相关论文: Variance Calculations and the Bessel Kernel
A quantum statistical system with energy dissipation is studied. Its statisitics is governed by random complex-valued non-Hermitean Hamiltonians belonging to complex Ginibre ensemble. The eigenenergies are shown to form stable structure in…
We obtain necessary optimality conditions for variational problems with a Lagrangian depending on a Caputo fractional derivative, a fractional and an indefinite integral. Main results give fractional Euler-Lagrange type equations and…
Variational methods are employed in situations where exact Bayesian inference becomes intractable due to the difficulty in performing certain integrals. Typically, variational methods postulate a tractable posterior and formulate a lower…
The calculus of variations is employed to find steady divergence-free velocity fields that maximize transport of a tracer between two parallel walls held at fixed concentration for one of two constraints on flow strength: a fixed value of…
For real symmetric positive definite matrices $A$ and $B$, we characterize when a function $f \in L^2(\mathbb{R}^d)$ satisfies \[ |f(x)| \lesssim e^{-(\frac12 - \lambda) \langle Ax, x\rangle} \quad \text{and} \quad |\widehat{f}(\xi)|…
Complex computer simulations are commonly required for accurate data modelling in many scientific disciplines, making statistical inference challenging due to the intractability of the likelihood evaluation for the observed data.…
The fundamental problem of calculus of variations is considered when solutions are differentiable curves on locally convex spaces. Such problems admit an extension of the Euler-Lagrange equations [Orlov 2002] for continuously normally…
Let $f$ be a locally integrable function defined on $\mathbb{R}$, and let $(n_k)$ be a lacunary sequence. Define the operator $A_{n_k}$ by $$A_{n_k}f(x)=\frac{1}{n_k}\int_0^{n_k}f(x-t)\, dt.$$ We prove various types of new inequalities for…
We study the local properties of eigenvalues for the Hermite (Gaussian), Laguerre (Chiral) and Jacobi $\beta$-ensembles of $N\times N$ random matrices. More specifically, we calculate scaling limits of the expectation value of products of…
We consider the extreme value statistics of $N$ independent and identically distributed random variables, which is a classic problem in probability theory. When $N\to\infty$, fluctuations around the maximum of the variables are described by…
A fundamental question in random matrix theory is to quantify the optimal rate of convergence to universal laws. We take up this problem for the Laguerre $\beta$ ensemble, characterised by the Dyson parameter $\beta$, and the Laguerre…
We prove multi-dimensional central limit theorems for the spectral moments (of arbitrary degrees) associated with random matrices with real-valued i.i.d. entries, satisfying some appropriate moment conditions. Our techniques rely on a…
The random matrix ensembles (RME) of quantum statistical Hamiltonian operators, e.g. Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applied to following quantum statistical systems: nuclear…
Invariant ensemble, which are characterised by the joint distribution of eigenvalues $P(\lambda_1,\ldots,\lambda_N)$, play a central role in random matrix theory. We consider the truncated linear statistics $L_K = \sum_{n=1}^K f(\lambda_n)$…
We describe Generalized Hermitian matrices ensemble sometimes called Chiral ensemble. We give global asymptotic of the density of eigenvalues or the statistical density. We will calculate a Laplace transform of such a density for finite…
These expository notes are centered around the circular law theorem, which states that the empirical spectral distribution of a nxn random matrix with i.i.d. entries of variance 1/n tends to the uniform law on the unit disc of the complex…
We establish large deviation formulas for linear statistics on the $N$ transmission eigenvalues $\{T_i\}$ of a chaotic cavity, in the framework of Random Matrix Theory. Given any linear statistics of interest $A=\sum_{i=1}^N a(T_i)$, the…
For the generalized Jacobi, Laguerre and Hermite polynomials $P_n^{(\alpha_n, \beta_n)} (x), L_n^{(\alpha_n)} (x),$\break $H_n^{(\gamma_n)} (x)$ the limit distributions of the zeros are found, when the sequences $\alpha_n$ or $\beta_n$ tend…
An exact solution to the problem of parametric level statistics in non-Gaussian ensembles of N by N Hermitian random matrices with either soft or strong level confinement is formulated within the framework of the orthogonal polynomial…
The structure function of a random matrix ensemble can be specified as the covariance of the linear statistics $\sum_{j=1}^N e^{i k_1 \lambda_j}$, $\sum_{j=1}^N e^{-i k_2 \lambda_j}$ for Hermitian matrices, and the same with the eigenvalues…