Related papers: Size Effect of Diagonal Random Matrices
We study the value distribution of diagonal forms in k variables and degree d with random real coefficients and positive integer variables, normalized so that mean spacing is one. We show that the l-correlation of almost all such forms is…
We give heuristic arguments and computer results to support the hypothesis that, after appropriate rescaling, the statistics of spacings between adjacent prime numbers follows the Poisson distribution. The scaling transformation removes the…
We investigate spatial random graphs defined on the points of a Poisson process in $d$-dimensional space, which combine scale-free degree distributions and long-range effects. Every Poisson point is assigned an independent weight. Given the…
The ensemble of random Markov matrices is introduced as a set of Markov or stochastic matrices with the maximal Shannon entropy. The statistical properties of the stationary distribution pi, the average entropy growth rate $h$ and the…
In classical systems, our recent theoretical study provides new insight into how spatial constraint on the system connects with macroscopic properties, which lead to universal representation of equilibrium macroscopic physical property and…
Random matrices whose entries come from a stationary Gaussian process are studied. The limiting behavior of the eigenvalues as the size of the matrix goes to infinity is the main subject of interest in this work. It is shown that the…
We discuss a non-equilibrium statistical system on a graph or network. Identical particles are injected, interact with each other, traverse, and leave the graph in a stochastic manner described in terms of Poisson rates, possibly dependent…
We study the level spacing distribution p(s) in the spectrum of random networks. According to our numerical results, the shape of p(s) in the Erdos-Renyi (E-R) random graph is determined by the average degree <k>, and p(s) undergoes a…
In this article the statistical properties of symmetrical random matrices whose elements are drawn from a q-parameterized non-extensive statistics power-law distribution are investigated. In the limit as q->1 the well known Gaussian…
From the random matrix theory all the energy levels should be strongly correlated due to the presence of all off-diagonal entries.In this work we introduce two new statistics to more accurately characterize these long-distance interactions…
The energy level statistics of uniform random graphs are studied, by treating the graphs as random tight-binding lattices. The inherent random geometry of the graphs and their dynamical spatial dimensionality, leads to various quantum…
We study the level statistics (second half moment $I_0$ and rigidity $\Delta_3$) and the eigenfunctions of pseudointegrable systems with rough boundaries of different genus numbers $g$. We find that the levels form energy intervals with a…
We consider a $p$-dimensional time series where the dimension $p$ increases with the sample size $n$. The resulting data matrix $X$ follows a stochastic volatility model: each entry consists of a positive random volatility term multiplied…
The Poisson-gamma state space (PGSS) models have been utilized in the analysis of non-negative integer-valued time series to sequentially obtain closed form filtering and predictive densities. In this study, we show the underlying mechanics…
We numerically study the level statistics of the Gaussian $\beta$ ensemble. These statistics generalize Wigner-Dyson level statistics from the discrete set of Dyson indices $\beta = 1,2,4$ to the continuous range $0 < \beta < \infty$. The…
We consider the level statistics of two-dimensional harmonic oscillators with incommensurable frequencies, which are known to have picket-fence type spectra. We propose a parametric representation for the level-spacing distribution and…
Let $k,d $ be positive integers. We determine a sequence of constants that are asymptotic to the probability that the cluster at the origin in a $d$-dimensional Poisson Boolean model with balls of fixed radius is of order $k$, as the…
Consider an $N\times N$ hermitian random matrix with independent entries, not necessarily Gaussian, a so called Wigner matrix. It has been conjectured that the local spacing distribution, i.e. the distribution of the distance between…
A single permutation, seen as union of disjoint cycles, represents a regular graph of degree two. Consider $d$ many independent random permutations and superimpose their graph structures. It is a common model of a random regular (multi-)…
We present an exact diagonalization study of the spectral properties of bosons harmonically confined in a quasi-2D plane and interacting via repulsive Gaussian potential. We consider the lowest $100$ energy levels for systems of $N=12, 16$…