Related papers: A Two-HCIZ Gaussian Matrix Model for Non-intersect…
Considering a spin-up and a spin-down fermion in a generic tight-binding lattice with a multi-site basis, we investigate the two-body problem using a multiband extended-Hubbard model with finite-ranged hopping and interaction parameters. We…
The Airy line ensemble is a positive-integer indexed system of random continuous curves whose finite dimensional distributions are given by the multi-line Airy process. It is a natural object in the KPZ universality class: for example, its…
Among all of the non-Hermitian large-tridiagonal-matrix quantum Hamiltonians we choose a subclass with the structure resembling the ``benchmark'' realistic Bose-Hubbard model. We demonstrate that this choice can be declared user-friendly in…
Fractional Brownian motion is a self-affine, non-Markovian and translationally invariant generalization of Brownian motion, depending on the Hurst exponent $H$. Here we investigate fractional Brownian motion where both the starting and the…
Motivated by the Brownian bridge on random interval considered by Bedini et al \cite{BBE}, we introduce and study Gaussian bridges with random length with special emphasis to the Markov property. We prove that if the starting process is…
We investigate the martingale Schr\"odinger bridge, recently introduced by Nutz and Wiesel as a distinguished martingale transport plan between two probability measures in convex order. We show that this construction extends naturally to…
The classical Gaussian ensembles of random matrices can be constructed by maximizing Boltzmann-Gibbs-Shannon's entropy, S_{BGS} = - \int d{\bf H} [P({\bf H})] \ln [P({\bf H})], with suitable constraints. Here we construct and analyze…
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…
We present a generalization of Bloch's theorem to finite-range lattice systems of independent fermions, in which translation symmetry is broken only by arbitrary boundary conditions, by providing exact, analytic expressions for all energy…
We solve the non-discounted, finite-horizon optimal stopping problem of a Gauss-Markov bridge by using a time-space transformation approach. The associated optimal stopping boundary is proved to be Lipschitz continuous on any closed…
It is known that the Brownian bridge or L\'evy-Ciesielski construction of Brownian paths almost surely converges uniformly to the true Brownian path. In the present article the focus is on the uniform error. In particular, we show…
A hierarchical Bayesian approach that permits simultaneous inference for the regression coefficient matrix and the error precision (inverse covariance) matrix in the multivariate linear model is proposed. Assuming a natural ordering of the…
Spectral decomposition of the covariance operator is one of the main building blocks in the theory and applications of Gaussian processes. Unfortunately it is notoriously hard to derive in a closed form. In this paper we consider the…
Non-invertible Kramers-Wannier (KW) duality symmetries are constructed for the transverse-field Ising model (TFIM) at the self-dual point under various boundary conditions (BCs), as long as the resultant Hamiltonian commutes with the ${\rm…
Patterns arise spontaneously in a range of systems spanning the sciences, and their study typically focuses on mechanisms to understand their evolution in space-time. Increasingly, there has been a transition towards controlling these…
The unitary Wilson random matrix theory is an interpolation between the chiral Gaussian unitary ensemble and the Gaussian unitary ensemble. This new way of interpolation is also reflected in the orthogonal polynomials corresponding to such…
In this article we continue the study of couplings of subelliptic Brownian motions on the subRiemannian manifolds SU (2) and SL(2, R). Similar to the case of the Heisenberg group, this subelliptic Brownian motion can be considered as a…
We demonstrate that non-Hermitian Hamiltonian systems with spontaneously broken PT-symmetry and partially complex eigenvalue spectrum can be made meaningful in a quantum mechanical sense when introducing some explicit time-dependence into…
We develop the formalism for noncommutative differential geometry and Riemmannian geometry to take full account of the *-algebra structure on the (possibly noncommutative) coordinate ring and the bimodule structure on the differential…
Let $U$ be a Haar distributed matrix in $\mathbb U(n)$ or $\mathbb O (n)$. In a previous paper, we proved that after centering, the two-parameter process \[T^{(n)} (s,t) = \sum_{i \leq \lfloor ns \rfloor, j \leq \lfloor nt\rfloor}…