Related papers: Critical Gaussian Multiplicative Chaos for singula…

Mutually Unbiased bases has various application in quantum information procession and coding theory. There can be maximum d + 1 MUBs in C^d and d/2 +1 MUBs in R^d. But , over R^d MUBs are known to be non existent when d is odd and for most…

In a remarkable paper in 2008, Fyodorov and Bouchaud conjectured an exact formula for the density of the total mass of (sub-critical) Gaussian multiplicative chaos (GMC) associated to the Gaussian free field (GFF) on the unit circle. In…

Let $G = (V,E)$ be a connected graph. A probability measure $\mu$ on $V$ is called "balanced" if it has the following property: if $T_\mu(v)$ denotes the "earth mover's" cost of transporting all the mass of $\mu$ from all over the graph to…

We obtain Fisher-Hartwig asymptotics with root and jump type singularities in space-time under the law of the stationary Hermitian Ornstein-Uhlenbeck process, which serve as a dynamical generalization of earlier static results obtained by…

We study the set M(X) of full non-atomic Borel (finite or infinite) measures on a non-compact locally compact Cantor set X. For an infinite measure $\mu$ in M(X), the set $\mathfrak{M}_\mu = \{x \in X : {for any compact open set} U \ni x…

We study those measures whose doubling constant is the least possible among doubling measures on a given metric space. It is shown that such measures exist on every metric space supporting at least one doubling measure. In addition, a…

We revisit the problem of Gaussian mean testing in a distributed, communication constrained setting, where each of $n$ users independently observes samples from an unknown $d$-dimensional spherical Gaussian distribution…

This paper proposes a novel exact maximum likelihood (ML) estimation method for general Gaussian processes, where all parameters are estimated jointly. The exact ML estimator (MLE) is consistent and asymptotically normally distributed. We…

We study a Gaussian measure with parameter $q\in(0,1)$ on the dual of the unitary group of size $N$: we prove that a random highest weight under this measure is the coupling of two independent $q$-uniform random partitions $\alpha,\beta$…

By formulating the inverse problem of partial differential equations (PDEs) as a statistical inference problem, the Bayesian approach provides a general framework for quantifying uncertainties. In the inverse problem of PDEs, parameters are…

The holomorphic multiplicative chaos (HMC) is a holomorphic analogue of the Gaussian multiplicative chaos. It arises naturally as the limit in large matrix size of the characteristic polynomial of Haar unitary matrices, and more generally,…

The smallest singular value and condition number play important roles in numerical linear algebra and the analysis of algorithms. In numerical analysis with randomness, many previous works make Gaussian assumptions, which are not general…

We repurpose tools from the theory of quantitative rectifiability to study the qualitative rectifiability of measures in $\Bbb{R}^n$, $n\geq 2$. To each locally finite Borel measure $\mu$, we associate a function $\widetilde J_2(\mu, x)$…

We investigate the spectral properties of a generalized GOE (Gaussian Orthogonal Ensemble) capable of describing critical statistics. The joint distribution of eigenvalues of this model is expressed as the diagonal element of the density…

The problem of estimating a complex measure made up by a linear combination of Dirac distributions centered on points of the complex plane from a finite number of its complex moments affected by additive i.i.d. Gaussian noise is considered.…

We establish that the family of polymer measures $M^{\theta}_{[s,t]}$ associated with the Stochastic Heat Flow (SHF), indexed by $\theta\in\mathbb{R}$, has a conditional Gaussian Multiplicative Chaos (GMC) structure. Namely, taking the…

Consider a measure $\mu_\lambda = \sum_x \xi_x \delta_x$ where the sum is over points $x$ of a Poisson point process of intensity $\lambda$ on a bounded region in $d$-space, and $\xi_x$ is a functional determined by the Poisson points near…

In this paper, we construct a class of random measures $\mu^{\mathbf{n}}$ by infinite convolutions. Given infinitely many admissible pairs $\{(N_{k}, B_{k})\}_{k=1}^{\infty}$ and a positive integral sequence…

We develop sampling methods, which consist of Gaussian invariant versions of random walk Metropolis (RWM), Metropolis adjusted Langevin algorithm (MALA) and second order Hessian or Manifold MALA. Unlike standard RWM and MALA we show that…

We define new isomorphism-invariants for ergodic measure-preserving systems on standard probability spaces, called measure-theoretic chaos and measure-theoretic$^+$ chaos. These notions are analogs of the topological chaoses {\rm DC2} and…