2 papers
math.NA2026
Sampling Pfaffian point processes and the symplectic Arnoldi method
Alan Edelman, Sungwoo Jeong, Simeon Schaub
We present an exact sampling algorithm for Pfaffian point processes based on a skew-symmetric analogue of the Cholesky factorization. This algorithm enables efficient sampling of a…
math.PR2026
On the Limit of the Tridiagonal Model for -Dyson Brownian Motion
Alan Edelman, Sungwoo Jeong, Ron Nissim
In previous work, a description of the result of applying the Householder tridiagonalization algorithm to a GE random matrix is provided by Edelman and Dumitriu. The resulting…