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We propose a dynamical matrix product ansatz describing the stochastic dynamics of two species of particles with excluded-volume interaction and the quantum mechanics of the associated quantum spin chains respectively. Analyzing consistency…

High Energy Physics - Theory · Physics 2008-11-26 V. Popkov , M. E. Fouladvand , G. M. Schuetz

We study complex networks under random matrix theory (RMT) framework. Using nearest-neighbor and next-nearest-neighbor spacing distributions we analyze the eigenvalues of adjacency matrix of various model networks, namely, random,…

Statistical Mechanics · Physics 2009-11-13 Sarika Jalan , Jayendra N. Bandyopadhyay

In this work a theory is developed for unifying large classes of nonlinear discrete-time dynamical systems obeying a superposition of a weighted maximum or minimum type. The state vectors and input-output signals evolve on nonlinear spaces…

Systems and Control · Computer Science 2019-12-10 Petros Maragos

In this work, we propose a global model selection criterion to estimate the graph of conditional dependencies of a random vector based on a finite sample. By global criterion, we mean optimizing a function over the entire set of possible…

Statistics Theory · Mathematics 2023-11-06 Florencia Leonardi , Magno T. F Severino

We describe in this survey several results relating Fractal Geometry, Dynamical Systems and Diophantine Approximations, including a description of recent results related to geometrical properties of the classical Markov and Lagrange spectra…

Dynamical Systems · Mathematics 2017-12-13 Carlos Gustavo Tamm de Araujo Moreira

This article presents several results establishing connections be- tween Markov chains and dynamical systems, from the point of view of open systems in physics. We show how all Markov chains can be understood as the information on one…

Probability · Mathematics 2010-10-18 Stéphane Attal

We apply random matrix theory to derive spectral density of large sample covariance matrices generated by multivariate VMA(q), VAR(q) and VARMA(q1,q2) processes. In particular, we consider a limit where the number of random variables N and…

Statistical Finance · Quantitative Finance 2015-05-18 Zdzisław Burda , Andrzej Jarosz , Maciej A. Nowak , Małgorzata Snarska

Consider the problem of interference mitigation in the identification of the dynamics of multidimensional control systems in the class of linear stationary models for single realizations of the observed signals. A concepts uncorrelated…

Dynamical Systems · Mathematics 2012-01-18 V. N. Tibabishev

We develop a framework for learning sparse nonparametric directed acyclic graphs (DAGs) from data. Our approach is based on a recent algebraic characterization of DAGs that led to a fully continuous program for score-based learning of DAG…

Machine Learning · Statistics 2020-03-25 Xun Zheng , Chen Dan , Bryon Aragam , Pradeep Ravikumar , Eric P. Xing

In this work we introduce the notion of an angular spectrum for a linear discrete time nonautonomous dynamical system. The angular spectrum comprises all accumulation points of longtime averages formed by maximal principal angles between…

Dynamical Systems · Mathematics 2025-03-12 Wolf-Jürgen Beyn , Thorsten Hüls

We take on a Random Matrix theory viewpoint to study the spectrum of certain reversible Markov chains in random environment. As the number of states tends to infinity, we consider the global behavior of the spectrum, and the local behavior…

Probability · Mathematics 2010-06-15 Charles Bordenave , Pietro Caputo , Djalil Chafai

We show the density of eigenvalues for three classes of random matrix ensembles is determinantal. First we derive the density of eigenvalues of product of $k$ independent $n\times n$ matrices with i.i.d. complex Gaussian entries with a few…

Probability · Mathematics 2016-05-05 Kartick Adhikari , Nanda Kishore Reddy , Tulasi Ram Reddy , Koushik Saha

Certain neural network architectures, in the infinite-layer limit, lead to systems of nonlinear differential equations. Motivated by this idea, we develop a framework for analyzing time signals based on non-autonomous dynamical equations.…

Machine Learning · Statistics 2022-04-19 Ryeongkyung Yoon , Harish S. Bhat , Braxton Osting

We construct so called Darboux matrices and fundamental solutions in the important case of the generalised Hamiltonian (or canonical) systems depending rationally on the spectral parameter. A wide class of explicit solutions is obtained in…

Classical Analysis and ODEs · Mathematics 2024-04-03 Alexander Sakhnovich

Because of the significant increase in size and complexity of the networks, the distributed computation of eigenvalues and eigenvectors of graph matrices has become very challenging and yet it remains as important as before. In this paper…

Numerical Analysis · Mathematics 2017-11-27 Konstantin Avrachenkov , Philippe Jacquet , Jithin Sreedharan

We investigate eigenvalues of many-body systems interacting by two-body forces as well as those of random matrices. We find a strong linear correlation between eigenvalues and diagonal matrix elements if both of them are sorted from the…

Nuclear Theory · Physics 2008-11-26 J. J. Shen , A. Arima , Y. M. Zhao , N. Yoshinaga

We develop an eigenvalue-based approach for the stability assessment and stabilization of linear systems with multiple delays and periodic coefficient matrices. Delays and period are assumed commensurate numbers, such that the Floquet…

Numerical Analysis · Mathematics 2020-11-03 Wim Michiels , Luca Fenzi

We give an introduction to the "stable algebra of matrices" as related to certain problems in symbolic dynamics. We consider this stable algebra (especially, shift equivalence and strong shift equivalence) for matrices over general rings as…

Dynamical Systems · Mathematics 2023-10-27 Mike Boyle , Scott Schmieding

This article proposes a dynamical system modeling approach for the analysis of longitudinal data of self-regulated systems experiencing multiple excitations. The aim of such an approach is to focus on the evolution of a signal (e.g., heart…

The identification of the limiting factors in the dynamical behavior of complex systems is an important interdisciplinary problem which often can be traced to the spectral properties of an underlying network. By deriving a general relation…

Disordered Systems and Neural Networks · Physics 2007-07-03 Adilson E. Motter
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