Related papers: Universality of random matrix dynamics
Consider the following mechanism for the random evolution of a distribution of mass on the integer lattice ${\mathbf{Z}}$. At unit rate, independently for each site, the mass at the site is split into two parts by choosing a random…
We briefly review the random matrix theory for large N by N matrices viewed as free random variables in a context of stochastic diffusion. We establish a surprising link between the spectral properties of matrix-valued multiplicative…
The investigation of universality questions for local eigenvalue statistics continues to be a driving force in the theory of Random Matrices. For Matrix Models [53] the method of orthogonal polynomials can be used and the asymptotics of the…
The existence of universal scaling in the vicinity of the jamming transition of sheared granular materials is predicted by a phenomenology. The critical exponents are explicitly determined, which are independent of the spatial dimension.…
We present two pieces of evidence in support of the conjecture that the microscopic spectral density of the Dirac operator is a universal quantity. First, we compare lattice data to predictions from random matrix theory. Second, we show…
We propose a generalization of the random matrix theory following the basic prescription of the recently suggested concept of superstatistics. Spectral characteristics of systems with mixed regular-chaotic dynamics are expressed as weighted…
We study the spectral properties of and spectral-crossovers between different random matrix ensembles (Poissonian, GOE, GUE) in correlated spin-chain systems, in the presence of random magnetic fields, and the scalar spin-chirality term,…
We study the universality of the eigenvalue statistics of the covariance matrices $\frac{1}{n}M^* M$ where $M$ is a large $p\times n$ matrix obeying condition $\bf{C1}$. In particular, as an application, we prove a variant of universality…
We investigate the physical consequences of having a spectrum that satisfies random matrix theory (RMT) for generic Lindbladians, and compare its implications for spatially local and completely random Lindblad dynamics in one spatial…
Random-matrix theory is used to study the mesoscopic fluctuations of the excitation gap in a metal grain or quantum dot induced by the proximity to a superconductor. We propose that the probability distribution of the gap is a universal…
We prove the edge and bulk universality of random Hermitian matrices with equi-spaced external source. One feature of our method is that we use neither a Christoffel-Darboux type formula, nor a double-contour formula, which are standard…
We consider orthogonal, unitary, and symplectic ensembles of random matrices with (1/a)(ln x)^2 potentials, which obey spectral statistics different from the Wigner-Dyson and are argued to have multifractal eigenstates. If the coefficient…
We consider the random matrix obtained by picking vectors randomly from a large collection of mutually unbiased bases of $\mathbb{C}^n$, and prove that the spectral distribution converges to the Marchenko-Pastur law. This shows that vectors…
We place ourselves in the setting of high-dimensional statistical inference, where the number of variables $p$ in a data set of interest is of the same order of magnitude as the number of observations $n$. More formally, we study the…
Multivariate associated kernel estimators, which depend on both target point and bandwidth matrix, are appropriate for partially or totally bounded distributions and generalize the classical ones as Gaussian. Previous studies on…
Very recently we have shown that the spherical transform is a convenient tool for studying the relation between the joint density of the singular values and that of the eigenvalues for bi-unitarily invariant random matrices. In the present…
We consider the product of n complex non-Hermitian, independent random matrices, each of size NxN with independent identically distributed Gaussian entries (Ginibre matrices). The joint probability distribution of the complex eigenvalues of…
Random matrix theory is finding an increasing number of applications in the context of information theory and communication systems, especially in studying the properties of complex networks. Such properties include short-term and long-term…
The statistical distribution of eigenvalues of pairs of coupled random matrices can be expressed in terms of integral kernels having a generalized Christoffel--Darboux form constructed from sequences of biorthogonal polynomials. For…
In this paper we investigate the role of symmetry in visual stimuli designed to probe human sensitivity to image statistics. Our starting point is a recently published parameter space, a point in which defines a family of binary texture…