Related papers: A method for constructing random matrix models of …
In an absorptive system the Wigner reaction $K-$matrix (directly related to the impedance matrix in acoustic or electromagnetic wave scattering) is non-selfadjoint, hence its eigenvalues are complex. The most interesting regime arises when…
Bose-condensed systems with broken global gauge symmetry are considered. The description of these systems, as has been shown by Hohenberg and Martin, possesses an internal inconsistency, resulting in either nonconserving theories or…
It is often desirable to summarise a probability measure on a space $X$ in terms of a mode, or MAP estimator, i.e.\ a point of maximum probability. Such points can be rigorously defined using masses of metric balls in the small-radius…
We study an ensemble of random matrices (the Rosenzweig-Porter model) which, in contrast to the standard Gaussian ensemble, is not invariant under changes of basis. We show that a rather complete understanding of its level correlations can…
Recent theoretical studies of chaotic scattering have encounted ensembles of random matrices in which the eigenvalue probability density function contains a one-body factor with an exponent proportional to the number of eigenvalues. Two…
Non-symmetric rectangular correlation matrices occur in many problems in economics. We test the method of extracting statistically meaningful correlations between input and output variables of large dimensionality and build a toy model for…
We present an algorithm to determine topological invariants of inhomogeneous systems, such as alloys, disordered crystals, or amorphous systems. Based on the kernel polynomial method, our algorithm allows us to study samples with more than…
We present a novel framework for the probabilistic modelling of random fourth order material tensor fields, with a focus on tensors that are physically symmetric and positive definite (SPD), of which the elasticity tensor is a prime…
The classical Gaussian ensembles of random matrices can be constructed by maximizing Boltzmann-Gibbs-Shannon's entropy, S_{BGS} = - \int d{\bf H} [P({\bf H})] \ln [P({\bf H})], with suitable constraints. Here we construct and analyze…
The embedded ensembles were introduced by Mon and French as physically more plausible stochastic models of many--body systems governed by one--and two--body interactions than provided by standard random--matrix theory. We review several…
Spectra of ordered eigenvalues of finite Random Matrices are interpreted as a time series. Dataadaptive techniques from signal analysis are applied to decompose the spectrum in clearly differentiated trend and fluctuation modes, avoiding…
Polynomial chaos expansions (PCE) are well-suited to quantifying uncertainty in models parameterized by independent random variables. The assumption of independence leads to simple strategies for evaluating PCE coefficients. In contrast,…
Successive pairs of pseudo-random numbers generated by standard linear congruential transformations display ordered patterns of parallel lines. We study the ``ordered'' and ``chaotic'' distribution of such pairs by solving the eigenvalue…
The spectral form factor of random matrix theory plays a key role in the description of disordered and chaotic quantum systems. While its moments are known to be approximately Gaussian, corrections subleading in the matrix dimension, $D$,…
We develop correlated random measures, random measures where the atom weights can exhibit a flexible pattern of dependence, and use them to develop powerful hierarchical Bayesian nonparametric models. Hierarchical Bayesian nonparametric…
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…
Decomposable models and Bayesian networks can be defined as sequences of oligo-dimensional probability measures connected with operators of composition. The preliminary results suggest that the probabilistic models allowing for effective…
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…
We consider the moment space $\mathcal{M}_n$ corresponding to $p \times p$ real or complex matrix measures defined on the interval $[0,1]$. The asymptotic properties of the first $k$ components of a uniformly distributed vector $(S_{1,n},…
A new class of ``toy models'' for subaqueous bedform formation are proposed and examined. These models all show a similar mechanism of wavelength selection via bedform unification, and they may have applications to bedform stratigraphy. The…