Related papers: Level compressibility in a critical random matrix …
We propose a new approach based on random matrix theory to calculate the temporal second-order intensity correlation function $g^{(2)}(t)$ of the radiation emitted by random lasers and random fiber lasers. The multimode character of these…
We find the probability of two gaps of the form $(sc,sb)\cup (sa,+\infty)$, $c<b<a<0$, for large $s>0$, in the edge scaling limit of the Gaussian Unitary Ensemble of random matrices, including the multiplicative constant in the asymptotics.
Concerning bivariate least squares linear regression, the classical results obtained for extreme structural models in earlier attempts are reviewed using a new formalism in terms of deviation (matrix) traces which, for homoscedastic data,…
We study the virial expansion of mixtures of countably many different types of particles. The main tool is the Lagrange-Good inversion formula, which has other applications such as counting coloured trees or studying probability generating…
We develop flexible methods of deriving variational inference for models with complex latent variable structure. By splitting the variables in these models into "global" parameters and "local" latent variables, we define a class of…
Motivated by questions of present interest in nuclear and condensed matter physics we consider the superposition of a diagonal matrix with independent random entries and a GUE. The relative strength of the two contributions is determined by…
We study the distribution of eigenvalues of almost-Hermitian random matrices associated with the classical Gaussian and Laguerre unitary ensembles. In the almost-Hermitian setting, which was pioneered by Fyodorov, Khoruzhenko and Sommers in…
We consider the detection problem of correlations in a $p$-dimensional Gaussian vector, when we observe $n$ independent, identically distributed random vectors, for $n$ and $p$ large. We assume that the covariance matrix varies in some…
This paper proposes the asymmetric linear double autoregression, which jointly models the conditional mean and conditional heteroscedasticity characterized by asymmetric effects. A sufficient condition is established for the existence of a…
We numerically analyze the spectral statistics of the multiparametric Gaussian ensembles of complex matrices with zero mean and variances with different decay routes away from the diagonals. As the latter mimics different degree of…
A binary liquid near its consolute point exhibits critical fluctuations of the local composition; the diverging correlation length has always challenged simulations. The method of choice for the calculation of critical points in the phase…
We provide a perturbative expansion for the empirical spectral distribution of a Hermitian matrix with large size perturbed by a random matrix with small operator norm whose entries in the eigenvector basis of the first one are independent…
In an instrumental variable model, the score statistic can be bounded for any alternative in parts of the parameter space. These regions involve a constraint on the first-stage regression coefficients and the reduced-form covariance matrix.…
We present a consistent analysis of $\Upsilon$ sum rules and $B$-meson semileptonic width in the next-to-next-to-leading order in the strong coupling constant. The analysis is based on the analytical result for the heavy quark vector…
We study the probability distribution of the ratio of consecutive level spacings for embedded one plus two-body random matrix ensembles with and without spin degree of freedom and for both fermion and boson systems. The agreement between…
In this paper we develop a $C^0$-conforming virtual element method (VEM) for a class of second-order quasilinear elliptic PDEs in two dimensions. We present a posteriori error analysis for this problem and derive a residual based error…
The major goal of this paper is to study the second order frequentist properties of the marginal posterior distribution of the parametric component in semiparametric Bayesian models, in particular, a second order semiparametric…
In Part I of this article (Banerjee and Kuchibhotla (2023)), we have introduced a new method to bound the difference in expectations of an average of independent random vector and the limiting Gaussian random vector using level sets. In the…
In [Lavielle and Ludena 07], a random thresholding metho d is intro duced to select the significant, or non null, mean terms among a collection of independent random variables, and applied to the problem of recovering the significant…
In recent studies of many-body localization in nonintegrable quantum systems, the distribution of the ratio of two consecutive energy level spacings, $r_n=(E_{n+1}-E_n)/(E_{n}-E_{n-1})$ or $\tilde{r}_n=\min(r_n,r_n^{-1})$, has been used as…