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Random non-Hermitian Jacobi matrices $J_n$ of increasing dimension $n$ are considered. We prove that the normalized eigenvalue counting measure of $J_n$ converges weakly to a limiting measure $\mu$ as $n\to\infty$. We also extend to the…

Mathematical Physics · Physics 2007-05-23 Ilya Ya Goldsheid , Boris A Khoruzhenko

The transfer matrix method is applied to finite quasi-1D disordered samples attached to perfect leads. The model is described by structured band matrices with random and regular entries. We investigate numerically the level spacing…

Disordered Systems and Neural Networks · Physics 2009-10-31 T. Kottos , F. M. Izrailev , A. Politi

Using the properties of random M\"{o}bius transformations, we investigate the statistical properties of the reflection coefficient in a random chain of lossy scatterers. We explicitly determine the support of the distribution and the…

Statistical Mechanics · Physics 2020-08-25 Theodoros G. Tsironis , Aris L. Moustakas

We prove a partial result concerning the long-standing problem on limit periodicity of the Jacobi matrix associated with the balanced measure on the Julia set of an expending polynomial. Besides this, connections of the problem with the…

Spectral Theory · Mathematics 2007-05-23 J. Bellissard , J. Geronimo , A. Volberg , P. Yuditskii

Consider a one-sided Markov additive process with an upper and a lower barrier, where each can be either reflecting or terminating. For both defective and non-defective processes and all possible scenarios we identify the corresponding…

Probability · Mathematics 2013-09-20 Jevgenijs Ivanovs

We study the Lyapunov exponents for a moving, charged particle in a two-dimensional Lorentz gas with randomly placed, non-overlapping hard disk scatterers placed in a thermostatted electric field, $\vec{E}$. The low density values of the…

Statistical Mechanics · Physics 2007-05-23 D. Panja , J. R. Dorfman , Henk van Beijeren

We study non-scattering phenomena associated with the time-harmonic Helmholtz equation in two dimensions. For very general classes of star-shaped domains, we show that there are at most finitely many wave numbers such that Herglotz incident…

Analysis of PDEs · Mathematics 2025-06-17 Michael S. Vogelius , Jingni Xiao

Non-Gaussian concentration estimates are obtained for invariant probability measures of reversible Markov processes. We show that the functional inequalities approach combined with a suitable Lyapunov condition allows us to circumvent the…

Probability · Mathematics 2012-02-13 Arnaud Guillin , Aldéric Joulin

Using operator methods, we generally present the level densities for kinds of random matrix unitary ensembles in weak sense. As a corollary, the limit spectral distributions of random matrices from Gaussian, Laguerre and Jacobi unitary…

Mathematical Physics · Physics 2007-05-23 Zhengdong Wang , Kuihua Yan

We study the singular values and Lyapunov exponents of non-stationary random matrix products subject to small, absolutely continuous, additive noise. Consider a fixed sequence of matrices of bounded norm. Independently perturb the matrices…

Probability · Mathematics 2025-12-22 Sam Bednarski , Jonathan DeWitt , Anthony Quas

A.Olevskii and A.Ulanovskii obtained a scale of density results, which correspond to how well an exponential system approximates a uniformly minimal system over a compact set. We extend their result in several directions. First, we show…

Classical Analysis and ODEs · Mathematics 2024-12-13 Shahaf Nitzan

We study the one-dimensional expanding Lorenz maps and show the existence of dense subset D of Lorens maps such that each f in D has an uncountable set of ergodic invariant probabilities with infinite Lyapunov exponent and positive entropy.…

Dynamical Systems · Mathematics 2022-04-05 Fabiola Pedreira , Vilton Pinheiro

We extend the classical Lyapunov inequality on the measurable space with infinite measure and on the so-called Grand Lebesgue spaces (GLS). We find also the exact value for correspondent constant. Possible applications: Functional Analysis…

Functional Analysis · Mathematics 2014-11-11 E. Ostrovsky , L. Sirota

It has been recently realized that for abundant dynamical systems on a compact manifold, the set of points for which Lyapunov exponents fail to exist, called the Lyapunov irregular set, has positive Lebesgue measure. In the present paper,…

Dynamical Systems · Mathematics 2022-03-30 Fumihiko Nakamura , Yushi Nakano , Hisayoshi Toyokawa

The concentration of empirical measures is studied for dependent data, whose joint distribution satisfies Poincar\'{e}-type or logarithmic Sobolev inequalities. The general concentration results are then applied to spectral empirical…

Statistics Theory · Mathematics 2010-11-30 S. G. Bobkov , F. Götze

We study a new ensemble of random correlation matrices related to multivariate Student (or more generally elliptic) random variables. We establish the exact density of states of empirical correlation matrices that generalizes the…

Statistical Finance · Quantitative Finance 2008-12-02 Giulio Biroli , Jean-Philippe Bouchaud , Marc Potters

We consider positive Jacobi matrices $J$ with compact inverses and consequently with purely discrete spectra. A number of properties of the corresponding sequence of orthogonal polynomials is studied including the convergence of their…

Spectral Theory · Mathematics 2026-02-06 Pavel Šťovíček , Grzegorz Świderski

We consider singularities of static spherically symmetric objects in minimal dilatonic gravity. They are only partially studied and purely understood even in the simplest models of extended gravity. We introduce the proper form of the…

General Relativity and Quantum Cosmology · Physics 2015-12-15 Plamen Petkov Fiziev

Statistical properties of infinite products of random isotropically distributed matrices are investigated. Both for continuous processes with finite correlation time and discrete sequences of independent matrices, a formalism that allows to…

Chaotic Dynamics · Physics 2016-12-21 A. S. Il'yn , V. A. Sirota , K. P. Zybin

The problem of analytical estimation of the Lyapunov exponents and Lyapunov timescales of the motion in multiplets of interacting nonlinear resonances is considered. To this end, we elaborate a unified framework, based on the separatrix map…

Earth and Planetary Astrophysics · Physics 2024-11-05 Ivan I. Shevchenko