相关论文: Secular Coefficients and the Holomorphic Multiplic…
We study the monic polynomials orthogonal with respect to a symmetric perturbed Gaussian weight $$ w(x;t):=\mathrm{e}^{-x^2}\left(1+t\: x^2\right)^\lambda,\qquad x\in \mathbb{R}, $$ where $t> 0,\;\lambda\in \mathbb{R}$. This weight is…
Black hole is well known to be a fast scrambler, responsible for physics of quantum chaos in dual holography. Recently, the Euclidean worm hole has been proposed to play a central role in the chaotic behavior of the spectral form factor.…
Numerical Generalized Randomized Hamiltonian Monte Carlo is introduced, as a robust, easy to use and computationally fast alternative to conventional Markov chain Monte Carlo methods for continuous target distributions. A wide class of…
Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…
Number theorists have studied extensively the connections between the distribution of zeros of the Riemann $\zeta$-function, and of some generalizations, with the statistics of the eigenvalues of large random matrices. It is interesting to…
We study the 'bad science matrix problem': among all matrices $A\in\mathbb{R}^{n\times n}$ whose rows have unit $\ell_2$-norm, determine the maximum of $\beta(A)=\frac{1}{2^n}\sum_{x\in\{\pm1\}^n}\|Ax\|_\infty$. Steinerberger [1]…
We prove universality at the edge of the spectrum for unitary (beta=2), orthogonal (beta=1) and symplectic (beta=4) ensembles of random matrices in the scaling limit for a class of weights w(x)=exp(-V(x)) where V is a polynomial,…
The $\beta$-ensembles of random matrix theory with classical weights have many special properties. One is that the loop equations specifying the resolvent and corresponding multipoint correlators permit a derivation at general order of the…
The out-of-time-ordered correlator (OTOC) is a measure of quantum chaos that is being vigorously investigated. Analytically accessible simple models that have long been studied in other contexts could provide insights into such measures.…
We describe a general technique that yields the first {\em Statistical Query lower bounds} for a range of fundamental high-dimensional learning problems involving Gaussian distributions. Our main results are for the problems of (1) learning…
We investigate the dynamics of classical and quantum N-component phi^4 oscillators in the presence of an external field. In the large N limit the effective dynamics is described by two-degree-of-freedom classical Hamiltonian systems. In the…
The notion of a $U$-statistic for an $n$-tuple of identical quantum systems is introduced in analogy to the classical (commutative) case: given a selfadjoint `kernel' $K$ acting on $(\mathbb{C}^{d})^{\otimes r}$ with $r<n$, we define the…
We study the problem of estimating the coefficients of a diffusion (X_t,t\geq 0); the estimation is based on discrete data X_{n\Delta},n=0,1,...,N. The sampling frequency \Delta^{-1} is constant, and asymptotics are taken as the number N of…
We formulate an S-matrix theory in which localisation effects of the particle interactions involved in a scattering process are consistently taken into account. In the limit of an infinite spread of all interactions, the S-matrix assumes…
We study the behavior of the posterior distribution in high-dimensional Bayesian Gaussian linear regression models having $p\gg n$, with $p$ the number of predictors and $n$ the sample size. Our focus is on obtaining quantitative finite…
We conduct a study of graphical models and discuss the quality of model selection approximation by formulating the problem as a detection problem and examining the area under the curve (AUC). We are specifically looking at the model…
To a unitary matrix U we associate a doubly stochastic matrix M by taking the modulus squared of each element of U. To study the connection between onset of quantum chaos on graphs and ergodicity of the underlying Markov chain, specified by…
We study the cumulants and their generating functions of the probability distributions of the conductance, shot noise and Wigner delay time in ballistic quantum dots. Our approach is based on the integrable theory of certain matrix…
We consider non-Hermitian random matrices $X \in \mathbb{C}^{n \times n}$ with general decaying correlations between their entries. For large $n$, the empirical spectral distribution is well approximated by a deterministic density,…
Consider a $N\times n$ matrix $\Sigma_n=\frac{1}{\sqrt{n}}R_n^{1/2}X_n$, where $R_n$ is a nonnegative definite Hermitian matrix and $X_n$ is a random matrix with i.i.d. real or complex standardized entries. The fluctuations of the linear…