相关论文: Free diffusions and Matrix models with strictly co…
The free Meixner laws arise as the distributions of orthogonal polynomials with constant-coefficient recursions. We show that these are the laws of the free pairs of random variables which have linear regressions and quadratic conditional…
Let $\mathbf{x}$ be a random vector with $n$ i.i.d.\ real-valued components in the domain attraction of an $\alpha$-stable law with $\alpha\in(0,2)$, and let $\mathbf{y}=\mathbf{x}/\|\mathbf{x}\|_2$ be the associated self-normalized vector…
We investigate the convergence of McKean-Vlasov diffusions in a nonconvex landscape. These processes are linked to nonlinear partial differential equations. According to our previous results, there are at least three stationary measures…
Following the works by Wiegmann-Zabrodin, Elbau-Felder, Hedenmalm-Makarov, and others, we consider the normal matrix model with an arbitrary potential function, and explain how the problem of finding the support domain for the asymptotic…
We review our recent work leading to steady-state solutions of the semiclassical (Maxwell-Bloch) equations of a laser. These are coupled non-linear partial differential equations in space and time which have previously been solved either by…
Owing to exhibiting phase transitions, we investigate the local convergence near a stationary distribution for distribution dependent stochastic differential equations. By linearizing the nonlinear Markov semigroup associated with the…
The matrix Schroedinger equation with a selfadjoint matrix potential is considered on the half line with the general selfadjoint boundary condition at the origin. When the matrix potential is integrable, the high-energy asymptotics are…
In this work we study linear Maxwell equations with time- and space-dependent matrix-valued permittivity and permeability on domains with a perfectly conducting boundary. This leads to an initial boundary value problem for a first order…
This paper focuses on finding approximate solutions to stochastic optimal control problems with control domains being not necessarily convex, where the state trajectory is subject to controlled stochastic differential equations. The…
Our main result is a local limit law for the empirical spectral distribution of the anticommutator of independent Wigner matrices, modeled on the local semicircle law. Our approach is to adapt some techniques from one of the recent papers…
Thanks to its versatility, its simplicity, and its fast convergence, ADMM is among the most widely used approaches for solving a convex problem in distributed form. However, making it running efficiently is an art that requires a fine…
It is a classical result of Wigner that for an hermitian matrix with independent entries on and above the diagonal, the mean empirical eigenvalue distribution converges weakly to the semicircle law as matrix size tends to infinity. In this…
Full self-consistent stationary Vlasov-Maxwell solutions of magnetically confined plasmas are built for systems with cylindrical symmetries. The stationary solutions are thermodynamic equilibrium solutions. These are obtained by computing…
The most general nonuniform reaction-diffusion models on a one-dimensional lattice with boundaries, for which the time evolution equations of corre- lation functions are closed, are considered. A transfer matrix method is used to find the…
Consider a sequence of polynomials of bounded degree evaluated in independent Gaussian, Gamma or Beta random variables. We show that, if this sequence converges in law to a nonconstant distribution, then (i) the limit distribution is…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
We consider the dynamics of an electrostatically actuated thin elastic plate being clamped at its boundary above a rigid plate. The model includes the harmonic electrostatic potential in the three-dimensional time-varying region between the…
Consider a real diagonal deterministic matrix $X_n$ of size $n$ with spectral measure converging to a compactly supported probability measure. We perturb this matrix by adding a random finite rank matrix, with delocalized eigenvectors. We…
We introduce a notion of viscosity solutions for a nonlinear degenerate diffusion equation with a drift potential. We show that our notion of solutions coincide with the weak solutions defined via integration by parts. As an application of…
The recently developed Distributed Block Proximal Method, for solving stochastic big-data convex optimization problems, is studied in this paper under the assumption of constant stepsizes and strongly convex (possibly non-smooth) local…