Spectral measure of heavy tailed band and covariance random matrices

We study the asymptotic behavior of the appropriately scaled and possibly perturbed spectral measure $\mu$ of large random real symmetric matrices with heavy tailed entries. Specifically, consider the N by N symmetric matrix $Y_N^\sigma$ whose (i,j) entry is $\sigma(i/N,j/N)X_{ij}$ where $(X_{ij}, 0<i<j+1<\infty)$ is an infinite array of i.i.d real variables with common distribution in the domain of attraction of an $\alpha$-stable law, $0<\alpha<2$, and $\sigma$ is a deterministic function. For a random diagonal $D_N$ independent of $Y_N^\sigma$ and with appropriate rescaling $a_N$, we prove that the distribution $\mu$ of $a_N^{-1}Y_N^\sigma + D_N$ converges in mean towards a limiting probability measure which we characterize. As a special case, we derive and analyze the almost sure limiting spectral density for empirical covariance matrices with heavy tailed entries.Comment: 31 pages, minor modifications, mainly in the regularity argument for Theorem 1.3. To appear in Communications in Mathematical Physic

From interacting particle systems to random matrices

In this contribution we consider stochastic growth models in the Kardar-Parisi-Zhang universality class in 1+1 dimension. We discuss the large time distribution and processes and their dependence on the class on initial condition. This means that the scaling exponents do not uniquely determine the large time surface statistics, but one has to further divide into subclasses. Some of the fluctuation laws were first discovered in random matrix models. Moreover, the limit process for curved limit shape turned out to show up in a dynamical version of hermitian random matrices, but this analogy does not extend to the case of symmetric matrices. Therefore the connections between growth models and random matrices is only partial.Comment: 18 pages, 8 figures; Contribution to StatPhys24 special issue; minor corrections in scaling of section 2.

Electrical, morphology and structural properties of biodegradable nanocomposite polyvinyl-acetate/ cellulose nanocrystals

In this work, the dielectric properties and the electrical conductivity of polyvinyl acetate (PVAc) polymer doped with cellulose nanocrystals (CNC), extracted from the date palm rachis, are reported. We investigate the filler effect on the molecular mobility of the PVAc polymer chains and the charge transport properties of this material. PVAc/CNC films structure was characterized by powder X-Ray diffraction (XRD), showing the crystalline behavior of the cellulose filler. The dielectric properties were investigated using impedance spectroscopy, in the frequency range of 102–106 Hz and temperatures from 200 to 350 K. A β relaxation, assigned to the motions of the -OCOCH3 side groups, and α relaxation, associated with the glass transition of the PVAc matrix, can be detected.publishe

Metastability and small eigenvalues in Markov chains

In this letter we announce rigorous results that elucidate the relation between metastable states and low-lying eigenvalues in Markov chains in a much more general setting and with considerable greater precision as was so far available. This includes a sharp uncertainty principle relating all low-lying eigenvalues to mean times of metastable transitions, a relation between the support of eigenfunctions and the attractor of a metastable state, and sharp estimates on the convergence of probability distribution of the metastable transition times to the exponential distribution.Comment: 5pp, AMSTe

FashionBrain Project: A Vision for Understanding Europe's Fashion Data Universe

A core business in the fashion industry is the understanding and prediction of customer needs and trends. Search engines and social networks are at the same time a fundamental bridge and a costly middleman between the customer’s purchase intention and the retailer. To better exploit Europe’s distinctive characteristics e.g., multiple languages, fashion and cultural differences, it is pivotal to reduce retailers’ dependence to search engines. This goal can be achieved by harnessing various data channels (manufacturers and distribution networks, online shops, large retailers, social media, market observers, call centers, press/magazines etc.) that retailers can leverage in order to gain more insight about potential buyers, and on the industry trends as a whole. This can enable the creation of novel on-line shopping experiences, the detection of influencers, and the prediction of upcoming fashion trends. In this paper, we provide an overview of the main research challenges and an analysis of the most promising technological solutions that we are investigating in the FashionBrain project

Dynamical ultrametricity in the critical trap model

We show that the trap model at its critical temperature presents dynamical ultrametricity in the sense of Cugliandolo and Kurchan [CuKu94]. We use the explicit analytic solution of this model to discuss several issues that arise in the context of mean-field glassy dynamics, such as the scaling form of the correlation function, and the finite time (or finite forcing) corrections to ultrametricity, that are found to decay only logarithmically with the associated time scale, as well as the fluctuation dissipation ratio. We also argue that in the multilevel trap model, the short time dynamics is dominated by the level which is at its critical temperature, so that dynamical ultrametricity should hold in the whole glassy temperature range. We revisit some experimental data on spin-glasses in light of these results.Comment: 7 pages, 4 .eps figures. submitted to J. Phys.

