Related papers: Generalized Christoffel-Darboux formula for skew-o…

We study a stochastic complex Ginzburg--Landau (CGL) equation driven by a smooth noise in space and we establish exponential convergence of the Markovian transition semi-group toward a unique invariant probability measure. Since Doob…

There is a two-component log-gas system with Boltzmann factor which provides an interpolation between the eigenvalue PDF for $\beta = 1$ and $\beta = 4$ invariant random matrix ensembles. The solvability of this log-gas system relies on the…

In this paper we introduce and discuss some classes of orthogonal polynomials in several non-commuting variables. The emphasis is on a non-commutative version of the orthogonal polynomials on the real line. We introduce recurrence equations…

We use the supersymmetric formalism to derive an integral formula for the density of states of the Gaussian Orthogonal Ensemble, and then apply saddle-point analysis to give a new derivation of the 1/N-correction to Wigner's law. This…

We calculate connected correlators in time dependent Gaussian orthogonal and symplectic random matrix ensembles by a diagrammatic method. We obtain averaged one-point Green's functions in the leading order O(1) and wide two-level and…

An approach is proposed to calculate Generalized Parton Distributions (GPDs) in a Constituent Quark Model (CQM) scenario, considering the constituent quarks as complex systems. The GPDs are obtained from the wave functions of the non…

In classical random matrix theory the Gaussian and chiral Gaussian random matrix models with a source are realized as shifted mean Gaussian, and chiral Gaussian, random matrices with real $(\beta = 1)$, complex ($\beta = 2)$ and real…

We show how the classical Moser Lemma from symplectic geometry extends to generalized complex structures (GCS) on arbitrary Courant algebroids. For this, we extend the notion of Lie derivative to sections of the tensor bundle $(\otimes^i…

We present a new sum rule for Clebsch-Gordan coefficients using generalized characters of irreducible representations of the rotation group. The identity is obtained from an integral involving Gegenbauer ultraspherical polynomials. A…

It is known that standard stochastic Galerkin methods encounter challenges when solving partial differential equations with high-dimensional random inputs, which are typically caused by the large number of stochastic basis functions…

In this paper, we first propose a novel generalized power iteration method (GPI) to solve the quadratic problem on the Stiefel manifold (QPSM) as min_{W^TW=I}Tr(W^TAW-2W^TB) along with the theoretical analysis. Accordingly, its special case…

According to the classification scheme of the generalized random matrix ensembles, we present various kinds of concrete examples of the generalized ensemble, and derive their joint density functions in an unified way by one simple formula…

In this paper, we investigate a class of approximate Gaussian processes (GP) obtained by taking a linear combination of compactly supported basis functions with the basis coefficients endowed with a dependent Gaussian prior distribution.…

We develop two new stochastic Gauss-Newton algorithms for solving a class of non-convex stochastic compositional optimization problems frequently arising in practice. We consider both the expectation and finite-sum settings under standard…

We present a global analysis program for the generalized parton distributions (GPDs) based on conformal moment expansion. We apply the strategy of universal moment parameterization to fit both the collinear parton distribution functions…

Let $\{f_j\}_{j=0}^n$ be a sequence of orthonormal polynomials where the orthogonality relation is satisfied on either the real line or on the unit circle. We study zero distribution of random linear combinations of the form…

We calculate connected correlators in Gaussian orthogonal, unitary and symplectic random matrix ensembles by the replica method in the 1/N-expansion. We obtain averaged one-point Green's functions up to the next-to-leading order O(1/N) and…

Jacobi-Trudy formula for a generalisation of Schur polynomials related to any sequence of orthogonal polynomials in one variable is given. As a corollary we have Giambelli formula for generalised Schur polynomials.

Two types of parameter dependent generalizations of classical matrix ensembles are defined by their probability density functions (PDFs). As the parameter is varied, one interpolates between the eigenvalue PDF for the superposition of two…

For a given skew shape, we build a crystal graph on the set of all reverse plane partitions that have this shape. As a consequence, we get a simple extension of the Littlewood-Richardson rule for the expansion of the corresponding dual…