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This work introduces a novel probabilistic deep learning technique called deep Gaussian mixture ensembles (DGMEs), which enables accurate quantification of both epistemic and aleatoric uncertainty. By assuming the data generating process…

Machine Learning · Statistics 2023-06-13 Yousef El-Laham , Niccolò Dalmasso , Elizabeth Fons , Svitlana Vyetrenko

Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…

Mathematical Physics · Physics 2017-06-19 J. P. Keating , N. Linden , H. J. Wells

This article treats global uniform exponential stability (GUES) of discrete-time switched linear systems under restricted switching. Given admissible minimum and maximum dwell times, we provide sufficient conditions on the subsystems under…

Systems and Control · Computer Science 2020-05-18 Atreyee Kundu , Debasish Chatterjee

Gaussian process regression is a popular Bayesian framework for surrogate modeling of expensive data sources. As part of a broader effort in scientific machine learning, many recent works have incorporated physical constraints or other a…

Machine Learning · Computer Science 2021-01-07 Laura Swiler , Mamikon Gulian , Ari Frankel , Cosmin Safta , John Jakeman

The aim of this paper is to give a precise asymptotic description of some eigenvalue statistics stemming from random matrix theory. More precisely, we consider random determinants of the GUE, Laguerre, Uniform Gram and Jacobi beta ensembles…

Probability · Mathematics 2017-07-25 Martina Dal Borgo , Emma Hovhannisyan , Alain Rouault

A class of Emergent Universe (EU) model is studied in the light of recent observational data. Significant constraints on model parameters are obtained from the observational data. Density parameter for a class of model is evaluated. Some of…

Cosmology and Nongalactic Astrophysics · Physics 2015-05-28 S. Ghose , P. Thakur , B. C. Paul

We introduce a very general method for high-dimensional classification, based on careful combination of the results of applying an arbitrary base classifier to random projections of the feature vectors into a lower-dimensional space. In one…

Methodology · Statistics 2017-06-06 Timothy I. Cannings , Richard J. Samworth

The Gaussian unitary random matrix ensembles satisfying some additional symmetry conditions are considered. The effect of these conditions on the limiting normalized counting measures and correlation functions is studied.

Mathematical Physics · Physics 2008-04-24 Vladimir Vasilchuk

This paper revisits the set membership identification for linear control systems and establishes its convergence rates under relaxed assumptions on (i) the persistent excitation requirement and (ii) the system disturbances. In particular,…

Optimization and Control · Mathematics 2025-09-11 Haonan Xu , Yingying Li

The generalized Rosenzweig-Porter model with real (GOE) off-diagonal entries arguably constitutes the simplest random matrix ensemble displaying a phase with fractal eigenstates, which we characterize here by using replica methods. We first…

Disordered Systems and Neural Networks · Physics 2023-05-15 Davide Venturelli , Leticia F. Cugliandolo , Grégory Schehr , Marco Tarzia

We consider the family of real (generalized) eigenfunctions of the adjacency operator on $T_d$ - the $d$-regular tree. We show the existence of a unique invariant Gaussian process on the ensemble and derive explicitly its covariance…

Mathematical Physics · Physics 2009-10-05 Yehonatan Elon

Using numerical diagonalization we study the crossover among different random matrix ensembles [Poissonian, Gaussian Orthogonal Ensemble (GOE), Gaussian Unitary Ensemble (GUE) and Gaussian Symplectic Ensemble (GSE)] realized in two…

Statistical Mechanics · Physics 2015-06-17 Ranjan Modak , Subroto Mukerjee

We establish a central limit theorem for the unnormalized linear statistic of the Gaussian Unitary Ensemble under optimal conditions: the linear statistics converges if and only if the expression for the limiting variance is finite.

Probability · Mathematics 2015-10-14 Phil Kopel

We present a systematic construction of probes into the dynamics of isospectral ensembles of Hamiltonians by the notion of Isospectral twirling, expanding the scopes and methods of ref.[1]. The relevant ensembles of Hamiltonians are those…

Quantum Physics · Physics 2021-03-31 Salvatore F. E. Oliviero , Lorenzo Leone , Francesco Caravelli , Alioscia Hamma

We study the statistics of a system of N random levels with integer values, in the presence of a logarithmic repulsive potential of Dyson type. This probleme arises in sums over representations (Young tableaux) of GL(N) in various matrix…

Mathematical Physics · Physics 2009-10-31 Edouard Brezin , Vladimir Kazakov

Considered are I class constraints in the tetrad-connection formulation of Regge calculus. One of these is well-known Gauss law which generates rotations in the local frames associated with tetrahedrons in the continuous time 3D section.…

General Relativity and Quantum Cosmology · Physics 2007-05-23 V. Khatsymovsky

Embedded random matrix ensembles are generic models for describing statistical properties of finite isolated quantum many-particle systems. For the simplest spinless fermion (or boson) systems with say $m$ fermions (or bosons) in $N$ single…

Mathematical Physics · Physics 2015-06-23 V. K. B. Kota

These lectures provide an informal introduction into the notions and tools used to analyze statistical properties of eigenvalues of large random Hermitian matrices. After developing the general machinery of orthogonal polynomial method, we…

Mathematical Physics · Physics 2014-11-18 Yan V. Fyodorov

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…

Disordered Systems and Neural Networks · Physics 2009-10-30 Thomas Guhr , Axel Mueller-Groeling

A random matrix ensemble incorporating both GUE and Poisson level statistics while respecting $U(N)$ invariance is proposed and shown to be equivalent to a system of noninteracting, confined, one dimensional fermions at finite temperature.

Condensed Matter · Physics 2009-10-22 Moshe Moshe , Herbert Neuberger , Boris Shapiro