相关论文: Truncations of Haar distributed matrices, traces a…

The eigenvalue distribution of the sum of two large Hermitian matrices, when one of them is conjugated by a Haar distributed unitary matrix, is asymptotically given by the free convolution of their spectral distributions. We prove that this…

A weave is the lift to the Euclidean thickened plane of a set of infinitely many planar crossed geodesics, that can be characterized by a number of sets of threads describing the organization of the non-intersecting curves, together with a…

Fix an arbitrary compact orientable surface with a boundary and consider a uniform bipartite random quadrangulation of this surface with $n$ faces and boundary component lengths of order $\sqrt n$ or of lower order. Endow this…

We study optimal double stopping problems driven by a Brownian bridge. The objective is to maximize the expected spread between the payoffs achieved at the two stopping times. We study several cases where the solutions can be solved…

In this paper we present the asymptotic theory for spectral distributions of high dimensional covariation matrices of Brownian diffusions. More specifically, we consider $N$-dimensional Ito integrals with time varying matrix-valued…

Let S and T be vectors of positive integers with the same sum. We study the uniform distribution on the space of simple bipartite graphs with degree sequence S in one part and T in the other; equivalently, binary matrices with row sums S…

A matrix random walk is a stochastic process of the form $B_k = (I+A_1)\cdots(I+A_k)$ where $A_j$ are independent ``step'' matrices in $\mathrm{M}_N(\mathbb{C})$. With the right entry-covariance, a rescaled matrix random walk converges to…

Covariances and variances of linear statistics of a point process can be written as integrals over the truncated two-point correlation function. When the point process consists of the eigenvalues of a random matrix ensemble, there are often…

We study large random matrices with i.i.d. entries conditioned to have prescribed row and column sums (margins), a problem connected to relative entropy minimization, Schr\"odinger bridges, contingency tables, and random graphs with given…

Conditions on the generator of a Markov process to control the fluctuations of its bridges are found. In particular, continuous time random walks on graphs and gradient diffusions are considered. Under these conditions, a concentration of…

Our starting point is a class of braid matrices, presented in a previous paper, constructed on a basis of a nested sequence of projectors. Statistical models associated to such $N^2\times N^2$ matrices for odd $N$ are studied here. Presence…

In this paper, we prove tight sufficient conditions for traceability and Hamiltonicity of connected graphs with given minimum degree, in terms of Wiener index and Harary index. We also prove some result on Hamiltonicity of balanced…

We consider a Gibbs distribution over all spanning trees of an undirected, edge weighted finite graph, where, up to normalization, the probability of each tree is given by the product of its edge weights. Defining the weighted degree of a…

Given a sequence of deterministic matrices $A = A_N$ and a sequence of deterministic nonnegative matrices $\Sigma=\Sigma_N$ such that $A\to a$ and $\Sigma\to \sigma$ in $\ast$-distribution for some operators $a$ and $\sigma$ in a finite von…

The set of factorizations of permutations in to $m$ transpositions of some symmetric group $\mathcal{S}_n$ is naturally in bijection with the set of graphs of order $n$ and size $m$ with both edges and vertices labeled. We define a notion…

We observe that the probability distribution of the Brownian motion with drift $-c \frac x {1-t}$ where $c\not =1$ is singular with respect to that of the classical Brownian bridge measure on $[0,1]$, while their Cameron-Martin spaces are…

In this paper, we address the fusion problem in wireless sensor networks, where the cross-correlation between the estimates is unknown. To solve the problem within the Bayesian framework, we assume that the covariance matrix has a prior…

Inspired by a width invariant on permutations defined by Guillemot and Marx, Bonnet, Kim, Thomass\'e, and Watrigant introduced the twin-width of graphs, which is a parameter describing its structural complexity. This invariant has been…

Consider $N\times N$ Hermitian or symmetric random matrices $H$ where the distribution of the $(i,j)$ matrix element is given by a probability measure $\nu_{ij}$ with a subexponential decay. Let $\sigma_{ij}^2$ be the variance for the…

In the present study we consider an example of a boundary value problem for a simple second order ordinary differential equation, which may exhibit a boundary layer phenomenon. We show that usual central finite differences, which are second…