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We investigate the spectral fluctuation properties of constrained ensembles of random matrices (defined by the condition that a number N(Q) of matrix elements vanish identically; that condition is imposed in unitarily invariant form) in the…

Mathematical Physics · Physics 2009-11-13 Z. Pluhar , H. A. Weidenmueller

The aim of this note is to provide a pedagogical survey of the recent works by the authors ( arXiv:1409.7548 and arXiv:1507.06013) concerning the local behavior of the eigenvalues of large complex correlated Wishart matrices at the edges…

Probability · Mathematics 2016-03-09 Walid Hachem , Adrien Hardy , Jamal Najim

We study long range propagation of electromagnetic waves in random waveguides with rectangular cross-section and perfectly conducting boundaries. The waveguide is filled with an isotropic linear dielectric material, with randomly…

Mathematical Physics · Physics 2013-10-21 Ricardo Alonso , Liliana Borcea

We consider random $n\times n$ matrices $X$ with independent and centered entries and a general variance profile. We show that the spectral radius of $X$ converges with very high probability to the square root of the spectral radius of the…

Probability · Mathematics 2022-09-29 Johannes Alt , Laszlo Erdos , Torben Krüger

We prove the emergence of stable fluctuations for reaction-diffusion in random environment with Weibull tails. This completes our work around the quenched to annealed transition phenomenon in this context of reaction diffusion. In [9], we…

Probability · Mathematics 2017-06-22 Gérard Ben Arous , Stanislav Molchanov , Alejandro F. Ramírez

The purpose of this article is to present a general method to find limiting laws for some renormalized statistics on random permutations. The model considered here is Ewens sampling model, which generalizes uniform random permutations. We…

Probability · Mathematics 2013-10-28 Valentin Féray

We study the fluctuation of the eigenvalue number of any fixed interval $\Delta=[a,b]$ inside the spectrum for $\beta$- ensembles of random matrices in the case $\beta=1,2,4$. We assume that the potential $V$ is polynomial and consider the…

Mathematical Physics · Physics 2015-04-23 Mariya Shcherbina

This paper studies the asymptotic behavior of eigenvalues of random abelian G-circulant matrices, that is, matrices whose structure is related to a finite abelian group G in a way that naturally generalizes the relationship between…

Probability · Mathematics 2012-08-17 Mark W. Meckes

Covariances and variances of linear statistics of a point process can be written as integrals over the truncated two-point correlation function. When the point process consists of the eigenvalues of a random matrix ensemble, there are often…

Mathematical Physics · Physics 2022-05-04 Peter J. Forrester

We consider the distribution of the major index on standard tableaux of arbitrary straight shape and certain skew shapes. We use cumulants to classify all possible limit laws for any sequence of such shapes in terms of a simple auxiliary…

Combinatorics · Mathematics 2019-05-06 Sara C. Billey , Matjaž Konvalinka , Joshua P. Swanson

We establish a moderate deviation principle (MDP) for the number of eigenvalues of a Wigner matrix in an interval close to the edge of the spectrum. Moreover we prove a MDP for the $i$th largest eigenvalue close to the edge. The proof…

Probability · Mathematics 2013-01-12 Hanna Döring , Peter Eichelsbacher

We developed a conformal map technique to analyze the attenuation of edge modes propagating along imperfect boundaries. In systems where the potential energy exhibits conformal invariance, the conformal transformation can straighten the…

Strongly Correlated Electrons · Physics 2024-12-12 Grigor Adamyan

We present an exact calculation of the power spectrum of the electromagnetic fluctuations in a relativistic equilibrium plasma described by Maxwell-J\"uttner distribution functions. We consider the cases of wave vectors parallel or normal…

Plasma Physics · Physics 2013-12-06 C. Ruyer , L. Gremillet , D. Bénisti , G. Bonnaud

We study the fluctuations of an energy level as a function of the number of electrons $m$ added to a Coulomb-blockade quantum dot. A microscopic calculation in the limit of Koopmans' theorem predicts that the standard deviation of these…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 Y. Alhassid , Yuval Gefen

We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…

Probability · Mathematics 2015-02-20 Konstantinos Spiliopoulos

Kinetics of collision processes with linear mixing rules are investigated analytically. The velocity distribution becomes self-similar in the long time limit and the similarity functions have algebraic or stretched exponential tails. The…

Statistical Mechanics · Physics 2007-05-23 Daniel ben-Avraham , Eli Ben-Naim , Katja Lindenberg , Alexandre Rosas

This article is concerned with statistics of addition spectra for systems of identical charged particles. A classical model is suggested in order to study fluctuations of Coulomb blockade peak spacings in large two-dimensional semiconductor…

Mesoscale and Nanoscale Physics · Physics 2009-10-31 Yshai Avishai , Daniel Berend , Richard Berkovits

Within random matrix theory for quantum dots, both the dot's one-particle eigenlevels and the dot-lead couplings are statistically distributed. While the effect of the latter on the conductance is obvious and has been taken into account in…

Mesoscale and Nanoscale Physics · Physics 2009-11-07 K. Held , E. Eisenberg , B. L. Altshuler

We prove that the spectral radius of a large random matrix $X$ with independent, identically distributed complex entries follows the Gumbel law irrespective of the distribution of the matrix elements. This solves a long-standing conjecture…

Probability · Mathematics 2026-02-16 Giorgio Cipolloni , László Erdős , Yuanyuan Xu

Elastic turbulence is the chaotic fluid motion resulting from elastic instabilities due to the addition of polymers in small concentrations at very small Reynolds ($\mbox{Re}$) numbers. Our direct numerical simulations show that elastic…

Fluid Dynamics · Physics 2024-04-24 Rahul K. Singh , Prasad Perlekar , Dhrubaditya Mitra , Marco E. Rosti
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