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Tomoyuki Shirai

Publications and source records attributed to Tomoyuki Shirai.

At least 19 recordsLinked to original sources

Functional Limits and Separation Times for Two Interacting Elephant Random Walks

We establish functional scaling limits and study first separation times for the interacting two elephant model studied by Aguech and Qin. In the joint diffusive regime, we give a direct martingale proof of convergence to a two-dimensional continuous Gaussian process represented by a matrix-kernel analogue of the noise-reinforced Brownian motion. We then investigate the difference process, whose diffusive scaling persists in the symmetric case even when the joint walk is critical or superdiffusive. For the first separation time of the two walks, we establish convergence in distribution to the first exit time of the limiting Gaussian process, together with convergence of all positive moments under diffusive scaling. We also obtain monotonicity results for the limiting exit time by combining explicit covariance identities with Anderson's inequality.

math.PR↗

Zero correlations and averaged fields of orthonormal Gaussian functions

We consider the family of point processes $\{\mathcal{Z}_{f_{n}}\}_{n=0}^{\infty}$ of zeros of Gaussian random functions $\{f_{n}(z,\overline{z})\}_{n=0}^{\infty} $, arising from the Gaussian Entire Function \[ f_{0}(z):=\sum_{k=0}^{\infty} ζ_{k} \frac{z^{k}}{\sqrt{k!}}, \quad ζ_{k} \sim N_{\mathbb{C}}(0,1)\text{ i.i.d.} \] by iteration of the Landau raising operator, and orthonormal at each point in expectation in the sense that \[ \mathbb{E}\left[ e^{-\left\vert z\right\vert^{2}}f_{n}(z,\overline{z})\overline{f_{n^{\prime }}(z,\overline{z})}\right] ={δ}_{nn'}. \] We first show that the normalized pair correlations $g_{n,n+k}(z,w)$ of the pairs $(\mathcal{Z}_{f_{n}},\mathcal{Z}_{f_{n+k}})$ exhibit \emph{a pattern reminiscent of the classical interlacing of zeros of orthogonal polynomials}: when $w\rightarrow z$, $g_{n,n+k}$ displays repulsion for $k=1$, attraction for $k=2$, and no short-range second-order correlation for $k \ge 3$. We complement this with the convergence of real-valued averaged fields on compacts $K \subset \mathbb{C}$, \[ \lim_{N \to \infty} \frac{1}{N}\sum_{n=0}^{N-1}\left\vert f_{n}(z,\overline{z})e^{-\frac{\left\vert z\right\vert^{2}}{2}} \right\vert^{2} \rightarrow 1 \quad \text{ almost surely in $C(K)$}, \] and a functional central limit theorem for the corresponding scaled fluctuations, which converge to the Gaussian process \[\mathcal{G}(z) = \frac{1}{\sqrtπ} \int_{\mathbb{C}} \mathbf{1}_{B(z,1)}(u) dW_{\mathbb{R}}(u), \] where $W_{\mathbb{R}}$ denotes real white noise on $\mathbb{C}$ and $B(z,1)$ is the unit disk centered at $z$. The results are motivated by problems in signal processing. Due to an identification with white noise spectrograms, they confirm conjectures of Flandrin and Bayram-Baraniuk and provide a rationale for the efficiency of high resolution time-frequency algorithms, namely \emph{ConceFT}, by Daubechies, Wang and Wu.

math.PR↗

Anomaly prediction in XRP price with topological features

The aim of this research is to study XRP cryptoasset price dynamics, with a particular focus on forecasting atypical price movements. Recent studies suggest that topological properties of transaction graphs are highly informative for understanding cryptocurrency price behavior. In this work, we show that specific topological properties of the XRP transaction graphs provide important information about extreme XRP price surges, and can be used for more competitive prediction of anomalous price dynamics.

q-fin.ST↗

Eigenvalue and pseudospectrum processes generated by nonnormal Toeplitz matrices with rank 1 perturbations

