Related papers: PDE methods in random matrix theory
The partial trace is commonly introduced in quantum mechanics as an algebraic operation used to define reduced states of composite systems. However, the probabilistic origin of this operation goes systematically unnoticed in the literature.…
In this paper we continue the investigation of partition functions of critical systems on a rectangle initiated in [R. Bondesan et al, Nucl.Phys.B862:553-575,2012]. Here we develop a general formalism of rectangle boundary states using…
We discuss the compact support property of the rough super-Brownian motion constructed as a scaling limit of a branching random walk in static random environment. The semi-linear equation corresponding to this measure-valued process is the…
We prove eigenvalue processes from dynamical random matrix theory including Dyson Brownian motion, Wishart process, and Dynkin's Brownian motion of ellipsoids are results of projecting Brownian motion through Riemannian submersions induced…
We consider non-Hermitian random matrices $X \in \mathbb{C}^{n \times n}$ with general decaying correlations between their entries. For large $n$, the empirical spectral distribution is well approximated by a deterministic density,…
Randomized measurements are useful for analyzing quantum systems especially when quantum control is not fully perfect. However, their practical realization typically requires multiple rotations in the complex space due to the adoption of…
It is well known that the weak limit of a suitably scaled continuous-time random walk (CTRW) is the Brownian motion. We investigate the convergence of certain patterned random matrices whose entries are independent CTRWs and their…
We consider a toy model for the study of monitored dynamics in a many-body quantum systems. We study the stochastic Schrodinger equation resulting from the continuous monitoring with a rate $\Gamma$ of a random hermitian operator chosen at…
We provide a perturbative expansion for the empirical spectral distribution of a Hermitian matrix with large size perturbed by a random matrix with small operator norm whose entries in the eigenvector basis of the first one are independent…
As a rough model for the collective motions of cells and organisms we develop here the statistical mechanics of swarms of self-propelled particles. Our approach is closely related to the recently developed theory of active Brownian motion…
In systems possessing spatial or dynamical symmetry breaking, Brownian motion combined with symmetric external input signals, deterministic or random, alike, can assist directed motion of particles at the submicron scales. In such cases,…
We study the twirling semigroups of (super)operators, namely, certain quantum dynamical semigroups that are associated, in a natural way, with the pairs formed by a projective representation of a locally compact group and a convolution…
The random matrix ensembles are applied to the quantum statistical systems. The quantum systems are studied using the finite dimensional real, complex and quaternion Hilbert spaces of the eigenfunctions. The linear operators describing the…
We derive a system of stochastic partial differential equations satisfied by the eigenvalues of the symmetric matrix whose entries are the Brownian sheets. We prove that the sequence $\left\{L_{d}(s,t), (s,t)\in[0,S]\times…
We investigate the sample path properties of Martin-L\"of random Brownian motion. We show (1) that many classical results which are known to hold almost surely hold for every Martin-L\"of random Brownian path, (2) that the effective…
The $A_{n-1}$ Gaudin model with integerable boundaries specified by non-diagonal K-matrices is studied. The commuting families of Gaudin operators are diagonalized by the algebraic Bethe ansatz method. The eigenvalues and the corresponding…
We consider the minimization over probability measures of the expected value of a random variable, regularized by relative entropy with respect to a given probability distribution. In the general setting we provide a complete…
Consider a random polynomial $P_n$ of degree $n$ whose roots are independent random variables sampled according to some probability distribution $\mu_0$ on the complex plane $\mathbb C$. It is natural to conjecture that, for a fixed $t\in…
This paper provides yet another look at the mixed fractional Brownian motion (fBm), this time, from the spectral perspective. We derive an approximation for the eigenvalues of its covariance operator, asymptotically accurate up to the…
Based on the exact relationship to random matrix theory, we present an alternative method of evaluating the probability distribution of the k-th smallest Dirac eigenvalue in the epsilon-regime of QCD and QCD-like theories. By utilizing the…