Related papers: Nonstandard Large and Moderate Deviations for the …
The method of quasi-optimal weights is applied to constructing (quasi-)optimal criteria for various anomalous contributions in experimental spectra. Anomalies in the spectra could indicate physics beyond the Standard Model (additional…
This paper investigates the rate of convergence for the central limit theorem of linear spectral statistic (LSS) associated with large-dimensional sample covariance matrices. We consider matrices of the form ${\mathbf…
We consider a random matrix model in the hard edge limit (local spectral statistics at the origin in the limit of large matrix size) which interpolates between the Gaussian unitary ensemble (GUE) and the chiral Gaussian unitary ensemble…
The large-matrix limit laws of the rescaled largest eigenvalue of the orthogonal, unitary, and symplectic $n$-dimensional Gaussian ensembles -- and of the corresponding Laguerre ensembles (Wishart distributions) for various regimes of the…
This paper develops central limit theorems (CLT's) and large deviations results for additive functionals associated with reflecting diffusions in which the functional may include a term associated with the cumulative amount of boundary…
We examine the unitarity constraints in gauge and scalar sectors of non-minimal Universal Extra Dimensional model. We show that some of the tree-level two-body scattering amplitudes in gauge and scalar sectors do not respect partial wave…
As an important topic in Mathematical Physics and statistics, random matrices theory has found uses in many aspects of modern physics and multivariate analysis. This paper is to investigate the Gaussian fluctuations for linear spectral…
We investigate the spectral fluctuation properties of constrained ensembles of random matrices (defined by the condition that a number N(Q) of matrix elements vanish identically; that condition is imposed in unitarily invariant form) in the…
We investigate the statistical power of higher-order statistics and cross-correlation statistics to constrain the primordial non-Gaussianity from the imaging surveys. In particular, we consider the local-type primordial non- Gaussianity and…
We propose a new \textit{quadratic programming-based} method of approximating a nonstandard density using a multivariate Gaussian density. Such nonstandard densities usually arise while developing posterior samplers for unobserved…
We propose a novel error analysis framework for scaled generalized Laguerre and generalized Hermite approximations.This framework can be regarded as an analogue of the Nyquist-Shannon sampling theorem: It characterizes the spatial and…
We theoretically analyze the eigenfunction fluctuation measures for a Hermitian ensemble which appears as an intermediate state of the perturbation of a stationary ensemble by another stationary ensemble of Laguerre type. Similar to the…
In this paper, employing the weak convergence method, based on a variational representation for expected values of positive functionals of a Brownian motion, we investigate moderate deviation %(CLT for abbreviation) for a class of…
We prove a law of large numbers and a central limit theorem for a tagged particle in a symmetric simple exclusion process in the one-dimensional lattice with variable diffusion coefficient. The scaling limits are obtained from a similar…
Higher-order spectra (or polyspectra), defined as the Fourier Transform of a stationary process' autocumulants, are useful in the analysis of nonlinear and non Gaussian processes. Polyspectral means are weighted averages over Fourier…
We give a proof of the Universality Conjecture for orthogonal (beta=1) and symplectic (beta=4) random matrix ensembles of Laguerre-type in the bulk of the spectrum as well as at the hard and soft spectral edges. Our results are stated…
Some recent analytical papers have explored limiting behaviors of Landau-deGennes models for liquid crystals in certain extreme ranges of the model parameters: limits of "vanishing elasticity" (in the language of some of these papers) and…
The ensemble average of $| \sum_{j=1}^N e^{i k \lambda_j} |^2$ is of interest as a probe of quantum chaos, as is its connected part, the structure function. Plotting this average for model systems of chaotic spectra reveals what has been…
We consider the deformed Laguerre Ensemble $H_n=\dfrac{1}{m}\Sigma_n^{1/2}A_{m,n}A_{m,n}^*\Sigma_n^{1/2}$ in which $\Sigma_n$ is a positive hermitian matrix (possibly random) and $A_{m,n}$ is a $n\times m$ complex Gaussian random matrix…
We consider "nonconventional" averaging setup in the form $\frac {dX^\epsilon(t)}{dt}=\epsilon B\big(X^\epsilon(t),\xi(q_1(t)), \xi(q_2(t)),...,\xi(q_\ell(t))\big)$ where $\xi(t),t\geq 0$ is either a stochastic process or a dynamical system…