Related papers: A probabilistic computation of a Mehta integral

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Path integrals play a crucial role in describing the dynamics of physical systems subject to classical or quantum noise. In fact, when correctly normalized, they express the probability of transition between two states of the system. In…

We study the injective norm of random skew-symmetric tensors and the associated fermionic quantum states, a natural measure of multipartite entanglement for systems of indistinguishable particles. Extending recent advances on random quantum…

Renormalization Group Equations (RGEs) are indispensable tool to know the behavior of physical parameters at different energy scales. They are also extremely crucial if we want to extend our known Standard Model gauge group by some extra…

In this paper, we show that regularized elliptic multiple zeta values are given by polynomials in elliptic multiple zeta values with admissible indices and special ones whose indices consist of 0 and 1.

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Classical random matrix ensembles with orthogonal symmetry have the property that the joint distribution of every second eigenvalue is equal to that of a classical random matrix ensemble with symplectic symmetry. These results are shown to…

We consider the problem of estimating a rank-one nonsymmetric matrix under additive white Gaussian noise. The matrix to estimate can be written as the outer product of two vectors and we look at the special case in which both vectors are…

We give an explicit formula for the Galois descent expressing multiple $t$-values of maximal height in terms of classical multiple zeta values, making precise Murakami's earlier motivic result. Our results rely on the theory of iterated…

Probabilistic encoding introduces Gaussian noise into neural networks, enabling a smooth transition from deterministic to uncertain states and enhancing generalization ability. However, the randomness of Gaussian noise distorts point-based…

We carry out a numerical study of fluctuations in the spectrum of regular graphs. Our experiments indicate that the level spacing distribution of a generic k-regular graph approaches that of the Gaussian Orthogonal Ensemble of random matrix…

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These lectures provide an informal introduction into the notions and tools used to analyze statistical properties of eigenvalues of large random Hermitian matrices. After developing the general machinery of orthogonal polynomial method, we…

We design a fully implementable scheme to compute the invariant distribution of ergodic McKean-Vlasov SDE satisfying a uniform confluence property. Under natural conditions, we prove various convergence results notably we obtain rates for…

Root multiplicities encode information about the structure of Kac-Moody algebras, and appear in applications as far-reaching as string theory and the theory of modular functions. We provide an algorithm based on the Peterson recurrence…

We develop a pure Monte Carlo method to compute $E(g(X_T))$ where $g$ is a bounded and Lipschitz function and $X_t$ an Ito process. This approach extends a previously proposed method to the general multidimensional case with a SDE with…

In this note we study asymptotic isotopy of random real algebraic plane curves. More precisely, we obtain a Kac-Rice type formula that gives the expected number of two-sided components (i.e.\ ovals) of a random real algebraic plane curve…

Assuming the Riemann hypothesis, we obtain a formula for the mean value of the $k$-derivative of $\zeta'/\zeta$, depending on the pair correlation of zeros of the Riemann zeta-function. This formula allows us to obtain new equivalences to…

We propose methods to estimate the individual $\beta$-mixing coefficients of a real-valued geometrically ergodic Markov process from a single sample-path $X_0,X_1, \dots,X_n$. Under standard smoothness conditions on the densities, namely,…

We calculate analytically the probability of large deviations from its mean of the largest (smallest) eigenvalue of random matrices belonging to the Gaussian orthogonal, unitary and symplectic ensembles. In particular, we show that the…