相关论文: Eigenvalues of the non-backtracking operator detac…
The real Ginibre spherical ensemble consists of random matrices of the form $A B^{-1}$, where $A,B$ are independent standard real Gaussian $N \times N$ matrices. The expected number of real eigenvalues is known to be of order $\sqrt{N}$. We…
We consider a second order self-adjoint operator in a domain which can be bounded or unbounded. The boundary is partitioned into two parts with Dirichlet boundary condition on one of them, and Neumann condition on the other. We assume that…
Multi-matrix invariants, and in particular the scalar multi-trace operators of $\mathcal{N}=4$ SYM with $U(N)$ gauge symmetry, can be described using permutation centraliser algebras (PCA), which are generalisations of the symmetric group…
We investigate the profound relation between the equations of biological evolution and quantum mechanics by writing a biologically inspired equation for the stochastic dynamics of an ensemble of particles. Interesting behavior is observed…
Is is shown here that the "simple test of quantumness for a single system" of arXiv:0704.1962 (for a recent experimental realization see arXiv:0804.1646) has exactly the same relation to the discussion of to the problem of describing the…
Several recent papers have focused their attention in proving the correct analogue to the Lieb-Thirring inequalities for non self-adjoint operators and in finding bounds on the distribution of their eigenvalues in the complex plane. This…
We propose a non-singular representation for a non-Hermitian operator even if the parameter space contains exceptional points (EPs), at which the operator cannot be diagonalized and the usual spectral representation ceases to exist. Our…
Statistical independence is a notion ubiquitous in various fields such as in statistics, probability, number theory and physics. We establish the stability of independence for any pair of random variables by their corresponding Brockwell…
We consider a general multivariate affine stochastic recursion and the associated Markov chain on $\mathbb R^{d}$. We assume a natural geometric condition which implies existence of an unbounded stationary solution and we show that the…
Hidden variables are extra components added to try to banish counterintuitive features of quantum mechanics. We start with a quantum-mechanical model and describe various properties that can be asked of a hidden-variable model. We present…
Non-equilibrium phenomena occur not only in physical world, but also in finance. In this work, stochastic relaxational dynamics (together with path integrals) is applied to option pricing theory. A recently proposed model (by Ilinski et…
In this article, we consider the spectral problem for the mixed local and nonlocal $p$-Laplace operator. We discuss the existence and regularity of eigenfunction of the associated Dirichlet $(p,q)$-eigenvalue problem in a bounded domain…
We analyze the problem of the analytical characterization of the probability distribution of financial returns in the exponential Ornstein-Uhlenbeck model with stochastic volatility. In this model the prices are driven by a Geometric…
We prove some eigenvalue inequalities for positive semidefinite matrices partitioned into four blocks. The inradius of the numerical range of the off-diagonal block contributes to these estimates. Some related norm inequalities are given…
Inference for the stochastic blockmodel is currently of burgeoning interest in the statistical community, as well as in various application domains as diverse as social networks, citation networks, brain connectivity networks…
Let A be an n x n symmetric random matrix whose upper-triangular entries are independent and follow possibly non-identical subgaussian distributions. This paper investigates the spectral properties of A, including its eigenvalues and…
Second order nonlinear eigenvalue problems are considered for which the spectrum is an interval. The boundary conditions are of Robin and Dirichlet type. The shape and the number of solutions are discussed by means of a phase plane…
For a general class of large non-Hermitian random block matrices $\mathbf{X}$ we prove that there are no eigenvalues away from a deterministic set with very high probability. This set is obtained from the Dyson equation of the Hermitization…
We consider an ensemble of non-Hermitian matrices with independent identically distributed real entries that have finite moments. We show that its $k$-point correlation function in the bulk away from the real line converges to a universal…
A plasmon of a bounded domain $\Omega\subset\mathbb{R}^n$ is a non-trivial bounded harmonic function on $\mathbb{R}^n\setminus\partial\Omega$ which is continuous at $\partial\Omega$ and whose exterior and interior normal derivatives at…