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Related papers: Universality in Random Moment Problems

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Let S(1) be the segment [-1,1], and define the segments S(n) recursively in the following manner: let S(n+1) be the intersection of S(n) and a(n+1) + S(1), where the point a(n+1) is chosen randomly on the segment S(n) with uniform…

Probability · Mathematics 2011-09-28 Gergely Ambrus , Péter Kevei , Viktor Vígh

An exact map was established by Lacroix-A-Chez-Toine, Majumdar, and Schehr in [44] between the $N$ complex eigenvalues of complex non-Hermitian random matrices from the Ginibre ensemble, and the positions of $N$ non-interacting Fermions in…

Mathematical Physics · Physics 2022-11-08 Gernot Akemann , Sung-Soo Byun , Markus Ebke

A general theory of preparational uncertainty relations for a quantum particle in one spatial dimension is developed. We derive conditions which determine whether a given smooth function of the particle's variances and its covariance is…

Quantum Physics · Physics 2016-10-18 Spiros Kechrimparis , Stefan Weigert

We analyze properties of non-hermitian matrices of size M constructed as square submatrices of unitary (orthogonal) random matrices of size N>M, distributed according to the Haar measure. In this way we define ensembles of random matrices…

chao-dyn · Physics 2009-10-31 Karol Zyczkowski , Hans-Juergen Sommers

Number theorists have studied extensively the connections between the distribution of zeros of the Riemann $\zeta$-function, and of some generalizations, with the statistics of the eigenvalues of large random matrices. It is interesting to…

Mathematical Physics · Physics 2009-10-31 E. Brezin , S. Hikami

The Abelian Manna model of self-organized criticality is studied on various three-dimensional and fractal lattices. The exponents for avalanche size, duration and area distribution of the model are obtained by using a high-accuracy moment…

Statistical Mechanics · Physics 2012-07-02 Hoai Nguyen Huynh , Gunnar Pruessner

These expository notes are centered around the circular law theorem, which states that the empirical spectral distribution of a nxn random matrix with i.i.d. entries of variance 1/n tends to the uniform law on the unit disc of the complex…

Probability · Mathematics 2012-03-14 Charles Bordenave , Djalil Chafai

We consider the moment space $\mathcal{M}_n^{K}$ corresponding to $p \times p$ complex matrix measures defined on $K$ ($K=[0,1]$ or $K=\D$). We endow this set with the uniform law. We are mainly interested in large deviations principles…

Probability · Mathematics 2011-10-17 Fabrice Gamboa , Jan Nagel , Alain Rouault , Jens Wagener

The growth of the average kinetic energy of classical particles is studied for potentials that are random both in space and time. Such potentials are relevant for recent experiments in optics and in atom optics. It is found that for small…

Statistical Mechanics · Physics 2013-08-30 Yevgeny Krivolapov , Shmuel Fishman

We establish a general version of the strong KPZ universality conjecture near the axis for random walks in a random environment (RWRE) on $\mathbb{Z}^2$. For an i.i.d. elliptic random environment, we consider the quenched large deviations…

We establish the following universality property in high dimensions: Let $X$ be a random vector with density in $\mathbb{R}^n$. The density function can be arbitrary. We show that there exists a fixed unit vector $\theta \in \mathbb{R}^n$…

Metric Geometry · Mathematics 2016-04-28 Bo'az Klartag

Branching processes are widely used to model phenomena from networks to neuronal avalanching. In a large class of continuous-time branching processes, we study the temporal scaling of the moments of the instant population size, the survival…

Statistical Mechanics · Physics 2018-12-18 Rosalba Garcia-Millan , Johannes Pausch , Benjamin Walter , Gunnar Pruessner

We study the joint distribution of random abelian and non-abelian groups. In the abelian case, we prove several universality results for the joint distribution of the multiple cokernels for random $p$-adic matrices. In the non-abelian case,…

Number Theory · Mathematics 2023-12-04 Jungin Lee

We consider the local eigenvalue distribution of large self-adjoint $N\times N$ random matrices $\mathbf{H}=\mathbf{H}^*$ with centered independent entries. In contrast to previous works the matrix of variances $s_{ij} = \mathbb{E}\,…

Probability · Mathematics 2017-08-09 Oskari Ajanki , Laszlo Erdos , Torben Krüger

The cover-time problem, i.e., time to visit every site in a system, is one of the key issues of random walks with wide applications in natural, social, and engineered systems. Addressing the full distribution of cover times for random walk…

Statistical Mechanics · Physics 2023-03-01 Jia-Qi Dong , Wen-Hui Han , Yisen Wang , Xiao-Song Chen , Liang Huang

We study the universality of the local eigenvalue statistics of Gaussian divisible Hermitian Wigner matrices. These random matrices are obtained by adding an independent GUE matrix to an Hermitian random matrix with independent elements, a…

Probability · Mathematics 2011-04-08 Kurt Johansson

We prove a version of the multidimensional Fourth Moment Theorem for chaotic random vectors, in the general context of diffusion Markov generators. In addition to the usual componentwise convergence and unlike the infinite-dimensional…

Probability · Mathematics 2015-10-09 Simon Campese , Ivan Nourdin , Giovanni Peccati , Guillaume Poly

Inhomogeneous environments are rather ubiquitous in nature, often implying anomalies resulting in deviation from Gaussianity of diffusion processes. While sub- and superdiffusion are usually due to conversing environmental features…

Statistical Mechanics · Physics 2023-05-23 Attilio L. Stella , Aleksei Chechkin , Gianluca Teza

We discuss the phenomenon of universal fluctuations in mesoscopic systems and nuclei. For this purpose we use Random Matrix Theory (RMT). The statistical $S$-matrix is used to obtain the physical observables in the case of Quantum Dots,…

Mesoscale and Nanoscale Physics · Physics 2018-05-29 M. S. Hussein , J. G. G. S. Ramos

Universality, encompassing critical exponents, scaling functions, and dimensionless quantities, is fundamental to phase transition theory. In finite systems, universal behaviors are also expected to emerge at the pseudocritical point.…

Statistical Mechanics · Physics 2026-05-26 Qiyuan Shi , Shuo Wei , Youjin Deng , Ming Li
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