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math.PR2019
Solution of the Kolmogorov equation for TASEP
Mihai Nica, Jeremy Quastel, Daniel Remenik
We provide a direct and elementary proof that the formula obtained in [MQR17] for the TASEP transition probabilities for general (one-sided) initial data solves the Kolmogorov back…
math.PR2018
Products of Many Large Random Matrices and Gradients in Deep Neural Networks
Boris Hanin, Mihai Nica
We study products of random matrices in the regime where the number of terms and the size of the matrices simultaneously tend to infinity. Our main theorem is that the logarithm of…