Todd Kemp

activity

20232026

collaborators

6 papers

math.PR2026

Noncommutative $L^{p}$ -integrators and stochastic differential equations in $L^{p}$

David A. Jekel, Todd A. Kemp, Evangelos A. Nikitopoulos

We propose a new framework for noncommutative stochastic integration in $L^{p}$ , inspired by Bichteler's notion of $L^{p}$ -integrators, that massively generalizes our previous theory o…

stat.ML2026

Eigen-Spike Emergence and Quadratic Equivalents for Conjugate Kernels on Nonlinearly Separable Data

Collin Cranston, Zhichao Wang, Todd Kemp +1

Recent work in random matrix theory (RMT) has developed the notion of deterministic equivalents: typically linear surrogate models that approximate the spectral behavior of large n…

math.PR2025

Eigenvalues of Brownian Motions on $GL (N, C)$

Tatiana Brailovskaya, Nicholas A. Cook, Todd Kemp +1

We prove that the empirical law of eigenvalues of Brownian motion on the Lie Group $GL (N, C)$ converges almost surely to a deterministic probability measure, chara…

math.PR2025

Matrix Random Walks and the Lima Bean Law

Bruce K. Driver, Brian C. Hall, Ching Wei Ho +4

A matrix random walk is a stochastic process of the form $B_{k} = (I + A_{1}) \dots (I + A_{k})$ where $A_{j}$ are independent ``step'' matrices in $M_{N} (C)$ . With the right en…

math.PR2024

Bias and Division in the Free World

Larry Goldstein, Todd Kemp

Sampling bias is a foundational concept in statistics; associated bias transforms, such as size bias, have come to play important roles in probability theory of late. The first aut…

math.OA2023

A martingale approach to noncommutative stochastic calculus