Related papers: Nonlinear Random Matrix Statistics, symmetric func…
We consider one-dimensional hyperbolic PDEs, linear and nonlinear, with random initial data. Our focus is the {\em pointwise statistics,} i.e., the probability measure of the solution at any fixed point in space and time. For linear…
We describe analytical and numerical results on the statistical properties of complex eigenvalues and the corresponding non-orthogonal eigenvectors for non-Hermitian random matrices modeling one-channel quantum-chaotic scattering in systems…
We define a new diffusive matrix model converging towards the $\beta$-Dyson Brownian motion for all $\beta\in [0,2]$ that provides an explicit construction of $\beta$-ensembles of random matrices that is invariant under the…
For a multivariate normal distribution, the sparsity of the covariance and precision matrices encodes complete information about independence and conditional independence properties. For general distributions, the covariance and precision…
One-dimensional nonrelativistic systems are studied when time-independent potential interactions are involved. Their supersymmetries are determined and their closed subsets generating kinematical invariance Lie superalgebras are pointed…
A nonequilibrium statistical operator method is developed for ensembles of particles obeying non-Hamiltonian equations of motion in classical phase space. The main consequences of non-zero compressibility of phase space are examined in…
The statistical analysis of covariance matrices occurs in many important applications, e.g. in diffusion tensor imaging and longitudinal data analysis. We consider the situation where it is of interest to estimate an average covariance…
A framework for statistical-mechanical analysis of quantum Hamiltonians is introduced. The approach is based upon a gradient flow equation in the space of Hamiltonians such that the eigenvectors of the initial Hamiltonian evolve toward…
The statistical properties of quantum transport through a chaotic cavity are encoded in the traces $\T={\rm Tr}(tt^\dag)^n$, where $t$ is the transmission matrix. Within the Random Matrix Theory approach, these traces are random variables…
We study dynamical optimal transport metrics between density matrices associated to symmetric Dirichlet forms on finite-dimensional $C^*$-algebras. Our setting covers arbitrary skew-derivations and it provides a unified framework that…
Nonlinear response occurs naturally when a strong perturbation takes a system far from equilibrium. Despite of its omnipresence in nanoscale systems, it is difficult to predict in a general and efficient way. Here we introduce a way to…
We consider random non-normal matrices constructed by removing one row and column from samples from Dyson's circular ensembles or samples from the classical compact groups. We develop sparse matrix models whose spectral measures match these…
A non-perturbative nonlinear statistical approach is presented to describe turbulent magnetic systems embedded in a uniform mean magnetic field. A general formula in the form of an ordinary differential equation for magnetic field-line…
Quantum transport through left-right symmetric chaotic cavities in the presence of the symplectic symmetry, is studied through the statistical distribution of the dimensionless conductance. With this particular point symmetry, their…
Within a random matrix theory approach, we obtain spectral statistics of the Wigner time delay matrix $Q$, for arbitrary channels number $M$ and for all symmetry classes, in fact for general Dyson parameter $\beta$. We also put forth two…
One may ask whether an extended group of invariance can naturally be attributed to the space of associative commutative Quadrahyperbolic Numbers? To search for a rigorous and positive answer to the question, we shall focus on the method of…
In this article, we consider $\beta$-ensembles, i.e. collections of particles with random positions on the real line having joint distribution $$\frac{1}{Z_N(\beta)}|\Delta(\lambda)|^\beta e^{- \frac{N\beta}{4}\sum_{i=1}^N\lambda_i^2}d…
Physical systems that dissipate, mix and develop turbulence also irreversibly transport statistical density. In statistical physics, laws for these processes have a mathematical form and tractability that depends on whether the description…
Boundedness properties of operators associated with non-degenerate symmetric $\alpha$-stable, $\alpha \in (1,2)$, probability measures on $\mathbb{R}^d$ are investigated on appropriate, Euclidean or otherwise, $L^p$-spaces, $p \in…
Statistical models that possess symmetry arise in diverse settings such as random fields associated to geophysical phenomena, exchangeable processes in Bayesian statistics, and cyclostationary processes in engineering. We formalize the…