Related papers: Random Hierarchical Matrices: Spectral Properties …

We consider a family of random matrix ensembles (RME) invariant under similarity transformations and described by the probability density $P({\bf H})= \exp[-{\rm Tr}V({\bf H})]$. Dyson's mean field theory (MFT) of the corresponding plasma…

State-space models (SSMs) are a powerful statistical tool for modelling time-varying systems via a latent state. In these models, the latent state is never directly observed. Instead, a sequence of data points related to the state are…

Random matrices whose entries come from a stationary Gaussian process are studied. The limiting behavior of the eigenvalues as the size of the matrix goes to infinity is the main subject of interest in this work. It is shown that the…

We consider Erd\H{o}s-R\'enyi-type random hypergraphs that are non-uniform, in the sense that hyperedges of different sizes may coexist, and inhomogeneous, in that connection probabilities may depend on the hyperedge size. All parameters…

We analyze statistical properties of complex eigenvalues of random matrices $\hat{A}$ close to unitary. Such matrices appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with…

Hierarchical tree structures are common in many real-world systems, from tree roots and branches to neuronal dendrites and biologically inspired artificial neural networks, as well as in technological networks for organizing and searching…

We study random graphs with latent geometric structure, where the probability of each edge depends on the underlying random positions corresponding to the two endpoints. We focus on the setting where this conditional probability is a…

The statistical mechanics of a treelike polymer in a confining volume is relevant to the packaging of the genome in RNA viruses. Making use of the mapping of the grand partition function of this system onto the statistical mechanics of a…

Pseudo-hermitian matrices are matrices hermitian with respect to an indefinite metric. They can be thought of as the truncation of pseudo-hermitian operators, defined over some Krein space, together with the associated metric, to a finite…

Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…

This paper studies the asymptotic spectral properties of the sample covariance matrix for high dimensional compositional data, including the limiting spectral distribution, the limit of extreme eigenvalues, and the central limit theorem for…

We study the quantum mechanics of a billiard (Robnik 1983) in the regime of mixed-type classical phase space (the shape parameter \lambda=0.15) at very high-lying eigenstates, starting at about 1.000.000th eigenstate and including the…

Random matrix theory allows for the deduction of stability criteria for complex systems using only a summary knowledge of the statistics of the interactions between components. As such, results like the well-known elliptical law are…

Power-law random banded unitary matrices (PRBUM), whose matrix elements decay in a power-law fashion, were recently proposed to model the critical statistics of the Floquet eigenstates of periodically driven quantum systems. In this work,…

We investigate the random continuous trees called L\'evy trees, which are obtained as scaling limits of discrete Galton-Watson trees. We give a mathematically precise definition of these random trees as random variables taking values in the…

We compare the spectrum and the localisation properties of the eigenmodes of the Laplacian and the adjacency matrix of 2D random geometric graphs, using numerical diagonalization of these matrices for different system sizes and…

We study the level spacing distribution $P(S)$ of 2D real random matrices both symmetric as well as general, non-symmetric. In the general case we restrict ourselves to Gaussian distributed matrix elements, but different widths of the…

We present a simple yet rigorous approach to the determination of the spectral dimension of random trees, based on the study of the massless limit of the Gaussian model on such trees. As a byproduct, we obtain evidence in favor of a new…

Motivated by applications of statistical mechanics in which the system of interest is spatially unconfined, we present an exact solution to the maximum entropy problem for assigning a stationary probability distribution on the phase space…

We consider matrices on infinite trees which are universal covers of Jacobi matrices on finite graphs. We are interested in the question of the existence of sequences of finite covers whose normalized eigenvalue counting measures converge…