We introduce two kinds of matrix-valued dynamical processes generated by nonnormal Toeplitz matrices with the additive rank 1 perturbations $δJ$, where $δ\in {\mathbb{C}}$ and $J$ is the all-ones matrix. For each process, first we report the complicated motion of the numerically obtained eigenvalues. Then we derive the specific equation which determines the motion of non-zero simple eigenvalues and clarifies the time-dependence of degeneracy of the zero-eigenvalue $λ_0=0$. Comparison with the solutions of this equation, it is concluded that the numerically observed non-zero eigenvalues distributing around $λ_0$ are the exact eigenvalues not of the original system, but of the system perturbed by uncontrolled rounding errors of computer. The complex domain in which the eigenvalues of randomly perturbed system are distributed is identified with the pseudospectrum including $λ_0$ of the original system with $δJ$. We characterize the pseudospectrum processes using the symbol curves of the corresponding nonnormal Toeplitz operators without $δJ$. We report new phenomena in our second model such that at each time the outermost closed simple curve cut out from the symbol curve is realized as the exact eigenvalues, but the inner part of symbol curve is reduced in size and embedded in the pseudospectrum including $λ_0$. Such separation of exact simple eigenvalues and a degenerated eigenvalue associated with pseudospectrum will be meaningful for numerical analysis, since the former is stable and robust, but the latter is highly sensitive and unstable with respective to perturbations. The present study will be related to the pseudospectra approaches to non-Hermitian systems developed in quantum physics

math-ph↗

Generalized Eigenspaces and Pseudospectra of Nonnormal and Defective Matrix-Valued Dynamical Systems

We consider nonnormal matrix-valued dynamical systems with discrete time. For an eigenvalue of matrix, the number of times it appears as a root of the characteristic polynomial is called the algebraic multiplicity. On the other hand, the geometric multiplicity is the dimension of the linear space of eigenvectors associated with that eigenvalue. If the former exceeds the latter, then the eigenvalue is said to be defective and the matrix becomes nondiagonalizable by any similarity transformation. The discrete-time of our dynamics is identified with the geometric multiplicity of the zero eigenvalue $λ_0=0$. Its algebraic multiplicity takes about half of the matrix size at $t=1$ and increases stepwise in time, which keeps excess to the geometric multiplicity until their coincidence at the final time. Our model exhibits relaxation processes from far-from-normal to near-normal matrices, in which the defectivity of $λ_0$ is recovering in time. We show that such processes are realized as size reductions of pseudospectrum including $λ_0$. Here the pseudospectra are the domains on the complex plane which are not necessarily exact spectra but in which the resolvent of matrix takes extremely large values. The defective eigenvalue $λ_0$ is sensitive to perturbation and the eigenvalues of the perturbed systems are distributed densely in the pseudospectrum including $λ_0$. By constructing generalized eigenspace for $λ_0$, we give the Jordan block decomposition for the resolvent of matrix and characterize the pseudospectrum dynamics. Numerical study of the systems perturbed by Gaussian random matrices supports the validity of the present analysis.

math-ph↗

A remark on elephant random walks via the classical law of the iterated logarithm for self-similar Gaussian processes

This paper investigates whether two independent Elephant Random Walks (ERWs) on $\mathbb{Z}$, each with a different memory parameter, can meet infinitely often, extending the work of Roy, Takei, and Tanemura. We also study the asymptotic behavior of their distance by providing an elementary and accessible proof of the classical Law of the Iterated Logarithm (LIL) for centered, continuous, self-similar Gaussian processes under a certain decay condition on the covariance kernel.

math.PR↗

Weighted Point Configurations with Hyperuniformity: An Ecological Example and Models

Random point configurations are said to be in hyperuniform states, if density fluctuations are anomalously suppressed in large-scale. Typical examples are found in Coulomb gas systems in two dimensions especially called log-gases in random matrix theory, in which points are repulsively correlated by long-range potentials. In infertile lands like deserts continuous survival competitions for water and nutrition will cause long-ranged repulsive interactions among plants. We have prepared digital data of spatial configurations of center-of-masses for bushes weighted by bush sizes which we call masses. Data analysis shows that such ecological point configurations do not show hyperuniformity as unmarked point processes, but are in hyperuniform states as marked point processes in which mass distributions are taken into account. We propose the non-equilibrium statistical-mechanics models to generate marked point processes having hyperuniformity, in which iterations of random thinning of points and coalescing of masses transform initial uncorrelated point processes into non-trivial point processes with hyperuniformity. Combination of data analysis and computer simulations shows the importance of strong correlations in probability law between spatial point configurations and mass distributions of individual points to realize hyperuniform marked point processes.

cond-mat.stat-mech↗

Fiber decomposition of non-commutative harmonic oscillators by two-photon quantum Rabi models

