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A truncation of a Haar distributed orthogonal random matrix gives rise to a matrix whose eigenvalues are either real or complex conjugate pairs, and are supported within the closed unit disk. This is also true for a product $P_m$ of $m$…

数学物理 · 物理学 2017-08-23 P. J. Forrester , J. R. Ipsen , S. Kumar

Let $\bigl\{X_k\bigr\}_{k \in \mathbb{Z}} \in \mathbb{L}^2(\mathcal{T})$ be a stationary process with associated lag operators ${\boldsymbol{\cal C}}_h$. Uniform asymptotic expansions of the corresponding empirical eigenvalues and…

统计理论 · 数学 2016-02-16 Moritz Jirak

We consider the short-distance behaviour of the product of the Noether O(N) currents in the lattice nonlinear sigma-model. We compare the numerical results with the predictions of the operator product expansion, using one-loop perturbative…

高能物理 - 格点 · 物理学 2014-11-17 Sergio Caracciolo , Andrea Montanari , Andrea Pelissetto

We study sample covariance matrices arising from multi-level components of variance. Thus, let $ B_n=\frac{1}{N}\sum_{j=1}^NT_{j}^{1/2}x_jx_j^TT_{j}^{1/2}$, where $x_j\in R^n$ are i.i.d. standard Gaussian, and…

概率论 · 数学 2024-06-07 Ran Xie , Iain Johnstone

Let $O$ be chosen uniformly at random from the group of $(N+L) \times (N+L)$ orthogonal matrices. Denote by $\tilde{O}$ the upper-left $N \times N$ corner of $O$, which we refer to as a truncation of $O$. In this paper we prove two…

概率论 · 数学 2025-04-18 Alex Little , Francesco Mezzadri , Nick Simm

We investigate the asymptotic behavior of the number of parts $K_n$ in the Ewens--Pitman partition model under the regime where the diversity parameter is scaled linearly with the sample size, that is, $\theta = \lambda n$ for some~$\lambda…

概率论 · 数学 2025-03-26 Rodrigo Ribeiro

The thermodynamic limit of certain exponential corrections to the weak coupling expansion of two-dimensional models is investigated. The expectation values of operators contributing to the first order coefficient of the low-temperature…

高能物理 - 格点 · 物理学 2009-10-31 O. Borisenko , V. Kushnir

We consider large non-Hermitian random matrices $X$ with complex, independent, identically distributed centred entries and show that the linear statistics of their eigenvalues are asymptotically Gaussian for test functions having…

概率论 · 数学 2023-10-16 Giorgio Cipolloni , László Erdős , Dominik Schröder

We study the large deviations of the power injected by the active force for an Active Ornstein-Uhlenbeck Particle (AOUP), free or in a confining potential. For the free-particle case, we compute the rate function analytically in…

A general analytical approach to the statistical description of quantum graph spectra based on the exact periodic orbit expansions of quantum levels is discussed. The exact and approximate expressions obtained in \cite{Anima} for the…

量子物理 · 物理学 2007-05-23 Yu. Dabaghian

In this paper, the asymptotic distributions of estimators for the regularized functional canonical correlation and variates of the population are derived. The method is based on the possibility of expressing these regularized quantities as…

统计理论 · 数学 2007-11-29 J. Cupidon , D. S. Gilliam , R. Eubank , F. Ruymgaart

We consider the asymptotics of the partition function of the extended Gross-Witten-Wadia unitary matrix model by introducing an extra logarithmic term in the potential. The partition function can be written as a Toeplitz determinant with…

数学物理 · 物理学 2025-05-23 Yu Chen , Shuai-Xia Xu , Yu-Qiu Zhao

Curious spectral properties of an ensemble of random unitary matrices appearing in the quantization of a map p -> p+alpha, q -> q+f(p+alpha) in [Giraud et al. nlin.CD/0403033] are investigated. When alpha=m/n with integer co-prime m,n and…

混沌动力学 · 物理学 2016-08-16 E. Bogomolny , C. Schmit

We study smooth linear spectral statistics of twisted Laplacians on random $n$-covers of a fixed compact hyperbolic surface $X$. We consider two aspects of such statistics. The first is the fluctuations of such statistics in a small energy…

谱理论 · 数学 2025-04-14 Yotam Maoz

The association between two random variables is often of primary interest in statistical research. In this paper semiparametric models for the association between random vectors X and Y are considered which leave the marginal distributions…

统计理论 · 数学 2012-04-16 Angelika Franke , Gerhard Osius

We study properties of spectral minimal partitions of metric graphs within the framework recently introduced in [Kennedy et al, Calc. Var. 60 (2021), 61]. We provide sharp lower and upper estimates for minimal partition energies in…

数学物理 · 物理学 2021-04-09 Matthias Hofmann , James B. Kennedy , Delio Mugnolo , Marvin Plümer

In this paper we derive quantitative estimates in the context of stochastic homogenization for integral functionals defined on finite partitions, where the random surface integrand is assumed to be stationary. Requiring the integrand to…

偏微分方程分析 · 数学 2021-05-31 Annika Bach , Matthias Ruf

The Non-Linear Sigma Model (NLSM) is an example of a field theory on a target space exhibiting intricate geometry. One remarkable characteristic of the NLSM is asymptotic freedom, which triggers interest in perturbative calculations. In the…

高能物理 - 格点 · 物理学 2024-12-04 Paolo Baglioni , Francesco Di Renzo

We show that the limiting variance of a sequence of estimators for a structured covariance matrix has a general form that appears as the variance of a scaled projection of a random matrix that is of radial type and a similar result is…

统计理论 · 数学 2024-07-03 Hendrik Paul Lopuhaä

In this work we study the sequence of variational eigenvalues of a system of resonant type involving $p-$ and $q-$laplacians on $\Omega \subset \R^N$, with a coupling term depending on two parameters $\alpha$ and $\beta$ satisfying…

偏微分方程分析 · 数学 2009-11-26 J. Fernandez Bonder , J. P. Pinasco
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