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Related papers: Non-Ergodic Delocalization in the Rosenzweig-Porte…

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We consider eigenvectors of the Hamiltonian $H_0$ perturbed by a generic perturbation $V$ modelled by a random matrix from the Gaussian Unitary Ensemble (GUE). Using the supersymmetry approach we derive analytical results for the statistics…

Disordered Systems and Neural Networks · Physics 2017-01-04 Kevin Truong , Alexander Ossipov

We study the ergodic properties of finite-dimensional systems of SDEs driven by non-degenerate additive fractional Brownian motion with arbitrary Hurst parameter $H\in(0,1)$. A general framework is constructed to make precise the notions of…

Probability · Mathematics 2007-05-23 Martin Hairer

Gaussian Rosenzweig-Porter (GRP) random matrix ensemble is the only one in which the robust multifractal phase and ergodic transition have a status of a mathematical theorem. Yet, this phase in GRP model is oversimplified: the spectrum of…

Disordered Systems and Neural Networks · Physics 2020-03-10 V. E. Kravtsov , I. M. Khaymovich , B. L. Altshuler , L. B. Ioffe

Let $x \in S^{n-1}$ be a unit eigenvector of an $n \times n$ random matrix. This vector is delocalized if it is distributed roughly uniformly over the real or complex sphere. This intuitive notion can be quantified in various ways. In these…

Probability · Mathematics 2017-07-27 Mark Rudelson

Consider a random block matrix model consisting of $D$ random systems arranged along a circle, where each system is modeled by an independent $N\times N$ complex Hermitian Wigner matrix. Neighboring systems interact via an arbitrary…

Probability · Mathematics 2025-07-14 Jiaqi Fan , Bertrand Stone , Fan Yang , Jun Yin

Quantum systems that violate the eigenstate thermalisation hypothesis thereby falling outside the paradigm of conventional statistical mechanics are of both intellectual and practical interest. We show that such a breaking of ergodicity may…

Disordered Systems and Neural Networks · Physics 2020-05-20 Sthitadhi Roy , Achilleas Lazarides

We consider the adjacency matrix $A$ of the Erd\H{o}s-R\'enyi graph on $N$ vertices with edge probability $d/N$. For $(\log \log N)^4 \ll d \lesssim \log N$, we prove that the eigenvalues near the spectral edge form asymptotically a Poisson…

Probability · Mathematics 2022-10-06 Johannes Alt , Raphael Ducatez , Antti Knowles

A general class of f(R) gravity models with minimally coupling a nonlocal scalar field is considered. The Ostrogradski representation for nonlocal gravitational models with a quadratic potential and the way of its localization are proposed.…

Cosmology and Nongalactic Astrophysics · Physics 2012-01-26 Sergey Yu. Vernov

Motivated by the many-body localization (MBL) phase in generic interacting disordered quantum systems, we develop a model simulating the same eigenstate structure like in MBL, but in the random-matrix setting. Demonstrating the absence of…

Disordered Systems and Neural Networks · Physics 2023-09-15 Weichen Tang , Ivan M. Khaymovich

We consider Hermitian random matrices of the form $H = W + \lambda V$, where $W$ is a Wigner matrix and $V$ a diagonal random matrix independent of $W$. We assume subexponential decay for the matrix entries of $W$ and we choose $\lambda…

Probability · Mathematics 2013-09-17 Ji Oon Lee , Kevin Schnelli

We consider $N\times N$ Hermitian random band matrices $H=(H_{xy})$, whose entries are centered complex Gaussian random variables. The indices $x,y$ range over the $d$-dimensional discrete torus $(\mathbb Z/L\mathbb Z)^d$ with $d\in…

Probability · Mathematics 2025-06-25 Fan Yang , Jun Yin

Improving upon results of Rudelson and Vershynin, we establish delocalization bounds for eigenvectors of independent-entry random matrices. In particular, we show that with high probability every eigenvector is delocalized, meaning any…

Probability · Mathematics 2019-02-01 Kyle Luh , Sean O'Rourke

The non-Hermitian matrix-valued Brownian motion is the stochastic process of a random matrix whose entries are given by independent complex Brownian motions. The bi-orthogonality relation is imposed between the right and the left…

Probability · Mathematics 2026-04-07 Syota Esaki , Makoto Katori , Satoshi Yabuoku

For the Hamiltonian operator H = -{\Delta}+V(x) of the Schr\"odinger Equation with a repulsive potential, the problem of local decay is considered. It is analyzed by a direct method, based on a new, L^2 bounded, propagation observable. The…

Analysis of PDEs · Mathematics 2011-11-22 Avy Soffer

We study the asymptotic properties of the trajectories of a discrete-time random dynamical system in an infinite-dimensional Hilbert space. Under some natural assumptions on the model, we establish a multiplica-tive ergodic theorem with an…

Analysis of PDEs · Mathematics 2020-01-22 Davit Martirosyan , Vahagn Nersesyan

In this paper, we consider the statistical inference of the drift parameter $\theta$ of non-ergodic Ornstein-Uhlenbeck~(O-U) process driven by a general Gaussian process $(G_t)_{t\ge 0}$. When $H \in (0, \frac 12) \cup (\frac 12,1) $ the…

Statistics Theory · Mathematics 2022-07-28 Yanping Lu

The aim of this study is to build a non-local homogenized model for three-dimensional composites with inclusions randomly embedded within a matrix according to a stochastic point process w in a bounded open set associated with a suitable…

Computational Engineering, Finance, and Science · Computer Science 2020-07-13 Sami Ben Elhaj Salah , Azdine Nait-Ali , Mikael Gueguen , Carole Nadot-Martin

The Swift-Hohenberg fluid convection system with both local and nonlocal nonlinearities under the influence of white noise is studied. The objective is to understand the difference in the dynamical behavior in both local and nonlocal cases.…

Dynamical Systems · Mathematics 2007-05-23 Wei Wang , Jianhua Sun , Jinqiao Duan

In this paper, we investigate the exponential ergodicity in a Wasserstein-type distance for a damping Hamiltonian dynamics with state-dependent and non-local collisions, which indeed is a special case of piecewise deterministic Markov…

Probability · Mathematics 2022-04-05 Jianhai Bao , Jian Wang

We consider discrete Schr\"odinger operators on $\ell^2(\mathbb{Z})$ with bounded random but not necessarily identically distributed values of the potential. We prove spectral localization (with exponentially decaying eigenfunctions) as…

Spectral Theory · Mathematics 2024-03-26 Anton Gorodetski , Victor Kleptsyn