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Random matrix theory (RMT) provides a successful model for quantum systems, whose classical counterpart has a chaotic dynamics. It is based on two assumptions: (1) matrix-element independence, and (2) base invariance. Last decade witnessed…
A model to simulate the phenomenon of random lasing is presented. It couples Maxwell's equations with the rate equations of electronic population in a disordered system. Finite difference time domain methods are used to obtain the field…
The mixed spherical models were recently found to violate long-held assumptions about mean-field glassy dynamics. In particular, the threshold energy, where most stationary points are marginal and that in the simpler pure models attracts…
A process of energy transfer is demonstrated in non-equilibrium charged particle beams with anisotropy and space charge. Equipartitioning of energy between available degrees of freedom occurs in just a few betatron wavelengths, without halo…
In this paper, we derive results about the limiting distribution of the empirical magnetization vector and the maximum likelihood (ML) estimates of the natural parameters in the tensor Curie-Weiss Potts model. Our results reveal…
Vacuum-energy calculations with ideal reflecting boundaries are plagued by boundary divergences, which presumably correspond to real (but finite) physical effects occurring near the boundary. Our working hypothesis is that the stress tensor…
We study the mean-field limit of an elasto-plastic model introduced to describe the yielding transition of athermally and quasi-statically sheared amorphous solids. We focus on the sample-to-sample fluctuations, which we characterize…
A central limit theorem is established for a sum of random variables belonging to a sequence of random fields. The fields are assumed to have zero mean conditional on the past history and to satisfy certain conditional $\alpha$-mixing…
We study wave propagation through a one-dimensional array of subwavelength resonators with periodically time-modulated material parameters. Focusing on a high-contrast regime, we use a scattering framework based on Fourier expansions and…
Advanced science and technology provide a wealth of big data from different sources for extreme value analysis. Classical extreme value theory was extended to obtain an accelerated max-stable distribution family for modelling competing…
Energy-based models (EBMs) are powerful probabilistic models, but suffer from intractable sampling and density evaluation due to the partition function. As a result, inference in EBMs relies on approximate sampling algorithms, leading to a…
In the paper, multivariate probability distributions are considered that are representable as scale mixtures of multivariate elliptically contoured stable distributions. It is demonstrated that these distributions form a special subclass of…
There is a widespread recent interest in using ideas from statistical physics to model certain types of problems in economics and finance. The main idea is to derive the macroscopic behavior of the market from the random local interactions…
A theoretical analysis [Angelani et al., Phys. Rev. Lett. 96, 065702 (2006)] predicts glassy behaviour of light in a nonlinear random medium. This implies slow dynamics related to the presence of many metastable states. We consider very…
In the mean field integrate-and-fire model, the dynamics of a typical neuron within a large network is modeled as a diffusion-jump stochastic process whose jump takes place once the voltage reaches a threshold. In this work, the main goal…
In the mean field integrate-and-fire model, the dynamics of a typical neuron within a large network is modeled as a diffusion-jump stochastic process whose jump takes place once the voltage reaches a threshold. In this work, the main goal…
In this paper we obtain the central limit theorems, moderate deviations and the laws of the iterated logarithm for the energy \[H_n=\sum_{1\le j<k\le n}\omega_j\omega_k1_{\{S_j=S_k\}}\] of the polymer $\{S_1,...,S_n\}$ equipped with random…
We consider the effect of a local perturbation on the energy levels of a system described by random matrix theory. An analytic expression for the joint distribution function of initial and final energy levels is obtained. In the case of…
Magnetizations are introduced to the Generalized Random Energy Model (GREM) and numerical simulations on ac susceptibility is made for direct comparison with experiments in glassy materials. Prominent dynamical natures of spin glasses, {\it…
This work is devoted to examining qualitative properties of dynamic systems, in particular, limit cycles of stochastic differential equations with both rapid switching and small diffusion. The systems are featured by multi-scale…