The non-commutative harmonic oscillators (NcHO) and 2p-quantum Rabi models (2pQRM) are extensions of harmonic oscillators. The purpose of this paper is to give a relationship between NcHO and 2pQRM, and the fiber decomposition of NcHO by 2pQRM is shown. We also construct Feynman-Kac formulas of NcHO and 2pQRM. Then asymptotic behaviors of the spectral zeta function of 2pQRM is considered.

math-ph↗

The density of zeros of random power series with stationary complex Gaussian coefficients

We study the zeros of random power series with stationary complex Gaussian coefficients, whose spectral measure is absolutely continuous. We analyze the precise asymptotic behavior of the radial density of zeros near the boundary of the circle of convergence. The dependence of the coefficients generally reduces the density of zeros compared with that of the hyperbolic Gaussian analytic function (the i.i.d. coefficients case), where the spectral density and its zeros plays a crucial role in this reduction. We also show the relationship between the support of the spectral measure and the analytic continuation at the boundary of the circle of convergence.

math.PR↗

Spectral representation of correlation functions for zeros of Gaussian power series with stationary coefficients

We analyze Gaussian analytic functions (GAFs) defined as power series with coefficients modeled by discrete stationary Gaussian processes, utilizing their spectral measures. We revisit some limit theorems for random analytic functions and examine some examples of GAFs through numerical computations. Furthermore, we provide an integral representation of the n-point correlation functions of the zero sets of GAFs in terms of the spectral measures of the underlying coefficient Gaussian processes.

math.PR↗

Spectral zeta function and ground state of quantum Rabi model

The spectral zeta function of the quantum Rabi Hamiltonian is considered. It is shown that the spectral zeta function converges to the Riemann zeta function as the coupling constant goes to infinity. Moreover the path measure associated with the ground state of the quantum Rabi Hamiltonian is constructed on a discontinuous path space, and several applications are shown.

math-ph↗

An Analysis of the Recurrence/Transience of Random Walks on Growing Trees and Hypercubes

It is a celebrated fact that a simple random walk on an infinite $k$-ary tree for $k \geq 2$ returns to the initial vertex at most finitely many times during infinitely many transitions; it is called transient. This work points out the fact that a simple random walk on an infinitely growing $k$-ary tree can return to the initial vertex infinitely many times, it is called recurrent, depending on the growing speed of the tree. Precisely, this paper is concerned with a simple specific model of a random walk on a growing graph (RWoGG), and shows a phase transition between the recurrence and transience of the random walk regarding the growing speed of the graph. To prove the phase transition, we develop a coupling argument, introducing the notion of less homesick as graph growing (LHaGG). We also show some other examples, including a random walk on $\{0,1\}^n$ with infinitely growing $n$, of the phase transition between the recurrence and transience. We remark that some graphs concerned in this paper have infinitely growing degrees.

math.PR↗

Accumulated spectrograms for hyperuniform determinantal point processes

We define the accumulated spectrogram associated to a locally trace class orthogonal projection operator and to a bounded set using the polar decomposition of its restriction on that set and prove a convergence theorem for accumulated spectrograms along an exhaustion in the case when the corresponding determinantal point process is hyperuniform. We prove that a radial determinantal point process on Rd is always hyperuniform along the exhaustion formed by the dilations of a bounded open set, and as a consequence, we obtain that dilations of the corresponding accumulated spectrogram converge to the indicator function of the considered set, establishing thus a universal phenomenon. Our result is a generalisation of a theorem by Abreu-Gröchenig-Romero in [1] concerning time-frequency localization operators.

math.PR↗

Enumeration of connected bipartite graphs with given Betti number

We obtain first order linear partial differential equations which are satisfied by exponential generating functions of two variables for the number of connected bipartite graphs with given Betti number. By solving these equations inductively, we obtain the explicit form of generating functions and derive the asymptotic behavior of their coefficients. We also introduce a family of basic graphs to classify connected bipartite graphs and give another expression of the generating functions as the sum over basic graphs of rational functions of those for the number of labeled bipartite rooted spanning trees.

