We consider ASEP on a bounded interval and on a half‐line with sources and sinks. On the full line, Bertini and Giacomin in 1997 proved convergence under weakly asymmetric scaling of the height function to the solution of the KPZ equation. We prove here that under similar weakly asymmetric scaling of the sources and sinks as well, the bounded interval ASEP height function converges to the KPZ equation on the unit interval with Neumann boundary conditions on both sides (different parameter for each side), and likewise for the half‐line ASEP to KPZ on a half‐line. This result can be interpreted as showing that the KPZ equation arises at the triple critical point (maximal current / high density / low density) of the open ASEP.

We propose a deep learning-based method for object detection in UAV-borne thermal images that have the capability of observing scenes in both day and night. Compared with visible images, thermal images have lower requirements for illumination conditions, but they typically have blurred edges and low contrast. Using a boundary-aware salient object detection network, we extract the saliency maps of the thermal images to improve the distinguishability. Thermal images are augmented with the corresponding saliency maps through channel replacement and pixel-level weighted fusion methods. Considering the limited computing power of UAV platforms, a lightweight combinational neural network ComNet is used as the core object detection method. The YOLOv3 model trained on the original images is used as a benchmark and compared with the proposed method. In the experiments, we analyze the detection performances of the ComNet models with different image fusion schemes. The experimental results show that the average precisions (APs) for pedestrian and vehicle detection have been improved by 2%~5% compared with the benchmark without saliency map fusion and MobileNetv2. The detection speed is increased by over 50%, while the model size is reduced by 58%. The results demonstrate that the proposed method provides a compromise model, which has application potential in UAV-borne detection tasks.

We give a solution to the inverse problem (given a prescribed function, find a corresponding group) for large classes of speed, entropy, isoperimetric profile, return probability and Lp-compression functions of finitely generated groups. For smaller classes, we give solutions among solvable groups of exponential volume growth. As corollaries, we prove a recent conjecture of Amir on joint evaluation of speed and entropy exponents and we obtain a new proof of the existence of uncountably many pairwise non-quasi-isometric solvable groups, originally due to Cornulier and Tessera. We also obtain a formula relating the Lp-compression exponent of a group and its wreath product with the cyclic group forp in [1,2].

Large dimensional Gram type matrices are common objects in high-dimensional statistics and machine learning. In this paper, we study the limiting distribution of the edge eigenvalues for a general class of high-dimensional Gram type random matrices, including separable sample covariance matrices, sparse sample covariance matrices, bipartite stochastic block model and random Gram matrices with general variance profiles. Specifically, we prove that under (almost) sharp moment conditions and certain tractable regularity assumptions, the edge eigenvalues, i.e., the largest few eigenvalues of non-spiked Gram type random matrices or the extremal bulk eigenvalues of spiked Gram type random matrices, satisfy the Tracy-Widom distribution asymptotically. Our results can be used to construct adaptive, accurate and powerful statistics for high-dimensional statistical inference. In particular, we propose data-dependent statistics to infer the number of signals under general noise structure, test the one-sided sphericity of separable matrix, and test the structure of bipartite stochastic block model. Numerical simulations show strong support of our proposed statistics. The core of our proof is to establish the edge universality and Tracy-Widom distribution for a rectangular Dyson Brownian motion with regular initial data. This is a general strategy to study the edge statistics for high-dimensional Gram type random matrices without exploring the specific independence structure of the target matrices. It has potential to be applied to more general random matrices that are beyond the ones considered in this paper.

In this paper, we prove a necessary and sufficient condition for Tracy-Widom law of Wigner matrices. Consider $N \times N$ symmetric Wigner matrices $H$ with $H_{ij} = N^{-1/2} x_{ij}$, whose upper right entries $x_{ij}$ $(1\le i< j\le N)$ are $i.i.d.$ random variables with distribution $\mu$ and diagonal entries $x_{ii}$ $(1\le i\le N)$ are $i.i.d.$ random variables with distribution $\wt \mu$. The means of $\mu$ and $\wt \mu$ are zero, the variance of $\mu$ is 1, and the variance of $\wt \mu $ is finite. We prove that Tracy-Widom law holds if and only if $\lim_{s\to \infty}s^4\p(|x_{12}| \ge s)=0$. The same criterion holds for Hermitian Wigner matrices.

