相关论文: Probabilistic Weyl Law for Twisted Toeplitz Matric…
We consider the weak convergence of numerical methods for stochastic differential equations (SDEs). Weak convergence is usually expressed in terms of the convergence of expected values of test functions of the trajectories. Here we present…
Stable laws can be tempered by modifying the L\'evy measure to cool the probability of large jumps. Tempered stable laws retain their signature power law behavior at infinity, and infinite divisibility. This paper develops random walk…
We examine weak measurements of arbitrary observables where the object is prepared in a mixed state and on which measurements with imperfect detectors are made. The weak value of an observable can be expressed as a conditional expectation…
The idea of slicing divergences has been proven to be successful when comparing two probability measures in various machine learning applications including generative modeling, and consists in computing the expected value of a `base…
We study the outcomes in a general measurement with postselection, and derive upper bounds for the pointer readings in weak measurement. Using the idea of weak measurement, we study Hardy's gedanken experiment and show how the "negative…
The measures of roughness of the volatility in the litterature are based on the realized volatility of high frequency data. Some authors show that this leads to a biased estimate, and does not necessarily indicate roughness of the…
We report the quantitative experimental observation of the weak inertial-wave turbulence regime of rotating turbulence. We produce a statistically steady homogeneous turbulent flow that consists of nonlinearly interacting inertial waves,…
We equip the polytope of $n\times n$ Markov matrices with the normalized trace of the Lebesgue measure of $\mathbb{R}^{n^2}$. This probability space provides random Markov matrices, with i.i.d. rows following the Dirichlet distribution of…
This article deals with the limiting spectral distributions (LSD) of symmetric Toeplitz and Hankel matrices with dependent entries. For any fixed positive integer $m$, we consider these $n \times n$ matrices with entries $\{Y^{(m)}_j /…
The task of compressed sensing is to recover a sparse vector from a small number of linear and non-adaptive measurements, and the problem of finding a suitable measurement matrix is very important in this field. While most recent works…
Let $f$ be a regular real-valued non-constant symbol defined on the one dimensional torus ${\mathbb T}$. Denote respectively by $\kappa$ and $T$, its set of critical points and the associated Toeplitz matrix on $l^2({\mathbb N})$. If $V$ is…
The trace approximation problem for Toeplitz matrices and its applications to stationary processes dates back to the classic book by Grenander and Szeg\"o, "Toeplitz forms and their applications". It has then been extensively studied in the…
Given an It\=o semimartingale with a time-homogeneous jump part observed at high frequency, we prove weak convergence of a normalized truncated empirical distribution function of the L\'evy measure to a Gaussian process. In contrast to…
In this paper, the problem of assessing the twistability of a given bona fide cross-spectral density is tackled for the class of Schell-model sources, whose shift-invariant degree of coherence is represented by a real and symmetric…
We consider the asymptotic behavior of the eigenvalues of Toeplitz matrices with rational symbol as the size of the matrix goes to infinity. Our main result is that the weak limit of the normalized eigenvalue counting measure is a…
By using Lyapunov conditions, weak Poincar\'e inequalities are established for some probability measures on a manifold $(M,g)$. These results are further applied to the convolution of two probability measures on $\R^d$. Along with explicit…
We investigate three-point statistics in weak lensing convergence, through the integrated bispectrum. This statistic involves measuring power spectra in patches, and is thus easy to measure, and avoids the complexity of estimating the very…
Finding a suitable measurement matrix is an important topic in compressed sensing. Though the known random matrix, whose entries are drawn independently from a certain probability distribution, can be used as a measurement matrix and…
Consider the ensemble of real symmetric Toeplitz matrices whose entries are i.i.d random variables chosen from a fixed probability distribution p of mean 0, variance 1 and finite higher moments. Previous work [BDJ,HM] showed that the…
Recently, expectile-based measures of skewness akin to well-known quantile-based skewness measures have been introduced, and it has been shown that these measures possess quite promising properties (Eberl and Klar, 2021, 2020). However, it…