Related papers: Matrix harmonic analysis at high temperature via t…
This paper proves that, under a monotonicity condition, the invariant probability measure of a McKean--Vlasov process can be approximated by weighted empirical measures of some processes including itself. These processes are described by…
We study the rank one Harish-Chandra-Itzykson-Zuber integral in the limit where $\frac{N \beta}{2} \to c $, called the high temperature regime and show that it can be used to construct a promising one-parameter interpolation, with parameter…
We study the spectral measure of large Euclidean random matrices. The entries of these matrices are determined by the relative position of $n$ random points in a compact set $\Omega_n$ of $\R^d$. Under various assumptions we establish the…
This paper studies a large number of homogeneous Markov decision processes where the transition probabilities and costs are coupled in the empirical distribution of states (also called mean-field). The state of each process is not known to…
We study Bessel processes on Weyl chambers of types A and B on $\mathbb R^N$. Using elementary symmetric functions, we present several space-time-harmonic functions and thus martingales for these processes $(X_t)_{t\ge0}$ which are…
In this paper, we establish the Hausdorff dimensions of inverse images and collision time sets for a large class of symmetric Markov processes on metric measure spaces. We apply the approach in the works by Hawkes and Jain--Pruitt, and make…
The diagonalization of Hermitian supermatrices is studied. Such a change of coordinates is inevitable to find certain structures in random matrix theory. However it still poses serious problems since up to now the calculation of all…
Two first-principles simulation techniques, path integral Monte Carlo (PIMC) and density functional molecular dynamics (DFT-MD), are applied to study hot, dense helium in the density-temperature range of 0.387 - 5.35 g/cc and 500 K -…
When the number of particles is finite, the noncolliding Brownian motion (the Dyson model) and the noncolliding squared Bessel process are determinantal diffusion processes for any deterministic initial configuration $\xi=\sum_{j \in…
The aim of this paper is to develop stable and accurate numerical schemes for boundary integral formulations of the heat equation with Dirichlet boundary conditions. The accuracy of Galerkin discretisations for the resulting boundary…
We present a quantum Monte Carlo investigation of the finite-temperature phase diagram of the quantum dimer model on the square lattice. We use the sweeping cluster algorithm, which allows to implement exactly the dimer constraint,…
We study numerically the magnetic susceptibility of the hierarchical model with Ising spins ($\sigma =\pm 1$) above the critical temperature and for two values of the epsilon parameter. The integrations are performed exactly, using…
The $s$-point correlation function of a Gaussian Hermitian random matrix theory, with an external source tuned to generate a multi-critical singularity, provides the intersection numbers of the moduli space for the $p$-th spin curves…
Identifying important features linked to a response variable is a fundamental task in various scientific domains. This article explores statistical inference for simulated Markov random fields in high-dimensional settings. We introduce a…
In this paper we study numerical positivity and contractivity in the infinite norm of Crank-Nicolson method when it is applied to the diffusion equation with homogeneous Dirichlet boundary conditions. For this purpose, the amplification…
The object of study in this paper is the expected $2$-Wasserstein distance between the empirical measures of several point processes and their respective limit. For this, the main tool developed is a smoothing procedure in Euclidean spaces…
We study time-harmonic Maxwell's equations in meta-materials that use either perfect conductors or high-contrast materials. Based on known effective equations for perfectly conducting inclusions, we calculate the transmission and reflection…
We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the…
We combine the semiclassical Herman--Kluk approximation with the coherence thermofield dynamics in order to evaluate vibrationally resolved electronic spectra at nonzero temperatures. In coherence thermofield dynamics, the dipole time…
Dirichlet integrals and the associated Dirichlet statistical densities are widely used in various areas. Generalizations of Dirichlet integrals and Dirichlet models to matrix-variate cases, when the matrices are real symmetric positive…