Related papers: Strong convergence to operator-valued semicircular…
We discuss restrictions on operators in the soft-collinear effective theory (SCET) which follow from the ambiguity in the decomposition of collinear momenta and the freedom in the choice of light-like basis vectors $n$ and $\bar n$.…
In the heavy quark effective theory, hadronic matrix elements of currents between two hadrons containing a heavy quark are expanded in inverse powers of the heavy quark masses, with coefficients that are functions of the kinematic variable…
Random matrices tend to be well conditioned, and we employ this well known property to advance matrix computations. We prove that our algorithms employing Gaussian random matrices are efficient, but in our tests the algorithms have…
We undertake Bayesian learning of the high-dimensional functional relationship between a system parameter vector and an observable, that is in general tensor-valued. The ultimate aim is Bayesian inverse prediction of the system parameters,…
The aim of this paper is to give a precise asymptotic description of some eigenvalue statistics stemming from random matrix theory. More precisely, we consider random determinants of the GUE, Laguerre, Uniform Gram and Jacobi beta ensembles…
The gauge covariant magnetic Weyl calculus has been introduced and studied in previous works. We prove criteria in terms of commutators for operators to be magnetic pseudo-differential operators of suitable symbol classes. The approach is…
Let $\mathcal{T}_{+}(E)$ be the tensor algebra of a $W^{*}$-correspondence $E$ over a $W^{*}$-algebra $M$. In earlier work, we showed that the completely contractive representations of $\mathcal{T}_{+}(E)$, whose restrictions to $M$ are…
In this paper, we first introduce some new Morrey type spaces containing generalized Morrey space and weighted Morrey space with two weights as special cases. Then we give the weighted strong type and weak type estimates for fractional…
For polynomials in independent Wigner matrices, we prove convergence of the largest singular value to the operator norm of the corresponding polynomial in free semicircular variables, under fourth moment hypotheses. We actually prove a more…
Pervasive cross-section dependence is increasingly recognized as a characteristic of economic data and the approximate factor model provides a useful framework for analysis. Assuming a strong factor structure where $\Lop\Lo/N^\alpha$ is…
We consider properties of second-order operators $H = -\sum^d_{i,j=1} \partial_i \, c_{ij} \, \partial_j$ on $\Ri^d$ with bounded real symmetric measurable coefficients. We assume that $C = (c_{ij}) \geq 0$ almost everywhere, but allow for…
Estimation of covariance matrices or their inverses plays a central role in many statistical methods. For these methods to work reliably, estimated matrices must not only be invertible but also well-conditioned. In this paper we present an…
This paper is concerned with computations of a few smaller eigenvalues (in absolute value) of a large extremely ill-conditioned matrix. It is shown that smaller eigenvalues can be accurately computed for a diagonally dominant matrix or a…
For a class of stochastic models with Gaussian and rough mean-reverting volatility that embeds the genuine rough Stein-Stein model, we study the weak approximation rate when using a Euler type scheme with integrated kernels. Our first…
We establish a large-deviations principle for the largest eigenvalue of a generalized sample covariance matrix, meaning a matrix proportional to $Z^T \Gamma Z$, where $Z$ has i.i.d. real or complex entries and $\Gamma$ is not necessarily…
The consistency of Matrix theory with supergravity requires that in the large N_c limit terms of order v^4 in the SU(N_c) Matrix effective potential are not renormalized beyond one loop in perturbation theory. For SU(2) gauge group, the…
We study an extremal projection principle for families of operators ordered by domination, induced by fixed bounded linear mappings acting on a source with an additive baseline. Stability is defined through domination of second--order…
Necessary and sufficient conditions for convexity and strong convexity, respectively, of sublevel sets that are defined by finitely many real-valued $C^{1,1}$-maps are presented. A novel characterization of strongly convex sets in terms of…
We address the question of a Berry-Esseen type theorem for the speed of convergence in a multivariate free central limit theorem. For this, we estimate the difference between the operator-valued Cauchy transforms of the normalized partial…
We study the normalized eigenvalue counting measure d\sigma of matrices of long-range percolation model. These are (2n+1)\times (2n+1) random real symmetric matrices H=\{H(i,j)\}_{i,j} whose elements are independent random variables taking…