Related papers: Local Statistics in Normal Matrix Models with Merg…
We place ourselves in the setting of high-dimensional statistical inference, where the number of variables $p$ in a data set of interest is of the same order of magnitude as the number of observations $n$. More formally, we study the…
Kernel random matrices have attracted a lot of interest in recent years, from both practical and theoretical standpoints. Most of the theoretical work so far has focused on the case were the data is sampled from a low-dimensional structure.…
We consider an $N$ by $N$ real symmetric random matrix $X=(x_{ij})$ where $\mathbb{E}x_{ij}x_{kl}=\xi_{ijkl}$. Under the assumption that $(\xi_{ijkl})$ is the discretization of a piecewise Lipschitz function and that the correlation is…
The squared singular values of the product of $M$ complex Ginibre matrices form a biorthogonal ensemble, and thus their distribution is fully determined by a correlation kernel. The kernel permits a hard edge scaling to a form specified in…
We investigate the duality between local (complex analytic) projective structures on surfaces and two dimensional (complex analytic) neighborhoods of rational curves having self-intersection +1. We study the analytic classification,…
The class of norm-dependent Random Matrix Ensembles is studied in the presence of an external field. The probability density in those ensembles depends on the trace of the squared random matrices, but is otherwise arbitrary. An exact…
We study the classical non-relativistic two-dimensional one-component plasma at Coulomb coupling Gamma=2 on the Riemannian surface known as Flamm's paraboloid which is obtained from the spatial part of the Schwarzschild metric. At this…
We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…
When analyzing modern machine learning algorithms, we may need to handle kernel density estimation (KDE) with intricate kernels that are not designed by the user and might even be irregular and asymmetric. To handle this emerging challenge,…
The primary objects of study in information geometry are statistical manifolds, which are parametrized families of probability measures, induced with the Fisher-Rao metric and a pair of torsion-free conjugate connections. In recent work,…
The nonlinear equations describing all the nonsingular pencils of metrics of constant Riemannian curvature are derived and the integrability of these nonlinear equations by the method of inverse scattering problem is proved. It is proved…
We calculate Root Mean Square (RMS) deviations from equilibrium for atoms in a two dimensional crystal with local (e.g. covalent) bonding between close neighbors. Large scale Monte Carlo calculations are in good agreement with analytical…
We consider strongly coupled competitive elliptic systems of Gross-Pitaevskii type that arise in the study of two-component Bose-Einstein condensates, in general smooth bounded domains of $\mathbb{R}^N$, $N\geq 1$. As the coupling parameter…
Properties of inhomogeneous nuclear matter are evaluated within a relativistic mean field approximation using density dependent coupling constants. A parameterization for these coupling constants is presented, which reproduces the…
We reconsider the problem of calculating a general spectral correlation function containing an arbitrary number of products and ratios of characteristic polynomials for a N x N random matrix taken from the Gaussian Unitary Ensemble (GUE).…
Unitary random matrix ensembles Z_{n,N}^{-1} (\det M)^alpha exp(-N Tr V(M)) dM defined on positive definite matrices M, where alpha > -1 and V is real analytic, have a hard edge at 0. The equilibrium measure associated with V typically…
We compute the spectral statistics of the sum H of two independent complex Wishart matrices, each of which is correlated with a different covariance matrix. Random matrix theory enjoys many applications including sums and products of random…
It is shown that the correlation functions of the random variables $\det(\lambda - X)$, in which $X$ is a real symmetric $ N\times N$ random matrix, exhibit universal local statistics in the large $N$ limit. The derivation relies on an…
We investigate some topological properties of random geometric complexes and random geometric graphs on Riemannian manifolds in the thermodynamic limit. In particular, for random geometric complexes we prove that the normalized counting…
We introduce a two-parameter ensemble of generalized $2\times 2$ real symmetric random matrices called the $\beta$-Rosenzweig-Porter ensemble (\brpe), parameterized by $\beta$, a fictitious inverse temperature of the analogous Coulomb gas…