Related papers: Random Matrix Ensemble for the Level Statistics of…
This paper addresses the issue of detecting change-points in multivariate time series. The proposed approach differs from existing counterparts by making only weak assumptions on both the change-points structure across series, and the…
We consider $N\times N$ Hermitian random matrices with independent identically distributed entries (Wigner matrices). We assume that the distribution of the entries have a Gaussian component with variance $N^{-3/4+\beta}$ for some positive…
We present some review material relating to the topic of optimal asymptotic expansions of correlation functions and associated observables for $\beta$ ensembles in random matrix theory. We also give an introduction to a related line of…
The rapid development of high-throughput technologies has enabled the generation of data from biological or disease processes that span multiple layers, like genomic, proteomic or metabolomic data, and further pertain to multiple sources,…
Nonlinear statistics (i.e. statistics of permanents) on the eigenvalues of invariant random matrix models are considered for the three Dyson's symmetry classes $\beta=1,2,4$. General formulas in terms of hyperdeterminants are found for…
The level dynamics across the many body localization transition is examined for XXZ-spin model with a random magnetic field. We compare different scenaria of parameter dependent motion in the system and consider measures such as level…
The onset of quantum ergodicity is often quantified by the average ratio of consecutive level spacings. The reference values for ergodic quantum systems have been obtained numerically from the spectra of large but finite-dimensional random…
A simple statistical mechanical approach for studying multilayer adsorption of interacting polyatomic adsorbates (k-mers) has been presented. The new theoretical framework has been developed on a generalization in the spirit of the…
We study the Gaussian Unitary Ensemble (GUE) using noncommutative geometry and the homological framework of the Batalin-Vilkovisky (BV) formalism. Coefficients of the correlation functions in the GUE with respect to the rank $N$ are…
We study the extreme point process associated to the off-diagonal components in the matrix representation of the Gaussian $\beta$-Ensemble and prove its convergence to Poisson point process as $n\to +\infty$ when the inverse temperature…
The distributions of the spacing s between nearest-neighbor levels of unfolded spectra of random matrices from the beta-Hermite ensemble (beta-HE) is investigated by Monte Carlo simulations. The random matrices from the beta-HE are…
In this paper, we consider the structural change in a class of discrete valued time series, which the true conditional distribution of the observations is assumed to be unknown. The conditional mean of the process depends on a parameter…
We construct a diffusive matrix model for the $\beta$-Wishart (or Laguerre) ensemble for general continuous $\beta\in [0,2]$, which preserves invariance under the orthogonal/unitary group transformation. Scaling the Dyson index $\beta$ with…
Joint modeling of spatially-oriented dependent variables is commonplace in the environmental sciences, where scientists seek to estimate the relationships among a set of environmental outcomes accounting for dependence among these outcomes…
Spectral statistics of systems that undergo many--body localization transition are studied. An analysis of the gap ratio statistics from the perspective of inter- and intra-sample randomness allows us to pin point differences between…
The Ginibre ensemble of nonhermitean random Hamiltonian matrices $K$ is considered. Each quantum system described by $K$ is a dissipative system and the eigenenergies $Z_{i}$ of the Hamiltonian are complex-valued random variables. The…
We show how the thermodynamic properties of large many-body localized systems can be studied using quantum Monte Carlo simulations. To this end we devise a heuristic way of constructing local integrals of motion of very high quality, which…
A statistical description of part of a many body system often requires a non-Hermitian random matrix ensemble with nature and strength of randomness sensitive to underlying system conditions. For the ensemble to be a good description of the…
Motivated by the role that spectral properties play for the dynamical evolution of a quantum many-body system, we investigate the level spacing statistic of the extended Bose-Hubbard model. In particular, we focus on the distribution of the…
We uncover a hidden Gaussian ensemble inside each of the three circular ensembles of random matrices, which provide novel diagrammatic rules for the calculation of moments. The matrices involved are generic complex for $\beta=2$, complex…