Related papers: Integrable matrix theory: Level statistics
We consider level crossing in a matrix family $H=H_0+\lambda V$ where $H_0$ is a fixed $N\times N$ matrix and $V$ belongs to one of the standard Gaussian random matrix ensembles. We study the probability distribution of level crossing…
We numerically study the level statistics of the Gaussian $\beta$ ensemble. These statistics generalize Wigner-Dyson level statistics from the discrete set of Dyson indices $\beta = 1,2,4$ to the continuous range $0 < \beta < \infty$. The…
A class of elliptic curves with associated Lax matrices is considered. A family of dynamical systems on e(3) parametrized by polynomial a with above Lax matrices are constructed. Five cases from the family are selected by the condition of…
Let $\mathcal{P}_{\beta}^{(V)} (N_{\cal I})$ be the probability that a $N\times N$ $\beta$-ensemble of random matrices with confining potential $V(x)$ has $N_{\cal I}$ eigenvalues inside an interval ${\cal I}=[a,b]$ of the real line. We…
We employ stabilization methods and second order Poincar\'e inequalities to establish rates of multivariate normal convergence for a large class of vectors $(H_s^{(1)},...,H_s^{(m)})$, $s \geq 1$, of statistics of marked Poisson processes…
Inference and prediction under the sparsity assumption have been a hot research topic in recent years. However, in practice, the sparsity assumption is difficult to test, and more importantly can usually be violated. In this paper, to study…
We develop a set of sufficient conditions for guaranteeing that an integrable system with a symmetry group $K$ on a manifold $M$ descends to an integrable system on a dense open subset of the quotient Poisson space $M/K$. The higher…
We study the level-statistics of a disordered system undergoing the Anderson type metal-insulator transition. The disordered Hamiltonian is a sparse random matrix in the site representation and the statistics is obtained by taking an…
Integrable differential identities, together with ensemble-specific initial conditions, provide an effective approach for the characterisation of relevant observables and state functions in random matrix theory. We develop this approach for…
We study linear statistics of a class of determinantal processes which interpolate between Poisson and GUE/Ginibre statistics in dimension 1 or 2. These processes are obtained by performing an independent Bernoulli percolation on the…
Assume that we observe a sample of size n composed of p-dimensional signals, each signal having independent entries drawn from a scaled Poisson distribution with an unknown intensity. We are interested in estimating the sum of the n unknown…
We consider the eigenvalue pair correlation problem for certain integrable quantum maps on the 2-sphere. The classical maps are time one maps of Hamiltonian flows of perfect Morse functions. The quantizations are unitary operators on spaces…
The full spectrum of transfer matrices of the general eight-vertex model on a square lattice is obtained by numerical diagonalization. The eigenvalue spacing distribution and the spectral rigidity are analyzed. In non-integrable regimes we…
Contrary to conventional wisdom, level repulsion in semiclassical spectrum is not just a feature of classically chaotic systems, but classically integrable systems as well. While in chaotic systems level repulsion develops on a scale of the…
We study an inhomogeneous random connection model in the connectivity regime. The vertex set of the graph is a homogeneous Poisson point process $\mathcal{P}_s$ of intensity $s>0$ on the unit cube…
Level statistics are a useful probe for detecting symmetries and distinguishing integrable and non-integrable systems. I show by way of several examples that level statistics detect the presence of generalized symmetries that go beyond…
We propose methodology for statistical inference for low-dimensional parameters of sparse precision matrices in a high-dimensional setting. Our method leads to a non-sparse estimator of the precision matrix whose entries have a Gaussian…
We construct a hierarchy of integrable systems whose Poisson structure corresponds to the BMS$_{3}$ algebra, and then discuss its description in terms of the Riemannian geometry of locally flat spacetimes in three dimensions. The analysis…
An analogue of the Hofer metric $\varrho_H$ on the Hamiltonian group $Ham(M,\Lambda)$ of a Poisson manifold $(M,\Lambda)$ can be defined but there is the problem of its non-degeneracy. First we observe that $\varrho_H$ is a genuine metric…
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…