Related papers: Optimal Delocalization for Non--Hermitian Eigenvec…

In the literature of high-dimensional central limit theorems, there is a gap between results for general limiting correlation matrix $\Sigma$ and the strongly non-degenerate case. For the general case where $\Sigma$ may be degenerate, under…

We devise a new embedding technique, which we call measured descent, based on decomposing a metric space locally, at varying speeds, according to the density of some probability measure. This provides a refined and unified framework for the…

We consider the LP in standard form min {c T x\,: Ax = b; x $\ge$ 0} and inspired by $\epsilon$-regularization in Optimal Transport, we introduce its $\epsilon$-regularization ''min {c T x + $\epsilon$ f (x)\,: Ax = b; x $\ge$ 0}'' via the…

In this paper, we study regularity estimates for a class of degenerate, fully nonlinear elliptic equations with arbitrary nonhomogeneous degeneracy laws. We establish that viscosity solutions are locally continuously differentiable under…

We consider the uniform approximation of the smallest eigenvalue of a large parameter-dependent Hermitian matrix by that of a smaller counterpart obtained through projections. The projection subspaces are constructed iteratively by means of…

We prove a local central limit theorem (LCLT) for the number of points $N(J)$ in a region $J$ in $\mathbb R^d$ specified by a determinantal point process with an Hermitian kernel. The only assumption is that the variance of $N(J)$ tends to…

In this paper we establish a best approximation property of fully discrete Galerkin finite element solutions of second order parabolic problems on convex polygonal and polyhedral domains in the $L^\infty$ norm. The discretization method…

We present a randomized algorithm for producing a quasi-optimal hierarchically semi-separable (HSS) approximation to an $N\times N$ matrix $A$ using only matrix-vector products with $A$ and $A^T$. We prove that, using $O(k \log(N/k))$…

We study first-order optimization algorithms under the constraint that the descent direction is quantized using a pre-specified budget of $R$-bits per dimension, where $R \in (0 ,\infty)$. We propose computationally efficient optimization…

We consider a non-self adjoint operator of the form $-h^2 \Delta + i(V(x) + \alpha(x)y)$ on the upper half plane $y > 0$ with Dirichlet boundary conditions on $\{y = 0\}$ with $V \geq 0$, $V$ admitting a non-degenerate minimum at $x = 0$…

Suppose that there is a ground set which consists of a large number of vectors in a Hilbert space. Consider the problem of selecting a subset of the ground set such that the projection of a vector of interest onto the subspace spanned by…

Let $A$ be an $n\times n$ random matrix whose entries are i.i.d. with mean $0$ and variance $1$. We present a deterministic polynomial time algorithm which, with probability at least $1-2\exp(-\Omega(\epsilon n))$ in the choice of $A$,…

Given a weighted undirected graph $G=(V,E,w)$, a hopset $H$ of hopbound $\beta$ and stretch $(1+\epsilon)$ is a set of edges such that for any pair of nodes $u, v \in V$, there is a path in $G \cup H$ of at most $\beta$ hops, whose length…

In this survey we prove H\"older regularity results for viscosity solutions of fully nonlinear nonlocal uniformly elliptic second order differential equations with local gradient terms. This extends the nonlocal counterpart of the work of…

Two-sided estimates for higher order eigenvalues are presented for a class of non-local Schr\"odinger operators by using the jump rate and the growth of the potential. For instance, let $L$ be the generator of a L\'evy process with L\'evy…

We present two algorithms for constructing orthonormal bases of rational function vectors with respect to a discrete inner product, and discuss how to use them for a rational approximation problem. Building on the pencil-based formulation…

A classical pseudodifferential operator $P$ on $R^n$ satisfies the $\mu$-transmission condition relative to a smooth open subset $\Omega $, when the symbol terms have a certain twisted parity on the normal to $\partial\Omega $. As shown…

For a Hermitian matrix $H \in \mathbb C^{n,n}$ and symmetric matrices $S_0, S_1,\ldots,S_k \in \mathbb C^{n,n}$, we consider the problem of computing the supremum of $\left\{ \frac{v^*Hv}{v^*v}:~v\in \mathbb C^{n}\setminus…

In analyzing a simple random walk on the Heisenberg group we encounter the problem of bounding the extreme eigenvalues of an $n\times n$ matrix of the form $M=C+D$ where $C$ is a circulant and $D$ a diagonal matrix. The discrete…

We consider the Grenander estimator that is the maximum likelihood estimator for non-increasing densities. We prove uniform central limit theorems for certain subclasses of bounded variation functions and for H\"older balls of smoothness…