Related papers: Recovering Parameters from Edge Fluctuations: Beta…
In this paper, we study the fluctuation of linear eigenvalue statistics of Random Band Matrices defined by $M_{n}=\frac{1}{\sqrt{b_{n}}}W_{n}$, where $W_{n}$ is a $n\times n$ band Hermitian random matrix of bandwidth $b_{n}$, i.e., the…
We consider Hermite and Laguerre $\beta$-ensembles of large $N\times N$ random matrices. For all $\beta$ even, corrections to the limiting global density are obtained, and the limiting density at the soft edge is evaluated. We use the…
The aim of this note is to provide a pedagogical survey of the recent works by the authors ( arXiv:1409.7548 and arXiv:1507.06013) concerning the local behavior of the eigenvalues of large complex correlated Wishart matrices at the edges…
The Airy$_\beta$ line ensemble is an infinite sequence of random curves. It is a natural extension of the Tracy-Widom$_\beta$ distributions, and is expected to be the universal edge scaling limit of a range of models in random matrix theory…
Previously developed Pade-related method of resummation for QCD observables, which achieves exact renormalization-scale-invariance, is extended so that the scheme-invariance is obtained as well. The dependence on the leading scheme…
The hard edge and bulk scaling limits of $\beta$-ensembles are described by the stochastic Bessel and sine operators, which are respectively a random Sturm-Liouville operator and a random Dirac operator. By representing both operators as…
We study two one-parameter families of point processes connected to random matrices: the Sine_beta and Sch_tau processes. The first one is the bulk point process limit for the Gaussian beta-ensemble. For beta=1, 2 and 4 it gives the limit…
With a densely defined symmetric semi-bounded operator of nonzero defect indexes $L_0$ in a separable Hilbert space ${\cal H}$ we associate a topological space $\Omega_{L_0}$ ({\it wave spectrum}) constructed from the reachable sets of a…
Let $\Delta_{\Lambda}\le \lambda_{\Lambda}$ be a semi-bounded self-adjoint realization of the Laplace operator with boundary conditions (Dirichlet, Neumann, semi-transparent) assigned on the Lipschitz boundary of a bounded obstacle…
A new version of the so-called optimized perturbation (OPT), implementing consistently renormalization group properties, is used to calculate the nonperturbative ratio $F_\pi/\overline\Lambda$ of the pion decay constant and the basic QCD…
We study the algorithmic thresholds for principal component analysis of Gaussian $k$-tensors with a planted rank-one spike, via Langevin dynamics and gradient descent. In order to efficiently recover the spike from natural initializations,…
Principal component analysis is an important pattern recognition and dimensionality reduction tool in many applications. Principal components are computed as eigenvectors of a maximum likelihood covariance $\widehat{\Sigma}$ that…
In this paper we present the asymptotic analysis of the realised quadratic variation for multivariate symmetric $\beta$-stable L\'evy processes, $\beta \in (0,2)$, and certain pure jump semimartingales. The main focus is on derivation of…
In recent years several local extrema based methodologies have been proposed to investigate either the nonlinear or the nonstationary time series for scaling analysis. In the present work we study systematically the distribution of the…
Using theories of phase ordering kinetics and of renormalization group, we derive analytically the relaxation times of the long wave-length fluctuations of a phase-separated domain boundary in the vicinity of (and below) the critical…
The local eigenvalue statistics of large random matrices near a hard edge transitioning into a soft edge are described by the Bessel process associated with a large parameter $\alpha$. For this point process, we obtain 1) exponential moment…
Low-rank matrix recovery problems involving high-dimensional and heterogeneous data appear in applications throughout statistics and machine learning. The contribution of this paper is to establish the fundamental limits of recovery for a…
This paper introduces a general regularized thresholded least-square procedure estimating a structured signal $\theta_*\in\mathbb{R}^d$ from the following observations: $y_i = f(\langle\mathbf{x}_i, \theta_*\rangle,…
We study the spin n-point functions of the planar Ising model on a simply connected domain \Omega discretised by the square lattice \delta\mathbb{Z}^{2} under near-critical scaling limit. While the scaling limit on the full-plane \mathbb{C}…
The eigenvalues for the minors of real symmetric ($\beta=1$) and complex Hermitian ($\beta=2$) Wigner matrices form the Wigner corner process, which is a multilevel interlacing particle system. In this paper, we study the microscopic…