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Let $Z$ be a Boolean model based on a stationary Poisson process $\eta$ of compact, convex particles in Euclidean space ${\mathbb{R}}^d$. Let $W$ denote a compact, convex observation window. For a large class of functionals $\psi$, formulas…

Probability · Mathematics 2016-02-11 Daniel Hug , Günter Last , Matthias Schulte

The Liouvillian exceptional points for a quantum Markovian master equation of an oscillator in a generic environment are obtained. They occur at the points when the modified frequency of the oscillator vanishes, whereby the eigenvalues of…

Quantum Physics · Physics 2023-04-17 B. A. Tay

Statistical models that possess symmetry arise in diverse settings such as random fields associated to geophysical phenomena, exchangeable processes in Bayesian statistics, and cyclostationary processes in engineering. We formalize the…

Statistics Theory · Mathematics 2011-12-01 Parikshit Shah , Venkat Chandrasekaran

In a variety of different settings cumulative sum (CUSUM) procedures have been applied for the sequential detection of structural breaks in the parameters of stochastic models. Yet their performance depends strongly on the time of change…

Methodology · Statistics 2013-08-07 Stefan Fremdt

Eigensolvers involving complex moments can determine all the eigenvalues in a given region in the complex plane and the corresponding eigenvectors of a regular linear matrix pencil. The complex moment acts as a filter for extracting…

Numerical Analysis · Mathematics 2021-09-22 Keiichi Morikuni

A numerical algorithm is proposed to explore in a systematic way the trajectories of the eigenvalues of non-Hermitian matrices in the parametric space and exploit this in order to find the locations of defective eigenvalues in the complex…

Computational Physics · Physics 2020-04-08 Benoit Nennig , Emmanuel Perrey-Debain

We prove that the local eigenvalue statistics of real symmetric Wigner-type matrices near the cusp points of the eigenvalue density are universal. Together with the companion paper [arXiv:1809.03971], which proves the same result for the…

Probability · Mathematics 2019-10-23 Giorgio Cipolloni , László Erdős , Torben Krüger , Dominik Schröder

Exceptional points associated with non-hermitian operators, i.e. operators being non-hermitian for real parameter values, are investigated. The specific characteristics of the eigenfunctions at the exceptional point are worked out. Within…

Quantum Physics · Physics 2009-11-10 W. D. Heiss

We review some recent work on the occurrence of coalescing eigenstates at exceptional points in non-Hermitian systems and their influence on physical quantities. We particularly focus on quantum dynamics near exceptional points in open…

Quantum Physics · Physics 2021-10-27 Savannah Garmon , Takafumi Sawada , Kenichi Noba , Gonzalo Ordonez

A pair of anisotropic exceptional points (EPs) of arbitrary order are found in a class of non-Hermitian random systems with asymmetric hoppings. Both eigenvalues and eigenvectors exhibit distinct behaviors when these anisotropic EPs are…

Mesoscale and Nanoscale Physics · Physics 2019-06-12 Yi-Xin Xiao , Zhao-Qing Zhang , Zhi Hong Hang , C. T. Chan

Non-Hermitian systems distinguish themselves from Hermitian systems by exhibiting a phase transition point called an exceptional point (EP), which is the point at which two eigenstates coalesce under a system parameter variation. Many…

Mesoscale and Nanoscale Physics · Physics 2016-04-20 Kun Ding , Guancong Ma , Meng Xiao , Z. Q. Zhang , C. T. Chan

Canonical principal parameters are introduced for surfaces in $\mathbb R^3$ without umbilical points. It is proved that in these parameters the surface is determined (up to position in space) by a pair of invariants satisfying a partial…

Differential Geometry · Mathematics 2019-02-21 Ognian Kassabov

We describe a novel algorithm for solving general parametric (nonlinear) eigenvalue problems. Our method has two steps: first, high-accuracy solutions of non-parametric versions of the problem are gathered at some values of the parameters;…

Numerical Analysis · Mathematics 2024-10-14 Davide Pradovera , Alessandro Borghi

We consider pairs of GOE (Gaussian Orthogonal Ensemble) matrices which are correlated with each others, and subject to additive and multiplicative rank-one perturbations. We focus on the regime of parameters in which the finite-rank…

Disordered Systems and Neural Networks · Physics 2023-09-15 Alessandro Pacco , Valentina Ros

A common measure of a function's complexity is the count of its stationary points. For complicated functions, this count grows exponentially with the volume and dimension of their domain. In practice, the count is averaged over a class of…

Statistical Mechanics · Physics 2024-01-17 Jaron Kent-Dobias

We define a random-matrix ensemble given by the infinite-time covariance matrices of Ornstein-Uhlenbeck processes at different temperatures coupled by a Gaussian symmetric matrix. The spectral properties of this ensemble are shown to be in…

Statistical Finance · Quantitative Finance 2015-06-22 Paolo Barucca

For a set-valued map, we characterize, in terms of its (unconvexified or convexified) graphical derivatives near the point of interest, positively homogeneous maps that are generalized derivatives in the sense of [20]. This result…

Optimization and Control · Mathematics 2012-11-20 C. H. Jeffrey Pang

Geometric quantiles are popular location functionals to build rank-based statistical procedures in multivariate settings. They are obtained through the minimization of a non-smooth convex objective function. As a result, the singularity of…

Statistics Theory · Mathematics 2026-02-11 Dimitri Konen , Gilles Stupfler

Feature selection procedures for spatial point processes parametric intensity estimation have been recently developed since more and more applications involve a large number of covariates. In this paper, we investigate the setting where the…

Methodology · Statistics 2017-12-29 Achmad Choiruddin , Jean-François Coeurjolly , Frédérique Letué

Let $T : \Omega \rightarrow \bbC^{n \times n}$ be a matrix-valued function that is analytic on some simply-connected domain $\Omega \subset \bbC$. A point $\lambda \in \Omega$ is an eigenvalue if the matrix $T(\lambda)$ is singular. In this…

Numerical Analysis · Mathematics 2013-08-06 David Bindel , Amanda Hood
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