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This paper is the second chapter of three of the author's undergraduate thesis. In this paper, we consider the random matrix ensemble given by $(d_b, d_w)$-regular graphs on $M$ black vertices and $N$ white vertices, where $d_b \in…

Probability · Mathematics 2018-01-18 Kevin Yang

Machine learning models that are developed with invariance to certain types of data transformations have demonstrated superior generalization performance in practice. However, the underlying mechanism that explains why invariance leads to…

Machine Learning · Computer Science 2023-02-24 Sicheng Zhu , Bang An , Furong Huang

We show that the Dyson Brownian Motion exhibits local universality after a very short time assuming that local rigidity and level repulsion hold. These conditions are verified, hence bulk spectral universality is proven, for a large class…

Probability · Mathematics 2015-04-16 Laszlo Erdos , Kevin Schnelli

It is a result of Ginibre that the normalized bulk $k$-point correlation functions of a complex $n\times n$ Gaussian matrix with independent entries of mean zero and unit variance are asymptotically given by the determinantal point process…

Probability · Mathematics 2024-05-28 Terence Tao , Van Vu

We consider $N\times N$ random matrices of the form $H=W+V$ where $W$ is a real symmetric or complex Hermitian Wigner matrix and $V$ is a random or deterministic, real, diagonal matrix whose entries are independent of $W$. We assume…

Probability · Mathematics 2016-06-08 Ji Oon Lee , Kevin Schnelli , Ben Stetler , Horng-Tzer Yau

The Wigner-Gaudin-Mehta-Dyson conjecture asserts that the local eigenvalue statistics of large random matrices exhibit universal behavior depending only on the symmetry class of the matrix ensemble. For invariant matrix models, the…

Probability · Mathematics 2012-01-31 Laszlo Erdos , Horng-Tzer Yau

We consider an independent and identically distributed (i.i.d.) random dynamical system of simple linear transformations on the unit interval $T_{\beta}(x)=\beta x$ (mod $1$), $x\in[0,1]$, $\beta>0$, which are the so-called…

Dynamical Systems · Mathematics 2024-04-26 Shintaro Suzuki

A global connection on the Connes Marcolli renormalization bundle relates $\beta$-functions of a class of regularization schemes by gauge transformations, as well as local solutions to $\beta$-functions over curved space-time.

Mathematical Physics · Physics 2012-11-20 Susama Agarwala

This paper generalizes beta divergence beyond its classical form associated with power variance functions of Tweedie models. Generalized form is represented by a compact definite integral as a function of variance function of the…

Machine Learning · Statistics 2013-06-19 Y. Kenan Yilmaz

It is shown that the correlation functions of the random variables $\det(\lambda - X)$, in which $X$ is a real symmetric $ N\times N$ random matrix, exhibit universal local statistics in the large $N$ limit. The derivation relies on an…

Mathematical Physics · Physics 2009-11-07 E. Brezin , S. Hikami

In this article we recover the distribution function (and possible density) of an arbitrary random variable that is subject to an additive measurement error. This problem is also known as deconvolution and has a long tradition in…

Statistics Theory · Mathematics 2025-10-07 Henrik Kaiser

We obtain general, exact formulas for the overlaps between the eigenvectors of large correlated random matrices, with additive or multiplicative noise. These results have potential applications in many different contexts, from quantum…

Statistical Mechanics · Physics 2018-12-05 Joël Bun , Jean-Philippe Bouchaud , Marc Potters

Recently we proved (EPRSY, ERSTVY, ESY4, ESYY, EYY, EYY2, EYYrigi) that the eigenvalue correlation functions of a general class of random matrices converge, weakly with respect to the energy, to the corresponding ones of Gaussian matrices.…

Probability · Mathematics 2012-04-03 Laszlo Erdos , Horng-Tzer Yau

We establish universal Gaussian fluctuations for the mesoscopic linear eigenvalue statistics in the vicinity of the cusp-like singularities of the limiting spectral density for Wigner-type random matrices. Prior to this work, the linear…

Probability · Mathematics 2023-08-25 Volodymyr Riabov

We investigate the universality of correlation functions of chaotic and disordered quantum systems as an external parameter is varied. A new, general scaling procedure is introduced which makes the theory invariant under reparametrizations.…

Condensed Matter · Physics 2010-03-09 P. Leboeuf , M. Sieber

Let $\mathcal{P}_{\beta}^{(V)} (N_{\cal I})$ be the probability that a $N\times N$ $\beta$-ensemble of random matrices with confining potential $V(x)$ has $N_{\cal I}$ eigenvalues inside an interval ${\cal I}=[a,b]$ of the real line. We…

Statistical Mechanics · Physics 2016-09-15 Ricardo Marino , Satya N. Majumdar , Gregory Schehr , Pierpaolo Vivo

Bulk viscosity in cold dark matter is an appealing feature that introduces distinctive phenomenological effects in the cosmological setting as compared to the $\Lambda$CDM model. Under this view, we propose a general parametrization of the…

General Relativity and Quantum Cosmology · Physics 2023-08-24 Gabriel Gómez , Guillermo Palma , Ángel Rincón , Norman Cruz , Esteban González

Consider $N\times N$ Hermitian or symmetric random matrices $H$ where the distribution of the $(i,j)$ matrix element is given by a probability measure $\nu_{ij}$ with a subexponential decay. Let $\sigma_{ij}^2$ be the variance for the…

Mathematical Physics · Physics 2011-09-27 Laszlo Erdos , Horng-Tzer Yau , Jun Yin

Classifying inflationary scenarios according to their scaling properties is a powerful way to connect theory with observations. A useful tool to make such a classification is the beta-function formalism. By describing inflation in terms of…

Cosmology and Nongalactic Astrophysics · Physics 2019-10-02 Francesco Cicciarella , Joel Mabillard , Mauro Pieroni , Angelo Ricciardone

We study the effects of Gauss-Bonnet corrections on some nonlocal probes (entanglement entropy, $n$-partite information and Wilson loop) in the holographic model with momentum relaxation. Higher-curvature terms as well as scalar fields make…

High Energy Physics - Theory · Physics 2018-03-06 M Reza Tanhayi , R Vazirian