Related papers: On the localization transition in symmetric random…
This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a…
We use methods of random matrix theory to analyze the cross-correlation matrix C of price changes of the largest 1000 US stocks for the 2-year period 1994-95. We find that the statistics of most of the eigenvalues in the spectrum of C agree…
We study a discrete random walk on a one-dimensional finite lattice, where each state has different probabilities to move one step forward, backward, staying for a moment or being absorbed. We obtain expected number of arrivals and expected…
We study the spectral measure of large Euclidean random matrices. The entries of these matrices are determined by the relative position of $n$ random points in a compact set $\Omega_n$ of $\R^d$. Under various assumptions we establish the…
This is a course on Random Matrix Theory which includes traditional as well as advanced topics presented with an extensive use of classical logarithmic plasma analogy and that of the quantum systems of one-dimensional interacting fermions…
It is known that the so-called Bercovici-Pata bijection can be explained in terms of certain Hermitian random matrix ensembles $(M_{d})_{d\geq1}$ whose asymptotic spectral distributions are free infinitely divisible. We investigate…
We investigate generalized phase transitions of type localization - delocalization from one to several Sinai-Bowen-Ruelle invariant measures in finite networks of chaotic elements (coupled map lattices) with general graphs of connections in…
A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…
We consider random matrices that have invariance properties under the action of unitary groups (either a left-right invariance, or a conjugacy invariance), and we give formulas for moments in terms of functions of eigenvalues. Our main tool…
We investigate the linear statistics of random matrices with purely imaginary Bernoulli entries of the form $H_{pq} = \overline{H}_{qp} = \pm i$, that are either independently distributed or exhibit global correlations imposed by the…
In this paper, we explore different Markovian random walk strategies on networks with transition probabilities between nodes defined in terms of functions of the Laplacian matrix. We generalize random walk strategies with local information…
We study Anderson localization of the classical lattice waves in a chain with mass impurities distributed randomly through a power-law relation $s^{-(1+\alpha)}$ with $ s $ as the distance between two successive impurities and $\alpha>0$.…
In this talk we go over several new developments regarding the techniques for a large class of non-hermitian matrix models with unitary randomness (complex random numbers). In particular, we discuss: (a) - A diagrammatic approach based on a…
The classical random matrix theory is mostly focused on asymptotic spectral properties of random matrices as their dimensions grow to infinity. At the same time many recent applications from convex geometry to functional analysis to…
We test the usefulness of a generalized inverse participation ratio (GIPR) as a measure of Anderson localization. The GIPR differs from the usual inverse participation ratio in that it depends on the local density of states rather than on…
We study fluctuation properties of embedded random matrix ensembles of non-interacting particles. For ensemble of two non-interacting particle systems, we find that unlike the spectra of classical random matrices, correlation functions are…
Several invariants of polarized metrized graphs and their applications in Arithmetic Geometry are studied recently. In this paper, we give fast algorithms to compute these invariants by expressing them in terms of the discrete Laplacian…
We measure Anderson localization in quasi-one-dimensional waveguides in the presence of absorption by analyzing the echo dynamics due to small perturbations. We specifically show that the inverse participation number of localized modes…
In this paper we study localized states in a monitored evolution on a finite graph and how they are distinguished from the delocalized states in terms of the transition probabilities and the mean transition times. Monitoring is performed by…
We prove that an n by n random matrix G with independent entries is completely delocalized. Suppose the entries of G have zero means, variances uniformly bounded below, and a uniform tail decay of exponential type. Then with high…