Related papers: A probabilistic computation of a Mehta integral
We compute the typical number of equilibria of the Generalized Lotka-Volterra equations describing species-rich ecosystems with random, non-reciprocal interactions using the replicated Kac-Rice method. We characterize the…
We consider the Generalized Lotka-Volterra system of equations with all-to-all, random asymmetric interactions describing high-dimensional, very diverse and well-mixed ecosystems. We analyze the multiple equilibria phase of the model and…
We study the computation of Gaussian orthant probabilities, i.e. the probability that a Gaussian falls inside a quadrant. The Geweke-Hajivassiliou-Keane (GHK) algorithm [Genz, 1992; Geweke, 1991; Hajivassiliou et al., 1996; Keane, 1993], is…
The GUE Hypothesis, which concerns the distribution of zeros of the Riemann zeta-function, is used to evaluate some integrals involving the logarithmic derivative of the zeta-function. Some connections are shown between the GUE Hypothesis…
We propose a new computational framework for the expected number of real roots of a stochastic function on a given interval. The classical Kac-Rice formula requires the joint density of the function and its derivative, which is often…
We consider the Gaussian kernel density estimator with bandwidth $\beta^{-\frac12}$ of $n$ iid Gaussian samples. Using the Kac-Rice formula and an Edgeworth expansion, we prove that the expected number of modes on the real line scales as…
We prove a generalized Kac-Rice formula that, in a well defined regular setting, computes the expected cardinality of the preimage of a submanifold via a random map, by expressing it as the integral of a density. Our proof starts from…
We study rough high-dimensional landscapes in which an increasingly stronger preference for a given configuration emerges. Such energy landscapes arise in glass physics and inference. In particular we focus on random Gaussian functions, and…
We give here a semi-analytic formula for the density of critical values for chi random fields on a general manifold. The result uses Kac-Rice argument and a convenient representation for the Hessian matrix of chi fields, which makes the…
In the present context, superintegrability is a property of certain probability density functions coming from matrix models, which relates to the average over a distinguished basis of symmetric functions, typically the Jack or Macdonald…
Under certain conditions on k we calculate the limit distribution of the k:th largest eigenvalue, x_k, of the Gaussian Unitary Ensemble (GUE). More specifically, if n is the dimension of a random matrix from the GUE and k is such that both…
Given a deterministic function f:R^2->R atisfying suitable assump- tions, we show that for h smooth with compact support, the integral of the Euler characteristic of the excursion set of f above some level u against a test function h…
We compute analytically, for large N, the probability distribution of the number of positive eigenvalues (the index N_{+}) of a random NxN matrix belonging to Gaussian orthogonal (\beta=1), unitary (\beta=2) or symplectic (\beta=4)…
We study frequentist risk properties of predictive density estimators for mean mixtures of multivariate normal distributions, involving an unknown location parameter $\theta \in \mathbb{R}^d$, and which include multivariate skew normal…
Kac-Rice formulas express the expected number of elements a fiber of a random field has in terms of a multivariate integral. We consider here parametrized systems of polynomial equations that are linear in enough parameters, and provide a…
We study the expectations of some ratio-type estimators under the gamma distribution. Expectations of ratio-type estimators are often difficult to compute due to the nature that they are constructed by combining two separate estimators.…
The computation of Gaussian orthant probabilities has been extensively studied for low-dimensional vectors. Here, we focus on the high-dimensional case and we present a two-step procedure relying on both deterministic and stochastic…
From random matrix theory it is known that for special values of the coupling constant the Calogero-Moser (CM) equation system is nothing but the radial part of a generalized harmonic oscillator Schroedinger equation. This allows an…
We investigate $\beta$-Generalized random Hermitian matrices ensemble sometimes called Chiral ensemble. We give global asymptotic of the density of eigenvalues or the statistical density. We investigate general method names as equilibrium…
A Gaussian fluctuation formula is proved for linear statistics of complex random matrices in the case that the statistic is rotationally invariant. For a general linear statistic without this symmetry, Coulomb gas theory is used to predict…