Derived variables for longitudinal studies

Suppose that for each individual a vector of features is measured at a number of time points. We look for a transformation of the features, the same at all time points, that will induce a simple dependency structure. In the simplest situation this requires that a certain asymmetric matrix has real nonzero eigenvalues. Extensions are considered.

Advances in random matrix theory, zeta functions, and sphere packing

Over four hundred years ago, Sir Walter Raleigh asked his mathematical assistant to find formulas for the number of cannonballs in regularly stacked piles. These investigations aroused the curiosity of the astronomer Johannes Kepler and led to a problem that has gone centuries without a solution: why is the familiar cannonball stack the most efficient arrangement possible? Here we discuss the solution that Hales found in 1998. Almost every part of the 282-page proof relies on long computer verifications. Random matrix theory was developed by physicists to describe the spectra of complex nuclei. In particular, the statistical fluctuations of the eigenvalues (“the energy levels”) follow certain universal laws based on symmetry types. We describe these and then discuss the remarkable appearance of these laws for zeros of the Riemann zeta function (which is the generating function for prime numbers and is the last special function from the last century that is not understood today.) Explaining this phenomenon is a central problem. These topics are distinct, so we present them separately with their own introductory remarks.

Zeta functions and Eisenstein series on classical groups

We construct an Euler product from the Hecke eigenvalues of an automorphic form on a classical group and prove its analytic continuation to the whole complex plane when the group is a unitary group over a CM field and the eigenform is holomorphic. We also prove analytic continuation of an Eisenstein series on another unitary group, containing the group just mentioned defined with such an eigenform. As an application of our methods, we prove an explicit class number formula for a totally definite hermitian form over a CM field.

The cutoff phenomenon in finite Markov chains.

Natural mixing processes modeled by Markov chains often show a sharp cutoff in their convergence to long-time behavior. This paper presents problems where the cutoff can be proved (card shuffling, the Ehrenfests' urn). It shows that chains with polynomial growth (drunkard's walk) do not show cutoffs. The best general understanding of such cutoffs (high multiplicity of second eigenvalues due to symmetry) is explored. Examples are given where the symmetry is broken but the cutoff phenomenon persists.