Related papers: Correlation Functions, Cluster Functions and Spaci…
The zero momentum sectors in effective theories of three dimensional QCD coupled to pseudoreal (two colors) and real (adjoint) quarks in a classically parity-invariant manner have alternative descriptions in terms of orthogonal and…
We develop a framework of canonical correlation analysis for distribution-valued functional data within the geometry of Wasserstein spaces. Specifically, we formulate an intrinsic concept of correlation between random distributions, propose…
We study two- and three-point correlation functions of chiral primary half-BPS operators in four-dimensional $\mathcal{N}=2$ superconformal circular, cyclic symmetric quiver theories. Using supersymmetric localization, these functions can…
We place ourselves in the setting of high-dimensional statistical inference, where the number of variables $p$ in a data set of interest is of the same order of magnitude as the number of observations $n$. More formally, we study the…
Scaling level-spacing distribution functions in the ``bulk of the spectrum'' in random matrix models of $N\times N$ hermitian matrices and then going to the limit $N\to\infty$, leads to the Fredholm determinant of the sine kernel…
Spatially embedded networks are important in several disciplines. The prototypical spatial net- work we assume is the Random Geometric Graph of which many properties are known. Here we present new results for the two-point degree…
We calculate within a semiclassical approximation the autocorrelation function of cross sections. The starting point is the semiclassical expression for the diagonal matrix elements of an operator. For general operators with a smooth…
In the paper we focus on the study of the functional complexity of the Lorentz parametrizing functions in connection with the time-reversal transformations. We argue that the interactions encoded in the corresponding correlators of…
Orthogonal and symplectic matrix integrals are investigated. It is shown that the matrix integrals can be considered as a $\tau$-function of the coupled KP hierarchy, whose solution can be expressed in terms of pfaffians.
Multivariate spatial field data are increasingly common and whose modeling typically relies on building cross-covariance functions to describe cross-process relationships. An alternative viewpoint is to model the matrix of spectral…
We calculate connected correlators in time dependent Gaussian orthogonal and symplectic random matrix ensembles by a diagrammatic method. We obtain averaged one-point Green's functions in the leading order O(1) and wide two-level and…
We discuss a correlation function factorization, which relates a three-point function to the square root of three two-point functions. This factorization is known to hold for certain scaling operators at the two-dimensional percolation…
Orthogonal polynomial random matrix models of NxN hermitian matrices lead to Fredholm determinants of integral operators with kernel of the form (phi(x) psi(y) - psi(x) phi(y))/x-y. This paper is concerned with the Fredholm determinants of…
The probability for the exclusion of eigenvalues from an interval $(-x,x)$ symmetrical about the origin for a scaled ensemble of Hermitian random matrices, where the Fredholm kernel is a type of Bessel kernel with parameter $ a $ (a…
We discuss some methods to quantitatively investigate the properties of correlation matrices. Correlation matrices play an important role in portfolio optimization and in several other quantitative descriptions of asset price dynamics in…
We construct a family of Pfaffian point processes relevant for the harmonic analysis on the infinite symmetric group. The correlation functions of these processes are representable as Pfaffians with matrix valued kernels. We give explicit…
We report on calculations of smoothed spectral correlations in the two-dimensional Anderson model for weak disorder. As pointed out in (M. Wilkinson, J. Phys. A: Math. Gen. 21, 1173 (1988)), an analysis of the smoothing dependence of the…
Dihadron fragmentation functions describe the probability that a quark fragments into two hadrons plus other undetected hadrons. In particular, the so-called interference fragmentation functions describe the azimuthal asymmetry of the…
Random matrix ensembles with orthogonal and unitary symmetry correspond to the cases of real symmetric and Hermitian random matrices respectively. We show that the probability density function for the corresponding spacings between…
Some puzzles which arise in matrix models with multiple cuts are presented. They are present in the smoothed eigenvalue correlators of these models. First a method is described to calculate smoothed eigenvalue correlators in random matrix…