Related papers: Normal Typicality and Dynamical Typicality for a R…
A law of large numbers and a central limit theorem are derived for linear statistics of random symmetric matrices whose on-or-above diagonal entries are independent, but neither necessarily identically distributed, nor necessarily all of…
The population model of Busenberg and Travis is a paradigmatic model in ecology and tumour modelling due to its ability to capture interesting phenomena like the segregation of populations. Its singular mathematical structure enforces the…
We prove nonasymptotic matrix concentration inequalities for the spectral norm of (sub)gaussian random matrices with centered independent entries that capture fluctuations at the Tracy-Widom scale. This considerably improves previous bounds…
The phenomenom of emerging regular spectral features from random interactions is addressed in the context of the vibron model. A mean-field analysis links different regions of the parameter space with definite geometric shapes. The results…
Dynamical typicality refers to the property that two pure states, which initially exhibit (almost) the same expectation value for some given observable $A$, are very likely to exhibit also very similar expectation values when evolving in…
Using the superstatistics method, we propose an extension of the random matrix theory to cover systems with mixed regular-chaotic dynamics. Unlike most of the other works in this direction, the ensembles of the proposed approach are basis…
We study normal approximations for a class of discrete-time occupancy processes, namely, Markov chains with transition kernels of product Bernoulli form. This class encompasses numerous models which appear in the complex networks…
We show that the Dyson Brownian Motion exhibits local universality after a very short time assuming that local rigidity and level repulsion hold. These conditions are verified, hence bulk spectral universality is proven, for a large class…
By applying the supersymmetric approach we rigorously prove smoothness of the averaged density of states for a three dimensional random band matrix ensemble, in the limit of infinite volume and fixed band width. We also prove that the…
This paper deals with the exponential stabilization of a time-delay system with an average of the state as the output. A general stability theorem with a guaranteed exponential decay-rate based on a Wirtinger-based inequality is provided.…
This paper adapts the recently developed rigorous application of the supersymmetric transfer matrix approach for the 1d band matrices to the case of the orthogonal symmetry. We consider $N\times N$ block band matrices consisting of $W\times…
We propose a modeling framework for time-varying covariance matrices based on the assumption that the logarithm of a realized covariance matrix follows a matrix-variate oNrmal distribution. By operating in the space of symmetric matrices,…
The paper presents several approaches to generalized blockmodeling of valued networks, where values of the ties are assumed to be measured on at least interval scale. The first approach is a straightforward generalization of the generalized…
Characterizing the in uence of network properties on the global emerging behavior of interacting elements constitutes a central question in many areas, from physical to social sciences. In this article we study a primary model of disordered…
This paper explores the fundamental limits of a simple system, inspired by the intermittent Kalman filtering model, where the actuation direction is drawn uniformly from the unit hypersphere. The model allows us to focus on a fundamental…
We propose a Bayesian test of normality for univariate or multivariate data against alternative nonparametric models characterized by Dirichlet process mixture distributions. The alternative models are based on the principles of embedding…
This paper gives new concentration inequalities for the spectral norm of a wide class of matrix martingales in continuous time. These results extend previously established Freedman and Bernstein inequalities for series of random matrices to…
Two commonly used methods for improving precision and power in clinical trials are stratified randomization and covariate adjustment. However, many trials do not fully capitalize on the combined precision gains from these two methods, which…
In this note, a Wegner estimate for random divergence-type operators that are monotone in the randomness is proven. The proof is based on a recently shown unique continuation estimate for the gradient and the ensuing eigenvalue liftings.…
We prove edge universality for a general class of correlated real symmetric or complex Hermitian Wigner matrices with arbitrary expectation. Our theorem also applies to internal edges of the self-consistent density of states. In particular,…