Related papers: Percolation in a Class of Band Structured Random M…
It has been observed that the statistical distribution of the eigenvalues of random matrices possesses universal properties, independent of the probability law of the stochastic matrix. In this article we find the correlation functions of…
We consider bond percolation on the square lattice with perfectly correlated random probabilities. According to scaling considerations, mapping to a random walk problem and the results of Monte Carlo simulations the critical behavior of the…
During last two decades it has been discovered that the statistical properties of a number of microscopically rather different random systems at the macroscopic level are described by {\it the same} universal probability distribution…
We consider bond percolation on random graphs with given degrees and bounded average degree. In particular, we consider the order of the largest component after the random deletion of the edges of such a random graph. We give a rough…
The paper studies the spectral properties of large Wigner, band and sample covariance random matrices with heavy tails of the marginal distributions of matrix entries.
The spectrum of a local random Hamiltonian can be represented generically by the so-called $\epsilon$-free convolution of its local terms' probability distributions. We establish an isomorphism between the set of $\epsilon$-noncrossing…
We establish a comprehensive probability theory for coherent transport of random waves through arbitrary linear media. The transmissivity distribution for random coherent waves is a fundamental B-spline with knots at the transmission…
Percolation processes on random networks have been the subject of intense research activity over the last decades: the overall phenomenology of standard percolation on uncorrelated and unclustered topologies is well known. Still some…
We consider an indexed class of real symmetric random matrices which generalize the symmetric Hankel and Reverse Circulant matrices. We show that the limiting spectral distributions of these matrices exist almost surely and the limit is…
We investigate the eigenvalues statistics of ensembles of normal random matrices when their order N tends to infinite. In the model the eigenvalues have uniform density within a region determined by a simple analytic polynomial curve. We…
The purpose of this paper is to establish universality of the fluctuations of the largest eigenvalue of some non necessarily Gaussian complex Deformed Wigner Ensembles. The real model is also considered. Our approach is close to the one…
The probability distribution for the number of top to bottom spanning clusters in Directed percolation in two and three dimensions appears to be universal and is of the form $P(n) \sim \exp(-\alpha n^2)$. We argue that $\alpha$ is a new…
A model named `Colored Percolation' has been introduced with its infinite number of versions in two dimensions. The sites of a regular lattice are randomly occupied with probability $p$ and are then colored by one of the $n$ distinct colors…
In this paper we construct a class of random matrix ensembles labelled by a real parameter $\alpha \in (0,1)$, whose eigenvalue density near zero behaves like $|x|^\alpha$. The eigenvalue spacing near zero scales like $1/N^{1/(1+\alpha)}$…
The development of percolation theory was historically shaped by its numerous applications in various branches of science, in particular in statistical physics, and was mainly constrained to the case of Euclidean spaces. One of its central…
We consider large complex random sample covariance matrices obtained from "spiked populations", that is when the true covariance matrix is diagonal with all but finitely many eigenvalues equal to one. We investigate the limiting behavior of…
This paper considers random (non-Hermitian) circulant matrices, and proves several results analogous to recent theorems on non-Hermitian random matrices with independent entries. In particular, the limiting spectral distribution of a random…
Using the diagrammatic method, we derive a set of self-consistent equations that describe eigenvalue distributions of large correlated asymmetric random matrices. The matrix elements can have different variances and be correlated with each…
We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These…
We consider propagation models that describe the spreading of an attribute, called "damage", through the nodes of a random network. In some systems, the average fraction of nodes that remain undamaged vanishes in the large system limit, a…