Related papers: Universal shocks in the Wishart random-matrix ense…
The thermal activation process by which a system passes from one local energy minimum to another is a recurring motif in physics, chemistry, and biology. For instance, biopolymer chains are typically modeled in terms of energy landscapes,…
We study a coarsening process of one-dimensional cell complexes. We show that if cell boundaries move with velocities proportional to the difference in size of neighboring cells, then the average cell size grows at a prescribed exponential…
We present a semiclassical approach to eigenfunction statistics in chaotic and weakly disordered quantum systems which goes beyond Random Matrix Theory, supersymmetry techniques, and existing semiclassical methods. The approach is based on…
The Gauss map (or continued fraction map) is an important dissipative one-dimensional discrete-time dynamical system that exhibits chaotic behaviour and which generates a symbolic dynamics consisting of infinitely many different symbols.…
We present a random matrix approach to study general vibrational properties of stable amorphous solids with translational invariance using the correlated Wishart ensemble. Within this approach, both analytical and numerical methods can be…
Consider $(X_{i}(t))$ solving a system of $N$ stochastic differential equations interacting through a random matrix $\mathbf J = (J_{ij})$ with independent (not necessarily identically distributed) random coefficients. We show that the…
We present spectral functions for the magnitude squared of the order parameter in the scaling limit of the two-dimensional superfluid to Mott insulator quantum phase transition at constant density, which has emergent particle-hole symmetry…
In this note we prove that suitable positive powers of the absolute value of the characteristic polynomial of a Haar distributed random unitary matrix converge in law, as the size of the matrix tends to infinity, to a Gaussian…
We present a random-matrix realization of a two-dimensional percolation model with the occupation probability $p$. We find that the behavior of the model is governed by the two first extreme eigenvalues. While the second extreme eigenvalue…
The sum of independent Wishart matrices, taken from distributions with unequal covariance matrices, plays a crucial role in multivariate statistics, and has applications in the fields of quantitative finance and telecommunication. However,…
In classical random matrix theory the Gaussian and chiral Gaussian random matrix models with a source are realized as shifted mean Gaussian, and chiral Gaussian, random matrices with real $(\beta = 1)$, complex ($\beta = 2)$ and real…
We investigate the random dynamics of rational maps on the Riemann sphere and the dynamics of semigroups of rational maps on the Riemann sphere. We show that regarding random complex dynamics of polynomials, in most cases, the chaos of the…
We study the ensemble-averaged conductance as a function of applied magnetic field for ballistic electron transport across few-channel microstructures constructed in the shape of classically chaotic billiards. We analyse the results of…
We study the distribution of the ratio of two central Wishart matrices with different covariance matrices. We first derive the density function of a particular matrix form of the ratio and show that its cumulative distribution function can…
The correlated Wishart model provides the standard benchmark when analyzing time series of any kind. Unfortunately, the real case, which is the most relevant one in applications, poses serious challenges for analytical calculations. Often…
Analytical methods are fundamental in studying acoustics problems. One of the important tools is the Wiener-Hopf method, which can be used to solve many canonical problems with sharp transitions in boundary conditions on a plane/plate.…
We extend Stein's celebrated Wasserstein bound for normal approximation via exchangeable pairs to the multi-dimensional setting. As an intermediate step, we exploit the symmetry of exchangeable pairs to obtain an error bound for smooth test…
Universality, encompassing critical exponents, scaling functions, and dimensionless quantities, is fundamental to phase transition theory. In finite systems, universal behaviors are also expected to emerge at the pseudocritical point.…
In recent years the Rosenzweig--Porter (RP) ensemble, obtained by adding a diagonal matrix with independent and identically distributed elements to a Gaussian random matrix, has been widely used as a minimal model for the emergence of…
Nearly all dense suspensions undergo dramatic and abrupt thickening transitions in their flow behaviour when sheared at high stresses. Such transitions occur when the dominant interactions between the suspended particles shift from…