that recurrent neural networks (RNNs) can learn - in a metric entropy optimal manner - discrete time, linear time-invariant (LTI) systems. This is effected by comparing the number of bits needed to encode the…

Dynamical Systems · Mathematics 2022-11-29 Clemens Hutter , Thomas Allard , Helmut Bölcskei

Randomized trace estimation is a popular and well studied technique that approximates the trace of a large-scale matrix $B$ by computing the average of $x^T Bx$ for many samples of a random vector $X$. Often, $B$ is symmetric positive…

Numerical Analysis · Mathematics 2021-05-26 Alice Cortinovis , Daniel Kressner

This paper studies the tail probability of weighted sums of the form $\sum_{i=1}^n c_i X_i$, where random variables $X_i$'s are either independent or pairwise quasi-asymptotical independent with heavy tails. Using $h$-insensitive function,…

Probability · Mathematics 2014-04-01 Chenhua Zhang

The exact expression for the probability density $p_{_N}(x)$ for sums of a finite number $N$ of random independent terms is obtained. It is shown that the very tail of $p_{_N}(x)$ has a Gaussian form if and only if all the random terms are…

Probability · Mathematics 2013-05-29 Michael I. Tribelsky

Sums of independent, bounded random variables concentrate around their expectation approximately as well a Gaussian of the same variance. Well known results of this form include the Bernstein, Hoeffding, and Chernoff inequalities and many…

Discrete Mathematics · Computer Science 2017-04-25 Thomas Steinke , Jonathan Ullman

We analytically compute the large-deviation probability of a diagonal matrix element of two cases of random matrices, namely $\beta=[\vec H^\dagger\vec H]^{-1}_{11}$ and $\gamma=[\vec I_N+\rho\vec H^\dagger\vec H]^{-1}_{11}$, where $\vec H$…

Information Theory · Computer Science 2011-06-15 Aris L. Moustakas

Entropy and differential entropy are important quantities in information theory. A tractable extension to singular random variables-which are neither discrete nor continuous-has not been available so far. Here, we present such an extension…

Information Theory · Computer Science 2017-01-04 Günther Koliander , Georg Pichler , Erwin Riegler , Franz Hlawatsch

We compute the expected value of powers of the geometric condition number of random tensor rank decompositions. It is shown in particular that the expected value of the condition number of $n_1\times n_2 \times 2$ tensors with a random…

Numerical Analysis · Mathematics 2022-09-02 Paul Breiding , Nick Vannieuwenhoven

Preserving the T-duality invariance of the continuum string in its random lattice regularization uniquely determines the random matrix model potential. For D=0 the duality transformation can be performed explicitly on the matrix action, and…

High Energy Physics - Theory · Physics 2009-10-30 W. Siegel

We suggest that KAM theory could be extended for certain infinite-dimensional systems with purely discrete linear spectrum. We provide empirical arguments for the existence of square summable infinite-dimensional invariant tori in the…

Pattern Formation and Solitons · Physics 2010-09-07 Magnus Johansson , Georgios Kopidakis , Serge Aubry

Characterising intractable high-dimensional random variables is one of the fundamental challenges in stochastic computation. The recent surge of transport maps offers a mathematical foundation and new insights for tackling this challenge by…

Machine Learning · Statistics 2021-10-20 Tiangang Cui , Sergey Dolgov

This is a short report on the discussions of appearance of tensors in algebraic statistics and rigidity theory, during the semester ``AGATES: Algebraic Geometry with Applications to TEnsors and Secants". We briefly survey some of the…

Commutative Algebra · Mathematics 2023-06-05 Fatemeh Mohammadi

When estimating the risk of a financial position with empirical data or Monte Carlo simulations via a tail-dependent law invariant risk measure such as the Conditional Value-at-Risk (CVaR), it is important to ensure the robustness of the…

Risk Management · Quantitative Finance 2020-06-30 Wei Wang , Huifu Xu , Tiejun Ma

We investigate the ordering between two fundamental measures of dispersion for real-valued risks: the standard deviation (SD) and the Gini mean difference (GMD). Our analysis is driven by a single structural object, namely the mean excess…

Risk Management · Quantitative Finance 2026-02-03 Nawaf Mohammed

For a random variable we can define a variational relationship with practical physical meaning as dI=dbar(x)-bar(dx), where I is called as uncertainty measurement. With the help of a generalized definition of expectation,…

Statistical Mechanics · Physics 2008-10-27 Congjie Ou , Aziz El Kaabouchi , Alain Le Mehaute , Qiuping A. Wang , Jincan Chen

In this contribution, we present a recently introduced approach [BorkLeeOnishchenko2025] to the calculation of slightly off-shell dual conformal integrals based on the method of regions with regularization preserving dual conformal…

High Energy Physics - Phenomenology · Physics 2026-03-05 Roman N. Lee