相关论文: Random Double Tensors Integrals

We present two theorems concerned with algorithmic randomness and differentiability of functions of several variables. Firstly, we prove an effective form of the Rademacher's Theorem: we show that computable randomness implies…

We study the bulk and boundary properties of fragile topological insulators (TIs) protected by inversion symmetry, mostly focusing on the class A of the Altland-Zirnbauer classification. First, we propose an efficient method for diagnosing…

This paper develops asymptotic approximations of $P(\int_Te^{f(t)}\,dt>b)$ as $b\rightarrow\infty$ for a homogeneous smooth Gaussian random field, $f$, living on a compact $d$-dimensional Jordan measurable set $T$. The integral of an…

High dimensional data can have a surprising property: pairs of data points may be easily separated from each other, or even from arbitrary subsets, with high probability using just simple linear classifiers. However, this is more of a rule…

In [1] it is shown that recurrent neural networks (RNNs) can learn - in a metric entropy optimal manner - discrete time, linear time-invariant (LTI) systems. This is effected by comparing the number of bits needed to encode the…

Randomized trace estimation is a popular and well studied technique that approximates the trace of a large-scale matrix $B$ by computing the average of $x^T Bx$ for many samples of a random vector $X$. Often, $B$ is symmetric positive…

This paper studies the tail probability of weighted sums of the form $\sum_{i=1}^n c_i X_i$, where random variables $X_i$'s are either independent or pairwise quasi-asymptotical independent with heavy tails. Using $h$-insensitive function,…

The exact expression for the probability density $p_{_N}(x)$ for sums of a finite number $N$ of random independent terms is obtained. It is shown that the very tail of $p_{_N}(x)$ has a Gaussian form if and only if all the random terms are…

Sums of independent, bounded random variables concentrate around their expectation approximately as well a Gaussian of the same variance. Well known results of this form include the Bernstein, Hoeffding, and Chernoff inequalities and many…

We analytically compute the large-deviation probability of a diagonal matrix element of two cases of random matrices, namely $\beta=[\vec H^\dagger\vec H]^{-1}_{11}$ and $\gamma=[\vec I_N+\rho\vec H^\dagger\vec H]^{-1}_{11}$, where $\vec H$…

Entropy and differential entropy are important quantities in information theory. A tractable extension to singular random variables-which are neither discrete nor continuous-has not been available so far. Here, we present such an extension…

We compute the expected value of powers of the geometric condition number of random tensor rank decompositions. It is shown in particular that the expected value of the condition number of $n_1\times n_2 \times 2$ tensors with a random…

Preserving the T-duality invariance of the continuum string in its random lattice regularization uniquely determines the random matrix model potential. For D=0 the duality transformation can be performed explicitly on the matrix action, and…

We suggest that KAM theory could be extended for certain infinite-dimensional systems with purely discrete linear spectrum. We provide empirical arguments for the existence of square summable infinite-dimensional invariant tori in the…

Characterising intractable high-dimensional random variables is one of the fundamental challenges in stochastic computation. The recent surge of transport maps offers a mathematical foundation and new insights for tackling this challenge by…

This is a short report on the discussions of appearance of tensors in algebraic statistics and rigidity theory, during the semester ``AGATES: Algebraic Geometry with Applications to TEnsors and Secants". We briefly survey some of the…

When estimating the risk of a financial position with empirical data or Monte Carlo simulations via a tail-dependent law invariant risk measure such as the Conditional Value-at-Risk (CVaR), it is important to ensure the robustness of the…

We investigate the ordering between two fundamental measures of dispersion for real-valued risks: the standard deviation (SD) and the Gini mean difference (GMD). Our analysis is driven by a single structural object, namely the mean excess…

For a random variable we can define a variational relationship with practical physical meaning as dI=dbar(x)-bar(dx), where I is called as uncertainty measurement. With the help of a generalized definition of expectation,…

In this contribution, we present a recently introduced approach [BorkLeeOnishchenko2025] to the calculation of slightly off-shell dual conformal integrals based on the method of regions with regularization preserving dual conformal…