Related papers: Non-Equilibrium Random Matrix Theory : Transition …
In this paper, we present a kernel-based, multi-task Gaussian Process (GP) model for approximating the underlying function of an individual's mobility state using a time-inhomogeneous Markov Process with two states: moves and pauses. Our…
We develop a method for the random sampling of (multimode) Gaussian states in terms of their covariance matrix, which we refer to as a random quantum covariance matrix (RQCM). We analyze the distribution of marginals and demonstrate that…
A new type of Coulomb gas is defined, consisting of arbitrary numbers of point charges of two species executing Brownian motions under the influence of their mutual electrostatic repulsion. Being a generalization of a model of identical…
The vacuum transition probabilities between to minima of a scalar field potential in the presence of gravity are studied using the Wentzel-Kramers-Brillouin approximation. First we propose a method to compute these transition probabilities…
A possibly time-dependent transition intensity matrix or generator $(Q(t))$ characterizes the law of a Markov jump process (MP). For a time homogeneous MP, the transition probability matrix (TPM) can be expressed as a matrix exponential of…
We derive a semi-analytic formula for the transition probability of three-dimensional Brownian motion in the positive octant with absorption at the boundaries. Separation of variables in spherical coordinates leads to an eigenvalue problem…
The approach to the theory of a relativistic random process is considered by the path integral method as Brownian motion taking into account the boundedness of speed. An attempt was made to build a relativistic analogue of the Wiener…
Path integrals play a crucial role in describing the dynamics of physical systems subject to classical or quantum noise. In fact, when correctly normalized, they express the probability of transition between two states of the system. In…
During training, weight matrices in machine learning architectures are updated using stochastic gradient descent or variations thereof. In this contribution we employ concepts of random matrix theory to analyse the resulting stochastic…
We establish a correspondence between the evolution of the distribution of eigenvalues of a $N\times N$ matrix subject to a random Gaussian perturbing matrix, and a Fokker-Planck equation postulated by Dyson. Within this model, we prove the…
This paper is concerned with whether or not the preferential gauge can ensure the uniqueness and correctness of results obtained from the standard time-dependent perturbation theory, in which the transition probability is formulated in…
We compute the distribution of the purity for random density matrices (i.e.random mixed states) in a large quantum system, distributed according to the Bures measure. The full distribution of the purity is computed using a mapping to random…
This paper presents a study of the properties of a matrix model that was introduced to describe transitions between all Wigner surmises of Random Matrix theory. New results include closed-form exact analytical expressions for the…
It is considered to re-formulate quantum theory as it appears: A theory of continuous and causal time evolution, interrupted by discontinuous and stochastic jumps. To develop the (missing) theory of jumps a heuristic-phenomenological…
We analyze the classical problem of the stochastic dynamics of a particle confined in a periodic potential, through the so called Il'in and Khasminskii model, with a novel semi-analytical approach. Our approach gives access to the transient…
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…
We extend a Gaussian model for the internal electrical potential of a two-dimensional Coulomb gas by a non-Gaussian measure term, which singles out the physically relevant configurations of the potential. The resulting Hamiltonian,…
Transition State Theory forms the basis of computing reaction rates in chemical and other systems. Recently it has been shown how transition state theory can rigorously be realized in phase space using an explicit algorithm. The…
We analyze subway arrival times in the New York City subway system. We find regimes where the gaps between trains exhibit both (unitarily invariant) random matrix statistics and Poisson statistics. The departure from random matrix…
We consider the probability of having two intervals (gaps) without eigenvalues in the bulk scaling limit of the Gaussian Unitary Ensemble of random matrices. We describe uniform asymptotics for the transition between a single large gap and…