Related papers: Random matrix ensembles: Wang-Landau algorithm for…
Composed ensembles of random unitary matrices are defined via products of matrices, each pertaining to a given canonical circular ensemble of Dyson. We investigate statistical properties of spectra of some composed ensembles and demonstrate…
Random matrix theory is used to assess the significance of weak correlations and is well established for Gaussian statistics. However, many complex systems, with stock markets as a prominent example, exhibit statistics with power-law tails,…
We demonstrate the effective use of randomized methods for linear algebra to perform network-based analysis of complex vortical flows. Network theoretic approaches can reveal the connectivity structures among a set of vortical elements and…
We derive the spatially homogeneous Landau equation for Maxwellian molecules from a natural stochastic interacting particle system. More precisely, we control the relative entropy between the joint law of the particle system and the…
A Monte Carlo method based on a density-of-states sampling is proposed for study of arbitrary statistical mechanical ensembles in a continuum. A random walk in the two-dimensional space of particle number and energy is used to estimate the…
I present a density-matrix renormalization-group (DMRG) method for calculating dynamical properties and excited states in low-dimensional lattice quantum many-body systems. The method is based on an exact variational principle for dynamical…
There are several methods to treat ensembles of random matrices in symmetric spaces, circular matrices, chiral matrices and others. Orthogonal polynomials and the supersymmetry method are particular powerful techniques. Here, we present a…
A methodology for calculating the contribution of charged defects to the configurational free energy of an ionic crystal is introduced. The temperature-independent Wang-Landau Monte Carlo technique is applied to a simple model of a solid…
A formalism for study of spectral correlations in non-Gaussian, unitary invariant ensembles of large random matrices with strong level confinement is reviewed. It is based on the Shohat method in the theory of orthogonal polynomials. The…
As far as we know, there is no flat-histogram algorithm to sample the stationary distribution of non-equilibrium stochastic processes. The present work addresses this gap by introducing a generalization of the Wang-Landau algorithm, applied…
We exhibit an explicit formula for the spectral density of a (large) random matrix which is a diagonal matrix whose spectral density converges, perturbated by the addition of a symmetric matrix with Gaussian entries and a given (small)…
We investigate the behavior of the deviation of the estimator for the density of states (DOS) with respect to the exact solution in the course of Wang-Landau and Stochastic Approximation Monte Carlo (SAMC) simulations of the two-dimensional…
Random matrix theory allows one to deduce the eigenvalue spectrum of a large matrix given only statistical information about its elements. Such results provide insight into what factors contribute to the stability of complex dynamical…
We consider random non-normal matrices constructed by removing one row and column from samples from Dyson's circular ensembles or samples from the classical compact groups. We develop sparse matrix models whose spectral measures match these…
For a broad class of unitary ensembles of random matrices we demonstrate the universal nature of the Janossy densities of eigenvalues near the spectral edge, providing a different formulation of the probability distributions of the limiting…
We implement the Wang-Landau algorithm in the context of SU(N) lattice gauge theories. We study the quenched, reduced version of the lattice theory and calculate its density of states for N=20,30,40,50. We introduce a variant of the…
We consider in this paper random batch particle methods for efficiently solving the homogeneous Landau equation in plasma physics. The methods are stochastic variations of the particle methods proposed by Carrillo et al. [J. Comput. Phys.:…
We present a novel Ensemble Monte Carlo Growth method to sample the equilibrium thermodynamic properties of random chains. The method is based on the multicanonical technique of computing the density of states in the energy space. Such a…
When studying high-dimensional dynamical systems such as macromolecules, quantum systems and polymers, a prime concern is the identification of the most probable states and their stationary probabilities or free energies. Often, these…
We review the problem of how to compute the spectral density of sparse symmetric random matrices, i.e. weighted adjacency matrices of undirected graphs. Starting from the Edwards-Jones formula, we illustrate the milestones of this line of…