Related papers: Variance Calculations and the Bessel Kernel
The problem of establishing out-of-sample bounds for the values of an unkonwn ground-truth function is considered. Kernels and their associated Hilbert spaces are the main formalism employed herein along with an observational model where…
A full set of (higher order) Casimir invariants for the Lie algebra $gl(\infty )$ is constructed and shown to be well defined in the category $O_{FS}$ generated by the highest weight (unitarizable) irreducible representations with only a…
One of the most important queries in knowledge compilation is weighted model counting (WMC), which has been applied to probabilistic inference on various models, such as Bayesian networks. In practical situations on inference tasks, the…
We consider an $N$ by $N$ real or complex generalized Wigner matrix $H_N$, whose entries are independent centered random variables with uniformly bounded moments. We assume that the variance profile, $s_{ij}:=\mathbb{E} |H_{ij}|^2$,…
The random matrix ensembles (RME) of quantum statistical Hamiltonian operators, {\em e.g.} Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applied to following quantum statistical systems:…
We consider large non-Hermitian random matrices $X$ with complex, independent, identically distributed centred entries and show that the linear statistics of their eigenvalues are asymptotically Gaussian for test functions having…
Suppose $\alpha, \beta$ are Lipschitz strongly concave functions from $[0, 1]$ to $\mathbb{R}$ and $\gamma$ is a concave function from $[0, 1]$ to $\mathbb{R}$, such that $\alpha(0) = \gamma(0) = 0$, and $\alpha(1) = \beta(0) = 0$ and…
The open problem of calculating the limiting spectrum (or its Shannon transform) of increasingly large random Hermitian finite-band matrices is described. In general, these matrices include a finite number of non-zero diagonals around their…
We study statistical properties of the eigenvectors of non-Hermitian random matrices, concentrating on Ginibre's complex Gaussian ensemble, in which the real and imaginary parts of each element of an N x N matrix, J, are independent random…
Considering the problem of sampling from the output photon-counting probability distribution of a linear-optical network for input Gaussian states, we obtain results that are of interest from both quantum theory and the computational…
We call a manifold with torsion and nonmetricity the metric-affine manifold. The nonmetricity leads to a difference between the auto parallel line and the extreme line, and to a change in the expression of the Frenet transport and moving…
A connection between representation of compact groups and some invariant ensembles of Hermitian matrices is described. We focus on two types of invariant ensembles which extend the Gaussian and the Laguerre Unitary ensembles. We study them…
Ratios of integrals can be bounded in terms of ratios of integrands under certain monotonicity conditions. This result, related with L'H\^{o}pital's monotone rule, can be used to obtain sharp bounds for cumulative distribution functions. We…
Maximal inequalities refer to bounds on expected values of the supremum of averages of random variables over a collection. They play a crucial role in the study of non-parametric and high-dimensional estimators, and especially in the study…
We study a statistical model for infinite dimensional Gaussian random variables with unknown parameters. For this model we derive linear estimators for the mean and the variance of the Gaussian distribution. Furthermore, we construct…
Given a joint probability density function of $N$ real random variables, $\{x_j\}_{j=1}^{N},$ obtained from the eigenvector-eigenvalue decomposition of $N\times N$ random matrices, one constructs a random variable, the linear statistics,…
This paper considers statistical estimation problems where the probability distribution of the observed random variable is invariant with respect to actions of a finite topological group. It is shown that any such distribution must satisfy…
A problem of statistical estimation of a Hermitian nonnegatively definite matrix of unit trace (for instance, a density matrix in quantum state tomography) is studied. The approach is based on penalized least squares method with a…
In this paper we present Affine.m - program for computations in representation theory of finite-dimensional and affine Lie algebras and describe implemented algorithms. Algorithms are based upon the properties of weights and Weyl symmetry.…
We consider linear and obstacle problems driven by a nonlocal integral operator, for which nonlocal interactions are restricted to a ball of finite radius. These type of operators are used to model anomalous diffusion and, for a special…