Related papers: Level statistics and localization transitions of L…
The L\'evy walk process with rests is discussed. The jumping time is governed by an $\alpha$-stable distribution with $\alpha>1$ while a waiting time distribution is Poissonian and involves a position-dependent rate which reflects a…
The extreme-value statistics of the entanglement spectrum in disordered spin chains possessing a many-body localization transition is examined. It is expected that eigenstates in the metallic or ergodic phase, behave as random states and…
We extend the L\'evy Langevin Monte Carlo method studied by Oechsler in 2024 to the setting of a target distribution with heavy tails: Choosing a target distribution from the class of subexponential distributions we prove convergence of a…
The level statistics in the transition between delocalized and localized {phases of} many body interacting systems is {considered}. We recall the joint probability distribution for eigenvalues resulting from the statistical mechanics for…
A wide variety of complex physical systems described by unitary matrices have been shown numerically to satisfy level statistics predicted by Dyson's circular ensemble. We argue that the impact of localization in such systems is to provide…
We analyze eigenvalues fluctuations of the Laplacian of various networks under the random matrix theory framework. Analyses of random networks, scale-free networks and small-world networks show that nearest neighbor spacing distribution of…
This paper investigates the Gaussian quasi-likelihood estimation of an exponentially ergodic multidimensional Markov process, which is expressed as a solution to a L\'{e}vy driven stochastic differential equation whose coefficients are…
We prove that certain natural random variables associated with the local eigenvalue statistics for generalized lattice Anderson models constructed with finite-rank perturbations are compound Poisson distributed. This distribution is…
In this work, we study some statistical properties of the extreme eigenstates of the randomly-weighted adjacency matrices of random graphs. We focus on two random graph models: Erd\H{o}s-R\'{e}nyi (ER) graphs and random geometric graphs…
Suppose some random resource (energy, mass or space) $\chi \geq 0$ is to be shared at random between (possibly infinitely many) species (atoms or fragments). Assume ${\Bbb E}\chi =\theta <\infty $ and suppose the amount of the individual…
We provide some asymptotic theory for the largest eigenvalues of a sample covariance matrix of a p-dimensional time series where the dimension p = p_n converges to infinity when the sample size n increases. We give a short overview of the…
We solve an adaptive search model where a random walker or L\'evy flight stochastically resets to previously visited sites on a $d$-dimensional lattice containing one trapping site. Due to reinforcement, a phase transition occurs when the…
We derive the exact form of the eigenvalue spectra of correlation matrices derived from a set of time-shifted, finite Brownian random walks (time-series). These matrices can be seen as random, real, asymmetric matrices with a special…
We develop an approach for understanding the dynamics of open quantum systems by analyzing individual quantum trajectories in the eigenbasis of the Liouvillian superoperator. From trajectory-eigenstate overlaps, we construct a…
We discuss non-Gaussian random matrices whose elements are random variables with heavy-tailed probability distributions. In probability theory heavy tails of the distributions describe rare but violent events which usually have dominant…
We study the entanglement spectrum in the many body localizing and thermalizing phases of one and two dimensional Hamiltonian systems, and periodically driven `Floquet' systems. We focus on the level statistics of the entanglement spectrum…
A two dimensional model for quantum percolation with variable tunneling range is studied. For this purpose the Lifshitz model is considered where the disorder enters the Hamiltonian via the nondiagonal elements. We employ a numerical method…
We consider real symmetric or complex hermitian random matrices with correlated entries. We prove local laws for the resolvent and universality of the local eigenvalue statistics in the bulk of the spectrum. The correlations have fast decay…
A Laplacian matrix is a real symmetric matrix whose row and column sums are zero. We investigate the limiting distribution of the largest eigenvalues of a Laplacian random matrix with Gaussian entries. Unlike many classical matrix…
Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…