Related papers: Free diffusions and Matrix models with strictly co…
We present limit theorems for a sequence of Piecewise Deterministic Markov Processes (PDMPs) taking values in a separable Hilbert space. This class of processes provides a rigorous framework for stochastic spatial models in which discrete…
We prove a priori bounds for solutions of stochastic reaction diffusion equations with super-linear damping in the reaction term. These bounds provide a control on the supremum of solutions on any compact space-time set which only depends…
We show that the operatorial framework developed by Voiculescu for free random variables can be extended to arrays of random variables whose multiplication imitates matricial multiplication. The associated notion of independence, called…
We consider the Hamiltonian system consisting of scalar wave field and a single particle coupled in a translation invariant manner. The point particle is subject to an external potential. The stationary solutions of the system are a Coulomb…
In this paper, we propose and analyze a nonlocal cooperative reaction--diffusion system with free boundaries and drift terms, motivated by directional epidemic spread. Lacking a variational structure but requiring sharper regularity of…
We revisit the enumeration problems of random discrete surfaces (RDS) based on solutions of the discrete equations derived from the matrix models. For RDS made of squares, the recursive coefficients of orthogonal polynomials associated with…
For a fixed $T$ and $k \geq 2$, a $k$-dimensional vector stochastic differential equation $dX_t=\mu(X_t, \theta)dt+\nu(X_t)dW_t,$ is studied over a time interval $[0,T]$. Vector of drift parameters $\theta$ is unknown. The dependence in…
In this article, we consider McKean stochastic differential equations, as well as their corresponding McKean-Vlasov partial differential equations, which admit a unique stationary state, and we study the linearized It\^o diffusion process…
We discuss the limiting spectral density of real symmetric random matrices. Other than in standard random matrix theory the upper diagonal entries are not assumed to be independent, but we will fill them with the entries of a stochastic…
We study supersolutions of a backward stochastic differential equation, the control processes of which are constrained to be continuous semimartingales of the form $dZ = {\Delta}dt + {\Gamma}dW$. The generator may depend on the…
This paper describes the quality of convergence to an infinitely divisible law relative to free multiplicative convolution. We show that convergence in distribution for products of identically distributed and infinitesimal free random…
We consider the problem of solving linear least squares problems in a framework where only evaluations of the linear map are possible. We derive randomized methods that do not need any other matrix operations than forward evaluations,…
We investigate the asymptotics of eigenvalues of sample covariance matrices associated with a class of non-independent Gaussian processes (separable and temporally stationary) under the Kolmogorov asymptotic regime. The limiting spectral…
In this note, we show that the limiting spectral distribution of symmetric random matrices with stationary entries is absolutely continuous under some sufficient conditions. This result is applied to obtain sufficient conditions on a…
We study the spectra of MANOVA estimators for variance component covariance matrices in multivariate random effects models. When the dimensionality of the observations is large and comparable to the number of realizations of each random…
By proving that certain free stochastic differential equations have stationary solutions, we give a lower estimate on the microstates free entropy dimension of certain $n$-tuples $X_{1},...,X_{n}$: we show that Abstract. By proving that…
We develop a new method for deriving local laws for a large class of random matrices. It is applicable to many matrix models built from sums and products of deterministic or independent random matrices. In particular, it may be used to…
The solution $X_n$ to a nonlinear stochastic differential equation of the form $dX_n(t)+A_n(t)X_n(t)\,dt-\tfrac12\sum_{j=1}^N(B_j^n(t))^2X_n(t)\,dt=\sum_{j=1}^N B_j^n(t)X_n(t)d\beta_j^n(t)+f_n(t)\,dt$, $X_n(0)=x$, where $\beta_j^n$ is a…
We consider real symmetric and complex Hermitian random matrices with the additional symmetry $h_{xy}=h_{N-x,N-y}$. The matrix elements are independent (up to the fourfold symmetry) and not necessarily identically distributed. This ensemble…
We consider a one-dimensional free boundary problem governed by a nonlinear diffusion - convection equation with a Neumann condition at fixed face $x=0$, which is variable in time and a like Stefan convective condition on the free boundary.…