English
Related papers

Related papers: A method for constructing random matrix models of …

200 papers

Ensembles of random stochastic and bistochastic matrices are investigated. While all columns of a random stochastic matrix can be chosen independently, the rows and columns of a bistochastic matrix have to be correlated. We evaluate the…

Exactly Solvable and Integrable Systems · Physics 2009-09-29 V. Cappellini , H. -J. Sommers , W. Bruzda , K. Zyczkowski

We propose a simple method of constructing a system of differential equations of chaotic behavior based on the regression only from a scalar observable time-series data. The estimated system enables us to reconstruct invariant sets and…

Dynamical Systems · Mathematics 2022-09-28 Natsuki Tsutsumi , Kengo Nakai , Yoshitaka Saiki

In this paper, we give a method to construct "good" exponential families systematically by representation theory. More precisely, we consider a homogeneous space $G/H$ as a sample space and construct an exponential family invariant under…

Statistics Theory · Mathematics 2022-10-14 Koichi Tojo , Taro Yoshino

Construction on the measurement matrix $A$ is a central problem in compressed sensing. Although using random matrices is proven optimal and successful in both theory and applications. A deterministic construction on the measurement matrix…

Information Theory · Computer Science 2015-03-05 Qun Mo

Random matrix theory allows for the deduction of stability criteria for complex systems using only a summary knowledge of the statistics of the interactions between components. As such, results like the well-known elliptical law are…

Disordered Systems and Neural Networks · Physics 2023-11-06 Lyle Poley , Tobias Galla , Joseph W. Baron

Symbolic models have recently spurred the interest of the research community because they offer a correct-by-design approach to the control of embedded and cyber-physical systems. In this paper we address construction of symbolic models for…

Optimization and Control · Mathematics 2014-08-15 Giordano Pola , Pierdomenico Pepe , Maria Domenica Di Benedetto

We study a simple and exactly solvable model for the generation of random satisfiability problems. These consist of $\gamma N$ random boolean constraints which are to be satisfied simultaneously by $N$ logical variables. In…

Disordered Systems and Neural Networks · Physics 2009-10-31 F. Ricci-Tersenghi , M. Weigt , R. Zecchina

The spectral moments of ensembles of sparse random block matrices are analytically evaluated in the limit of large order. The structure of the sparse matrix corresponds to the Erd\"os-Renyi random graph. The blocks are i.i.d. random…

Mathematical Physics · Physics 2022-04-13 Giovanni M. Cicuta , Mario Pernici

Integrable systems in low dimensions, constructed through the symmetry reduction method, are studied using phase portrait and variable separation techniques. In particular, invariant quantities and explicit periodic solutions are…

solv-int · Physics 2009-10-31 J. A. Calzada , M. A. del Olmo , M. A. Rodriguez

Open dynamical systems are mathematical models of machines that take input, change their internal state, and produce output. For example, one may model anything from neurons to robots in this way. Several open dynamical systems can be…

Dynamical Systems · Mathematics 2016-02-25 David I. Spivak

We propose a generalization of the random matrix theory following the basic prescription of the recently suggested concept of superstatistics. Spectral characteristics of systems with mixed regular-chaotic dynamics are expressed as weighted…

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

The aim of this paper is to give a precise asymptotic description of some eigenvalue statistics stemming from random matrix theory. More precisely, we consider random determinants of the GUE, Laguerre, Uniform Gram and Jacobi beta ensembles…

Probability · Mathematics 2017-07-25 Martina Dal Borgo , Emma Hovhannisyan , Alain Rouault

Correlation functions involving products and ratios of half-integer powers of characteristic polynomials of random matrices from the Gaussian Orthogonal Ensemble (GOE) frequently arise in applications of Random Matrix Theory (RMT) to…

Mathematical Physics · Physics 2015-04-23 Yan V. Fyodorov , André Nock

A one-parameter random matrix model is proposed for describing the statistics of the local amplitudes and phases of electron eigenfunctions in a mesoscopic quantum dot in an arbitrary magnetic field. Comparison of the statistics obtained…

Condensed Matter · Physics 2009-10-28 E. Kanzieper , V. Freilikher

Given a Lie group G whose Lie algebra is endowed with a nondegenerate invariant symmetric bilinear form, we construct a Poisson algebra of continuous functions on a certain open subspace R of the space of representations in G of the…

dg-ga · Mathematics 2007-05-23 Johannes Huebschmann

Surrogate modeling of costly mathematical models representing physical systems is challenging since it is typically not possible to create a large experimental design. Thus, it is beneficial to constrain the approximation to adhere to the…

Machine Learning · Computer Science 2023-09-06 Lukáš Novák , Himanshu Sharma , Michael D. Shields

A computation of the dynamical structure factor of topologically disordered systems, where the disorder can be described in terms of euclidean random matrices, is presented. Among others, structural glasses and supercooled liquids belong to…

Disordered Systems and Neural Networks · Physics 2009-10-31 V. Martin-Mayor , M. Mezard , G. Parisi , P. Verrocchio

The spectra of random feature matrices provide essential information on the conditioning of the linear system used in random feature regression problems and are thus connected to the consistency and generalization of random feature models.…

Machine Learning · Statistics 2022-12-13 Zhijun Chen , Hayden Schaeffer , Rachel Ward

Score-based diffusion models are a highly effective method for generating samples from a distribution of images. We consider scenarios where the training data comes from a noisy version of the target distribution, and present an efficiently…

Machine Learning · Statistics 2025-09-30 Dennis Elbrächter , Giovanni S. Alberti , Matteo Santacesaria

We exhibit an explicit formula for the spectral density of a (large) random matrix which is a diagonal matrix whose spectral density converges, perturbated by the addition of a symmetric matrix with Gaussian entries and a given (small)…

Probability · Mathematics 2011-04-28 Florent Benaych-Georges , Nathanaël Enriquez