Related papers: Edge limits of truncated circular beta ensembles
The unitarily invariant probability measures on infinite Hermitian matrices have been classified by Pickrell, and by Olshanski and Vershik. This classification is equivalent to determining the boundary of a certain inhomogeneous Markov…
We study the level statistics of one-dimensional Schr\"odinger operator with random potential decaying like $x^{-\alpha}$ at infinity. We consider the point process $\xi_L$ consisting of the rescaled eigenvalues and show that : (i)(ac…
The top eigenvalues of rank $r$ spiked real Wishart matrices and additively perturbed Gaussian orthogonal ensembles are known to exhibit a phase transition in the large size limit. We show that they have limiting distributions for…
We consider two families of non-Hermitian Gaussian random matrices, namely the elliptical Ginibre ensembles of asymmetric N-by-N matrices with Dyson index beta=1 (real elements) and with beta=4 (quaternion-real elements). Both ensembles…
This paper discusses regularized estimators in the multivariate statistical model as tools naturally arising within a Bayesian framework. First, a link is established between Bayesian estimation and inference under parameter rounding…
Three operations on eigenvalues of real/complex/quaternion (corresponding to $\beta=1,2,4$) matrices, obtained from cutting out principal corners, adding, and multiplying matrices can be extrapolated to general values of $\beta>0$ through…
We prove a \emph{query complexity} lower bound on rank-one principal component analysis (PCA). We consider an oracle model where, given a symmetric matrix $M \in \mathbb{R}^{d \times d}$, an algorithm is allowed to make $T$ \emph{exact}…
We consider the eigenvalues of symplectic elliptic Ginibre matrices which are known to form a Pfaffian point process whose correlation kernel can be expressed in terms of the skew-orthogonal Hermite polynomials. We derive the scaling limits…
Truncated convex models (TCM) are a special case of pairwise random fields that have been widely used in computer vision. However, by restricting the order of the potentials to be at most two, they fail to capture useful image statistics.…
We discuss the effect of the renormalization procedure in the computation of the unification point for running coupling constants. We explore the effects of threshold--crossing on the $\beta$--functions. We compute the running of the…
We evaluate the finite 1-loop threshold corrections, proportional to $tan\beta$, to the down quark mass matrix. These result in corrections to down quark masses and to Cabibbo-Kobayashi-Maskawa [CKM] matrix elements. The corrections to CKM…
We examine the unitarity constraints in gauge and scalar sectors of non-minimal Universal Extra Dimensional model. We show that some of the tree-level two-body scattering amplitudes in gauge and scalar sectors do not respect partial wave…
Akemann, Ipsen, and Kieburg showed recently that the squared singular values of a product of M complex Ginibre matrices are distributed according to a determinantal point process. We introduce the notion of a polynomial ensemble and show…
Estimating delay tail probabilities in scheduling and load balancing systems is a critical but computationally prohibitive task due to the rarity of violation events. Quantum Amplitude Estimation (QAE) offers a generic quadratic reduction…
This paper establishes a universality result for scaling limits of uniformly random lozenge tilings of large domains. We prove that whenever a boundary of the domain has three adjacent straight segments inclined under 120 degrees to each…
The paper studies the global convergence of the block Jacobi me\-thod for symmetric matrices. Given a symmetric matrix $A$ of order $n$, the method generates a sequence of matrices by the rule $A^{(k+1)}=U_k^TA^{(k)}U_k$, $k\geq0$, where…
Random systems of curves exhibiting fluctuating features on arbitrarily small scales ($\delta$) are often encountered in critical models. For such systems it is shown that scale-invariant bounds on the probabilities of crossing events imply…
We develop generalized bounds for quantum single-parameter estimation problems for which the coupling to the parameter is described by intrinsic multi-system interactions. For a Hamiltonian with $k$-system parameter-sensitive terms, the…
We study general singular value shrinkage estimators in high-dimensional regression and classification, when the number of features and the sample size both grow proportionally to infinity. We allow models with general covariance matrices…
We consider an infinite-dimensional stochastic clustering model on $\mathbb{R}$. In discrete time, each point of a unit-intensity simple point process moves halfway toward either of its left or right neighbors, chosen uniformly at random.…