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A new method is described for constructing a generalized solution for stochastic differential equations. The method is based on the Cameron-Martin version of the Wiener Chaos expansion and provides a unified framework for the study of…

Probability · Mathematics 2007-05-23 S. V. Lototsky , B. L. Rozovskii

We consider an abstract determinantal point process on a general non--elementary Gromov hyperbolic metric space governed by an orthogonal projection in the case when the space is homogeneous and the point process is invariant under…

Probability · Mathematics 2025-03-26 Pierre Lazag

We introduce the discrete distribution of a Wiener process range. Rather than finding some basic distributional properties including hazard rate function, moments, Stress-strength parameter and order statistics of this distribution, this…

Statistics Theory · Mathematics 2017-10-24 Mohamed Abd Allah El-Hadidy

We use a one-dimensional random walk on $D$-dimensional hyper-spheres to determine the critical behavior of statistical systems in hyper-spherical geometries. First, we demonstrate the properties of such a walk by studying the phase diagram…

High Energy Physics - Lattice · Physics 2009-10-28 S. Boettcher , M. Moshe

We develop a unified method to study spectral determinants for several different manifolds, including spheres and hemispheres, and projective spaces. This is a direct consequence of an approach based on deriving recursion relations for the…

Spectral Theory · Mathematics 2025-06-30 J. Cunha , P. Freitas

The spectral form factor of random matrix theory plays a key role in the description of disordered and chaotic quantum systems. While its moments are known to be approximately Gaussian, corrections subleading in the matrix dimension, $D$,…

Quantum Physics · Physics 2026-01-06 Alex Altland , Francisco Divi , Tobias Micklitz , Silvia Pappalardi , Maedeh Rezaei

We study the spectral statistics for extended yet finite quasi 1-d systems which undergo a transition from periodicity to disorder. In particular we compute the spectral two-point form factor, and the resulting expression depends on the…

Disordered Systems and Neural Networks · Physics 2009-10-31 T. Dittrich , B. Mehlig , H. Schanz , Uzy Smilansky , Peter Pollner , Gabor Vattay

We prove sharp two-sided global estimates for the heat kernel associated with a Euclidean sphere of arbitrary dimension. This solves a long-standing open problem.

Classical Analysis and ODEs · Mathematics 2019-11-19 Adam Nowak , Peter Sjögren , Tomasz Z. Szarek

The spectral density function describes the second-order properties of a stationary stochastic process on $\mathbb{R}^d$. This paper considers the nonparametric estimation of the spectral density of a continuous-time stochastic process…

Statistics Theory · Mathematics 2023-02-07 Rafail Kartsioukas , Stilian Stoev , Tailen Hsing

In the present paper, multiscale systems of polynomial wavelets on an n-dimensional sphere are constructed. Scaling functions and wavelets are investigated,and their reproducing and localization properties and positive definiteness are…

Classical Analysis and ODEs · Mathematics 2018-04-10 Ilona Iglewska-Nowak

The paper contains an exposition of recent as well as old enough results on determinantal random point fields. We start with some general theorems including the proofs of the necessary and sufficient condition for the existence of the…

Probability · Mathematics 2015-06-26 Alexander Soshnikov

The paper deals with a 3-parameter family of probability measures on the set of partitions, called the z-measures. The z-measures first emerged in connection with the problem of harmonic analysis on the infinite symmetric group. They are a…

Probability · Mathematics 2007-05-23 Alexei Borodin , Grigori Olshanski

This paper develops an approach for solving perpetual discounted optimal stopping problems for multidimensional diffusions, with special emphasis on the $d$-dimensional Wiener process. We first obtain some verification theorems for…

Probability · Mathematics 2016-11-04 Sören Christensen , Fabián Crocce , Ernesto Mordecki , Paavo Salminen

We use a support vector regressor based on a projected quantum kernel method to predict the density structure of 1D fermionic systems of interest in quantum chemistry and quantum matter. The kernel is built on with the observables of a…

Quantum Physics · Physics 2025-09-01 Francesco Perciavalle , Francesco Plastina , Michele Pisarra , Nicola Lo Gullo

Spectral clustering and diffusion maps are celebrated dimensionality reduction algorithms built on eigen-elements related to the diffusive structure of the data. The core of these procedures is the approximation of a Laplacian through a…

Machine Learning · Statistics 2023-02-15 Loucas Pillaud-Vivien , Francis Bach

This paper explores optimal methods for obtaining one-dimensional (1D) powder pattern intensities from two-dimensional (2D) planar detectors with good estimates of their standard deviations. We describe methods to estimate uncertainties…

Materials Science · Physics 2014-09-12 Xiaohao Yang , Pavol Juhas , Simon J. L. Billinge

We review scale-discretized wavelets on the sphere, which are directional and allow one to probe oriented structure in data defined on the sphere. Furthermore, scale-discretized wavelets allow in practice the exact synthesis of a signal…

Information Theory · Computer Science 2013-12-10 J. D. McEwen , P. Vandergheynst , Y. Wiaux

We give a summary of the results from Parts I-V (math.RT/9804086, math.RT/9804087, math.RT/9804088, math.RT/9810013, math.RT/9810014). Our work originated from harmonic analysis on the infinite symmetric group. The problem of spectral…

Representation Theory · Mathematics 2007-05-23 Alexei Borodin , Grigori Olshanski

We define multideterminantal probability measures, a family of probability measures on $[k]^n$ where $[k]=\{1,2,\dots,k\}$, generalizing determinantal measures (which correspond to the case $k=2$). We give examples coming from the positive…

Probability · Mathematics 2025-07-16 Richard Kenyon

The first main result of this note, Theorem 1.2, establishes the determinantal identities (7) and (8) for the expectation, under a determinantal point process governed by an integrable projection kernel, of scaling limits of characteristic…

Probability · Mathematics 2021-11-11 Alexander I. Bufetov , Pierre Lazag
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