math.CO↗

Scaling limit for determinantal point processes on spheres

The unitary group with the Haar probability measure is called Circular Unitary Ensemble. All the eigenvalues lie on the unit circle in the complex plane and they can be regarded as a determinantal point process on $\mathbb{S}^1$. It is also known that the scaled point processes converge weakly to the determinantal point process associated with the so-called sine kernel as the size of matrices tends to $\infty$. We extend this result to the case of high-dimensional spheres and show that the scaling limit processes are determinantal point processes associated with the kernels expressed by the Bessel functions of the first kind.

math.PR↗

Local universality of determinantal point processes on Riemannian manifolds

We consider the Laplace-Beltrami operator $Δ_g$ on a smooth, compact Riemannian manifold $(M,g)$ and the determinantal point process $\mathcal{X}_λ$ on $M$ associated with the spectral projection of $-Δ_g$ onto the subspace corresponding to the eigenvalues up to $λ^2$. We show that the pull-back of $\mathcal{X}_λ$ by the exponential map $\exp_p : T_p^*M \to M$ under a suitable scaling converges weakly to the universal determinantal point process on $T_p^* M$ as $λ\to \infty$.

math.PR↗

Disordered complex networks: energy optimal lattices and persistent homology

Disordered complex networks are of fundamental interest as stochastic models for information transmission over wireless networks. Well-known networks based on the Poisson point process model have limitations vis-a-vis network efficiency, whereas strongly correlated alternatives, such as those based on random matrix spectra (RMT), have tractability and robustness issues. In this work, we demonstrate that network models based on random perturbations of Euclidean lattices interpolate between Poisson and rigidly structured networks, and allow us to achieve the best of both worlds : significantly improve upon the Poisson model in terms of network efficacy measured by the Signal to Interference plus Noise Ratio (abbrv. SINR) and the related concept of coverage probabilities, at the same time retaining a considerable measure of mathematical and computational simplicity and robustness to erasure and noise. We investigate the optimal choice of the base lattice in this model, connecting it to the celebrated problem optimality of Euclidean lattices with respect to the Epstein Zeta function, which is in turn related to notions of lattice energy. This leads us to the choice of the triangular lattice in 2D and face centered cubic lattice in 3D. We demonstrate that the coverage probability decreases with increasing strength of perturbation, eventually converging to that of the Poisson network. In the regime of low disorder, we approximately characterize the statistical law of the coverage function. In 2D, we determine the disorder strength at which the PTL and the RMT networks are the closest measured by comparing their network topologies via a comparison of their Persistence Diagrams . We demonstrate that the PTL network at this disorder strength can be taken to be an effective substitute for the RMT network model, while at the same time offering the advantages of greater tractability.

eess.SP↗

Zeros of the i.i.d. Gaussian Laurent series on an annulus: weighted Szegő kernels and permanental-determinantal point processes

On an annulus ${\mathbb{A}}_q :=\{z \in {\mathbb{C}}: q < |z| < 1\}$ with a fixed $q \in (0, 1)$, we study a Gaussian analytic function (GAF) and its zero set which defines a point process on ${\mathbb{A}}_q$ called the zero point process of the GAF. The GAF is defined by the i.i.d.~Gaussian Laurent series such that the covariance kernel parameterized by $r >0$ is identified with the weighted Szegő kernel of ${\mathbb{A}}_q$ with the weight parameter $r$ studied by Mccullough and Shen. The GAF and the zero point process are rotationally invariant and have a symmetry associated with the $q$-inversion of coordinate $z \leftrightarrow q/z$ and the parameter change $r \leftrightarrow q^2/r$. When $r=q$ they are invariant under conformal transformations which preserve ${\mathbb{A}}_q$. Conditioning the GAF by adding zeros, new GAFs are induced such that the covariance kernels are also given by the weighted Szegő kernel of Mccullough and Shen but the weight parameter $r$ is changed depending on the added zeros. We also prove that the zero point process of the GAF provides a permanental-determinantal point process (PDPP) in which each correlation function is expressed by a permanent multiplied by a determinant. Dependence on $r$ of the unfolded 2-correlation function of the PDPP is studied. If we take the limit $q \to 0$, a simpler but still non-trivial PDPP is obtained on the unit disk ${\mathbb{D}}$. We observe that the limit PDPP indexed by $r \in (0, \infty)$ can be regarded as an interpolation between the determinantal point process (DPP) on ${\mathbb{D}}$ studied by Peres and Virág ($r \to 0$) and that DPP of Peres and Virág with a deterministic zero added at the origin ($r \to \infty$).

math.PR↗