Related papers: Painlev\'e expressions for LOE, LSE and interpolat…
It has been shown that the last passage time in certain symmetrized models of directed percolation can be written in terms of averages over random matrices from the classical groups $U(l)$, $Sp(2l)$ and $O(l)$. We present a theory of such…
We present a new method to visualize data ensembles by constructing structured probabilistic representations in latent spaces, i.e., lower-dimensional representations of spatial data features. Our approach transforms the spatial features of…
The distribution of the modulus of the extreme eigenvalues is investigated for the complex Ginibre and complex induced Ginibre ensembles in the limit of large dimensions of random matrices. The limiting distribution of the scaled spectral…
We examine by singularity analysis an equation derived by reduction using Lie point symmetries from the Euler--Bernoulli Beam equation which is the Painlev\'{e}--Ince Equation with additional terms. The equation possesses the same…
The new Theorem on location of maximum of probability density functions of dimensionless second difference of the three adjacent energy levels for $N$-dimensional Gaussian orthogonal ensemble GOE($N$), $N$-dimensional Gaussian unitary…
Tracy and Widom have evaluated the cumulative distribution of the largest eigenvalue for the finite and scaled infinite GUE in terms of a PIV and PII transcendent respectively. We generalise these results to the evaluation of…
We consider the Bayesian nonparametric estimation of a nonlinear reaction function in a reaction-diffusion stochastic partial differential equation (SPDE). The likelihood is well-defined and tractable by the infinite-dimensional Girsanov…
We study the distribution of the largest eigenvalue in the "Pfaffian" classical ensembles of random matrix theory, namely in the Gaussian orthogonal (GOE) and Gaussian symplectic (GSE) ensembles, using semi-classical skew-orthogonal…
In this paper, we study the singularly perturbed Gaussian unitary ensembles defined by the measure \begin{equation*} \frac{1}{C_n} e^{- n\textrm{tr}\, V(M;\lambda,\vec{t}\;)}dM, \end{equation*} over the space of $n \times n$ Hermitian…
This paper gives direct derivations of the differential equations and likelihood formulas of diffusion models assuming only knowledge of Gaussian distributions. A VAE analysis derives both forward and backward stochastic differential…
Combining discrete probability distributions and combinatorial optimization problems with neural network components has numerous applications but poses several challenges. We propose Implicit Maximum Likelihood Estimation (I-MLE), a…
We use the Calogero equation to illustrate the following two aspects of the Painleve analysis of nonlinear PDEs. First, if a nonlinear equation passes the Painleve test for integrability, the singular expansions of its solutions around…
We analyze one-dimensional photonic superlattices which alternate layers of air and a left-handed material. We assume Drude-type dispersive responses for the dielectric permittivity and magnetic permeability of the left-handed material.…
We apply the theory of Lie point symmetries for the study of a family of partial differential equations which are integrable by the hyperbolic reductions method and are reduced to members of the Painlev\'{e} transcendents. The main results…
We consider the asymptotic limits where certain parameters in the definitions of the Laguerre and Jacobi ensembles diverge. In these limits, Dette, Imhof, and Nagel proved that up to a linear transformation, the joint probability…
The neighbourhood of the largest eigenvalue $\lambda_{\rm max}$ in the Gaussian unitary ensemble (GUE) and Laguerre unitary ensemble (LUE) is referred to as the soft edge. It is known that there exists a particular centring and scaling such…
Random matrix theory has proven very successful in the understanding of the spectra of chaotic systems. Depending on symmetry with respect to time reversal and the presence or absence of a spin 1/2 there are three ensembles, the Gaussian…
We present a combinatorial approach to the infinitesimal distribution of the Gaussian orthogonal ensemble (GOE). In particular we show how the infinitesimal moments are described by non-crossing partitions, but not of type B. We demonstrate…
The remarkable universality of the eigenvalue correlation functions is perhaps one of the most salient findings in random matrix theory. Particularly for short-range separations of the eigenvalues, the correlation functions have been shown…
We establish a family of functional inequalities interpolating between the classical logarithmic Sobolev and Poincar\'e inequalities. We prove that they imply the concentration of measure phenomenon intermediate between Gaussian and…