Related papers: Laguerre Process and Generalised Hartman-Watson La…

We study a discrete-time Markov process on triangular arrays of matrices of size $d\geq 1$, driven by inverse Wishart random matrices. The components of the right edge evolve as multiplicative random walks on positive definite matrices with…

A general class of non-Markov, supercritical Gaussian branching particle systems is introduced and its long-time asymptotics is studied. Both weak and strong laws of large numbers are developed with the limit object being characterized in…

Data sets collected at different times and different observing points can possess correlations at different times $and$ at different positions. The doubly correlated Wishart model takes both into account. We calculate the eigenvalue density…

The main problem in the Hamiltonian formulation of Lattice Gauge Theories is the determination of an appropriate basis avoiding the over-completeness arising from Mandelstam relations. We short-cut this problem using Harmonic analysis on…

A generalization of Wilsonian lattice gauge theory may be obtained by considering the possible self-adjoint extensions of the electric field operator in the Hamiltonian formalism. In the special case of 3D $\mathrm{U}(1)$ gauge theory these…

We consider the one-dimensional totally asymmetric zero-range process starting from a step decreasing profile leading in the hydrodynamic limit to the rarefaction fan of the associate hydrodynamic equation. Under that initial condition, we…

We present a non perturbative calculation technique providing the mixed moments of the overlaps between the eigenvectors of two large quantum Hamiltonians: $\hat{H}_0$ and $\hat{H}_0+\hat{W}$, where $\hat{H}_0$ is deterministic and…

Let $X$ be a $d$-dimensional Gaussian process in $[0,1]$, where the component are independent copies of a scalar Gaussian process $X_0$ on $[0,1]$ with a given general variance function $\gamma^2(r)=\operatorname{Var}\left(X_0(r)\right)$…

Gaussian processes are ubiquitous in nature and engineering. A case in point is a class of neural networks in the infinite-width limit, whose priors correspond to Gaussian processes. Here we perturbatively extend this correspondence to…

In this work, we introduce a generalization of the Landauer bound for erasure processes that stems from absolutely irreversible dynamics. Assuming that the erasure process is carried out in an absolutely irreversible way so that the…

We establish a sparsity in terms of $\ell_p$-summability and weighted $\ell_2$-summability for the coefficients of the Laguerre generalized piecewise-polynomial chaos expansion of solutions to parametric elliptic PDEs with log-Laplace…

We consider a multitype Galton-Watson process that allows for the mutation and reversion of individual types in discrete and continuous time. In this setting, we explicitly compute the time evolution of quantities such as the mean and…

The paper characterizes uniform convergence rate for general classes of wavelet expansions of stationary Gaussian random processes. The convergence in probability is considered.

Consider the mutually catalytic branching process with finite branching rate $\gamma$. We show that as $\gamma\to\infty$, this process converges in finite-dimensional distributions (in time) to a certain discontinuous process. We give…

In numerous applications data are observed at random times and an estimated graph of the spectral density may be relevant for characterizing and explaining phenomena. By using a wavelet analysis, one derives a nonparametric estimator of the…

Some properties that nominally involve the eigenvalues of Gaussian Unitary Ensemble (GUE) can instead be phrased in terms of singular values. By discarding the signs of the eigenvalues, we gain access to a surprising decomposition: the…

Gaussian processes are a versatile probabilistic machine learning model whose effectiveness often depends on good hyperparameters, which are typically learned by maximising the marginal likelihood. In this work, we consider iterative…

Infinite series sum_{n=1}^infty {(alpha/2)_n / (n n!)}_1F_1(-n, gamma, x^2), where_1F_1(-n, gamma, x^2)={n!_(gamma)_n}L_n^(gamma-1)(x^2), appear in the first-order perturbation correction for the wavefunction of the generalized spiked…

We consider some special classes of L\'evy processes with no gaussian component whose L\'evy measure is of the type $\pi(dx)=e^{\gamma x}\nu(e^x-1) dx$, where $\nu$ is the density of the stable L\'evy measure and $\gamma$ is a positive…

Using exact enumerations of self-avoiding walks (SAWs) we compute the inhomogeneous pressure exerted by a two-dimensional end-grafted polymer on the grafting line which limits a semi-infinite square lattice. The results for SAWs show that…