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It is shown how the universal correlation function of Brezin and Zee, and Beenakker, for random matrix ensembles of Wigner-Dyson type with density support on a finite interval can be derived using a linear response argument and macroscopic…

Condensed Matter · Physics 2009-10-22 P. J. Forrester

In the present context, superintegrability is a property of certain probability density functions coming from matrix models, which relates to the average over a distinguished basis of symmetric functions, typically the Jack or Macdonald…

Mathematical Physics · Physics 2025-05-20 Sung-Soo Byun , Peter J. Forrester

We study the effect of local projective measurements on the quantum quench dynamics. As a concrete example, a one-dimensional Bose-Hubbard model is simulated by the matrix product state and time-evolving block decimation. We map out a…

Statistical Mechanics · Physics 2020-01-14 Qicheng Tang , W. Zhu

We explore the influence of an arbitrary external potential perturbation V on the spectral properties of a weakly disordered conductor. In the framework of a statistical field theory of a nonlinear sigma-model type we find, depending on the…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 F. M. Marchetti , I. E. Smolyarenko , B. D. Simons

We study the universal properties of eigenstate entanglement entropy across the transition between many-body localized (MBL) and thermal phases. We develop an improved real space renormalization group approach that enables numerical…

Disordered Systems and Neural Networks · Physics 2017-09-18 Philipp T. Dumitrescu , Romain Vasseur , Andrew C. Potter

In an entanglement swapping process two initially uncorrelated qubits become entangled, without any direct interaction. We present a model using local variables aiming at reproducing this remarkable process, under the realistic assumption…

Quantum Physics · Physics 2013-01-22 N. Gisin , B. Gisin

An outline of a proof of the local decomposition of linear metric perturbations into gauge-invariant and gauge-variant parts on an arbitrary background spacetime is briefly explained. We explicitly construct the gauge-invariant and…

General Relativity and Quantum Cosmology · Physics 2012-10-16 Kouji Nakamura

Spectral correlations in unitary invariant, non-Gaussian ensembles of large random matrices possessing an eigenvalue gap are studied within the framework of the orthogonal polynomial technique. Both local and global characteristics of…

Statistical Mechanics · Physics 2009-10-30 E. Kanzieper , V. Freilikher

The problem of identifying change points in high-dimensional Gaussian graphical models (GGMs) in an online fashion is of interest, due to new applications in biology, economics and social sciences. The offline version of the problem, where…

Statistics Theory · Mathematics 2020-03-18 Hossein Keshavarz , George Michailidis

Quantum corrections to holographic entanglement entropy require knowledge of the bulk quantum state. In this paper, we derive a novel dual prescription for the generalized entropy that allows us to interpret the leading quantum corrections…

High Energy Physics - Theory · Physics 2022-02-25 Cesar A. Agón , Juan F. Pedraza

Physical understanding of how the interplay between symmetries and nonlinear effects can control the scaling and multiscaling properties in a coupled driven system, such as magnetohydrodynamic turbulence or turbulent binary fluid mixtures,…

Statistical Mechanics · Physics 2021-03-23 Sudip Mukherjee , Abhik Basu

We consider the block band matrices, i.e. the Hermitian matrices $H_N$, $N=|\Lambda|W$ with elements $H_{jk,\alpha\beta}$, where $j,k \in\Lambda=[1,m]^d\cap \mathbb{Z}^d$ (they parameterize the lattice sites) and $\alpha, \beta= 1,\ldots,…

Mathematical Physics · Physics 2015-06-17 Tatyana Shcherbina

Modeling correlation (and covariance) matrices can be challenging due to the positive-definiteness constraint and potential high-dimensionality. Our approach is to decompose the covariance matrix into the correlation and variance matrices…

The renormalization group method is applied to the study of homogeneous and flat Friedmann-Robertson-Walker type Universes, filled with a causal bulk viscous cosmological fluid. The starting point of the study is the consideration of the…

General Relativity and Quantum Cosmology · Physics 2009-09-25 J. A. Belinchon , T. Harko , M. K. Mak

Modeling and drawing inference on the joint associations between single nucleotide polymorphisms and a disease has sparked interest in genome-wide associations studies. In the motivating Boston Lung Cancer Survival Cohort (BLCSC) data, the…

Methodology · Statistics 2021-11-18 Lu Xia , Bin Nan , Yi Li

Correlations between factors of variation are prevalent in real-world data. Exploiting such correlations may increase predictive performance on noisy data; however, often correlations are not robust (e.g., they may change between domains,…

Machine Learning · Computer Science 2022-12-26 Christina M. Funke , Paul Vicol , Kuan-Chieh Wang , Matthias Kümmerer , Richard Zemel , Matthias Bethge

While classical in many theoretical settings - and in particular in statistical physics-inspired works - the assumption of Gaussian i.i.d. input data is often perceived as a strong limitation in the context of statistics and machine…

Machine Learning · Statistics 2024-07-22 Federica Gerace , Florent Krzakala , Bruno Loureiro , Ludovic Stephan , Lenka Zdeborová

We study the generalization capability of nearly-interpolating linear regressors: $\boldsymbol{\beta}$'s whose training error $\tau$ is positive but small, i.e., below the noise floor. Under a random matrix theoretic assumption on the data…

Machine Learning · Statistics 2024-03-13 Yutong Wang , Rishi Sonthalia , Wei Hu

In this article, we consider $\beta$-ensembles, i.e. collections of particles with random positions on the real line having joint distribution $$\frac{1}{Z_N(\beta)}|\Delta(\lambda)|^\beta e^{- \frac{N\beta}{4}\sum_{i=1}^N\lambda_i^2}d…

Probability · Mathematics 2015-06-25 Florent Benaych-Georges , Sandrine Péché

Regression models with both high-dimensional responses and covariates have attracted growing attention. Standard multivariate regression models become inadequate when the response variables depend not only on observed covariates but also on…

Methodology · Statistics 2026-05-01 Jing Ouyang , Chengyu Cui , Yunxiao Chen , Kean Ming Tan , Gongjun Xu