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In this article we present a Lagrangian representation for evolutionary systems with a Hamiltonian structure determined by a differential-geometric Poisson bracket of the first order associated with metrics of constant curvature.…
We define a new diffusive matrix model converging towards the $\beta$ -Dyson Brownian motion for all $\beta\in [0,2]$ that provides an explicit construction of $\beta$-ensembles of random matrices that is invariant under the…
We analyze Hamiltonians linear in the time variable for which the multistate Landau-Zener problem is known to have an exact solution. We show that they either belong to families of mutually commuting Hamiltonians polynomial in time or…
The Black-Litterman model is a framework for incorporating forward-looking expert views in a portfolio optimization problem. Existing work focuses almost exclusively on single-period problems with the forecast horizon matching that of the…
Motivated by a study of the crossing symmetry of the `gemini' representation of the affine Hecke algebra we give a construction for crossing tensor space representations of ordinary Hecke algebras. These representations build solutions to…
We study the rate of concentration of a Brownian bridge in time one around the corresponding geodesical segment on a Cartan-Hadamard manifold with pinched negative sectional curvature, when the distance between the two extremities tends to…
We study the probability distribution, $P_N(T)$, of the coincidence time $T$, i.e. the total local time of all pairwise coincidences of $N$ independent Brownian walkers. We consider in details two geometries: Brownian motions all starting…
We use an n-spin system with permutation symmetric zz-interaction for simulating arbitrary pair-interaction Hamiltonians. The calculation of the required time overhead is mathematically equivalent to a separability problem of n-qubit…
We obtain explicit solutions for the density $\varphi_T$ of the first-time $T$ that a one-dimensional Brownian process $B$ reaches the twice, continuously differentiable moving boundary $f$ and such that $f''(t)\geq 0$ for all $t\in…
We establish a correspondence between the evolution of the distribution of eigenvalues of a $N\times N$ matrix subject to a random Gaussian perturbing matrix, and a Fokker-Planck equation postulated by Dyson. Within this model, we prove the…
We consider the problem of optimally stopping a Brownian bridge with an unknown pinning time so as to maximise the value of the process upon stopping. Adopting a Bayesian approach, we assume the stopper has a general continuous prior and is…
Random Matrix Theory is a powerful tool in applied mathematics. Three canonical models of random matrix distributions are the Gaussian Orthogonal, Unitary and Symplectic Ensembles. For matrix ensembles defined on k-fold tensor products of…
Carl Bender and collaborators have developed a quantum theory governed by Hamiltonians that are PT-symmetric rather than Hermitian. To implement this theory, the inner product was redefined to guarantee positive norms of eigenstates of the…
We discuss various aspects of most general multisupport solutions to matrix models in the presence of hard walls, i.e., in the case where the eigenvalue support is confined to subdomains of the real axis. The structure of the solution at…
We present a simple non-hermitian model to describe the phenomenon of asymmetric tunneling between two energy-degenerate sites coupled by a non-reciprocal interaction without dissipation. The system was described using a biorthogonal family…
We propose the Bayesian bridge estimator for regularized regression and classification. Two key mixture representations for the Bayesian bridge model are developed: (1) a scale mixture of normals with respect to an alpha-stable random…
We reformulate the zero-dimensional hermitean one-matrix model as a (nonlocal) collective field theory, for finite~$N$. The Jacobian arising by changing variables from matrix eigenvalues to their density distribution is treated {\it…
We investigate four different types of representations of deformed canonical variables leading to generalized versions of Heisenberg's uncertainty relations resulting from noncommutative spacetime structures. We demonstrate explicitly how…
Whether two boundary conditions of a two-dimensional topological order can be continuously connected without a phase transition in between remains a challenging question. We tackle this challenge by constructing an effective Hamiltonian,…
We construct the classical r-matrix structure for the Lax formulation of BC_N Ruijsenaars-Schneider systems proposed in hep-th 0006004. The r-matrix structure takes a quadratic form similar to the A_N Ruijsenaars-Schneider Poisson bracket…