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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…

Methodology · Statistics 2010-10-27 Merlin Keller , Marc Lavielle

We study the power spectrum of eigen-angles of random matrices drawn from the circular unitary ensemble ${\rm CUE}(N)$ and show that it can be evaluated in terms of either a Fredholm determinant, or a Toeplitz determinant, or a sixth…

Mathematical Physics · Physics 2022-12-19 Roman Riser , Eugene Kanzieper

We consider unitary invariant random matrix ensembles which obey spectral statistics different from the Wigner-Dyson, including unitary ensembles with slowly (~(log x)^2) growing potentials and the finite-temperature fermi gas model. If the…

Disordered Systems and Neural Networks · Physics 2009-10-31 Shinsuke M. Nishigaki

We consider predictions of the random number and the magnitude of each iid component in a random sum based on its distributional structure, where only a total value of the sum is available and where iid random components are non-negative.…

Probability · Mathematics 2015-07-13 Muneya Matsui

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

The power spectrum analysis of spectral fluctuations in complex wave and quantum systems has emerged as a useful tool for studying their internal dynamics. In this paper, we formulate a nonperturbative theory of the power spectrum for…

Mathematical Physics · Physics 2020-01-23 Roman Riser , Vladimir Al. Osipov , Eugene Kanzieper

Flexible bandwidth needlets provide a localized multiscale framework with scale-adaptive frequency resolution, enabling effective analysis of spherical Poisson random fields exhibiting spatial inhomogeneity and scale variation. We establish…

Probability · Mathematics 2025-07-08 Mattia Castaldo , Claudio Durastanti

Airy and Pearcey-like kernels and generalizations arising in random matrix theory are expressed as double integrals of ratios of exponentials, possibly multiplied with a rational function. In this work it is shown that such kernels are…

Mathematical Physics · Physics 2013-06-06 M. Adler , M. Cafasso , P. van Moerbeke

This paper presents a novel approach to characterize the dynamics of the limit spectrum of large random matrices. This approach is based upon the notion we call "spectral dominance". In particular, we show that the limit spectral measure…

Analysis of PDEs · Mathematics 2021-05-20 Charles Bertucci , Mérouane Debbah , Jean-Michel Lasry , Pierre-Louis Lions

We study spanning properties of a family of functions translated along simple model sets. We characterize tight frame and dual frame generators for such irregular translates and we apply the results to Gabor systems. We use the connection…

Functional Analysis · Mathematics 2019-02-21 Ewa Matusiak

We present a new, analytic, Poisson likelihood derived, technique to account for the statistical uncertainties inherent in simulation samples of limited size. This method has better coverage properties than other techniques, is valid for…

Data Analysis, Statistics and Probability · Physics 2019-07-26 Carlos A. Argüelles , Austin Schneider , Tianlu Yuan

A finite element methodology for large classes of variational boundary value problems is defined which involves discretizing two linear operators: (1) the differential operator defining the spatial boundary value problem; and (2) a Riesz…

Numerical Analysis · Mathematics 2017-12-08 Brendan Keith , Socratis Petrides , Federico Fuentes , Leszek Demkowicz

Eigenspectra that fill regions in the complex plane have been intriguing to many, inspiring research from random matrix theory to esoteric semi-infinite bounded non-Hermitian lattices. In this work, we propose a simple and robust ansatz for…

Mesoscale and Nanoscale Physics · Physics 2022-05-18 Hui Jiang , Ching Hua Lee

We give a new characterization of Browders theorem through equality between the pseudo B-Weyl spectrum and the generalized Drazin spectrum. Also, we will give conditions under which pseudo B-Fredholm and pseudo B-Weyl spectrum introduced in…

Spectral Theory · Mathematics 2017-06-20 Mohamed Amouch , Mohamed Karmouni , Abdelaziz Tajmouati

Stochastic partial differential equations driven by Poisson random measures (PRM) have been proposed as models for many different physical systems, where they are viewed as a refinement of a corresponding noiseless partial differential…

Probability · Mathematics 2012-09-25 Amarjit Budhiraja , Jiang Chen , Paul Dupuis

We introduce a new tensor norm, the average spectrum norm, to study sample complexity of tensor completion problems based on the canonical polyadic decomposition (CPD). Properties of the average spectrum norm and its dual norm are…

Information Theory · Computer Science 2024-06-19 Oscar López , Richard Lehoucq , Carlos Llosa-Vite , Arvind Prasadan , Daniel M. Dunlavy

The spectral fluctuations of complex quantum systems, in appropriate limit, are known to be consistent with that obtained from random matrices. However, this relation between the spectral fluctuations of physical systems and random matrices…

Quantum Physics · Physics 2020-09-16 S. Harshini Tekur , M. S. Santhanam

We directly combine ideas of the quasiclassical approximation with random matrix theory and apply them to the study of the spectrum, in particular to the two-level correlator. Bogomolny's transfer operator T, quasiclassically an NxN unitary…

chao-dyn · Physics 2009-10-28 R. E. Prange

In this paper, we develop a general theory on the coverage probability of random intervals defined in terms of discrete random variables with continuous parameter spaces. The theory shows that the minimum coverage probabilities of random…

Statistics Theory · Mathematics 2011-04-12 Xinjia Chen

The port-Hamiltonian formulation is a powerful method for modeling and interconnecting systems of different natures. In this paper, the port-Hamiltonian formulation in tensorial form of a thick plate described by the Mindlin-Reissner model…

Analysis of PDEs · Mathematics 2020-10-07 Andrea Brugnoli , Daniel Alazard , Valérie Pommier-Budinger , Denis Matignon
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