Related papers: Analysis of singular subspaces under random pertur…
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…
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…
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…
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…
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.
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…
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…
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…
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…
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 $\mathcal G$…
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…
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…
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…
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…
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…
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…
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…
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.…
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…
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…