相关论文: Edge statistics for singular values of products of…

This paper studies kernel ridge regression in high dimensions under covariate shifts and analyzes the role of importance re-weighting. We first derive the asymptotic expansion of high dimensional kernels under covariate shifts. By a…

A Wishart kernel density estimator (KDE) is introduced for density estimation in the cone of positive definite matrices. The estimator is boundary-aware and mitigates the boundary bias suffered by conventional KDEs, while remaining simple…

We prove that the distribution function of the largest eigenvalue in the Gaussian Unitary Ensemble (GUE) in the edge scaling limit is expressible in terms of Painlev\'e II. Our goal is to concentrate on this important example of the…

The behavior of the leading singular values and vectors of noisy low-rank matrices is fundamental to many statistical and scientific problems. Theoretical understanding currently derives from asymptotic analysis under one of two regimes:…

The real Ginibre ensemble consists of random $N \times N$ matrices formed from i.i.d. standard Gaussian entries. By using the method of skew orthogonal polynomials, the general $n$-point correlations for the real eigenvalues, and for the…

In this article we develop a general method by which one can explicitly evaluate certain sums of $n$-th powers of products of $d\geq 1$ elementary trigonometric functions evaluated at $\mathbf{m}=(m_1,\ldots,m_d)$-th roots of unity. Our…

Root separation bounds play an important role as a complexity measure in understanding the behaviour of various algorithms in computational algebra, e.g., root isolation algorithms. A classic result in the univariate setting is the…

In this paper, twisted tensor product of DG algebras is studied and sufficient conditions for smoothness of such a product are given. It is shown that in the case of finite-dimensional DG algebras, applying this operation offers great…

In this paper we studied the double scaling limit of a random unitary matrix ensemble near a singular point where a new cut is emerging from the support of the equilibrium measure. We obtained the asymptotic of the correlation kernel by…

In this paper, we study a certain linear statistics of the unitary Laguerre ensembles, motivated in part by an integrable quantum field theory at finite temperature. It transpires that this is equivalent to the characterization of a…

A generalisation of the Ginibre ensemble of non-Hermitian random square matrices is introduced. The corresponding probability measure is induced by the ensemble of rectangular Gaussian matrices via a quadratisation procedure. We derive the…

The singular values of a product of $M$ independent Ginibre matrices of size $N\times N$ form a determinantal point process. Near the soft edge, as both $M$ and $N$ go to infinity in such a way that $M/N\to \alpha$, $\alpha>0$, a scaling…

Recent studies have reported $\textit{saturation effects}$ and $\textit{multiple descent behavior}$ in large dimensional kernel ridge regression (KRR). However, these findings are predominantly derived under restrictive settings, such as…

We extend our recent study of winding number density statistics in Gaussian random matrix ensembles of the chiral unitary (AIII) and chiral symplectic (CII) classes. Here, we consider the chiral orthogonal (BDI) case which is the…

We study a critical behavior for the eigenvalue statistics in the two-matrix model in the quartic/quadratic case. For certain parameters, the eigenvalue distribution for one of the matrices has a limit that vanishes with an exponent 1/2 in…

In this work, following the Discrete de Rham (DDR) paradigm, we develop an arbitrary-order discrete divdiv complex on general polyhedral meshes. The construction rests 1) on discrete spaces that are spanned by vectors of polynomials whose…

This note is about promoting singularity subtraction as a helpful tool in the discretization of singular integral operators on curved surfaces. Singular and nearly singular kernels are expanded in series whose terms are integrated on…

As recently proved in generality by Hedenmalm and Wennman, it is a universal behavior of complex random normal matrix models that one finds a complementary error function behavior at the boundary (also called edge) of the droplet as the…

A Kerr type solution in the Regge calculus is considered. It is assumed that the discrete general relativity, the Regge calculus, is quantized within the path integral approach. The only consequence of this approach used here is the…

We show that the limiting eigenvalue density of the product of n identically distributed random matrices from an isotropic unitary ensemble (IUE) is equal to the eigenvalue density of n-th power of a single matrix from this ensemble, in the…