Related papers: The semicircle law for matrices with ergodic entri…
Any discrete quantum process is represented by a sequence of quantum channels. We consider ergodic quantum processes obtained by a map that takes the points along the trajectory of a discrete ergodic dynamical system to the space of quantum…
In this paper the geometric entanglement (GE) of systems in one spatial dimension (1D) and in the thermodynamic limit is analyzed focusing on two aspects. First, we reexamine the calculation of the GE for translation-invariant matrix…
We consider an ergodic process on finitely many states, with positive entropy. Our first main result asserts that the distribution function of the normalized waiting time for the first visit to a small (i.e., over a long block) cylinder set…
We introduce and study a 2-parameter family of unitarily invariant probability measures on the space of infinite Hermitian matrices. We show that the decomposition of a measure from this family on ergodic components is described by a…
For a class of linear switched systems in continuous time a controllability condition implies that state feedbacks allow to achieve almost sure stabilization with arbitrary exponential decay rates. This is based on the Multiplicative…
We study the limiting spectral distribution of sample covariance matrices $XX^T$, where $X$ are $p\times n$ random matrices with correlated entries, for the cases $p/n\to y\in [0,\infty)$. If $y>0$, we obtain the Mar\v{c}enko-Pastur…
We consider large random matrices $X$ with centered, independent entries which have comparable but not necessarily identical variances. Girko's circular law asserts that the spectrum is supported in a disk and in case of identical…
For fixed $m > 1$, we study the product of $m$ independent $N \times N$ elliptic random matrices as $N$ tends to infinity. Our main result shows that the empirical spectral distribution of the product converges, with probability $1$, to the…
These notes provide an introduction to the local semicircle law from random matrix theory, as well as some of its applications. We focus on Wigner matrices, Hermitian random matrices with independent upper-triangular entries with zero…
Extended Self-Similarity (ESS) is a widely used tool for uncovering universal power-law scaling in systems dominated by nonlinear interactions. This work demonstrates that ESS scaling can also emerge in a system governed by purely linear…
A central limit theorem for arrays of symmetric row-wise exchangeable random variables is presented. The result is valid for finite and infinite extendable and non-extendable sequences. Unlike most reported versions of the central limit…
We present a new and simple bound for the exponential decay of second order systems using the spectral shift. This result is applied to finite matrices as well as to partial differential equations of Mathematical Physics. The type of the…
The first main result of this paper is that the law of the (rescaled) two-dimensional uniform spanning tree is tight in a space whose elements are measured, rooted real trees continuously embedded into Euclidean space. Various properties of…
We consider deformed sparse random matrices of the form $H= W+ \lambda V$, where $W$ is a real symmetric sparse random matrix, $V$ is a random or deterministic, real, diagonal matrix whose entries are independent of $W$, and $\lambda = O(1)…
The eigenvalue spacing of a uniformly chosen random finite unipotent matrix in its permutation action on lines is studied. We obtain bounds for the mean number of eigenvalues lying in a fixed arc of the unit circle and offer an approach…
The main focus of this article is the study of ergodicity of Interacting Particle Systems (IPS). We present a simple lemma showing that scaling time is equivalent to taking the convex combination of the transition matrix of the IPS with the…
The $T$-matrix, often obtained with Waterman's extended boundary condition method (EBCM), is a widely-used tool for fast calculations of electromagnetic scattering by particles. Here we investigate the quasistatic or long-wavelength limit…
We revisit the moment method to obtain a slightly strengthened version of the usual semicircular law. Our version assumes only that the upper triangular entries of Hermitian random matrices are independent, have mean zero and variances…
We study the properties of the two-point spectral form factor for classically chaotic systems with spin 1/2 in the semiclassical limit, with a suitable semiclassical trace formula as our principal tool. To this end we introduce a…
We give computable bounds on the rate of convergence of the transition probabilities to the stationary distribution for a certain class of geometrically ergodic Markov chains. Our results are different from earlier estimates of Meyn and…