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Reviewing the semiclassical theory for the parametric level density fluctuations, we show that for large parametric changes the density correlation function, after rescaling, becomes universal and coincides with the leading asymptotic term…

Irreversible aggregation is revisited in view of recent work on renormalization of complex networks. Its scaling laws and phase transitions are related to percolation transitions seen in the latter. We illustrate our points by giving the…

Data Analysis, Statistics and Probability · Physics 2011-08-26 Seung-Woo Son , Golnoosh Bizhani , Claire Christensen , Peter Grassberger , Maya Paczuski

In this brief paper the probability density of a random real, complex and quaternion determinant is rederived using singular values. The behaviour of suitably rescaled random determinants is studied in the limit of infinite order of the…

Statistical Mechanics · Physics 2009-10-31 Giovanni M. Cicuta , Madan L. Mehta

Entanglement patterns reveal essential information on many-body states and provide a way to classify quantum phases of matter. However, experimental studies of many-body entanglement remain scarce due to their unscalable nature. The present…

Quantum Physics · Physics 2025-10-06 Szczepan Głodzik , Kim Pöyhönen , Ali G. Moghaddam , Teemu Ojanen

In this note, we claim that diagonal scaling of a sample covariance matrix is asymptotically inconsistent if the ratio of the dimension to the sample size converges to a positive constant, where population is assumed to be Gaussian with a…

Statistics Theory · Mathematics 2018-08-20 Tomonari Sei

We propose to analyse the statistical properties of a sequence of vectors using the spectrum of the associated Gram matrix. Such sequences arise e.g. by the repeated action of a deterministic kicked quantum dynamics on an initial condition…

Mathematical Physics · Physics 2007-05-23 Mieke De Cock , Mark Fannes , Pascal Spincemaille

We present numerical evidences for the logarithmic scaling of the entanglement entropy in critical random spin chains. Very large scale exact diagonalizations performed at the critical XX point up to L=2000 spins 1/2 lead to a perfect…

Strongly Correlated Electrons · Physics 2007-05-23 Nicolas Laflorencie

Branching processes pervade many models in statistical physics. We investigate the survival probability of a Galton-Watson branching process after a finite number of generations. We reveal the finite-size scaling law of the survival…

Statistical Mechanics · Physics 2015-11-26 Rosalba Garcia-Millan , Francesc Font-Clos , Alvaro Corral

We analytically compute the full counting statistics of charge transfer in a classical automaton of interacting charged particles. Deriving a closed-form expression for the moment generating function with respect to a stationary equilibrium…

Statistical Mechanics · Physics 2024-02-06 Žiga Krajnik , Johannes Schmidt , Vincent Pasquier , Enej Ilievski , Tomaž Prosen

Random multifractals occur in particular at critical points of disordered systems. For Anderson localization transitions, Mirlin and Evers [PRB 62,7920 (2000)] have proposed the following scenario (a) the Inverse Participation Ratios…

Disordered Systems and Neural Networks · Physics 2010-06-16 Cecile Monthus , Thomas Garel

We investigate joint spectral characteristics of a family of matrices $\mathcal F $, associated with products in the semigroup generated by $\mathcal F$. In the literature, extremal measures such as the well-known joint spectral radius and…

Dynamical Systems · Mathematics 2026-04-27 Francesco Paolo Maiale , Anastasiia Trofimova , Nicola Guglielmi

We predict a multifractal behaviour of transport in the deep quantum regime for the opened $\delta-$kicked rotor model. Our analysis focuses on intermediate and large scale correlations in the transport signal and generalizes previously…

Statistical Mechanics · Physics 2015-06-25 Angelo Facchini , Andrea Tomadin , Sandro M. Wimberger

We study a discrete model of an heterogeneous elastic line with internal disorder, submitted to thermal fluctuations. The monomers are connected through random springs with independent and identically distributed elastic constants drawn…

Statistical Mechanics · Physics 2026-03-05 Maximilien Bernard , Pierre Le Doussal , Alberto Rosso , Christophe Texier

We study the critical behavior of the random q-state Potts quantum chain by density matrix renormalization techniques. Critical exponents are calculated by scaling analysis of finite lattice data of short chains ($L \leq 16$) averaging over…

Statistical Mechanics · Physics 2009-10-31 Enrico Carlon , Christophe Chatelain , Bertrand Berche

It will be discussed the statistics of the extreme values in time series characterized by finite-term correlations with non-exponential decay. Precisely, it will be considered the results of numerical analyses concerning the return…

Statistical Mechanics · Physics 2009-11-13 Cecilia Pennetta

For a generalized step reinforced random walk, starting from the origin, the first step is taken according to the first element of an innovation sequence. Then in subsequent epochs, it recalls a past epoch with probability proportional to a…

Probability · Mathematics 2025-05-12 Aritra Majumdar , Krishanu Maulik

We show that the critical scaling behavior of random-field systems with short-range interactions and disorder correlations cannot be described in general by only two independent exponents, contrary to previous claims. This conclusion is…

Disordered Systems and Neural Networks · Physics 2015-06-15 Gilles Tarjus , Ivan Balog , Matthieu Tissier

Using the ``Quality Factor'' (QF) method, we analyse the scaling properties of deep-inelastic processes at HERA and fixed target experiments for x<0.01. We look for scaling formulae of the form sigma(tau), where tau(log Q^2, Y) is a scaling…

High Energy Physics - Phenomenology · Physics 2008-11-26 Guillaume Beuf , Robi Peschanski , Christophe Royon , David Salek

In this article we study the fluctuation of linear statistics of eigenvalues of circulant, symmetric circulant, reverse circulant and Hankel matrices. We show that the linear spectral statistics of these matrices converges to the Gaussian…

Probability · Mathematics 2017-07-05 Kartick Adhikari , Koushik Saha

We investigate the probability distribution of the volatility return intervals $\tau$ for the Chinese stock market. We rescale both the probability distribution $P_{q}(\tau)$ and the volatility return intervals $\tau$ as…

Statistical Finance · Quantitative Finance 2009-11-13 Tian Qiu , Liang Guo , Guang Chen