Related papers: Matrix harmonic analysis at high temperature via t…
We introduce a stochastic dynamics related to the measures that arise in harmonic analysis on the infinite-dimensional unitary group. Our dynamics is obtained as a limit of a sequence of natural Markov chains on Gelfand-Tsetlin graph. We…
We study the asymptotic behavior of the partition function and the correlation kernel in random matrix ensembles of the form $\frac{1}{Z_n} \big|\det \big( M^2-tI \big)\big|^{\alpha} e^{-n\operatorname{Tr} V(M)}dM$, where $M$ is an $n\times…
This paper develops the use of Dirichlet forms to deliver proofs of optimal scaling results for Markov chain Monte Carlo algorithms (specifically, Metropolis-Hastings random walk samplers) under regularity conditions which are substantially…
We study an "inner-product kernel" random matrix model, whose empirical spectral distribution was shown by Xiuyuan Cheng and Amit Singer to converge to a deterministic measure in the large $n$ and $p$ limit. We provide an interpretation of…
We establish the geometric ergodicity of the preconditioned Hamiltonian Monte Carlo (HMC) algorithm defined on an infinite-dimensional Hilbert space, as developed in [Beskos et al., Stochastic Process. Appl., 2011]. This algorithm can be…
The convergence of a sequence of point processes with dependent points, defined by a symmetric function of iid high-dimensional random vectors, to a Poisson random measure is proved. This also implies the convergence of the joint…
The structure of the one loop self-energy graphs of the $\rho$ meson is analyzed in the real time formulation of thermal field theory. The modified spectral function of the $\rho$ meson in hot hadronic matter leads to a large enhancement of…
We study the supremum of some random Dirichlet polynomials with independent coefficients and obtain sharp upper and lower bounds for supremum expectation thus extending the results from our previous work (see…
Problems with localized nonhomogeneous material properties present well-known challenges for numerical simulations. In particular, such problems may feature large differences in length scales, causing difficulties with meshing and…
Recent progress of lattice investigations in thermal physics is summarized in this contribution. Hadronic spectral functions can be reconstructed from correlation functions in Euclidean time based on the Maximum Entropy Method without a…
A one-parameter family of point processes describing the distribution of the critical points of the characteristic polynomial of large random Hermitian matrices on the scale of mean spacing is investigated. Conditionally on the Riemann…
For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to be equivalent: (i) The process satisfies (a slightly weaker…
In this paper we derive martingale estimating functions for the dimensionality parameter of a Bessel process based on the eigenfunctions of the diffusion operator. Since a Bessel process is non-ergodic and the theory of martingale…
For a Markov process associated with a diffusion type Dirichlet form an upper bound is shown for the law of the finite dimensional distributions of the process. Under some more assumptions on the underlaying space this is also shown for the…
Many problems in machine learning can be formulated as optimizing a convex functional over a vector space of measures. This paper studies the convergence of the mirror descent algorithm in this infinite-dimensional setting. Defining Bregman…
Gene-gene interactions are often regarded as playing significant roles in influencing variabilities of complex traits. Although much research has been devoted to this area, to date a comprehensive statistical model that addresses the…
We characterize the principal eigenvalue of the generator of the asymmetric zero-range process in dimensions d>2, with Dirichlet boundary on special domains. We obtain a Donsker-Varadhan variational representation for the principal…
We study the large-scale behavior of the height function in the dimer model on the square lattice. Richard Kenyon has shown that the fluctuations of the height function on Temperleyan discretizations of a planar domain converge in the…
We construct a measure-valued branching Markov process associated with a nonlinear boundary value problem, where the boundary condition has a nonlinear pseudo monotone branching mechanism term $-\beta$, which includes as a limit case…
We formulate the high temperature expansion in supersymmetric matrix quantum mechanics with 4, 8 and 16 supercharges. The models can be obtained by dimensionally reducing N=1 U(N) super Yang-Mills theory in D=4,6,10 to 1 dimension,…