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The result provided in this paper helps complete a unified picture of the scaling behavior in heavy-tailed stochastic models for transmission of packet traffic on high-speed communication links. Popular models include infinite source…

Probability · Mathematics 2010-08-17 Clément Dombry , Ingemar Kaj

We explore interpretations of the power-law banded random matrix (PLBRM) ensemble as Hamiltonians of one-dimensional quantum many-body systems. We introduce and compare a number of labeling schemes for assigning random matrix basis indices…

Disordered Systems and Neural Networks · Physics 2026-03-18 Wouter Buijsman , Masudul Haque , Ivan M. Khaymovich

We studied numerically the distribution of the entanglement Hamiltonian eigenvalues in two one-dimensional free fermion models and the typical three-dimensional Anderson model. We showed numerically that this distribution depends on the…

Strongly Correlated Electrons · Physics 2020-07-01 Mohammad Pouranvari

Traditional data-driven methods, effective for deterministic systems or stochastic differential equations (SDEs) with Gaussian noise, fail to handle the discontinuous sample paths and heavy-tailed fluctuations characteristic of L\'evy…

Dynamical Systems · Mathematics 2026-01-28 Yang Li , Jinqiao Duan

A random phase property establishing a link between quasi-one-dimensional random Schroedinger operators and full random matrix theory is advocated. Briefly summarized it states that the random transfer matrices placed into a normal system…

Mathematical Physics · Physics 2010-06-04 Rudolf A Roemer , Hermann Schulz-Baldes

Directed last passage percolation models on the plane, where one studies the weight as well as the geometry of optimizing paths (called polymers) in a field of i.i.d. weights, are paradigm examples of models in the KPZ universality class.…

Probability · Mathematics 2017-11-01 Riddhipratim Basu , Shirshendu Ganguly , Allan Sly

Symmetric tridiagonal matrices appear ubiquitously in mathematical physics, serving as the matrix representation of discrete random Schr\"odinger operators. In this work we investigate the top eigenvalue of these matrices in the large…

Probability · Mathematics 2025-06-04 Yi Han

We establish inequalities for assessing the distance between the distribution of errors of partially observed high-frequency statistics of multidimensional L\'evy processes and that of a mixed Gaussian random variable. Furthermore, we…

Probability · Mathematics 2025-04-14 Chiara Amorino , Arturo Jaramillo , Mark Podolskij

The exact statistics of an arbitrary quantum observable is analytically obtained. Due to the probabilistic nature of a sequence of intermediate measurements and stochastic fluctuations induced by the interaction with the environment, the…

Statistical Mechanics · Physics 2019-06-19 Stefano Gherardini

We study the variance and the Laplace transform of the probability law of linear eigenvalue statistics of unitary invariant Matrix Models of n-dimentional Hermitian matrices as n tends to infinity. Assuming that the test function of…

Probability · Mathematics 2015-06-26 L. Pastur

A many-body localized (MBL) state is a new state of matter emerging in a disordered interacting system at high energy densities through a disorder driven dynamic phase transition. The nature of the phase transition and the evolution of the…

Strongly Correlated Electrons · Physics 2016-07-20 S. P. Lim , D. N. Sheng

We consider a family of random matrix ensembles (RME) invariant under similarity transformations and described by the probability density $P({\bf H})= \exp[-{\rm Tr}V({\bf H})]$. Dyson's mean field theory (MFT) of the corresponding plasma…

Condensed Matter · Physics 2009-10-28 C. M. Canali

In contrast to the neatly bounded spectra of densely populated large random matrices, sparse random matrices often exhibit unbounded eigenvalue tails on the real and imaginary axis, called Lifshitz tails. In the case of asymmetric matrices,…

Disordered Systems and Neural Networks · Physics 2025-11-07 Pietro Valigi , Joseph W. Baron , Izaak Neri , Giulio Biroli , Chiara Cammarota

Typical eigenstates of quantum systems, whose classical limit is chaotic, are well approximated as random states. Corresponding eigenvalue spectra is modeled through appropriate ensemble of random matrix theory. However, a small subset of…

Quantum Physics · Physics 2018-06-21 S. Harshini Tekur , Santosh Kumar , M. S. Santhanam

We consider random matrix ensembles on the set of Hermitian matrices that are heavy tailed, in particular not all moments exist, and that are invariant under the conjugate action of the unitary group. The latter property entails that the…

Probability · Mathematics 2024-11-06 Mario Kieburg , Jiyuan Zhang

This paper investigates limiting properties of eigenvalues of multivariate sample spatial-sign covariance matrices when both the number of variables and the sample size grow to infinity. The underlying p-variate populations are general…

Statistics Theory · Mathematics 2021-01-25 Weiming Li , Qinwen Wang , Jianfeng Yao , Wang Zhou

Full orbit dynamics of charged particles in a $3$-dimensional helical magnetic field in the presence of $\alpha$-stable L\'evy electrostatic fluctuations and linear friction modeling collisional Coulomb drag is studied via Monte Carlo…

Plasma Physics · Physics 2016-10-12 Sara Moradi , Diego del-Castillo-Negrete , Johan Anderson

We employ the power-law random band matrix (PRBM) ensemble with single tuning parameter $\mu $ as the effective model for many-body localization (MBL) transition in random spin systems. We show the PRBM accurately reproduce the eigenvalue…

Disordered Systems and Neural Networks · Physics 2022-03-30 Wen-Jia Rao

We study the properties of the level statistics of 1D disordered systems with long-range spatial correlations. We find a threshold value in the degree of correlations below which in the limit of large system size the level statistics…

Disordered Systems and Neural Networks · Physics 2009-11-10 Pedro Carpena , Pedro Bernaola-Galvan , Plamen Ch. Ivanov

We study spectral and wavefunction statistics for many-body localization transition in systems with long-range interactions decaying as $1/r^\alpha$ with an exponent $\alpha$ satisfying $ d \le \alpha \le 2d$, where $d$ is the spatial…

Disordered Systems and Neural Networks · Physics 2018-06-26 K. S. Tikhonov , A. D. Mirlin
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