Related papers: Percolation in a Class of Band Structured Random M…
A family of random matrix ensembles interpolating between the GUE and the Ginibre ensemble of $n\times n$ matrices with iid centered complex Gaussian entries is considered. The asymptotic spectral distribution in these models is uniform in…
Random heteropolymers are a minimal description of biopolymers and can provide a theoretical framework to the investigate the formation of loops in biophysical experiments. A two--state model provides a consistent and robust way to study…
In this paper we consider Wigner random matrices -- symmetric n by n random matrices whose entries are independent identically distributed real random variables. We prove that the probability distribution of one or several eigenvalues close…
We study the percolative properties of bi-dimensional systems generated by a random sequential adsorption of line-segments on a square lattice. As the segment length grows, the percolation threshold decreases, goes through a minimum and…
Euclidean random matrices arise in a wide range of physical systems where interactions are determined by spatial configurations, including disordered media and cooperative phenomena in atomic ensembles. Unlike classical random matrix…
We consider the asymptotic fluctuation behavior of the largest eigenvalue of certain sample covariance matrices in the asymptotic regime where both dimensions of the corresponding data matrix go to infinity. More precisely, let $X$ be an…
A method to generate new classes of random matrix ensembles is proposed. Random matrices from these ensembles are Lax matrices of classically integrable systems with a certain distribution of momenta and coordinates. The existence of an…
We consider some random band matrices with band-width $N^\mu$ whose entries are independent random variables with distribution tail in $x^{-\alpha}$. We consider the largest eigenvalues and the associated eigenvectors and prove the…
Percolation clusters are random fractals whose geometrical and transport properties can be characterized with the help of probability distribution functions. Using renormalized field theory, we determine the asymptotic form of various of…
This paper studies a number of matrix models of size n and the associated Markov chains for the eigenvalues of the models for consecutive n's. They are consecutive principal minors for two of the models, GUE with external source and the…
We consider the eigenvalues and eigenvectors of finite, low rank perturbations of random matrices. Specifically, we prove almost sure convergence of the extreme eigenvalues and appropriate projections of the corresponding eigenvectors of…
We study probability distributions of eigenvalues of Hermitian and non-Hermitian Euclidean random matrices that are typically encountered in the problems of wave propagation in random media.
In this paper, we study random matrix models which are obtained as a non-commutative polynomial in random matrix variables of two kinds: (a) a first kind which have a discrete spectrum in the limit, (b) a second kind which have a joint…
We have calculated the joint probability distribution function for random reverse-cyclic matrices and shown that it is related to an N-body exactly solvable model. We refer to this well-known model potential as a screened harmonic…
While classical percolation is well understood, percolation effects in randomly packed or jammed structures are much less explored. Here we investigate both experimentally and theoretically the electrical percolation in a binary composite…
We study ensembles of random symmetric matrices whose entries exhibit certain correlations. Examples are distributions of Curie-Weiss-type. We provide a criterion on the correlations ensuring the validity of Wigner's semicircle law for the…
We consider $N\times N$ random matrices of the form $H = W + V$ where $W$ is a real symmetric Wigner matrix and $V$ a random or deterministic, real, diagonal matrix whose entries are independent of $W$. We assume subexponential decay for…
We develop a theory for the eigenvalue density of arbitrary non-Hermitian Euclidean matrices. Closed equations for the resolvent and the eigenvector correlator are derived. The theory is applied to the random Green's matrix relevant to wave…
The eigenvalue spectra of the transition probability matrix for random walks traversing critically disordered clusters in three different types of percolation problems show that the random walker sees a developing Euclidean signature for…
Percolation is a model for random damage to a network. It is one of the simplest models that displays a phase transition: when the network is severely damaged, it falls apart in many small connected components, while if the damage is light,…