Related papers: Spectral Density Scaling of Fluctuating Interfaces
Edwards--Wilkinson type models are studied in 1+1 dimensions and the time-dependent distribution, P_L(w^2,t), of the square of the width of an interface, w^2, is calculated for systems of size L. We find that, using a flat interface as an…
We consider $N\times N$ Gaussian random matrices, whose average density of eigenvalues has the Wigner semi-circle form over $[-\sqrt{2},\sqrt{2}]$. For such matrices, using a Coulomb gas technique, we compute the large $N$ behavior of the…
We analyse the covariance of the one-dimensional mass power spectrum along lines of sight. The covariance reveals the correlation between different modes of fluctuations in the cosmic density field and gives the sample variance error for…
Several observational analyses suggest that matter is spatially structured at $\approx 130h^{-1}Mpc$ at low redshifts. This peak in the power spectrum provides a standard ruler in comoving space which can be used to compare the local…
We discuss the limiting spectral density of real symmetric random matrices. Other than in standard random matrix theory the upper diagonal entries are not assumed to be independent, but we will fill them with the entries of a stochastic…
In this paper we establish the limit of the empirical spectral distribution of quaternion sample covariance matrices. Suppose $\mathbf X_n = ({x_{jk}^{(n)}})_{p\times n}$ is a quaternion random matrix. For each $n$, the entries…
This paper investigates the spectral properties of spatial-sign covariance matrices, a self-normalized version of sample covariance matrices, for data from $\alpha$-regularly varying populations with general covariance structures. By…
The power spectrum (PS) of mass density fluctuations, independent of `biasing', is estimated from the Mark III catalog of peculiar velocities using Bayesian statistics. A parametric model is assumed for the PS, and the free parameters are…
In this lecture we argue that the fluctuations of Dirac eigenvalues on the finest scale, i.e. on the scale of the average level spacing do not depend on the underlying dynamics and can be obtained from a chiral random matrix theory with the…
Given a large sample covariance matrix $S_N=\frac 1n\Gamma_N^{1/2}Z_N Z_N^*\Gamma_N^{1/2}\, ,$ where $Z_N$ is a $N\times n$ matrix with i.i.d. centered entries, and $\Gamma_N$ is a $N\times N$ deterministic Hermitian positive semidefinite…
The Spectral Form Factor (SFF) measures the fluctuations in the density of states of a Hamiltonian. We consider a generalization of the SFF called the Loschmidt Spectral Form Factor, $\textrm{tr}[e^{iH_1T}]\textrm{tr} [e^{-iH_2T}]$, for…
The empirical spectral distribution of Hermitian $K \times K$-block random matrices converges to a deterministic density on the real line with a potential atom at the origin as the dimension of the blocks tends to infinity. In this model…
We use the techniques developed in [1] to study the local average of random fields with spectral density $1/f^{\alpha}$. We study their scaling properties and show that the self-similarity of $1/f$ random fields is preserved under the local…
This paper investigates the rate of convergence for the central limit theorem of linear spectral statistic (LSS) associated with large-dimensional sample covariance matrices. We consider matrices of the form ${\mathbf…
The Airy distribution function describes the probability distribution of the area under a Brownian excursion over a unit interval. Surprisingly, this function has appeared in a number of seemingly unrelated problems, mostly in computer…
We consider random geometric graphs on the plane characterized by a non-uniform density of vertices. In particular, we introduce a graph model where $n$ vertices are independently distributed in the unit disc with positions, in polar…
We develop a theoretical approach to compute the conditioned spectral density of $N \times N$ non-invariant random matrices in the limit $N \rightarrow \infty$. This large deviation observable, defined as the eigenvalue distribution…
We diagonalize numerically a Fibonacci matrix with fractal Hilbert space structure of dimension $d_{f}=1.8316...$ We show that the density of states is logarithmically normal while the corresponding level-statistics can be described as…
We study the statistics of the largest eigenvalue lambda_max of N x N random matrices with unit variance, but power-law distributed entries, P(M_{ij})~ |M_{ij}|^{-1-mu}. When mu > 4, lambda_max converges to 2 with Tracy-Widom fluctuations…
We present an analytic method for calculating spectral densities of empirical covariance matrices for correlated data. In this approach the data is represented as a rectangular random matrix whose columns correspond to sampled states of the…