相关论文: Isotropic self-consistent equations for mean-field…

In this paper, we establish some general forms of the law of the iterated logarithm for independent random variables in a sub-linear expectation space, where the random variables are not necessarily identically distributed. Exponential…

We present some applications of central limit theorems on mesoscopic scales for random matrices. When combined with the recent theory of "homogenization" for Dyson Brownian Motion, this yields the universality of quantities which depend on…

An integral-differential equation is derived for the self-consistent (effective) field in the medium consisting of many small bodies randomly distributed in some region. Acoustic and electromagnetic fields are considered in such a medium.…

In this work we present a method for generating random matrices describing electromagnetic scattering from disordered media containing dielectric particles with prescribed single particle scattering characteristics. Resulting scattering…

We study the regularity of the law of a quadratic form $Q(X,X)$, evaluated in a sequence $X = (X_{i})$ of independent and identically distributed random variables, when $X_{1}$ can be expressed as a sufficiently smooth function of a…

In this article, we consider elliptic diffusion problems with an anisotropic random diffusion coefficient. We model the notable direction in terms of a random vector field and derive regularity results for the solution's dependence on the…

We study the statistics of the number of real eigenvalues in the elliptic deformation of the real Ginibre ensemble. As the matrix dimension grows, the law of large numbers and the central limit theorem for the number of real eigenvalues are…

We consider the problem of solving TAP mean field equations by iteration for Ising model with coupling matrices that are drawn at random from general invariant ensembles. We develop an analysis of iterative algorithms using a dynamical…

We begin with isotropic Gaussian random fields, and show how the Bochner-Godement theorem gives a natural way to describe their covariance structure. We continue with a study of Mat\'ern processes on Euclidean space, spheres, manifolds and…

We prove the universal asymptotically almost sure non-singularity of general Ginibre and Wigner ensembles of random matrices when the distribution of the entries are independent but not necessarily identically distributed and may depend on…

A law of large numbers and a central limit theorem are derived for linear statistics of random symmetric matrices whose on-or-above diagonal entries are independent, but neither necessarily identically distributed, nor necessarily all of…

We use the idea of a Wigner surmise to compute approximate distributions of the first eigenvalue in chiral Random Matrix Theory, for both real and complex eigenvalues. Testing against known results for zero and maximal non-Hermiticity in…

We consider the problem of estimating the common mean of independently sampled data, where samples are drawn in a possibly non-identical manner from symmetric, unimodal distributions with a common mean. This generalizes the setting of…

We prove optimal local law, bulk universality and non-trivial decay for the off-diagonal elements of the resolvent for a class of translation invariant Gaussian random matrix ensembles with correlated entries.

Consider directed polymers in a random environment on the complete graph of size $N$. This model can be formulated as a product of i.i.d. $N\times N$ random matrices and its large time asymptotics is captured by Lyapunov exponents and the…

The sub-linear expectation or called G-expectation is a nonlinear expectation having advantage of modeling non-additive probability problems and the volatility uncertainty in finance. Let $\{X_n;n\ge 1\}$ be a sequence of independent random…

This study presents a method for constructing a sequence of approximate solutions of increasing accuracy to general equilibrium models on nonlocal domains. The method is based on a technique originated from dynamical systems theory. The…

We consider a random matrix whose entries are independent Gaussian variables taking values in the field of quaternions with variance $1/n$. Using logarithmic potential theory, we prove the almost sure convergence, as the dimension $n$ goes…

In a previous paper [M.~Hanada, H.~Kawai and Y.~Kimura, Prog. Theor. Phys. 114 (2005), 1295] it is shown that a covariant derivative on any n-dimensional Riemannian manifold can be expressed in terms of a set of n matrices, and a new…

We consider a general class of $N\times N$ random matrices whose entries $h_{ij}$ are independent up to a symmetry constraint, but not necessarily identically distributed. Our main result is a local semicircle law which improves previous…