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In the study of complex networks (systems), the scaling phenomenon of flow fluctuations refers to a certain power-law between the mean flux (activity) $<F_i>$ of the $i$th node and its variance $\sigma_i$ as $\sigma_i \propto < F_{i} >…

Data Analysis, Statistics and Probability · Physics 2009-05-08 Yudong Chen , Li Li , Yi Zhang , Jianming Hu

We consider a class of sparse random matrices, which includes the adjacency matrix of Erd\H{o}s-R\'enyi graphs $\mathcal G(N,p)$ for $p \in [N^{\varepsilon-1},N^{-\varepsilon}]$. We identify the joint limiting distributions of the…

Probability · Mathematics 2020-03-13 Yukun He

We study the fluctuation behavior of individual eigenvalues of kernel matrices arising from dense graphon-based random graphs. Under minimal integrability and boundedness assumptions on the graphon, we establish distributional limits for…

Probability · Mathematics 2026-03-03 Behzad Aalipur

I discuss the universal aspects of scaling in period-doubling sequences in families of maps of the real line possessing non-integer degree. I show that the scaling behaviour in both the orbital and parameter spaces is governed by the same…

chao-dyn · Physics 2009-10-22 Keith Briggs

In this paper, our objective is to present a constraining principle governing the spectral properties of the sample covariance matrix. This principle exhibits harmonious behavior across diverse limiting frameworks, eliminating the need for…

Statistics Theory · Mathematics 2024-01-03 Yanqing Yin

We study the average shape of a fluctuation of a time series x(t), that is the average value <x(t)-x(0)>_T before x(t) first returns, at time T, to its initial value x(0). For large classes of stochastic processes we find that a scaling law…

Statistical Mechanics · Physics 2009-11-10 Andrea Baldassarri , Francesca Colaiori , Claudio Castellano

We consider a general class of symmetric or Hermitian random band matrices $H=(h_{xy})_{x,y \in \llbracket 1,N\rrbracket^d}$ in any dimension $d\ge 1$, where the entries are independent, centered random variables with variances…

Probability · Mathematics 2020-08-19 Fan Yang , Jun Yin

We propose a method to extract from experimental data the subdiffusion parameter $\alpha$ and subdiffusion coefficient $D_\alpha$ which are defined by means of the relation $<x^2> =2D_\alpha/\Gamma(1+\alpha) t^\alpha$ where $<x^2>$ denotes…

Statistical Mechanics · Physics 2013-05-29 T. Kosztolowicz , K. Dworecki , St. Mrowczynski

We prove bulk scaling limits and fluctuation scaling limits for a two-parameter class ALE$(\alpha,\eta)$ of continuum planar aggregation models. The class includes regularized versions of the Hastings--Levitov family HL$(\alpha)$ and…

Probability · Mathematics 2021-05-20 James Norris , Vittoria Silvestri , Amanda Turner

We study statistical properties of the ensemble of large $N\times N$ random matrices whose entries $ H_{ij}$ decrease in a power-law fashion $H_{ij}\sim|i-j|^{-\alpha}$. Mapping the problem onto a nonlinear $\sigma-$model with non-local…

We study CMV matrices (a discrete one-dimensional Dirac-type operator) with random decaying coefficients. Under mild assumptions we identify the local eigenvalue statistics in the natural scaling limit. For rapidly decreasing coefficients,…

Mathematical Physics · Physics 2007-05-23 Rowan Killip , Mihai Stoiciu

In the previous paper of this series, we proposed a new function to fit halo density profiles out to large radii. This truncated Einasto profile models the inner, orbiting matter as $\rho_{\rm orb} \propto \exp \left[-2/\alpha\ (r / r_{\rm…

Cosmology and Nongalactic Astrophysics · Physics 2024-10-24 Benedikt Diemer

Given a large, high-dimensional sample from a spiked population, the top sample covariance eigenvalue is known to exhibit a phase transition. We show that the largest eigenvalues have asymptotic distributions near the phase transition in…

Probability · Mathematics 2013-07-24 Alex Bloemendal , Bálint Virág

In this article, we study microscopic properties of a two-dimensional eigenvalue ensemble near a conical singularity arising from insertion of a point charge in the bulk of the support of eigenvalues. In particular, we characterize all…

Mathematical Physics · Physics 2021-09-01 Yacin Ameur , Nam-Gyu Kang , Seong-Mi Seo

The scaling properties of the roughness of surfaces grown by two different processes randomly alternating in time, are addressed. The duration of each application of the two primary processes is assumed to be independently drawn from given…

Statistical Mechanics · Physics 2009-11-07 Subhadip Raychaudhuri , Yonathan Shapir

The $\beta$ ensembles are a class of eigenvalue probability densities which generalise the invariant ensembles of classical random matrix theory. In the case of the Gaussian and Laguerre weights, the corresponding eigenvalue densities are…

Mathematical Physics · Physics 2018-12-20 Peter J. Forrester , Allan K. Trinh

We present an investigation of the scale-dependence of bias described by the linear model: $(\delta \rho({\bf x})/\bar{\rho})_{g} = b (\delta \rho(x)/\bar{\rho})_{m}$, $b$ being the bias parameter, and $\rho({\bf x})_{g}$ and $\rho({\bf…

Astrophysics · Physics 2009-10-30 Li-Zhi Fang , Zu-Gang Deng , Xiao-Yang Xia

We theoretically investigate the scaling behavior of the localization length for $s$-polarized electromagnetic waves incident at a critical angle on stratified random media with short-range correlated disorder. By employing the invariant…

Optics · Physics 2024-06-18 Seulong Kim , Kihong Kim

Given a gamma population with known shape parameter $\alpha$, we develop a general theory for estimating a function $g(\cdot)$ of the scale parameter $\beta$ with bounded variance. We begin by defining a sequential sampling procedure with…

Methodology · Statistics 2024-07-09 Jun Hu , Ibtihal Alanazi , Zhe Wang

Many human-related activities show power-law decaying interevent time distribution with exponents usually varying between 1 and 2. We study a simple task-queuing model, which produces bursty time series due to the nontrivial dynamics of the…

Physics and Society · Physics 2013-10-22 Szabolcs Vajna , Bálint Tóth , János Kertész