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We obtain exact analytic expressions for a class of functions expressed as integrals over the Haar measure of the unitary group in d dimensions. Based on these general mathematical results, we investigate generic dynamical properties of…

Quantum Physics · Physics 2013-04-30 Manuel Gessner , Heinz-Peter Breuer

The online monitoring data in distribution networks contain rich information on the running states of the networks. By leveraging the data, this paper proposes a spatio-temporal correlation analysis approach for anomaly detection and…

Signal Processing · Electrical Eng. & Systems 2019-07-23 Xin Shi , Robert Qiu , Zenan Ling , Fan Yang , Haosen Yang , Xing He

The class of norm-dependent Random Matrix Ensembles is studied in the presence of an external field. The probability density in those ensembles depends on the trace of the squared random matrices, but is otherwise arbitrary. An exact…

Mathematical Physics · Physics 2009-11-11 Thomas Guhr

Statistical properties of parametric motion in ensembles of Hermitian banded random matrices are studied. We analyze the distribution of level velocities and level curvatures as well as their correlation functions in the crossover regime…

chao-dyn · Physics 2016-08-31 Paweł Kunstman , Karol Życzkowski , Jakub Zakrzewski

We report on an experimental observation of classical diffusion distinguishing between structural universality classes of disordered systems in one dimension. Samples of hyperuniform and short-range disorder were designed, characterized by…

Mesoscale and Nanoscale Physics · Physics 2017-12-05 Antonios Papaioannou , Dmitry S. Novikov , Els Fieremans , Gregory S. Boutis

The paper deals with distribution of singular values of product of random matrices arising in the analysis of deep neural networks. The matrices resemble the product analogs of the sample covariance matrices, however, an important…

Mathematical Physics · Physics 2020-11-23 Leonid Pastur

We consider complex sample covariance matrices $M_N=\frac{1}{N}YY^*$ where $Y$ is a $N \times p$ random matrix with i.i.d. entries $Y_{ij}, 1\leq i\leq N, 1\leq j \leq p$ with distribution $F$. Under some regularity and decay assumption on…

Probability · Mathematics 2011-01-05 S. Péché

Using numerical exact diagonalization, we study matrix elements of a local spin operator in the eigenbasis of two different nonintegrable quantum spin chains. Our emphasis is on the question to what extent local operators can be represented…

Statistical Mechanics · Physics 2020-10-27 Jonas Richter , Anatoly Dymarsky , Robin Steinigeweg , Jochen Gemmer

In this note we give various characterizations of random walks with possibly different steps that have relatively large discrepancy from the uniform distribution modulo a prime p, and use these results to study the distribution of the rank…

Combinatorics · Mathematics 2020-12-09 Kyle Luh , Sean Meehan , Hoi H. Nguyen

We study the universality of the eigenvalue statistics of the covariance matrices $\frac{1}{n}M^* M$ where $M$ is a large $p\times n$ matrix obeying condition $\bf{C1}$. In particular, as an application, we prove a variant of universality…

Probability · Mathematics 2012-05-27 Ke Wang

Using an example of physical interactions between proteins, we study how perturbations propagate in interconnected networks whose equilibrium state is governed by the law of mass action. We introduce a comprehensive matrix formalism which…

Molecular Networks · Quantitative Biology 2009-11-13 Sergei Maslov , Kim Sneppen , Iaroslav Ispolatov

Previous results indicate that while chaos can lead to substantial entropy production, thereby maximizing dynamical entanglement, this still falls short of maximality. Random Matrix Theory (RMT) modeling of composite quantum systems,…

Quantum Physics · Physics 2009-11-07 Jayendra N. Bandyopadhyay , Arul Lakshminarayan

Understanding how monomeric proteins fold under in vitro conditions is crucial to describing their functions in the cellular context. Significant advances both in theory and experiments have resulted in a conceptual framework for describing…

Soft Condensed Matter · Physics 2010-07-20 D. Thirumalai , Edward P. O'Brien , Greg Morrison , Changbong Hyeon

Algorithms for learning distributions over weight-vectors, such as AROW were recently shown empirically to achieve state-of-the-art performance at various problems, with strong theoretical guaranties. Extending these algorithms to matrix…

Machine Learning · Computer Science 2012-06-22 Koby Crammer , Gal Chechik

The nonparametric formulation of density-based clustering, known as modal clustering, draws a correspondence between groups and the attraction domains of the modes of the density function underlying the data. Its probabilistic foundation…

Methodology · Statistics 2020-10-27 Federico Ferraccioli , Giovanna Menardi

Diffusion models trained on different, non-overlapping subsets of a dataset often produce strikingly similar outputs when given the same noise seed. We trace this consistency to a simple linear effect: the shared Gaussian statistics across…

Machine Learning · Computer Science 2026-02-04 Binxu Wang , Jacob Zavatone-Veth , Cengiz Pehlevan

We study purification dynamics in monitored quantum processes governed by ensembles of quantum circuits in different random-matrix symmetry classes. We analyze the universal aspects that emerge away from the measurement induced phase…

Quantum Physics · Physics 2026-03-12 Federico Gerbino , Donghoon Kim , Guido Giachetti , Andrea De Luca , Xhek Turkeshi

Matrix valued data has become increasingly prevalent in many applications. Most of the existing clustering methods for this type of data are tailored to the mean model and do not account for the dependence structure of the features, which…

Machine Learning · Statistics 2023-12-07 Inbeom Lee , Siyi Deng , Yang Ning

The statistics of the resonance widths and the behavior of the survival probability is studied in a particular model of quantum chaotic scattering (a particle in a periodic potential subject to static and time-periodic forces) introduced…

Chaotic Dynamics · Physics 2009-10-31 M. Glueck , A. R. Kolovsky , H. J. Korsch

For random integer matrices $M_1,\ldots,M_k \in \operatorname{Mat}_n(\mathbb{Z})$ with independent entries, we study the distribution of the cokernel $\operatorname{cok}(M_1 \cdots M_k)$ of their product. We show that this distribution…

Probability · Mathematics 2023-12-01 Hoi H. Nguyen , Roger Van Peski
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