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This paper investigates L\'evy walks with random velocities, extending classical models beyond constant speed assumptions. We derive scaling limits, demonstrating that diffusion depends on interplay between heavy-tailed duration and…

Probability · Mathematics 2026-04-28 Hubert Woszczek , Marek A. Teuerle , Agnieszka Wyłomańska

We address the construction of stable random matrix ensembles as the generalization of the stable random variables (Levy distributions). With a simple method we derive the Cauchy case, which is known to have remarkable properties. These…

Statistical Mechanics · Physics 2007-05-23 M. Tierz

For certain natural families of topologies, we study continuity and stability of statistical properties of random walks on linear groups over local fields. We extend large deviation results known in the Archimedean case to non-Archimedean…

Probability · Mathematics 2025-05-21 Omar Hurtado , Sidhanth Raman

We study the overlaps between right and left eigenvectors for random matrices of the spherical and truncated unitary ensembles. Conditionally on all eigenvalues, diagonal overlaps are shown to be distributed as a product of independent…

Probability · Mathematics 2021-11-17 Guillaume Dubach

Localization to delocalization transitions in eigenfunctions are studied for finite interacting boson systems by employing one- plus two-body embedded Gaussian orthogonal ensemble of random matrices [EGOE(1+2)]. In the first analysis,…

Chaotic Dynamics · Physics 2017-07-31 N. D. Chavda , V. K. B. Kota

We apply support vector machine (SVM) to study the phase transition between many-body localized and thermal phases in a disordered quantum Ising chain in a transverse external field. The many-body eigenstate energy $E$ is bounded by a…

Disordered Systems and Neural Networks · Physics 2019-02-26 Wei Zhang , Lei Wang , Ziqiang Wang

We study large $N\times N$ power-law random band matrices $H=(H_{ij})$ with centered complex Gaussian entries, where the variances satisfy a power-law decay $\mathbb{E}|H_{ij}|^2\propto (|i-j|/W+1)^{-1-\alpha}$, for some exponent…

Probability · Mathematics 2026-04-15 Jiaqi Fan , Fan Yang , Jun Yin

This paper establishes a Transition Path Theory (TPT) for L\'{e}vy-type processes, addressing a critical gap in the study of the transition mechanism between meta-stabile states in non-Gaussian stochastic systems. A key contribution is the…

Probability · Mathematics 2026-05-04 Yuanfei Huang , Xiang Zhou

Motivated by the problem of Many-Body Localization and the recent numerical results for the level and eigenfunction statistics on the random regular graphs, a generalization of the Rosenzweig-Porter random matrix model is suggested that…

Disordered Systems and Neural Networks · Physics 2015-12-29 V. E. Kravtsov , I. M. Khaymovich , E. Cuevas , M. Amini

This paper discusses the stability analysis of linear parameter varying systems with a parameter-dependent delay where the parameters are assumed to be stochastic piecewise constants under spontaneous Poissonian jumps. Based on stochastic…

Systems and Control · Electrical Eng. & Systems 2021-02-10 Muhammad Zakwan

A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…

Classical Analysis and ODEs · Mathematics 2009-11-11 P. J. Forrester , N. S. Witte

An exact solution to the problem of parametric level statistics in non-Gaussian ensembles of N by N Hermitian random matrices with either soft or strong level confinement is formulated within the framework of the orthogonal polynomial…

Statistical Mechanics · Physics 2009-10-31 E. Kanzieper

We consider the eigenvalues and eigenvectors of finite, low rank perturbations of random matrices. Specifically, we prove almost sure convergence of the extreme eigenvalues and appropriate projections of the corresponding eigenvectors of…

Probability · Mathematics 2012-03-19 Florent Benaych-Georges , Raj Rao Nadakuditi

We consider $N\times N$ symmetric or hermitian random matrices with independent, identically distributed entries where the probability distribution for each matrix element is given by a measure $\nu$ with a subexponential decay. We prove…

Mathematical Physics · Physics 2017-08-23 Laszlo Erdos

In this paper, we solve exit problems for a L\'evy process that resets proportionally to its current position at independent Poisson epochs times. This resetting causes an additional (proportional to its current level) downward (upward)…

Probability · Mathematics 2026-05-29 Zbigniew Palmowski , Noah Beelders , Lewis Ramsden , Apostolos D. Papaioannou

The first passage time process of a L\'evy subordinator with heavy-tailed L\'evy measure has long-range dependent paths. The random fluctuations that appear under two natural schemes of summation and time scaling of such stochastic…

Probability · Mathematics 2012-04-02 Ingemar Kaj , Anders Martin-Löf

In this work we consider deterministic, symmetric matrices with heavy-tailed noise imposed on entries within a fixed distance $K$ to the diagonal. The most important example is discrete 1d random Schr\"odinger operator defined on…

Probability · Mathematics 2025-07-01 Yi Han

In this paper, we discuss estimates on transition densities for subordinators, which are global in time. We establish the sharp two-sided estimates on the transition densities for subordinators whose L\'evy measures are absolutely…

Probability · Mathematics 2020-02-19 Soobin Cho , Panki Kim

Domain specific localization of eigenstates has been a persistent observation for systems with local symmetries. The underlying mechanism for this localization behaviour has however remained elusive. We provide here an analysis of locally…

Quantum Physics · Physics 2024-01-19 Peter Schmelcher

We consider a previously devised model describing Levy random walks (Phys. Rev E 79, 011110; 80, 031148, (2009)). It is demonstrated numerically that the given model describes Levy random walks with superdiffusive, ballistic, as well as…

Statistical Mechanics · Physics 2015-05-19 Ihor Lubashevsky , Andreas Heuer , Rudolf Friedrich , Ramil Usmanov