Related papers: Chiral Random Matrix Models: A Novel Intermediate …
This is a synopsis and extension of Phys.~Rev.~{\em D49} 5408 (1994). The Pseudodual Chiral Model illustrates 2-dimensional field theories which possess an infinite number of conservation laws but also allow particle production, at variance…
Random Hermitian matrices are used to model complex systems without time-reversal invariance. Adding an external source to the model can have the effect of shifting some of the matrix eigenvalues, which corresponds to shifting some of the…
This article presents maximum likelihood estimators (MLEs) and log-likelihood ratio (LLR) tests for the eigenvalues and eigenvectors of Gaussian random symmetric matrices of arbitrary dimension, where the observations are independent…
A Bayesian nonparametric method for unimodal densities on the real line is provided by considering a class of species sampling mixture models containing random densities that are unimodal and not necessarily symmetric. This class of…
This paper investigates the asymptotic properties of quantile regression estimators in linear models, with a particular focus on polynomial regressors and robustness to heavy-tailed noise. Under independent and identically distributed…
This paper summarizes some work I've been doing on eigenvalue correlators of Random Matrix Models which show some interesting behaviour. First we consider matrix models with gaps in there spectrum or density of eigenvalues. The…
The present study is an extension of the work done in Parareal convergence for oscillatory pdes with finite time-scale separation (2019), A. G. Peddle, T. Haut, and B. Wingate, [16], and An asymptotic parallel-in-time method for highly…
We consider the raise and peel model of a one-dimensional fluctuating interface in the presence of an attractive wall. The model can also describe a pair annihilation process in a disordered unquenched media with a source at one end of the…
In this work, we examine sampling problems with non-smooth potentials. We propose a novel Markov chain Monte Carlo algorithm for sampling from non-smooth potentials. We provide a non-asymptotical analysis of our algorithm and establish a…
Non-Hermitian random matrices with statistical spectral characteristics beyond the standard Ginibre ensembles have recently emerged in the description of dissipative quantum many-body systems as well as in non-ergodic wave transport in…
We study the high-dimensional asymptotic regimes of correlated Wishart matrices $d^{-1}\mathcal{Y}\mathcal{Y}^T$, where $\mathcal{Y}$ is a $n\times d$ Gaussian random matrix with correlated and non-stationary entries. We prove that under…
This paper develops asymptotic theory for estimation of parameters in regression models for binomial response time series where serial dependence is present through a latent process. Use of generalized linear model (GLM) estimating…
We compute exact asymptotic of the statistical density of random matrices belonging to the Generalized Gaussian orthogonal, unitary and symplectic ensembles such that there no eigenvalues in the interval $[\sigma, +\infty[$. In particular,…
The effect of spontaneous breaking of chiral symmetry over the spectrum of highly excited hadrons is addressed in the framework of a microscopic chiral potential quark model (Generalised Nambu-Jona-Lasinio model) with a vectorial…
We have generalized the Edwards' method of collective description of dense polymer systems in terms of effective potentials to polymer blends in the presence of a surface. With this method we have studied conformationally asymmetric…
We present a new solution of the asymmetric two-matrix model in the large $N$ limit which only involves a saddle point analysis. The model can be interpreted as Ising in the presence of a magnetic field, on random dynamical lattices with…
We propose a novel class of time-varying nonparanormal graphical models, which allows us to model high dimensional heavy-tailed systems and the evolution of their latent network structures. Under this model, we develop statistical tests for…
Employing the chiral Unitary Ensemble of random matrices we calculate the probability distribution of the local density of states for zero-dimensional ("quantum chaotic") two-sublattice systems at the point of chiral symmetry E=0 and in the…
We compute individual distributions of low-lying eigenvalues of massive chiral random matrix ensembles by the Nystr\"om-type quadrature method for evaluating the Fredholm determinant and Pfaffian that represent the analytic continuation of…
Products and sums of random matrices have seen a rapid development in the past decade due to various analytical techniques available. Two of these are the harmonic analysis approach and the concept of polynomial ensembles. Very recently, it…