Related papers: The Eigenvector Moment Flow and local Quantum Uniq…

In this note we want to have another look on Schwinger-Dyson equations for the eigenvalue distributions and the fluctuations of classical unitarily invariant random matrix models. We are exclusively dealing with one-matrix models, for which…

We consider the random conductance model in a stationary and ergodic environment. Under suitable moment conditions on the conductances and their inverse, we prove a quenched invariance principle for the random walk among the random…

We prove a homogenization result for the difference of two coupled Dyson Brownian motions started from generalized Wigner matrix initial data. We prove an optimal order, high probability estimate that is valid throughout the spectrum,…

We consider a Wigner-type ensemble, i.e. large hermitian $N\times N$ random matrices $H=H^*$ with centered independent entries and with a general matrix of variances $S_{xy}=\mathbb E|H_{xy}|^2$. The norm of $H$ is asymptotically given by…

This paper presents an algebraic formulation of the renormalization group flow in quantum mechanics on flat target spaces. For any interacting quantum mechanical theory, the fixed point of this flow is a theory of classical probability, not…

Motivated by the conjectured Penrose inequality and by the work of Hawking, Geroch, Huisken and Ilmanen in the null and the Riemannian case, we examine necessary conditions on flows of two-surfaces in spacetime under which the Hawking…

Time dependence for barrier penetration is considered in the phase space. An asymptotic phase-space propagator for nonrelativistic scattering on a one - dimensional barrier is constructed. The propagator has a form universal for various…

We prove a local law for eigenvalues of the random Hermitian matrices with external source $W_n=\frac{1}{n}X_n+A_n$ where $X_n$ is Wigner matrix and $A_n$ is diagonal matrix with only two values $a, -a$ on the diagonal. The local law is an…

We define a new diffusive matrix model converging towards the $\beta$-Dyson Brownian motion for all $\beta\in [0,2]$ that provides an explicit construction of $\beta$-ensembles of random matrices that is invariant under the…

We prove eigenvalue processes from dynamical random matrix theory including Dyson Brownian motion, Wishart process, and Dynkin's Brownian motion of ellipsoids are results of projecting Brownian motion through Riemannian submersions induced…

We revisit the moment method to obtain a slightly strengthened version of the usual semicircular law. Our version assumes only that the upper triangular entries of Hermitian random matrices are independent, have mean zero and variances…

We study high moments of truncated Wigner nxn random matrices by using their representation as the sums over the set W of weighted even closed walks. We construct the subset W' of W such that the corresponding sum diverges in the limit of…

Based on the generalized Langevin equation for the momentum of a Brownian particle a generalized asymptotic Einstein relation is derived. It agrees with the well-known Einstein relation in the case of normal diffusion but continues to hold…

We present some applications of central limit theorems on mesoscopic scales for random matrices. When combined with the recent theory of "homogenization" for Dyson Brownian Motion, this yields the universality of quantities which depend on…

We consider $N\times N$ Hermitian random matrices with i.i.d. entries. The matrix is normalized so that the average spacing between consecutive eigenvalues is of order $1/N$. We study the connection between eigenvalue statistics on…

We study the ultrametric random matrix ensemble, whose independent entries have variances decaying exponentially in the metric induced by the tree topology on $\mathbb{N}$, and map out the entire localization regime in terms of…

Chatterjee (2016) proved, as an application of his general framework relating superconcentration and chaos, that after the entries of an $n \times n$ matrix drawn from the Gaussian unitary ensemble undergo an entrywise Ornstein-Uhlenbeck…

Surprisingly the looking natural random walk leading to Brownian motion occurs to be often biased in a very subtle way: usually refers to only approximate fulfillment of thermodynamical principles like maximizing uncertainty. Recently, a…

Diffusion is a central phenomenon in almost all fields of natural science revealing microscopic processes from the observation of macroscopic dynamics. Here, we consider the paradigmatic system of a single atom diffusing in a periodic…

For a large class of quantized ergodic flows the quantum ergodicity theorem due to Shnirelman, Zelditch, Colin de Verdi\`ere and others states that almost all eigenfunctions become equidistributed in the semiclassical limit. In this work we…