Related papers: Level-Spacing Distributions and the Bessel Kernel
In this paper we present the theoretical framework needed to justify the use of a kernel-based collocation method (meshfree approximation method) to estimate the solution of high-dimensional stochastic partial differential equations…
We present a solution to a problem suggested by Philippe Biane: We prove that a certain Plancherel-type probability distribution on partitions converges, as partitions get large, to a new determinantal random point process on the set…
This survey paper reports on the properties of the fourth-order Bessel-type linear ordinary differential equation, on the generated self-adjoint differential operators in two associated Hilbert function spaces, and on the generalisation of…
For a pair of coupled rectangular random matrices we consider the squared singular values of their product, which form a determinantal point process. We show that the limiting mean distribution of these squared singular values is described…
Numerical study of the one-dimensional Frenkel Hamiltonian with on-site randomness is carried out. We focus on the statistics of the energy levels near the lower exciton band edge, i. e. those determining optical response. We found that the…
We introduce and study interval partition diffusions with Poisson--Dirichlet$(\alpha,\theta)$ stationary distribution for parameters $\alpha\in(0,1)$ and $\theta\ge 0$. This extends previous work on the cases $(\alpha,0)$ and…
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…
We study a Fredholm determinant of the hypergeometric kernel arising in the representation theory of the infinite-dimensional unitary group. It is shown that this determinant coincides with the Palmer-Beatty-Tracy tau function of a Dirac…
Much recent work has addressed the solution of a family of partial differential equations by computing the inverse operator map between the input and solution space. Toward this end, we incorporate function-valued reproducing kernel Hilbert…
The Nearest Neighbour Spacing (NNS) distribution can be computed for generalized symmetric 2x2 matrices having different variances in the diagonal and in the off-diagonal elements. Tuning the relative value of the variances we show that the…
We investigate the statistical recovery of solutions to first-kind Fredholm integral equations with discrete, scattered, and noisy pointwise measurements. Assuming the forward operator's range belongs to the Sobolev space of order $m$,…
We consider the cross section in Fourier space, conjugate to the outgoing hadron's transverse momentum, where convolutions of transverse momentum dependent parton distribution functions and fragmentation functions become simple products.…
We write, for geometric index values, a probabilistic proof of the product formula for spherical Bessel functions. Our proof has the merit to carry over without any further effort to Bessel-type hypergeometric functions of one matrix…
We investigate the short-time expansion of the heat kernel of a Laplace type operator on a compact Riemannian manifold and show that the lowest order term of this expansion is given by the Fredholm determinant of the Hessian of the energy…
This paper proposes a numerical upscaling procedure for elliptic boundary value problems with diffusion tensors that vary randomly on small scales. The resulting effective deterministic model is given through a quasilocal discrete integral…
In the paper one considers the local structure of the Fredholm joint spectrum of commuting $n$-tuples of operators. A connection between the spatial characteristics of operators and the algebraic invariant of the corresponding coherent…
Gaussian processes are flexible function approximators, with inductive biases controlled by a covariance kernel. Learning the kernel is the key to representation learning and strong predictive performance. In this paper, we develop…
In this paper, we discuss the solution of certain matrix-valued partial differential equations. Such PDEs arise, for example, when constructing a Riemannian contraction metric for a dynamical system given by an autonomous ODE. We develop…
We work on the boundary $\partial M_\tau$ of a Grauert tube of a closed, real analytic Riemannian manifold $M$. The Toeplitz operator $\Pi_\tau D_{\sqrt{\rho}} \Pi_\tau$ associated to the Reeb vector field is a positive, self-adjoint,…
Transfer operators such as the Perron--Frobenius or Koopman operator play an important role in the global analysis of complex dynamical systems. The eigenfunctions of these operators can be used to detect metastable sets, to project the…