相关论文: Double scaling limit for matrix models with non an…

This paper investigates the asymptotics of eigenstructure of sample covariance matrix under the spiked covariance matrix model in ultra-high-dimensional settings, where the dimensionality can grow much faster than the sample size with $ p…

We study the double- and triple-scaling limits of a complex multi-matrix model, with $\mathrm{U}(N)^2\times \mathrm{O}(D)$ symmetry. The double-scaling limit amounts to taking simultaneously the large-$N$ (matrix size) and large-$D$ (number…

We propose a general matrix-valued multiple kernel learning framework for high-dimensional nonlinear multivariate regression problems. This framework allows a broad class of mixed norm regularizers, including those that induce sparsity, to…

We propose a general matrix-valued multiple kernel learning framework for high-dimensional nonlinear multivariate regression problems. This framework allows a broad class of mixed norm regularizers, including those that induce sparsity, to…

We propose a lattice model for Dirac fermions which allows us to break the degeneracy of the node structure. In the presence of a random gap we analyze the scaling behavior of the localization length as a function of the system width within…

This article considers linear processes with values in a separable Hilbert space exhibiting long-range dependence. The scaling limits for the sample autocovariance operators at different time lags are investigated in the topology of their…

Matrix concentration inequalities give bounds for the spectral-norm deviation of a random matrix from its expected value. These results have a weak dimensional dependence that is sometimes, but not always, necessary. This paper identifies…

We present an explicit two-parameter family of finite-band Jacobi elliptic potentials for a non-self-adjoint Dirac operator which connects two previously known limiting cases in which the elliptic parameter is zero or one. A full…

We study the full asymptotic expansion of the monodromy data ({\it i.e.}, Stokes multipliers) for the first Painlev\'{e} transcendent (PI) with large initial data or large pole parameters. Our primary approach involves refining the complex…

Using the saddle point method, we give an explicit form of the planar free energy and Wilson loops of unitary matrix models in the one-cut regime. The multi-critical unitary matrix models are shown to undergo third-order phase transitions…

We present the solution of the discrete super-Virasoro constraints to all orders of the genus expansion. Integrating over the fermionic variables we get a representation of the partition function in terms of the one-matrix model. We also…

Recent interest in large N matrix models in the double scaling limit raised new interest also in O(N) vector models. The limit $N \rightarrow \infty$, correlated with the limit $g \rightarrow g_c$, results in an expansion in terms of…

We consider an orthogonal polynomial formulation of the double scaling limit of multicritical matrix models in the $\beta=1$ Dyson-Wigner class. They capture the physics of 2D quantum gravity coupled to minimal matter on unorientable…

We consider the 1D periodic Jacobi matrices. The spectrum of this operator is purely absolutely continuous and consists of intervals separated by gaps. We solve the inverse problem (including characterization) in terms of vertical slits on…

The talk presented at ICMP 97 focused on the scaling limits of critical percolation models, and some other systems whose salient features can be described by collections of random lines. In the scaling limit we keep track of features seen…

The critical Ising model in two dimensions with a defect line is analyzed to deliver the first exact solution with twisted boundary conditions. We derive exact expressions for the eigenvalues of the transfer matrix and obtain analytically…

We consider a two-dimensional Ising model with random i.i.d. nearest-neighbor ferromagnetic couplings and no external magnetic field. We show that, if the probability of supercritical couplings is small enough, the system admits a…

We show sharpened forms of the concentration of measure phenomenon centered at first order stochastic expansions. The bound are based on second order difference operators and second order derivatives. Applications to functions on the…

This paper studies a high-dimensional inference problem involving the matrix tensor product of random matrices. This problem generalizes a number of contemporary data science problems including the spiked matrix models used in sparse…

The class of complex random vectors whose covariance matrix is linearly parameterized by a basis of Hermitian Toeplitz (HT) matrices is considered, and the maximum compression ratios that preserve all second-order information are derived…