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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

Motivated by microscopic traffic modeling, we analyze dynamical systems which have a piecewise linear concave dynamics not necessarily monotonic. We introduce a deterministic Petri net extension where edges may have negative weights. The…

Optimization and Control · Mathematics 2010-01-26 Nadir Farhi , Maurice Goursat , Jean-Pierre Quadrat

In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter $\theta>0$) by replacing the entries equal to one by…

Probability · Mathematics 2010-05-05 Joseph Najnudel , Ashkan Nikeghbali

The fully discrete problem for convection-diffusion equation is considered. It comprises compact approximations for spatial discretization, and Crank-Nicolson scheme for temporal discretization. The expressions for the entries of inverse of…

Computational Finance · Quantitative Finance 2024-01-30 Anindya Goswami , Kuldip Singh Patel

This paper is concerned with a model for the dynamics of a single species in a one-dimensional heterogeneous environment. The environment consists of two kinds of patches, which are periodically alternately arranged along the spatial axis.…

Analysis of PDEs · Mathematics 2024-07-04 François Hamel , Frithjof Lutscher , Mingmin Zhang

The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…

Probability · Mathematics 2023-12-22 Philip Broadbridge , Illia Donhauzer , Andriy Olenko

We study, using numerical simulations, the dynamical evolution of self-gravitating point particles in static euclidean space, starting from a simple class of infinite ``shuffled lattice'' initial conditions. These are obtained by applying…

Statistical Mechanics · Physics 2008-11-26 Thierry Baertschiger , Michael Joyce , Andrea Gabrielli , Francesco Sylos Labini

We investigate systems of self-propelled particles with alignment interaction. Compared to previous work, the force acting on the particles is not normalized and this modification gives rise to phase transitions from disordered states at…

Mathematical Physics · Physics 2014-09-25 Pierre Degond , Amic Frouvelle , Jian-Guo Liu

These notes are based on the lectures delivered at the Les Houches Summer School in July 2015. They are addressed at a mixed audience of physicists and mathematicians with some basic working knowledge of random matrix theory. The first part…

Mathematical Physics · Physics 2018-07-20 Gernot Akemann

We consider the eigenvectors of symmetric matrices with independent heavy tailed entries, such as matrices with entries in the domain of attraction of $\alpha$-stable laws, or adjacencymatrices of Erdos-Renyi graphs. We denote by…

Probability · Mathematics 2014-06-02 Florent Benaych-Georges , Alice Guionnet

We prove the equivalence between non-local gravity with an arbitrary form factor and a non-local gravitational system with an extra rank-2 symmetric tensor. Thanks to this reformulation, we use the diffusion-equation method to transform the…

High Energy Physics - Theory · Physics 2021-02-09 Gianluca Calcagni , Leonardo Modesto , Giuseppe Nardelli

Let $A$ be a permutation invariant random matrix and $B$ another random matrix. We give a quantitative bound on the difference between the diagonal of the resolvent of $A+B$ and the diagonal of the resolvent of the free sum with…

Probability · Mathematics 2026-03-03 Alexis Imbert

We study the diffusion of a tracer particle driven out-of-equilibrium by an external force and traveling in a dense environment of arbitrary density. The system evolves on a discrete lattice and its stochastic dynamics is described by a…

Statistical Mechanics · Physics 2018-05-23 Pierre Illien , Olivier Bénichou , Gleb Oshanin , Alessandro Sarracino , Raphaël Voituriez

In arXiv:1410.7268v3, the authors consider eigenvalues of overlapping Wishart matrices and prove that its fluctuations asymptotically convergence to the Gaussian free field. In this brief note, their result is extended to show that when the…

Probability · Mathematics 2021-12-28 Jeffrey Kuan , Zhengye Zhou

This paper presents a novel formalism for the out of equilibrium dynamics of the density matrix, capable of describing highly entangled many-body interactions. The evolution of quantum states is evaluated via eigenvalue dynamics of a…

Quantum Physics · Physics 2025-10-28 Mumnuna Aziz Qureshi

This paper deals with the problem of parameter estimation based on certain eigenspaces of the empirical covariance matrix of an observed multidimensional time series, in the case where the time series dimension and the observation window…

Probability · Mathematics 2012-08-22 Walid Hachem , Philippe Loubaton , X. Mestre , Jamal Najim , Pascal Vallet

The paper discusses progress in understanding statistical properties of complex eigenvalues (and corresponding eigenvectors) of weakly non-unitary and non-Hermitian random matrices. Ensembles of this type emerge in various physical…

Chaotic Dynamics · Physics 2009-11-07 Yan V Fyodorov , H. -J Sommers

The theory of random matrices with eigenvalues distributed in the complex plane and more general "beta-ensembles" (logarithmic gases in 2D) is reviewed. The distribution and correlations of the eigenvalues are investigated in the large N…

Mathematical Physics · Physics 2009-07-29 A. Zabrodin

We study the motion of independent particles in a dynamical random environment on the integer lattice. The environment has a product distribution. For the multidimensional case, we characterize the class of spatially ergodic invariant…

Probability · Mathematics 2018-09-20 Mathew Joseph , Firas Rassoul-Agha , Timo Seppäläinen

In this text, based on elementary computations, we provide a perturbative expansion of the coordinates of the eigenvectors of a Hermitian matrix of large size perturbed by a random matrix with small operator norm whose entries in the…

Probability · Mathematics 2020-03-19 Florent Benaych-Georges , Nathanaël Enriquez , Alkéos Michaïl