4 papers
Central limit theorem for linear eigenvalue statistics of random geometric graphs
Christian Hirsch, Kyeongsik Nam, Moritz Otto
Random spatial networks-that is, graphs whose connectivity is governed by geometric proximity-have emerged as fundamental models for systems constrained by an underlying spatial st…
Large -limit of matrix control problems and non-commutative controls
Wilfrid Gangbo, David Jekel, Kyeongsik Nam +1
Building on the free-probability stochastic control framework introduced in arXiv:2502.17329, we connect optimal control problems for random matrix ensembles with thei…
Viscosity Solutions in Non-commutative Variables
Wilfrid Gangbo, David Jekel, Kyeongsik Nam +1
Motivated by parallels between mean field games and random matrix theory, we develop stochastic optimal control problems and viscosity solutions to Hamilton-Jacobi equations in the…
Monotone Curve Estimation via Convex Duality
Tongseok Lim, Kyeongsik Nam, Jinwon Sohn
A principal curve serves as a powerful tool for uncovering underlying structures of data through 1-dimensional smooth and continuous representations. On the basis of optimal transp…