Related papers: A smooth transition from Wishart to GOE
The glass transition can simply be viewed as the point at which the viscosity of a structurally disordered liquid reaches 10^{13} Poise [1]. This definition is operational but it sidesteps fundamental controversies about the glass: Is the…
The Bethe free energy approximation provides an effective way for relaxing NP-hard problems of probabilistic inference. However, its accuracy depends on the model parameters and particularly degrades if a phase transition in the model…
We implement gradient-based variational inference routines for Wishart and inverse Wishart processes, which we apply as Bayesian models for the dynamic, heteroskedastic covariance matrix of a multivariate time series. The Wishart and…
Random graphs with latent geometric structure are popular models of social and biological networks, with applications ranging from network user profiling to circuit design. These graphs are also of purely theoretical interest within…
We study the problem of detecting latent geometric structure in random graphs. To this end, we consider the soft high-dimensional random geometric graph $\mathcal{G}(n,p,d,q)$, where each of the $n$ vertices corresponds to an independent…
The escape rate \Gamma of the large-spin model described by the Hamiltonian H = -DS_z^2 - H_zS_z - H_xS_x is investigated with the help of the mapping onto a particle moving in a double-well potential U(x). The transition-state method…
The phase transition temperature of the homogeneous and dilute Bose gas in D-dimensions ($2 \le D \le 3$) is calculated by a mean field-based statistical method. The shift of the phase transition temperature is written up to the leading…
We study the simple random walk on the giant component of a supercritical Erd\H{o}s-R\'enyi random graph on $n$ vertices, in particular the so-called vacant set at level $u$, the complement of the trajectory of the random walk run up to a…
We study phase transitions in $SU(\infty)$ gauge theories at nonzero temperature using matrix models. Our basic assumption is that the effective potential is dominated by double trace terms for the Polyakov loops. As a function of the…
In this paper I will describe some results that have been recently obtained in the study of random Euclidean matrices, i.e. matrices that are functions of random points in Euclidean space. In the case of translation invariant matrices one…
We propose the study of the phase transition in the scalar electroweak theory at finite temperature by a two - step method. It combines i) dimensional reduction to a 3-dimensional {\it lattice\/} theory via perturbative blockspin…
We prove a central limit theorem for the mesoscopic linear statistics of $N\times N$ Wigner matrices $H$ satisfying $\mathbb{E}|H_{ij}|^2=1/N$ and $\mathbb{E} H_{ij}^2= \sigma /N$, where $\sigma \in [-1,1]$. We show that on all mesoscopic…
When placed on an inclined plane, a perfect 2D disk or 3D sphere simply rolls down in a straight line under gravity. But how is the rolling affected if these shapes are irregular or random? Treating the terminal rolling speed as an order…
We prove that the Poisson/Gaudin--Mehta phase transition conjectured to occur when the bandwidth of an $N \times N$ symmetric banded matrix grows like $\sqrt N$ is observable as a critical point in the fourth moment of the level density for…
A new class of Random Matrix Ensembles is introduced. The Gaussian orthogonal, unitary, and symplectic ensembles GOE, GUE, and GSE, of random matrices are analogous to the classical Gibbs ensemble governed by Boltzmann's distribution in the…
We consider rectangular random matrices of size $p\times n$ belonging to the real Wishart-Laguerre ensemble also known as the chiral Gaussian orthogonal ensemble. This ensemble appears in many applications like QCD, mesoscopic physics, and…
Universality is a pillar of modern critical phenomena. The standard scenario is that the two-point correlation algebraically decreases with the distance $r$ as $g(r) \sim r^{2-d-\eta}$, with $d$ the spatial dimension and $\eta$ the…
We discuss the nature of phase transitions in self-gravitating systems both in the microcanonical and in the canonical ensemble. We avoid the divergence of the gravitational potential at short distances by considering the case of…
We describe the quantum phase transition in the $N$-state chiral clock model in spatial dimension $d=1$. With couplings chosen to preserve time-reversal and spatial inversion symmetries, such a model is in the universality class of recent…
We consider the model of random planar maps of size $n$ biased by a weight $u>0$ per $2$-connected block, and the closely related model of random planar quadrangulations of size $n$ biased by a weight $u>0$ per simple component. We exhibit…