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We obtain explicit bounds on the truncation error of the cumulant series of a bounded complex function of a random vector with independent components. The bounds are based on multidimensional differences. This extends the theory of the…

Combinatorics · Mathematics 2025-08-29 Mikhail Isaev

In the current work, we study the eigenvalue distribution results of a class of non-normal matrix-sequences which may be viewed as a low rank perturbation, depending on a parameter $\beta>1$, of the basic Toeplitz matrix-sequence…

Numerical Analysis · Mathematics 2024-02-08 Alec Schiavoni Piazza , David Meadon , Stefano Serra-Capizzano

We study CMV matrices (a discrete one-dimensional Dirac-type operator) with random decaying coefficients. Under mild assumptions we identify the local eigenvalue statistics in the natural scaling limit. For rapidly decreasing coefficients,…

Mathematical Physics · Physics 2007-05-23 Rowan Killip , Mihai Stoiciu

The best techniques for the constrained maximum-entropy sampling problem, a discrete-optimization problem arising in the design of experiments, are via a variety of concave continuous relaxations of the objective function. A standard…

Optimization and Control · Mathematics 2023-02-13 Zhongzhu Chen , Marcia Fampa , Jon Lee

We provide and study complete sets of one-loop renormalization group equations of several Finkel'stein non-linear $\sigma$-models, the effective field theories describing the diffusive quantum fluctuations in correlated disordered systems.…

Disordered Systems and Neural Networks · Physics 2017-07-11 Luca Dell'Anna

We study unitary random matrix ensembles in the critical case where the limiting mean eigenvalue density vanishes quadratically at an interior point of the support. We establish universality of the limits of the eigenvalue correlation…

Mathematical Physics · Physics 2010-07-30 Tom Claeys , Arno B. J. Kuijlaars

We employ the machinery of smooth scaling and coarse-graining of observables, developed recently by us in the context of so-called fluctuation operators (inspired by prior work of Verbeure et al) to make a rigorous renormalisation group…

Mathematical Physics · Physics 2007-05-23 Manfred Requardt

In this article we report a preliminary investigation of the large $N$ limit of a generalized one-matrix model which represents an $O(n)$ symmetric model on a random lattice. The model on a regular lattice is known to be critical only for…

High Energy Physics - Theory · Physics 2009-10-22 B. Eynard , J. Zinn-Justin

We consider ensembles of real symmetric band matrices with entries drawn from an infinite sequence of exchangeable random variables, as far as the symmetry of the matrices permits. In general the entries of the upper triangular parts of…

Probability · Mathematics 2020-01-22 Werner Kirsch , Thomas Kriecherbauer

The structure function of a random matrix ensemble can be specified as the covariance of the linear statistics $\sum_{j=1}^N e^{i k_1 \lambda_j}$, $\sum_{j=1}^N e^{-i k_2 \lambda_j}$ for Hermitian matrices, and the same with the eigenvalues…

Mathematical Physics · Physics 2021-05-26 Peter J. Forrester

The truncation scheme dependence of the exact renormalization group equations is investigated for scalar field theories in three dimensions. The exponents are numerically estimated to the next-to-leading order of the derivative expansion.…

High Energy Physics - Theory · Physics 2009-10-31 Ken-Ichi Aoki , Keiichi Morikawa , Wataru Souma , Jun-Ichi Sumi , Haruhiko Terao

Many enumeration problems in combinatorics, including such fundamental questions as the number of regular graphs, can be expressed as high-dimensional complex integrals. Motivated by the need for a systematic study of the asymptotic…

Combinatorics · Mathematics 2017-12-29 Mikhail Isaev , Brendan D. McKay

We study the averages of ratios of characteristic polynomials over circular $\beta$-ensembles, where $\beta$ is a positive real number. Using Jack polynomial theory, we obtain three expressions for ratio averages. Two of them are given as…

Probability · Mathematics 2014-03-10 Sho Matsumoto

The best practical techniques for exact solution of instances of the constrained maximum-entropy sampling problem, a discrete-optimization problem arising in the design of experiments, are via a branch-and-bound framework, working with a…

Optimization and Control · Mathematics 2024-02-19 Zhongzhu Chen , Marcia Fampa , Jon Lee

We study Markov chains formed by squared singular values of products of truncated orthogonal, unitary, symplectic matrices (corresponding to the Dyson index $\beta = 1,2,4$ respectively) where time corresponds to the number of terms in the…

Probability · Mathematics 2020-07-14 Andrew Ahn

We propose a reformulation of the bootstrap version of the Multi-Scale Analysis (BMSA), developed by Germinet and Klein, to make explicit the fact that BMSA implies asymptotically exponential decay of eigenfunctions (EFs) and of EF…

Mathematical Physics · Physics 2016-04-20 Victor Chulaevsky

The empirical spectral distribution of Hermitian $K \times K$-block random matrices converges to a deterministic density on the real line with a potential atom at the origin as the dimension of the blocks tends to infinity. In this model…

Probability · Mathematics 2025-11-25 Markus Ebke , Torben Krüger

Gaussian and Chiral Beta-Ensembles, which generalise well known orthogonal (Beta=1), unitary (Beta=2), and symplectic (Beta=4) ensembles of random Hermitian matrices, are considered. Averages are shown to satisfy duality relations like…

Mathematical Physics · Physics 2012-08-13 Patrick Desrosiers

Universal (pointwise uniform and time shifted) truncation error upper bounds are presented in Whittaker--Kotel'nikov--Shannon (WKS) sampling restoration sum for Bernstein function class $B_{\pi,d}^q\,,\ q \ge 1,$ $d\in \mathbb N\,,$ when…

Information Theory · Computer Science 2013-07-15 Andriy Olenko , Tibor K. Pogány

The goal of this article is to expand on the relationship between random matrix and multiplicative chaos theories using the integrability properties of the circular beta-ensembles. We give a comprehensive proof of the multiplicative chaos…

Probability · Mathematics 2024-07-30 Gaultier Lambert , Joseph Najnudel