Related papers: A note on pair dependent linear statistics with sl…
We prove upper and lower bounds on the number of pairs of commuting $n\times n$ matrices with integer entries in $[-T,T]$, as $T\to \infty$. Our work uses Fourier analysis and leads us to an analysis of exponential sums involving matrices…
Statistical fluctuations of the light emitted from amplifying random media are studied theoretically and numerically. The characteristic scales of the diffusive motion of light lead to Gaussian or power-law (Levy) distributed fluctuations…
In this paper, we study the mesoscopic fluctuations at edges of orthogonal polynomial ensembles with both continuous and discrete measures. Our main result is a Central limit Theorem (CLT) for linear statistics at mesoscopic scales. We show…
Let $M_n$ be a $n \times n$ Wigner or sample covariance random matrix, and let $\mu_1(M_n), \mu_2(M_n), ..., \mu_n(M_n)$ denote the unordered eigenvalues of $M_n$. We study the fluctuations of the partial linear eigenvalue statistics $$…
We investigate the fluctuations of linear spectral statistics of a Wigner matrix $W\_N$ deformed by a deterministic diagonal perturbation $D\_N$, around a deterministic equivalent which can be expressed in terms of the free convolution…
Using an Eulerian perturbative calculation, we show that the distribution of relative pairwise velocities which arises from gravitational instability of Gaussian density fluctuations has asymmetric (skewed) exponential tails. The negative…
For any dynamical system, we show that higher variation-norms for the sequence of ergodic bilinear averages of two functions satisfy a large range of bilinear Lp estimates. It follows that, with probability one, the number of fluctuations…
Motivated by certain problems of statistical physics we consider a stationary stochastic process in which deterministic evolution is interrupted at random times by upward jumps of a fixed size. If the evolution consists of linear decay, the…
An explicit formula for the mean spectral measure of a random Jacobi matrix is derived. The matrix may be regarded as the limit of Gaussian beta ensemble (G$\beta$E) matrices as the matrix size $N$ tends to infinity with the constraint that…
We present two issues here: (i) that in situation when total energy is kept constant recently proposed fluctuations of volume ensemble is equivalent to the approach using Tsallis statistics with fluctuating temperature and (ii) that the…
We study fluctuation properties of embedded random matrix ensembles of non-interacting particles. For ensemble of two non-interacting particle systems, we find that unlike the spectra of classical random matrices, correlation functions are…
Attention has been brought to the possibility that statistical fluctuation properties of several complex spectra, or, well-known number sequences may display strong signatures that the Hamiltonian yielding them as eigenvalues is…
The influence of thermal fluctuations on fermion pairing is investigated using a semiclassical treatment of fluctuations. When the average pairing gaps along with those differing by one standard deviation are used, the characteristic…
Fluctuation scaling is observed phenomenon from complex networks through finance to ecology. It means that the variance and the mean of a specific quantity are related as $\ev{\sigma^2|n}\propto \ev{n|A}^{2\alpha}$ with $1/2\geq \alpha \geq…
We consider the scaling limit of linear statistics for eigenphases of a matrix taken from one of the classical compact groups. We compute their moments and find that the first few moments are Gaussian, whereas the limiting distribution is…
We determine the asymptotic distribution of the sum of correlated variables described by a matrix product ansatz with finite matrices, considering variables with finite variances. In cases when the correlation length is finite, the law of…
We establish universal Gaussian fluctuations for the mesoscopic linear eigenvalue statistics in the vicinity of the cusp-like singularities of the limiting spectral density for Wigner-type random matrices. Prior to this work, the linear…
In this paper we study two one-parameter families of random band Toeplitz matrices: \[ A_n(t)=\frac{1}{\sqrt{b_n}}\Big(a_{i-j}\delta_{|i-j|\le[b_nt]}\Big)_{i,j=1}^n \quad\text{and}\quad…
We describe fermions in terms of a classical statistical ensemble. The states $\tau$ of this ensemble are characterized by a sequence of values one or zero or a corresponding set of two-level observables. Every classical probability…
We compute averages of products and ratios of characteristic polynomials associated with Orthogonal, Unitary, and Symplectic Ensembles of Random Matrix Theory. The pfaffian/determinantal formulas for these averages are obtained, and the…