Related papers: Spectral Density Scaling of Fluctuating Interfaces
Within random matrix theory for quantum dots, both the dot's one-particle eigenlevels and the dot-lead couplings are statistically distributed. While the effect of the latter on the conductance is obvious and has been taken into account in…
In statistics, assuming samples are independent is reasonable. However, this property can fail to hold for the features, a distinction that has led to several lines of work aiming to remove the latter assumption of independence present in…
In this paper, we introduce the \textbf{G}eneralized \textbf{L}inear \textbf{S}pectral \textbf{S}tatistics (GLSS) of a high-dimensional sample covariance matrix $\bm{S}_n$, denoted as $\operatorname{tr}f(\bm{S}_n)\bm{B}_n$, which…
Statistical analyses of finite sample distributions usually assume that fluctuations are self-averaging, i.e. that they are statistically similar in different regions of the given sample volume. By using the scale-length method, we test…
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…
We study the height distribution of a one-dimensional Edwards-Wilkinson interface in the presence of a stochastic diffusivity $D(t)=B^2(t)$, where $B(t)$ represents a one-dimensional Brownian motion at time $t$. The height distribution at a…
We report on measurements of self-diffusion coefficients in discrete numerical simulations of steady, homogeneous, collisional shearing flows of nearly identical, frictional, inelastic spheres. We focus on a range of relatively high solid…
This paper investigates the capacity scaling of multicell massive MIMO systems in the presence of spatially correlated fading. In particular, we focus on the strong spatial correlation regimes where the covariance matrix of each user…
We study the Tracy-Widom (TW) distribution $f_\beta(a)$ in the limit of large Dyson index $\beta \to +\infty$. This distribution describes the fluctuations of the rescaled largest eigenvalue $a_1$ of the Gaussian (alias Hermite) ensemble…
Stress vs. strain fluctuations in athermal amorphous solids are an example of `crackling noise' of the type studied extensively in the context of elastic membranes moving through random potentials. Contrary to the latter, we do not have a…
We consider $m$ spinless Fermions in $l > m$ degenerate single-particle levels interacting via a $k$-body random interaction with Gaussian probability distribution and $k <= m$ in the limit $l$ to infinity (the embedded $k$-body random…
The dynamics of a symmetry breaking phase transition is studied in a radiation and matter dominated spatially flat FRW cosmology in the large N limit of a scalar field theory.The quantum density matrix is evolved from an initial state of…
We introduce the concept of a hyperuniformity disorder length that controls the variance of volume fraction fluctuations for randomly placed windows of fixed size. In particular, fluctuations are determined by the average number of…
We investigate growing interfaces of topological-defect turbulence in the electroconvection of nematic liquid crystals. The interfaces exhibit self-affine roughening characterized by both spatial and temporal scaling laws of the…
We study the spectral properties of a class of random matrices of the form $S_n^{-} = n^{-1}(X_1 X_2^* - X_2 X_1^*)$ where $X_k = \Sigma_k^{1/2}Z_k$, $Z_k$'s are independent $p\times n$ complex-valued random matrices, and $\Sigma_k$ are…
We compute the frequency spectrum of turbulent superfluid vortex density fluctuations and obtain the same Kolmogorov scaling which has been observed in a recent experiment in Helium-4. We show that the scaling can be interpreted in terms of…
This article studies the limiting behavior of a class of robust population covariance matrix estimators, originally due to Maronna in 1976, in the regime where both the number of available samples and the population size grow large. Using…
In this paper, we shall investigate the almost sure limits of the largest and smallest eigenvalues of a quaternion sample covariance matrix. Suppose that $\mathbf X_n$ is a $p\times n$ matrix whose elements are independent quaternion…
Using the optimal fluctuation method, we evaluate the short-time probability distribution $P (\bar{H}, L, t=T)$ of the spatially averaged height $\bar{H} = (1/L) \int_0^L h(x, t=T) \, dx$ of a one-dimensional interface $h(x, t)$ governed by…
The density of complex eigenvalues of random asymmetric $N\times N$ matrices is found in the large-$N$ limit. The matrices are of the form $H_0+A$ where $A$ is a matrix of $N^2$ independent, identically distributed random variables with…