相关论文: Statistics of extremes in eigenvalue-counting stai…
We study the phenomenon of "crowding" near the largest eigenvalue $\lambda_{\max}$ of random $N \times N$ matrices belonging to the Gaussian Unitary Ensemble (GUE) of random matrix theory. We focus on two distinct quantities: (i) the…
Let $X(s,t), (s,t)\in E$, with $E\subset \mathbb{R}^2$ a compact set, be a centered two dimensional Gaussian random field with continuous trajectories and variance function $\sigma(s,t)$. Denote by $\mathcal{L}=\{(s,t):…
We prove that the empirical law of eigenvalues of Brownian motion on the Lie Group $\mathrm{GL}(N,\mathbb{C})$ converges almost surely to a deterministic probability measure, characterized by a free stochastic differential equation. This…
Relations between the mean values of distributions of flipped spins on periodic Heisenberg XX chain and some aspects of enumerative combinatorics are discussed. The Bethe vectors, which are the state-vectors of the model, are considered…
Extreme value functionals of stochastic processes are inverse functionals of the first passage time -- a connection that renders their probability distribution functions equivalent. Here, we deepen this link and establish a framework for…
We consider the problem of optimal estimation of the value of a vector parameter $\thetavector=(\theta_0,\ldots,\theta_n)^{\top}$ of the drift term in a fractional Brownian motion represented by the finite sum…
In this article we define and investigate statistical operators and an entropy functional for Bernstein stochastic processes associated with hierarchies of forward-backward systems of decoupled deterministic linear parabolic partial…
We show that at any location away from the spectral edge, the eigenvalues of the Gaussian unitary ensemble and its general beta siblings converge to Sine_beta, a translation invariant point process. This process has a geometric description…
We study lower bounds for the Riemann zeta function $\zeta(s)$ along vertical arithmetic progressions in the right-half of the critical strip. We show that the lower bounds obtained in the discrete case coincide, up to the constants in the…
We consider a one-dimensional Brownian motion of fixed duration $T$. Using a path-integral technique, we compute exactly the probability distribution of the difference $\tau=t_{\min}-t_{\max}$ between the time $t_{\min}$ of the global…
In this paper, a class of statistics based on high frequency observations of oscillating and skew Brownian motion is considered. Their convergence rate towards the local time of the underlying process is obtained in form of a functional…
A lot of efforts have been devoted in the last decade to the investigation of the high-frequency behaviour of geometric functionals for the excursion sets of random spherical harmonics, i.e., Gaussian eigenfunctions for the spherical…
We give the distribution of $M_n$, the maximum of a sequence of $n$ observations from a moving average of order 1. Solutions are first given in terms of repeated integrals and then for the case where the underlying independent random…
We introduce an entropy analysis of time series, repeated measurements of statistical observables, based on an Eulerian homogeneous degree-one entropy function $\Phi(t,n)$ of time $t$ and number of events $n$. The duality of $\Phi$, in…
The behavior of maximum likelihood estimates (MLEs) and the likelihood ratio statistic in a family of problems involving pointwise nonparametric estimation of a monotone function is studied. This class of problems differs radically from the…
We investigate the relationship between the maximum of the zeta function on the 1-line and the maximal order of $S(t)$, the error term in the number of zeros up to height $t$. We show that the conjectured upper bounds on $S(t)$ along with…
The structure function of a random matrix ensemble can be specified as the covariance of the linear statistics $\sum_{j=1}^N e^{i k_1 \lambda_j}$, $\sum_{j=1}^N e^{-i k_2 \lambda_j}$ for Hermitian matrices, and the same with the eigenvalues…
We introduce two kinds of matrix-valued dynamical processes generated by nonnormal Toeplitz matrices with the additive rank 1 perturbations $\delta J$, where $\delta \in {\mathbb{C}}$ and $J$ is the all-ones matrix. For each process, first…
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…
The thermalizing dynamics of many-body systems is often described through the lens of the Eigenstate Thermalization Hypothesis (ETH). ETH postulates that the statistical properties of observables, when expressed in the energy eigenbasis,…