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We investigate quench dynamics in a one-dimensional spin model, comparing both quantum and classical descriptions. Our primary focus is on the different timescales involved in the evolution of the observables as they approach statistical…
The purpose of this paper is to study the problem of estimating a compactly supported density of probability from noisy observations of its moments. In fact, we provide a statistical approach to the famous Hausdorff classical moment…
In this paper, we give bounds on the variance of the number of points of the circular and the Gaussian $\beta$ ensemble in arcs of the unit circle or intervals of the real line. These bounds are logarithmic with respect to the renormalized…
We uncover connections between maximum likelihood estimation in statistics and norm minimization over a group orbit in invariant theory. We focus on Gaussian transformation families, which include matrix normal models and Gaussian graphical…
The accurate estimation of scaling exponents is central in the observational study of scale-invariant phenomena. Natural systems unavoidably provide observations over restricted intervals; consequently a stationary stochastic process (time…
We consider the lattice dynamics in the harmonic approximation for We consider the lattice dynamics in the harmonic approximation for a simple hypercubic lattice with arbitrary unit cell. The initial data are random according to a…
Spatio-temporal systems exhibiting multi-scale behaviour are common in applications ranging from cyber-physical systems to systems biology, yet they present formidable challenges for computational modelling and analysis. Here we consider a…
The time evolution of a bounded quantum system is considered in the framework of the orthogonal, unitary and symplectic circular ensembles of random matrix theory. For an $N$ dimensional Hilbert space we prove that in the large $N$ limit…
Algebraic tools in statistics have recently been receiving special attention and a number of interactions between algebraic geometry and computational statistics have been rapidly developing. This paper presents another such connection,…
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,…
We describe an elementary method to get non-asymptotic estimates for the moments of Hermitian random matrices whose elements are Gaussian independent random variables. As the basic example, we consider the GUE matrices. Immediate…
In this note we show that the area of the partitions making up an oscillating tableaux is described by a random walk on the first quadrant of $\mathbb{Z}^2$ with certain position dependent weights. We are able to recursively calculate the…
We consider large complex random sample covariance matrices obtained from "spiked populations", that is when the true covariance matrix is diagonal with all but finitely many eigenvalues equal to one. We investigate the limiting behavior of…
Interacting physical systems in the neighborhood of criticality (and massive continuum field theories) can often be characterized by just two physical scales: a (macroscopic) correlation length and a (microscopic) interaction range, related…
We consider the estimation of large covariance and precision matrices from high-dimensional sub-Gaussian or heavier-tailed observations with slowly decaying temporal dependence. The temporal dependence is allowed to be long-range so with…
Gaussian latent tree models, or more generally, Gaussian latent forest models have Fisher-information matrices that become singular along interesting submodels, namely, models that correspond to subforests. For these singularities, we…
The behaviors of one-dimensional quantum random walks are strikingly different from those of classical ones. However, when decoherence is involved, the limiting distributions take on many classical features over time. In this paper, we…
This work is concerned with fractional Gaussian fields, i.e. Gaussian fields whose covariance operator is given by the inverse fractional Laplacian $(-\Delta)^{-s}$ (where, in particular, we include the case $s >1$). We define a lattice…
Aperiodic variability is a characteristic feature of young stars, massive stars, and active galactic nuclei. With the recent proliferation of time domain surveys, it is increasingly essential to develop methods to quantify and analyze…
We propose a novel coupling inequality of the min-max type for two random matrices with finite absolute third moments, which generalizes the quantitative versions of the well-known inequalities by Gordon. Previous results have calculated…