Related papers: Moment matrices and multi-component KP, with appli…
It is shown that it is possible to write down tau functions for the $n$-component KP hierarchy in terms of non-abelian theta functions. This is a generalization of the rank 1 situation; that is, the relation of theta functions of Jacobians…
In this paper, the authors investigate the case of discrete multiple orthogonal polynomials with two weights on the step line, which satisfy Pearson equations. The discrete multiple orthogonal polynomials in question are expressed in terms…
We consider the following natural question. Given a matrix $A$ with i.i.d. random entries, what are the moments of the determinant of $A$? In other words, what is $\mathbb{E}[\det(A)^k]$? While there is a general expression for…
We give a new heuristic for all of the main terms in the integral moments of various families of primitive L-functions. The results agree with previous conjectures for the leading order terms. Our conjectures also have an almost identical…
The paper is devoted to further development of the new approach in equilibrium statistical mechanics the basis of which was worked out in a series of articles by the author. The approach proceeds on the use of a hierarchy of equations for…
Matrix hierarchies are: multi-component KP, general Zakharov-Shabat (ZS) and its special cases, e.g., AKNS. The ZS comprises all integrable systems having a form of zero-curvature equations with rational dependence of matrices on a spectral…
We compute the deterministic approximation for mixed fluctuation moments of products of deterministic matrices and general Sobolev functions of Wigner matrices. Restricting to polynomials, our formulas reproduce recent results of [Male,…
Sato theory provides a correspondence between solutions to the KP hierarchy and points in an infinite dimensional Grassmannian. In this correspondence, flows generated infinitesimally by powers of the ``shift'' operator give time dependence…
In this work, we describe advanced numerical tools for working with multivariate functions and for the analysis of large data sets. These tools will drastically reduce the required computing time and the storage cost, and, therefore, will…
We discuss correspondence between the predictions of quantum theories for rotation angle formulated in infinite and finite dimensional Hilbert spaces, taking as example, the calculation of matrix elements of phase-angular momentum…
Gaussian mixture models (GMMs) are fundamental tools in statistical and data sciences. We study the moments of multivariate Gaussians and GMMs. The $d$-th moment of an $n$-dimensional random variable is a symmetric $d$-way tensor of size…
We study the deformation theory aspects of Matricial Factorizations, possibly with an orthogonal or symplectic structure. We discuss and extend the Kn\"orrer and Hori-Walcher periodicity theorems
Multivariate spatio-temporal data arise more and more frequently in a wide range of applications; however, there are relatively few general statistical methods that can readily use that incorporate spatial, temporal and variable…
The model reduction problem for high-order multi-input, multi-output (MIMO) polynomial nonlinear systems based on moment matching is addressed. The technique of power-series decomposition is exploited: this decomposes the solution of the…
Models phrased though moment conditions are central to much of modern inference. Here these moment conditions are embedded within a nonparametric Bayesian setup. Handling such a model is not probabilistically straightforward as the…
We study Matrix Quantum Mechanics on the Euclidean time orbifold $S_1/\mathbb{Z}_2$. Upon Wick rotation to Lorentzian time and taking the double-scaling limit this theory provides a toy model for a big-bang/big crunch universe in two…
The $u$-plane integrals of topologically twisted $N = 2$ supersymmetric gauge theories generally contain contact terms of nonlocal topological observables. This paper proposes an interpretation of these contact terms from the point of view…
This paper is a step in the direction of understanding the behavior of non-intersecting Brownian motions on the real line, when the number of particles becomes large. Consider 2k non-intersecting Brownian motions, all starting at the…
The fundamental solution of a pseudo-differential equation for functions defined on the $d$-fold product of the $p$-adic numbers, $\mathbb{Q}_p$, induces an analogue of the Wiener process in $\mathbb{Q}_p^d$. As in the real setting, the…
Exact non-perturbative partition functions of coupling constants and external fields exhibit huge hidden symmetry, reflecting the possibility to change integration variables in the functional integral. In many cases this implies also some…