Related papers: A Note on Optimal Soft Edge Expansions for the Gau…
The circular $\beta$ ensemble for $\beta =1,2$ and 4 corresponds to circular orthogonal, unitary and symplectic ensemble respectively as introduced by Dyson. The statistical state of the eigenvalues is then a determinantal point process…
Orthogonal - unitary and symplectic - unitary crossover ensembles of random matrices are relevant in many contexts, especially in the study of time reversal symmetry breaking in quantum chaotic systems. Using skew-orthogonal polynomials we…
In this paper, we reconsider the large-argument asymptotic expansions of the Hankel, Bessel and modified Bessel functions and their derivatives. New integral representations for the remainder terms of these asymptotic expansions are found…
The improvement of resummation algorithms for divergent perturbative expansions in quantum field theory by asymptotic information about perturbative coefficients is investigated. Various asymptotically optimized resummation prescriptions…
We introduce functions for relative maximization in a general context: the beta and alpha applications. After a systematic study concerning regularities, we investigate how to approximate certain values of these functions using periodic…
For the orthogonal-unitary and symplectic-unitary transitions in random matrix theory, the general parameter dependent distribution between two sets of eigenvalues with two different parameter values can be expressed as a quaternion…
This paper develops our work on the consequences of the Regge calculus, where some edge length scale arises as an optimal starting point of the perturbative expansion with taking into account a bell-shaped form of the measure obtained using…
Two-term asymptotic formulae for the probability distribution functions for the smallest eigenvalue of the Jacobi $ \beta $-Ensembles are derived for matrices of large size in the r\'egime where $ \beta > 0 $ is arbitrary and one of the…
Correlation function of complex eigenvalues of N by N random matrices drawn from non-Hermitean random matrix ensemble of symplectic symmetry is given in terms of a quaternion determinant. Spectral properties of Gaussian ensembles are…
We generalize the results on the asymptotic expansion from Gaussian Unitary Ensembles case to all Gaussian Ensembles. We derive differential equations on densities and their moment generating functions for all Gaussian Ensembles. Also, we…
We discuss in this paper uniform exponential convergence of sample average approximation (SAA) with adaptive multiple importance sampling (AMIS) and asymptotics of its optimal value. Using a concentration inequality for bounded martingale…
A fundamental question in random matrix theory is to quantify the optimal rate of convergence to universal laws. We take up this problem for the Laguerre $\beta$ ensemble, characterised by the Dyson parameter $\beta$, and the Laguerre…
In this paper we deal with the regression problem in a random design setting. We investigate asymptotic optimality under minimax point of view of various Bayesian rules based on warped wavelets and show that they nearly attain optimal…
We show how recent exact results in supersymmetric theories can be extended to models which include {\it explicit} soft supersymmetry breaking terms. We thus derive new exact results for non-supersymmetric models.
We develop a theory of multilevel distributions of eigenvalues which complements the Dyson's threefold $\beta=1,2,4$ approach corresponding to real/complex/quaternion matrices by $\beta=\infty$ point. Our central objects are G$\infty$E…
This work addresses the distributed estimation problem in a set membership framework. The agents of a network collect measurements which are affected by bounded errors, thus implying that the unknown parameters to be estimated belong to a…
An asymptotic theory is developed for computing volumes of regions in the parameter space of a directed Gaussian graphical model that are obtained by bounding partial correlations. We study these volumes using the method of real log…
We study the asymptotic behaviour of needlets-based approximate maximum likelihood estimators for the spectral parameters of Gaussian and isotropic spherical random fields. We prove consistency and asymptotic Gaussianity, in the…
Spatial-temporal linear model and the corresponding likelihood-based statistical inference are important tools for the analysis of spatial-temporal lattice data. In this paper, we study the asymptotic properties of maximum likelihood…
Asymptotic approximations of Jacobi polynomials are given in terms of elementary functions for large degree $n$ and parameters $\alpha$ and $\beta$. From these new results, asymptotic expansions of the zeros are derived and methods are…