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We provide non-asymptotic, relative deviation bounds for the eigenvalues of empirical covariance and Gram matrices in general settings. Unlike typical uniform bounds, which may fail to capture the behavior of smaller eigenvalues, our…

Probability · Mathematics 2025-05-28 Daniel Barzilai , Ohad Shamir

We show that Hilbert schemes of planar curve singularities and their parabolic variants can be interpreted as certain generalized affine Springer fibers for $GL_n$, as defined by Goresky-Kottwitz-MacPherson. Using a generalization of affine…

Algebraic Geometry · Mathematics 2022-01-28 Niklas Garner , Oscar Kivinen

In this review we summarise recent results for the complex eigenvalues and singular values of finite products of finite size random matrices, their correlation functions and asymptotic limits. The matrices in the product are taken from…

Mathematical Physics · Physics 2015-10-28 Gernot Akemann , Jesper R. Ipsen

We study the singular values (and Lyapunov exponents) for products of $N$ independent $n\times n$ random matrices with i.i.d. entries. Such matrix products have been extensively analyzed using free probability, which applies when $n\to…

Probability · Mathematics 2025-03-12 Boris Hanin , Tianze Jiang

We examine the concentration of uniform generalization errors around their expectation in binary linear classification problems via an isoperimetric argument. In particular, we establish Poincar\'{e} and log-Sobolev inequalities for the…

Machine Learning · Statistics 2025-06-27 Shogo Nakakita

We study discrete $\beta$-ensembles as introduced in [17]. We obtain rigidity estimates on the particle locations, i.e. with high probability, the particles are close to their classical locations with an optimal error estimate. We prove the…

Probability · Mathematics 2017-08-04 Alice Guionnet , Jiaoyang Huang

For $\Omega\subset \mathbb{R}^2$ a smooth and bounded domain, we derive a sharp universal energy estimate for non-negative solutions of free boundary problems on $\Omega$ arising in plasma physics. As a consequence, we are able to deduce…

Analysis of PDEs · Mathematics 2021-12-20 Daniele Bartolucci , Aleks Jevnikar

We show that the Dyson Brownian Motion exhibits local universality after a very short time assuming that local rigidity and level repulsion hold. These conditions are verified, hence bulk spectral universality is proven, for a large class…

Probability · Mathematics 2015-04-16 Laszlo Erdos , Kevin Schnelli

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…

Probability · Mathematics 2021-12-30 Vadim Gorin , Victor Kleptsyn

We prove the universal asymptotically almost sure non-singularity of general Ginibre and Wigner ensembles of random matrices when the distribution of the entries are independent but not necessarily identically distributed and may depend on…

Probability · Mathematics 2016-02-22 Paulo Manrique , Victor Pérez-Abreu , Rahul Roy

We consider the singular value statistics of products of independent random matrices. In particular we compute the corresponding averages of products of characteristic polynomials. To this aim we apply the projection formula recently…

Mathematical Physics · Physics 2017-01-31 Mario Kieburg

Convergence guarantees for optimization over bounded-rank matrices are delicate to obtain because the feasible set is a non-smooth and non-convex algebraic variety. Existing techniques include projected gradient descent, fixed-rank…

Optimization and Control · Mathematics 2024-06-21 Quentin Rebjock , Nicolas Boumal

We study discrete curvatures computed from nets of curvature lines on a given smooth surface, and prove their uniform convergence to smooth principal curvatures. We provide explicit error bounds, with constants depending only on properties…

Differential Geometry · Mathematics 2015-05-07 Ulrich Bauer , Konrad Polthier , Max Wardetzky

The Coulomb problem for continuous charge distributions is a central problem in physics. Powerful methods, that scale linearly with system size and that allow us to use different resolutions in different regions of space are therefore…

Computational Physics · Physics 2009-10-30 S. Goedecker , O. V. Ivanov

We address the researchers studying the magneto-transport properties of unconventional systems such as bulk samples and new materials or those working in the soft quantum limit. We have developed a procedure for the analysis of experimental…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 Timir Datta , Ming Yin , and Michael Bleiweiss

We consider general relativity with cosmological constant minimally coupled to the electromagnetic field and assume that the four-dimensional space-time manifold is a warped product of two surfaces with Lorentzian and Euclidean signature…

General Relativity and Quantum Cosmology · Physics 2020-06-17 D. E. Afanasev , M. O. Katanaev

Via circle pattern techniques, random planar triangulations (with angle variables) are mapped onto Delaunay triangulations in the complex plane. The uniform measure on triangulations is mapped onto a conformally invariant spatial point…

Mathematical Physics · Physics 2013-12-23 Francois David , Bertrand Eynard

We study thermodynamics properties of a one dimensional gas of hard elongated particles. The particle centers are restricted to a line, while they can rotate in two-dimensional space. Correlations between orientations of the objects are…

Statistical Mechanics · Physics 2009-10-27 Yacov Kantor , Mehran Kardar

Let $X$ be an $n\times n$ matrix with independent and identically distributed entries $x_{ij} \stackrel{\text { d }}{=} n^{-1 / 2} x$ for some complex random variable $x$ of mean zero and variance one. Let $\{\sigma_i\}_{1\le i\le n}$ be…

Probability · Mathematics 2025-06-10 Xinchen Hu , Yutao Ma

In his study of finite (Vassiliev's) knot invariants,Vogel introduced the so-called universal parameters, belonging to the projective plane, which particularly parameterize the simple Lie algebras by the Vogel's table. Subsequently a number…

Mathematical Physics · Physics 2021-01-22 M. Y. Avetisyan , R. L. Mkrtchyan