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Showing 2023 · math.PRShow all
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math.PR2023★ 11 cited
Finite size corrections for real eigenvalues of the elliptic Ginibre matrices
Sung-Soo Byun, Yong-Woo Lee
We consider the elliptic Ginibre matrices in the orthogonal symmetry class that interpolates between the real Ginibre ensemble and the Gaussian orthogonal ensemble. We obtain the f…
math.PR2023★ 4 cited
Hölder regularity and roughness: construction and examples
Erhan Bayraktar, Purba Das, Donghan Kim
We study how to construct a stochastic process on a finite interval with given `roughness' and finite joint moments of marginal distributions. We first extend Ciesielski's isomorph…