Related papers: A probabilistic computation of a Mehta integral
We compute the probability distribution of the interface width at the depinning threshold, using recent powerful algorithms. It confirms the universality classes found previously. In all cases, the distribution is surprisingly well…
This paper proposes a strategy for regularized estimation in multi-way contingency tables, which are common in meta-analyses and multi-center clinical trials. Our approach is based on data augmentation, and appeals heavily to a novel class…
We consider a nonlinear autonomous random dynamical system of $N$ degrees of freedom coupled by Gaussian random interactions and characterized by a continuous spectrum $n_{\mu}(\lambda)$ of real positive relaxation rates. Using Kac-Rice…
We introduce a way of implementing Wilson renormalization within the context of the theory of effective Hamiltonians. Our renormalization scheme involves manipulations at the level of the generalized $G$--matrix and is independent of any…
The authors aim to develop numerical schemes of the two representative quadratic hedging strategies: locally risk minimizing and mean-variance hedging strategies, for models whose asset price process is given by the exponential of a normal…
The second del Pezzo surface is known by work of Tian-Zhu and Wang-Zhu to admit a unique Kaehler-Ricci soliton. Applying a method described in hep-th/0703057, we use Ricci flow to numerically compute that soliton metric. We numerically…
We suggest a method of analyzing the joint probability density (JPD) ${\cal P}_N(z,{\bf v})$ of an eigenvalue $z$ and the associated right eigenvector ${\bf v}$ (normalized with ${\bf v}^*{\bf v}=1$) for non-Hermitian random matrices of a…
We compute the variance asymptotics for the number of real zeros of trigonometric polynomials with random dependent Gaussian coefficients and show that under mild conditions, the asymptotic behavior is the same as in the independent…
We analyze pivot probabilities in Gaussian elimination with partial pivoting (GEPP) for $2 \times 2$ random matrix ensembles. For GUE matrices, we resolve a previously reported discrepancy between theoretical predictions and empirical…
A Hermite type formula is introduced and used to study the zeta function over the real and complex n-projective space. This approach allows to compute the residua at the poles and the value at the origin as well as the value of the…
In this brief note we compute the Fisher information of a family of generalized normal distributions. Fisher information is usually defined for regular distributions, i.e. continuously differentiable (log) density functions whose support…
The Riemann-zeta function regularization procedure has been studied intensively as a good method in the computation of the determinant for pseudo-diferential operator. In this paper we propose a different approach for the computation of the…
Normalizing constant (also called partition function, Bayesian evidence, or marginal likelihood) is one of the central goals of Bayesian inference, yet most of the existing methods are both expensive and inaccurate. Here we develop a new…
The Polchinski exact renormalization group equation for a scalar field theory in arbitrary dimensions is translated, by means of a covariant Hamiltonian formalism, into a partial differential equation for an effective Hamiltonian density…
A new technique towards finding asymptotic normalization coefficients in the complex-ranged Gaussian basis is presented. It is shown that a diagonalisation procedure for the total Hamiltonian matrix in the given basis results in…
For the rational Baker-Akhiezer functions associated with special arrangements of hyperplanes with multiplicities we establish an integral identity, which may be viewed as a generalisation of the self-duality property of the usual Gaussian…
Given a single observation from a Gaussian distribution with unknown mean $\theta$, we design computationally efficient procedures that can approximately generate an observation from a different target distribution $Q_{\theta}$ uniformly…
The sub-Gaussian stable distribution is a heavy-tailed elliptically contoured law which has interesting applications in signal processing and financial mathematics. This work addresses the problem of feasible estimation of distributions. We…
In this paper, we discuss the normal product form of the density operator of multimode Gaussian states, and obtain the correlation equation between the kernel matrix R of the Gaussian density operator in the normal product form and its…
An explicit estimate is derived for Kac's mean-field model of colliding hard spheres, which compares, in a Wasserstein distance, the empirical velocity distributions for two versions of the model based on different numbers of particles. For…