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We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…

Mathematical Physics · Physics 2015-06-12 Raphael Lefevere

We establish the limiting spectral distribution of Kendall's correlation matrices in the moderate high-dimensional regime where the dimension grows slower than the sample size. Our framework allows observations to be independent but not…

Statistics Theory · Mathematics 2026-03-10 Raunak Shevade , Monika Bhattacharjee

A random matrix theory approach is applied in order to analyze the localization properties of local spectral density for a generic system of coupled quantum states with strong static imperfection in the unperturbed energy levels. The system…

Quantum Physics · Physics 2009-11-07 V. S. Starovoitov

We consider a product of an arbitrary number of independent rectangular Gaussian random matrices. We derive the mean densities of its eigenvalues and singular values in the thermodynamic limit, eventually verified numerically. These…

Statistical Mechanics · Physics 2011-06-28 Z. Burda , A. Jarosz , G. Livan , M. A. Nowak , A. Swiech

We analyze statistical properties of the complex system with conditions which manifests through specific constraints on the column/row sum of the matrix elements. The presence of additional constraints besides symmetry leads to new…

Statistical Mechanics · Physics 2015-10-28 Pragya Shukla , Suchetana Sadhukhan

We study the distribution of the minimum spacing between eigenvalues of a random n by n unitary matrix. The minimum spacing scales as $n^{-4/3}$, not $n^{-2}$ as would be the case for n independent points on the unit circle, illustrating…

Spectral Theory · Mathematics 2011-11-14 Jade P. Vinson

We show the density of eigenvalues for three classes of random matrix ensembles is determinantal. First we derive the density of eigenvalues of product of $k$ independent $n\times n$ matrices with i.i.d. complex Gaussian entries with a few…

Probability · Mathematics 2016-05-05 Kartick Adhikari , Nanda Kishore Reddy , Tulasi Ram Reddy , Koushik Saha

When a rigid rough solid slides on a rigid rough surface, it experiences a random motion in the direction normal to the average contact plane. Here, through simulations of the separation at single-point contact between self-affine…

The subject matter of this paper concerns anisotropic diffusion equations: we consider heat equations whose diffusion matrix have disparate eigenvalues. We determine first and second order approximations, we study the well-posedness of them…

Analysis of PDEs · Mathematics 2012-10-24 Mihai Bostan

One of the major themes of random matrix theory is that many asymptotic properties of traditionally studied distributions of random matrices are universal. We probe the edges of universality by studying the spectral properties of random…

Probability · Mathematics 2014-06-30 Tobias Johnson

It recently has been found that methods of the statistical theories of spectra can be a useful tool in the analysis of spectra far from levels of Hamiltonian systems. Several examples originate from areas, such as quantitative linguistics…

Statistical Mechanics · Physics 2020-05-26 Rongrong Xie , Weibing Deng , Mauricio P. Pato

An investigation of the effect of surface diffusion in random deposition model is made by analytical methods and reasoning. For any given site, the extent to which a particle can diffuse is decided by the morphology in the immediate…

Soft Condensed Matter · Physics 2011-12-14 Baisakhi Mal , Subhankar Ray , J. Shamanna

In this paper we construct a class of random matrix ensembles labelled by a real parameter $\alpha \in (0,1)$, whose eigenvalue density near zero behaves like $|x|^\alpha$. The eigenvalue spacing near zero scales like $1/N^{1/(1+\alpha)}$…

High Energy Physics - Theory · Physics 2015-06-26 Romuald A. Janik

Using the superstatistics method, we propose an extension of the random matrix theory to cover systems with mixed regular-chaotic dynamics. Unlike most of the other works in this direction, the ensembles of the proposed approach are basis…

Statistical Mechanics · Physics 2007-05-23 A. Y. Abul-Magd

We present a Gaussian ensemble of random cyclic matrices on the real field and study their spectral fluctuations. These cyclic matrices are shown to be pseudo-symmetric with respect to generalized parity. We calculate the joint probability…

Mathematical Physics · Physics 2013-02-13 Sudhir R. Jain , Shashi C. L. Srivastava

We revisit the derivation of the density of states of sparse random matrices. We derive a recursion relation that allows one to compute the spectrum of the matrix of incidence for finite trees that determines completely the low…

Condensed Matter · Physics 2009-11-07 Guilhem Semerjian , Leticia F. Cugliandolo

A theoretical analysis is given of the equation of motion method, due to Alben et al., to compute the eigenvalue distribution (density of states) of very large matrices. The salient feature of this method is that for matrices of the kind…

Computational Physics · Physics 2009-11-06 Anthony Hams , Hans De Raedt

We will derive here the relaxation behavior of a simple quantum random matrix model. The aim is to derive the effective equations which rise when a random matrix interaction is taken in the weak coupling limit. The physical situation this…

Mathematical Physics · Physics 2011-11-15 Pedro Vidal , Günter Mahler

We consider the Gaussian ensembles of random matrices and describe the normal modes of the eigenvalue spectrum, i.e., the correlated fluctuations of eigenvalues about their most probable values. The associated normal mode spectrum is…

Nuclear Theory · Physics 2009-10-31 A. Andersen , A. D. Jackson , H. J. Pedersen

Random matrix models based on an integral over supermatrices are proposed as a natural extension of bosonic matrix models. The subtle nature of superspace integration allows these models to have very different properties from the analogous…

High Energy Physics - Theory · Physics 2015-06-26 Scott A. Yost