Related papers: Level statistics and localization transitions of L…
Consider an n x n Hermitian random matrix with, above the diagonal, independent entries with alpha-stable symmetric distribution and 0 < alpha < 2. We establish new bounds on the rate of convergence of the empirical spectral distribution of…
We suggest that if a localized phase at nonzero temperature $T>0$ exists for strongly disordered and weakly interacting electrons, as recently argued, it will also occur when both disorder and interactions are strong and $T$ is very high.…
Level statistics of systems that undergo many--body localization transition are studied. An analysis of the gap ratio statistics from the perspective of inter- and intra-sample randomness allows us to pin point differences between…
The level-spacing distribution in the tails of the eigenvalue bands of the power-law random banded matrix (PRBM) ensemble have been investigated numerically. The change of level-spacing statistics across the band is examined for different…
In this paper, we derive comparison results for terminal values of $d$-dimensional special semimartingales and also for finite-dimensional distributions of multivariate L\'{e}vy processes. The comparison is with respect to nondecreasing,…
Consider a random block matrix model consisting of $D$ random systems arranged along a circle, where each system is modeled by an independent $N\times N$ complex Hermitian Wigner matrix. Neighboring systems interact via an arbitrary…
We study various statistics related to the eigenvalues and eigenfunctions of random Hamiltonians in the localized regime. Consider a random Hamiltonian at an energy $E$ in the localized phase. Assume the density of states function is not…
We analyze a specific class of random systems that are driven by a symmetric L\'{e}vy stable noise. In view of the L\'{e}vy noise sensitivity to the confining "potential landscape" where jumps take place (in other words, to environmental…
We consider the local statistics of $H = V^* X V + U^* Y U$ where $V$ and $U$ are independent Haar-distributed unitary matrices, and $X$ and $Y$ are deterministic real diagonal matrices. In the bulk, we prove that the gap statistics and…
The paper proves several limit theorems for linear eigenvalue statistics of overlapping Wigner and sample covariance matrices. It is shown that the covariance of the limiting multivariate Gaussian distribution is diagonalized by choosing…
Distributional identities for a L\'evy process $X_t$, its quadratic variation process $V_t$ and its maximal jump processes, are derived, and used to make "small time" (as $t\downarrow0$) asymptotic comparisons between them. The…
Motivated by the many-body localization (MBL) phase in generic interacting disordered quantum systems, we develop a model simulating the same eigenstate structure like in MBL, but in the random-matrix setting. Demonstrating the absence of…
In this paper we study the joint distributional convergence of the largest eigenvalues of the sample covariance matrix of a $p$-dimensional time series with iid entries when $p$ converges to infinity together with the sample size $n$. We…
The study of spectrum statistics, such as the consecutive-gap ratio distribution, has revealed many interesting properties of many-body complex systems. Here we propose a two-parameter surmise expression for such distribution to describe…
We report on the emergence of scaling laws in the temporal evolution of the daily closing values of the S\&P 500 index prices and its modeling based on the L\'evy flights in two dimensions (2D). The efficacy of our proposed model is…
We examine quantum percolation on a square lattice with random dilution up to $q=38%$ and energy $0.001 \le E \le 1.6$ (measured in units of the hopping matrix element), using numerical calculations of the transmission coefficient at a much…
We analyze statistical properties of the complex system with conditions which manifests through specific constraints on the column/row sum of the matrix elements. The presence of additional constraints besides symmetry leads to new…
Many-body localization (MBL) has been widely investigated for both fermions and bosons, it is, however, much less explored for anyons. Here we numerically calculate several physical characteristics related to MBL of a one-dimensional…
The empirical eigenvalue distribution of the elliptic random matrix ensemble tends to the uniform measure on an ellipse in the complex plane as its dimension tends to infinity. We show this convergence on all mesoscopic scales slightly…
We use random matrix theory to study the spectrum of random geometric graphs, a fundamental model of spatial networks. Considering ensembles of random geometric graphs we look at short range correlations in the level spacings of the…