Related papers: Kappa-deformed random-matrix theory based on Kania…
Symmetric matrices with zero row sums occur in many theoretical settings and in real-life applications. When the offdiagonal elements of such matrices are i.i.d. random variables and the matrices are large, the eigenvalue distributions…
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…
Consider the ensemble of real symmetric Toeplitz matrices, each independent entry an i.i.d. random variable chosen from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. Previous investigations showed that…
A finite dimensional abstract approximation and convergence theory is developed for estimation of the distribution of random parameters in infinite dimensional discrete time linear systems with dynamics described by regularly dissipative…
Heavy-tailed fluctuations and power law distributions pervade physics, biology, and the social sciences, with numerous mechanisms proposed for their emergence. Kesten processes, which are multiplicative stochastic recursions with additive…
The computation of chance constraints in stochastic model predictive control is often numerically challenging due to the non-Gaussian nature of the disturbances. To overcome this problem, we propose an optimization computational framework…
Consider $F$ an element of the second Wiener chaos with variance one. In full generality, we show that, for every integer $p\ge 1$, there exists $\eta_p>0$ such that if $\kappa_4(F)<\eta_p$ then the Malliavin derivative of $F$ admits a…
Transitions to chaos in archetypal low-dimensional nonlinear maps offer real and precise model systems in which to assess proposed generalizations of statistical mechanics. The known association of chaotic dynamics with the structure of…
We investigate traces of powers of random matrices whose distributions are invariant under rotations (with respect to the Hilbert--Schmidt inner product) within a real-linear subspace of the space of $n\times n$ matrices. The matrices we…
Ensembles of networks arise in many scientific fields, but there are few statistical tools for inferring their generative processes, particularly in the presence of both dyadic dependence and cross-graph heterogeneity. To fill in this gap,…
We introduce a generalization of Wegner's $n$-orbital model for the description of randomly disordered systems by replacing his ensemble of Gaussian random matrices by an ensemble of randomly rotated matrices. We calculate the one- and…
The standard (non-relativistic) $\kappa$-distribution is widely used to fit data and to describe macroscopic thermodynamical behavior, e.g.\ the pressure (temperature) as the second moment of the distribution function. By contrast to a…
We show that non-Hermitian Ginibre random matrix behaviors emerge in spatially-extended many-body quantum chaotic systems in the space direction, just as Hermitian random matrix behaviors emerge in chaotic systems in the time direction.…
We express generalized Cauchy-Stieltjes transforms of some particular Beta distributions (of ultraspherical type generating functions for orthogonal polynomials) as a powered Cauchy-Stieltjes transform of some measure. For suitable values…
A generalization of the entropy production rate is proposed $\Pi_q$ in non-equilibrium systems by extending the formalism of classical stochastic thermodynamics to regimes with non-Gaussian fluctuations. Through the R\'enyi entropy $S_q$ ,…
The Heisenberg uncertainty principle is known to be connected to the entropic uncertainty principle. This correspondence is obtained employing a Gaussian probability distribution for wave functions associated to the Shannon entropy.…
The axiomatic structure of the $\kappa$-statistcal theory is proven. In addition to the first three standard Khinchin--Shannon axioms of continuity, maximality, and expansibility, two further axioms are identified, namely the self-duality…
We generalise the entropic force description of gravity into $\kappa$-Minkowski space-time and derive the $\kappa$-deformed corrections to the Newton's gravitational force. Using this we show the appearance of logarithmic correction as the…
We numerically analyze the spectral statistics of the multiparametric Gaussian ensembles of complex matrices with zero mean and variances with different decay routes away from the diagonals. As the latter mimics different degree of…
A principled framework to generalize variational perturbation approximations (VPA's) formulated within the ambit of the nonadditive statistics of Tsallis statistics, is introduced. This is accomplished by operating on the terms constituting…