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A non--linear diffusion equation is derived by taking into account hopping rates depending on the occupation of next neighbouring sites. There appears additonal repulsive and attractive forces leading to a changed local mobiltiy. The…

Statistical Mechanics · Physics 2009-10-31 S. Artz , M. Schulz , S. Trimper

Statistical properties of ensembles of random density matrices are investigated. We compute traces and von Neumann entropies averaged over ensembles of random density matrices distributed according to the Bures measure. The eigenvalues of…

Quantum Physics · Physics 2009-11-10 Hans-Juergen Sommers , Karol Zyczkowski

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…

Probability · Mathematics 2016-04-22 Arijit Chakrabarty , Rajat Subhra Hazra , Deepayan Sarkar

This paper is concerned with the spectral properties of matrices associated with linear filters for the estimation of the underlying trend of a time series. The interest lies in the fact that the eigenvectors can be interpreted as the…

Statistics Theory · Mathematics 2008-12-18 Alessandra Luati , Tommaso Proietti

Results regarding probable bifurcations from fixed points are presented in the context of general dynamical systems (real, random matrices), time-delay dynamical systems (companion matrices), and a set of mappings known for their properties…

Chaotic Dynamics · Physics 2009-11-11 D. J. Albers , J. C. Sprott

Spectral properties of Toeplitz operators and their finite truncations have long been central in operator theory. In the finite dimensional, non-normal setting, the spectrum is notoriously unstable under perturbations. Random perturbations…

Probability · Mathematics 2025-09-17 Anirban Basak

We use random matrix theory to study the spectrum of random geometric graphs, a fundamental model of spatial networks. Considering ensembles of random geometric graphs we look at short range correlations in the level spacings of the…

Physics and Society · Physics 2017-06-08 Carl P. Dettmann , Orestis Georgiou , Georgie Knight

We study the wave function localization properties in a d-dimensional model of randomly spaced particles with isotropic hopping potential depending solely on Euclidean interparticle distances. Due to the generality of this model usually…

Disordered Systems and Neural Networks · Physics 2020-04-01 A. G. Kutlin , I. M. Khaymovich

We investigate the eigenvalue statistics of random Bernoulli matrices, where the matrix elements are chosen independently from a binary set with equal probability. This is achieved by initiating a discrete random walk process over the space…

Mathematical Physics · Physics 2015-01-21 Christopher H. Joyner , Uzy Smilansky

In this paper we describe a strategy to study the Anderson model of an electron in a random potential at weak coupling by a renormalization group analysis. There is an interesting technical analogy between this problem and the theory of…

Condensed Matter · Physics 2009-10-28 J. Magnen , G. Poirot , V. Rivasseau

A random matrix approach is used to analyze the vibrational properties of amorphous solids. We investigated a dynamical matrix M=AA^T with non-negative eigenvalues. The matrix A is an arbitrary real NxN sparse random matrix with n…

Disordered Systems and Neural Networks · Physics 2011-08-10 Y. M. Beltukov , D. A. Parshin

We consider the empirical eigenvalue distribution of random real symmetric matrices with stochastically independent skew-diagonals and study its limit if the matrix size tends to infinity. We allow correlations between entries on the same…

Probability · Mathematics 2015-10-23 Kristina Schubert

We consider large random matrices with a general slowly decaying correlation among its entries. We prove universality of the local eigenvalue statistics and optimal local laws for the resolvent away from the spectral edges, generalizing the…

Probability · Mathematics 2020-06-01 László Erdős , Torben Krüger , Dominik Schröder

We analyze the spectral distribution of symmetric random matrices with correlated entries. While we assume that the diagonals of these random matrices are stochastically independent, the elements of the diagonals are taken to be correlated.…

Probability · Mathematics 2012-05-31 Olga Friesen , Matthias Löwe

We investigate the localization properties of the single particle spectrum of a one-dimensional speckle potential in a box. We consider both the repulsive and the attractive cases. The system is controlled by two parameters: the size of the…

Disordered Systems and Neural Networks · Physics 2014-05-08 Jacopo Giacomelli

Universality of local eigenvalue statistics is one of the most striking phenomena of Random Matrix Theory, that also accounts for a lot of the attention that the field has attracted over the past 15 years. In this paper we focus on the…

Probability · Mathematics 2015-10-29 Thomas Kriecherbauer , Kristina Schubert

Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…

Chaotic Dynamics · Physics 2009-10-31 Yan V. Fyodorov , H. -J. Sommmers

Theoretical analysis of biological and artificial neural networks e.g. modelling of synaptic or weight matrices necessitate consideration of the generic real-asymmetric matrix ensembles, those with varying order of matrix elements e.g. a…

Disordered Systems and Neural Networks · Physics 2025-09-15 Ratul Dutta , Pragya Shukla

The aim of this paper is to show how free probability theory sheds light on spectral properties of deformed matricial models and provides a unified understanding of various asymptotic phenomena such as spectral measure description,…

Probability · Mathematics 2016-07-20 M Capitaine , C Donati-Martin

A method to generate new classes of random matrix ensembles is proposed. Random matrices from these ensembles are Lax matrices of classically integrable systems with a certain distribution of momenta and coordinates. The existence of an…

Chaotic Dynamics · Physics 2011-09-26 E. Bogomolny , O. Giraud , C. Schmit