Related papers: Wigner Surmise For Domain Systems
The joint eigenvalue distributions of random-matrix ensembles are derived by applying the principle maximum entropy to the Renyi, Abe and Kaniadakis entropies. While the Renyi entropy produces essentially the same matrix-element…
Many spatial models exhibit locality structures that effectively reduce their intrinsic dimensionality, enabling efficient approximation and sampling of high-dimensional distributions. However, existing approximation techniques primarily…
In this paper we show that inverses of well-conditioned, finite-time Gramians and impulse response matrices of large-scale interconnected systems described by sparse state-space models, can be approximated by sparse matrices. The…
In this monograph, we prove an asymptotic approximation for integrals of probability densities over sets in finite dimensional euclidean space, which are far away from the origin (asymptotic sets). We use this approximation to investigate…
We analyze the Gaussian approximation as a method to obtain the first and second moments of a stochastic process described by a master equation. We justify the use of this approximation with ideas coming from van Kampen's expansion approach…
Wigner distribution function has much importance in quantum statistical mechanics. It finds applications in various disciplines of physics including condense matter, quantum optics, to name but a few. Wigner distribution function is…
In this article the statistical properties of symmetrical random matrices whose elements are drawn from a q-parametrized non-extensive statistics power-law distribution are investigated. In the limit as q->1 the well known Gaussian…
We examine the affine Wigner distribution from a quantization perspective with an emphasis on the underlying group structure. One of our main results expresses the scalogram as (affine) convolution of affine Wigner distributions. We strive…
This article studies a general divide-and-conquer algorithm for approximating continuous one-dimensional probability distributions with finite mean. The article presents a numerical study that compares pre-existing approximation schemes…
The distribution of the spacing, or the difference between consecutive order statistics, is known only for uniform and exponential random variates. We add here logistic and Gumbel variates, and present an estimator for distributions with a…
Gaussian distributions can be generalized from Euclidean space to a wide class of Riemannian manifolds. Gaussian distributions on manifolds are harder to make use of in applications since the normalisation factors, which we will refer to as…
This paper proves universality of the distribution of the smallest and largest gaps between eigenvalues of generalized Wigner matrices, under some smoothness assumption for the density of the entries. The proof relies on the Erd{\H…
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 consider the universality of the nearest neighbour eigenvalue spacing distribution in invariant random matrix ensembles. Focussing on orthogonal and symplectic invariant ensembles, we show that the empirical spacing distribution…
We present a comprehensive study of semiclassical phase-space propagation in the Wigner representation, emphasizing numerical applications, in particular as an initial-value representation. Two semiclassical approximation schemes are…
We examine the interpretation of individual phase-space trajectories of the Wigner function as corresponding to possible outcomes of single experimental trials. To this end, we investigate the relation between the true (measured) particle…
We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…
This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks in the quarter plane are characterized by the fact that the one-step transition probabilities…
Random matrix theory (RMT) universality is the defining property of quantum mechanical chaotic systems, and can be probed by observables like the spectral form factor (SFF). In this paper, we describe systematic deviations from RMT…
We investigate equilibrium properties of small world networks, in which both connectivity and spin variables are dynamic, using replicated transfer matrices within the replica symmetric approximation. Population dynamics techniques allow us…