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The generalised eigenvalues for a pair of $N\times N$ matrices $(X_1,X_2)$ are defined as the solutions of the equation $\det (X_1-\lambda X_2)=0$, or equivalently, for $X_2$ invertible, as the eigenvalues of $X_2^{-1}X_1$. We consider…

Mathematical Physics · Physics 2016-05-17 Peter J. Forrester , Anthony Mays

We study here the random fluctuations in the number of critical points with values in an interval $I\subset \mathbb{R}$ for Gaussian spherical eigenfunctions $\left\{f_{\ell }\right\} $, in the high energy regime where $\ell \rightarrow…

Probability · Mathematics 2021-12-01 Valentina Cammarota , Domenico Marinucci

We consider the problem of recovering a complex vector $\mathbf{x}\in \mathbb{C}^n$ from $m$ quadratic measurements $\{\langle A_i\mathbf{x}, \mathbf{x}\rangle\}_{i=1}^m$. This problem, known as quadratic feasibility, encompasses the well…

Signal Processing · Electrical Eng. & Systems 2020-12-16 Parth Thaker , Gautam Dasarathy , Angelia Nedić

We study the sample paths properties of Operator scaling Gaussian random fields. Such fields are anisotropic generalizations of anisotropic self-similar random fields as anisotropic Fractional Brownian Motion. Some characteristic properties…

Probability · Mathematics 2013-02-05 M. Clausel , B. Vedel

We solve the Random Euclidean Matching problem with exponent 2 for the Gaussian distribution defined on the plane. Previous works by Ledoux and Talagrand determined the leading behavior of the average cost up to a multiplicative constant.…

Probability · Mathematics 2024-01-22 Emanuele Caglioti , Francesca Pieroni

We study level-set percolation of the Gaussian free field on the infinite $d$-regular tree for fixed $d\geq 3$. Denoting by $h_\star$ the critical value, we obtain the following results: for $h>h_\star$ we derive estimates on conditional…

Probability · Mathematics 2019-09-05 Angelo Abächerli , Jiří Černý

We prove empirical central limit theorems for the distribution of levels of various random fields defined on high-dimensional discrete structures as the dimension of the structure goes to $\infty$. The random fields considered include costs…

Probability · Mathematics 2012-03-08 Zakhar Kabluchko

Iterative methods for fitting a Gaussian Random Field (GRF) model via maximum likelihood (ML) estimation requires solving a nonconvex optimization problem. The problem is aggravated for anisotropic GRFs where the number of covariance…

Machine Learning · Statistics 2021-01-12 Sam Davanloo Tajbakhsh , Necdet Serhat Aybat , Enrique Del Castillo

In lattice Hamiltonian systems with a quartic coupling $\gamma$, a critical value $\gamma^*$ may exist such that, when $\gamma=\gamma^*$, the leading irrelevant operator decouples from the Hamiltonian and the leading nonscaling contribution…

Statistical Mechanics · Physics 2009-11-07 Massimo Campostrini , Pietro Parruccini , Paolo Rossi

We calculate moments of free energy's finite size correction for the transition point between ferromagnetic and spin glass phases. We find, that those moments scale with the number of spins with different critical indices, characteristic…

Disordered Systems and Neural Networks · Physics 2007-05-23 D. B. Saakian

Massive and massless Gaussian free fields can be described as generalized Gaussian processes indexed by an appropriate space of functions. In this article we study various approaches to approximate these fields and look at the fractal…

Probability · Mathematics 2015-02-11 Alessandra Cipriani , Rajat Subhra Hazra

We present a comparative study of several dynamical systems of increasing complexity, namely, the logistic map with additive noise, one, two and many globally-coupled standard maps, and the Hamiltonian Mean Field model (i.e., the classical…

Statistical Mechanics · Physics 2009-11-10 Fulvio Baldovin , Luis G. Moyano , Ana P. Majtey , Alberto Robledo , Constantino Tsallis

We consider time-dependent space isotropic and time stationary spherical Gaussian random fields. We establish Chung's law of the iterated logarithm and solve the small probabilities problem. Our results depend on the high-frequency…

Probability · Mathematics 2025-08-13 Marco Carfagnini

The Minkowski functionals, including the Euler characteristic statistics, are standard tools for morphological analysis in cosmology. Motivated by cosmic research, we examine the Minkowski functional of the excursion set for an isotropic…

Statistics Theory · Mathematics 2023-01-20 Satoshi Kuriki , Takahiko Matsubara

We investigate the statistical properties of the complexness parameter which characterizes uniquely complexness (biorthogonality) of resonance eigenstates of open chaotic systems. Specifying to the regime of isolated resonances, we apply…

Other Condensed Matter · Physics 2009-11-10 Charles Poli , Dmitry Savin , Olivier Legrand , Fabrice Mortessagne

In this work we consider generic Gaussian Multi-index models, in which the labels only depend on the (Gaussian) $d$-dimensional inputs through their projection onto a low-dimensional $r = O_d(1)$ subspace, and we study efficient agnostic…

Machine Learning · Computer Science 2025-06-09 Alex Damian , Jason D. Lee , Joan Bruna

We consider Gaussian random monochromatic waves $u$ on the plane depending on a real parameter $s$ that is directly related to the regularity of its Fourier transform. Specifically, the Fourier transform of $u$ is $f\,d\sigma$, where…

Spectral Theory · Mathematics 2021-07-08 Alberto Enciso , Daniel Peralta-Salas , Álvaro Romaniega

We consider the problem of model selection in Gaussian Markov fields in the sample deficient scenario. In many practically important cases, the underlying networks are embedded into Euclidean spaces. Using the natural geometric structure,…

Machine Learning · Statistics 2018-10-31 Ilya Soloveychik , Vahid Tarokh

Feature selection procedures for spatial point processes parametric intensity estimation have been recently developed since more and more applications involve a large number of covariates. In this paper, we investigate the setting where the…

Methodology · Statistics 2017-12-29 Achmad Choiruddin , Jean-François Coeurjolly , Frédérique Letué

We consider unitary dynamical evolutions on n qubits caused by time dependent pair-interaction Hamiltonians and show that the running time of a parallelized two-qubit gate network simulating the evolution is given by the time integral over…

Quantum Physics · Physics 2009-11-06 Dominik Janzing , Thomas Beth