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We consider the spectrum of additive, polynomially vanishing random perturbations of deterministic matrices, as follows. Let $M_N$ be a deterministic $N\times N$ matrix, and let $G_N$ be a complex Ginibre matrix. We consider the matrix…

Probability · Mathematics 2018-12-17 Anirban Basak , Elliot Paquette , Ofer Zeitouni

We propose a theory of unimodal maps perturbed by an heteroscedastic Markov chain noise and experiencing another heteroscedastic noise due to uncertain observation. We address and treat the filtering problem showing that by collecting more…

Statistics Theory · Mathematics 2024-11-26 Fabrizio Lillo , Stefano Marmi , Matteo Tanzi , Sandro Vaienti

Diffusion models, typically formulated as discretizations of stochastic differential equations (SDEs), have achieved state-of-the-art performance in generative tasks. However, their theoretical analysis often involves complex proofs. In…

Machine Learning · Computer Science 2026-02-02 Juhyeok Choi , Chenglin Fan

We apply the localization technique to topologically twisted N=(2,2) supersymmetric gauge theory on a discretized Riemann surface (the generalized Sugino model). We exactly evaluate the partition function and the vacuum expectation value…

High Energy Physics - Theory · Physics 2015-03-24 So Matsuura , Tatsuhiro Misumi , Kazutoshi Ohta

We consider regular and singular perturbations of the Dirichlet and Neumann boundary value problems for the Helmholtz equation in $n$-dimensional cylinders. Existence of eigenvalues and their asymptotics are studied.

Mathematical Physics · Physics 2009-11-10 Rustem R. Gadyl'shin

We study existence and uniqueness of a variational solution in terms of stochastic variational inequalities (SVI) to stochastic nonlinear diffusion equations with a highly singular diffusivity term and multiplicative Stratonovich…

Analysis of PDEs · Mathematics 2016-08-17 Ioana Ciotir , Jonas M. Tölle

We extend the second-order von Neumann approach within the generalized master equation formalism for quantum electronic transport to include the counting field. The resulting non-Markovian evolution equation for the reduced density matrix…

Mesoscale and Nanoscale Physics · Physics 2012-01-25 Philipp Zedler , Clive Emary , Tobias Brandes , Tomas Novotny

We prove the validity of a small noise large deviation principle for the family of invariant measures $\{\mu_\epsilon\}_{\epsilon>0} $ associated to the one dimensional stochastic Allen-Cahn equation with inhomogeneous Dirichlet boundary…

Probability · Mathematics 2026-04-03 Rui Bai , Chunrong Feng , Huaizhong Zhao

Let $\a$ be a complex random variable with mean zero and bounded variance. Let $N_{n}$ be the random matrix of size $n$ whose entries are iid copies of $\a$ and $M$ be a fixed matrix of the same size. The goal of this paper is to give a…

Probability · Mathematics 2017-05-23 Terence Tao , Van Vu

We consider perturbed discrete tight-binding models in $\ell^2(\mathbb{Z_h},\mathcal{G})$ describing union of quantum particles with localized interactions, where $\mathbb{Z_h}$ is the 1D lattice $h\mathbb{Z_h}$, $h > 0$, and $\mathcal G$…

Spectral Theory · Mathematics 2025-10-23 Marouane Assal , Olivier Bourget , Diomba Sambou , Amal Taarabt

We study a class of stochastic semilinear damped wave equations driven by additive Wiener noise. Owing to the damping term, under appropriate conditions on the nonlinearity, the solution admits a unique invariant distribution. We apply…

Numerical Analysis · Mathematics 2023-06-27 Ziyi Lei , Charles-Edouard Bréhier , Siqing Gan

This paper develops a theory of isolated hypersurface singularities in mixed characteristic $(0,p)$, focusing on quotient rings over a Discrete Valuation Ring (DVR). We introduce and study analogues of the classical Tjurina and Milnor…

Commutative Algebra · Mathematics 2026-03-25 Yotam Svoray

In this paper, we establish ergodic and mixing properties of stochastic 2D Navier-Stokes equations driven by a highly degenerate multiplicative Gaussian noise. The noise could appear in as few as four directions and the intensity of the…

Probability · Mathematics 2025-02-27 Zhao Dong , Xuhui Peng

We extend the perturbation theory of Vishik, Ljusternik and Lidskii for eigenvalues of matrices, using methods of min-plus algebra. We show that the asymptotics of the eigenvalues of a perturbed matrix is governed by certain discrete…

Spectral Theory · Mathematics 2007-05-23 Marianne Akian , Ravindra Bapat , Stephane Gaubert

In this paper, state and noise covariance estimation problems for linear system with unknown multiplicative noise are considered. The measurement likelihood is modelled as a mixture of two Gaussian distributions and a Student's t…

Signal Processing · Electrical Eng. & Systems 2023-08-29 Xingkai Yu , Ziyang Meng

We study the effect of Gaussian perturbations on a class of model hyperbolic partial differential equations with double symplectic characteristics in low spatial dimensions, extending some recent work in [5]. The coefficients of our partial…

Probability · Mathematics 2024-09-04 Enrico Bernardi , Leonardo Marconi

We establish universal Gaussian fluctuations for the mesoscopic linear eigenvalue statistics in the vicinity of the cusp-like singularities of the limiting spectral density for Wigner-type random matrices. Prior to this work, the linear…

Probability · Mathematics 2023-08-25 Volodymyr Riabov

Linear Least Squares is a very well known technique for parameter estimation, which is used even when sub-optimal, because of its very low computational requirements and the fact that exact knowledge of the noise statistics is not required.…

Signal Processing · Electrical Eng. & Systems 2017-11-01 Michael Krikheli , Amir Leshem

The performance of spectral clustering relies on the fluctuations of the entries of the eigenvectors of a similarity matrix, which has been left uncharacterized until now. In this letter, it is shown that the signal $+$ noise structure of a…

Machine Learning · Statistics 2024-05-28 Hugo Lebeau , Florent Chatelain , Romain Couillet

An analogue of the Davis-Kahan sin2\Theta\ theorem from [SIAM J. Numer. Anal. 7 (1970), 1--46] is proved under a general spectral separation condition. This extends the generic sin2\theta\ estimates recently shown by Albeverio and Motovilov…

Spectral Theory · Mathematics 2014-07-28 Albrecht Seelmann