In this paper, we prove a CLT for the sample canonical correlation coefficients between two high-dimensional random vectors with finite rank correlations. More precisely, consider two random vectors $\wt{\bx}=\mathbf x + A \mathbf z $ and $\wt{\by}=\mathbf y + B \mathbf z $, where $\mathbf x \in \R^p$, $\mathbf y \in \R^q$ and $\mathbf z\in \R^r$ are independent random vectors with i.i.d.\;entries of mean zero and variance one, and $A \in \R^{p\times r}$ and $B\in \R^{q\times r}$ are two arbitrary deterministic matrices. Given $n$ samples of $\wt{\bx}$ and $\wt{\by}$, we stack them into two matrices $\cal X= X+AZ$ and $\cal Y= Y+BZ$, where $X\in \R^{p\times n}$, $Y\in \R^{q\times n}$ and $Z\in \R^{r\times n}$ are random matrices with i.i.d.\;entries of mean zero and variance one. Let $\wt\lambda_1 \ge \wt\lambda_2\ge \cdots \ge \wt\lambda_{r}$ be the largest $r$ eigenvalues of the sample canonical correlation (SCC) matrix $\cal C_{\cal X\cal Y}=(\cal X\cal X^\top)^{-1/2}\cal X\cal Y^\top (\cal Y\cal Y^\top)^{-1}\cal Y \cal X^\top (\cal X\cal X^\top)^{-1/2}$, and let $t_1\ge t_2 \ge \cdots\ge t_r$ be the squares of the population canonical correlation coefficients between $\wt{\bx}$ and $\wt{\by}$. Under certain moment assumptions, we show that there exists a threshold $t_c \in(0, 1)$ such that if $t_i>t_c$, then \smash{$\sqrt{n} (\wt\lambda_i-\theta_i)$} converges weakly to a centered normal distribution, where $\theta_i $ is a fixed outlier location determined by $t_i$. Our proof uses a self-adjoint linearization of the SCC matrix and a sharp local law on the inverse of the linearized matrix.

We compute the almost-sure Hausdorff dimension of the double points of chordal SLE$_\kappa$ for $\kappa > 4$, confirming a prediction of Duplantier--Saleur (1989) for the contours of the FK model. We also compute the dimension of the cut points of chordal SLE$_\kappa$ for $\kappa > 4$ as well as analogous dimensions for the radial and whole-plane SLE$_\kappa(\rho)$ processes for $\kappa > 0$. We derive these facts as consequences of a more general result in which we compute the dimension of the intersection of two flow lines of the formal vector field $e^{ih/\chi}$, where $h$ is a Gaussian free field and $\chi > 0$, of different angles with each other and with the domain boundary.

Via a Dirichlet form extension theorem and making full use of two-sided heat kernel estimates, we establish quenched invariance principles for ran- dom walks in random environments with a boundary. In particular, we prove that the random walk on a supercritical percolation cluster or among random conductances bounded uniformly from below in a half-space, quarter-space, etc., converges when rescaled diffusively to a reflecting Brownian motion, which has been one of the important open problems in this area. We establish a similar result for the random conductance model in a box, which allows us to improve existing asymptotic estimates for the relevant mixing time. Furthermore, in the uniformly elliptic case, we present quenched invariance prin- ciples for domains with more general boundaries.

We introduce a class of M×M sample covariance matrices Q which subsumes and generalizes several previous models. The associated population covariance matrix Σ=EQ is assumed to differ from the identity by a matrix of bounded rank. All quantities except the rank of Σ−IM may depend on M in an arbitrary fashion. We investigate the principal components, i.e.\ the top eigenvalues and eigenvectors, of Q. We derive precise large deviation estimates on the generalized components ⟨w,ξi⟩ of the outlier and non-outlier eigenvectors ξi. Our results also hold near the so-called BBP transition, where outliers are created or annihilated, and for degenerate or near-degenerate outliers. We believe the obtained rates of convergence to be optimal. In addition, we derive the asymptotic distribution of the generalized components of the non-outlier eigenvectors. A novel observation arising from our results is that, unlike the eigenvalues, the eigenvectors of the principal components contain information about the \emph{subcritical} spikes of Σ. The proofs use several results on the eigenvalues and eigenvectors of the uncorrelated matrix Q, satisfying EQ=IM, as input: the isotropic local Marchenko-Pastur law established in [9], level repulsion, and quantum unique ergodicity of the eigenvectors. The latter is a special case of a new universality result for the joint eigenvalue-eigenvector distribution.

In this paper we prove the universality of covariance matrices of the form $H_{Ntimes N}={X}^{dagger}X$ where $X$ is an ${Mtimes N}$ rectangular matrix with independent real valued entries $x_{ij}$ satisfying $mathbb{E}x_{ij}=0$ and $mathbb{E}x^2_{ij}={frac{1}{M}}$, $N$, $Mto infty$. Furthermore it is assumed that these entries have sub-exponential tails or sufficiently high number of moments. We will study the asymptotics in the regime $N/M=d_Nin(0,infty),lim_{Ntoinfty}d_Nneq0,infty$. Our main result is the edge universality of the sample covariance matrix at both edges of the spectrum. In the case $lim_{Ntoinfty}d_N=1$, we only focus on the largest eigenvalue. Our proof is based on a novel version of the Green function comparison theorem for data matrices with dependent entries. En route to proving edge universality, we establish that the Stieltjes transform of the empirical eigenvalue distribution of $H$ is given by the Marcenko-Pastur law uniformly up to the edges of the spectrum with an error of order $(Neta)^{-1}$ where $eta$ is the imaginary part of the spectral parameter in the Stieltjes transform. Combining these results with existing techniques we also show bulk universality of covariance matrices. All our results hold for both real and complex valued entries.