Fluctuations for the Ginzburg-Landau ∇ϕ\nabla \phi Interface Model on a Bounded Domain

We study the massless field on $D_n = D \cap \tfrac{1}{n} \Z^2$, where $D \subseteq \R^2$ is a bounded domain with smooth boundary, with Hamiltonian \CH(h) = \sum_{x \sim y} \CV(h(x) - h(y)). The interaction \CV is assumed to be symmetric and uniformly convex. This is a general model for a $(2+1)$-dimensional effective interface where $h$ represents the height. We take our boundary conditions to be a continuous perturbation of a macroscopic tilt: $h(x) = n x \cdot u + f(x)$ for $x \in \partial D_n$, $u \in \R^2$, and $f \colon \R^2 \to \R$ continuous. We prove that the fluctuations of linear functionals of $h(x)$ about the tilt converge in the limit to a Gaussian free field on $D$, the standard Gaussian with respect to the weighted Dirichlet inner product $(f,g)_\nabla^\beta = \int_D \sum_i \beta_i \partial_i f_i \partial_i g_i$ for some explicit $\beta = \beta(u)$. In a subsequent article, we will employ the tools developed here to resolve a conjecture of Sheffield that the zero contour lines of $h$ are asymptotically described by $SLE(4)$, a conformally invariant random curve.Comment: 58 page

On small-noise equations with degenerate limiting system arising from volatility models

The one-dimensional SDE with non Lipschitz diffusion coefficient $dX_{t} = b(X_{t})dt + \sigma X_{t}^{\gamma} dB_{t}, \ X_{0}=x, \ \gamma<1$ is widely studied in mathematical finance. Several works have proposed asymptotic analysis of densities and implied volatilities in models involving instances of this equation, based on a careful implementation of saddle-point methods and (essentially) the explicit knowledge of Fourier transforms. Recent research on tail asymptotics for heat kernels [J-D. Deuschel, P.~Friz, A.~Jacquier, and S.~Violante. Marginal density expansions for diffusions and stochastic volatility, part II: Applications. 2013, arxiv:1305.6765] suggests to work with the rescaled variable $X^{\varepsilon}:=\varepsilon^{1/(1-\gamma)} X$: while allowing to turn a space asymptotic problem into a small-$\varepsilon$ problem with fixed terminal point, the process $X^{\varepsilon}$ satisfies a SDE in Wentzell--Freidlin form (i.e. with driving noise $\varepsilon dB$). We prove a pathwise large deviation principle for the process $X^{\varepsilon}$ as $\varepsilon \to 0$. As it will become clear, the limiting ODE governing the large deviations admits infinitely many solutions, a non-standard situation in the Wentzell--Freidlin theory. As for applications, the $\varepsilon$-scaling allows to derive exact log-asymptotics for path functionals of the process: while on the one hand the resulting formulae are confirmed by the CIR-CEV benchmarks, on the other hand the large deviation approach (i) applies to equations with a more general drift term and (ii) potentially opens the way to heat kernel analysis for higher-dimensional diffusions involving such an SDE as a component.Comment: 21 pages, 1 figur

Time separation as a hidden variable to the Copenhagen school of quantum mechanics

The Bohr radius is a space-like separation between the proton and electron in the hydrogen atom. According to the Copenhagen school of quantum mechanics, the proton is sitting in the absolute Lorentz frame. If this hydrogen atom is observed from a different Lorentz frame, there is a time-like separation linearly mixed with the Bohr radius. Indeed, the time-separation is one of the essential variables in high-energy hadronic physics where the hadron is a bound state of the quarks, while thoroughly hidden in the present form of quantum mechanics. It will be concluded that this variable is hidden in Feynman's rest of the universe. It is noted first that Feynman's Lorentz-invariant differential equation for the bound-state quarks has a set of solutions which describe all essential features of hadronic physics. These solutions explicitly depend on the time separation between the quarks. This set also forms the mathematical basis for two-mode squeezed states in quantum optics, where both photons are observable, but one of them can be treated a variable hidden in the rest of the universe. The physics of this two-mode state can then be translated into the time-separation variable in the quark model. As in the case of the un-observed photon, the hidden time-separation variable manifests itself as an increase in entropy and uncertainty.Comment: LaTex 10 pages with 5 figure. Invited paper presented at the Conference on Advances in Quantum Theory (Vaxjo, Sweden, June 2010), to be published in one of the AIP Conference Proceedings serie

On Poincare and logarithmic Sobolev inequalities for a class of singular Gibbs measures

This note, mostly expository, is devoted to Poincar{\'e} and log-Sobolev inequalities for a class of Boltzmann-Gibbs measures with singular interaction. Such measures allow to model one-dimensional particles with confinement and singular pair interaction. The functional inequalities come from convexity. We prove and characterize optimality in the case of quadratic confinement via a factorization of the measure. This optimality phenomenon holds for all beta Hermite ensembles including the Gaussian unitary ensemble, a famous exactly solvable model of random matrix theory. We further explore exact solvability by reviewing the relation to Dyson-Ornstein-Uhlenbeck diffusion dynamics admitting the Hermite-Lassalle orthogonal polynomials as a complete set of eigenfunctions. We also discuss the consequence of the log-Sobolev inequality in terms of concentration of measure for Lipschitz functions such as maxima and linear statistics.Comment: Minor improvements. To appear in Geometric Aspects of Functional Analysis -- Israel Seminar (GAFA) 2017-2019", Lecture Notes in Mathematics 225