Related papers: Spectral fluctuations for the multi-dimensional An…
We examine the power spectrum of the energy level fluctuations of a family of critical power-law random banded matrices with properties similar to those of a disordered conductor at the Anderson transition. It is shown both analytically and…
Consider the sample covariance matrix $$\Sigma^{1/2}XX^T\Sigma^{1/2}$$ where $X$ is an $M\times N$ random matrix with independent entries and $\Sigma$ is an $M\times M$ diagonal matrix. It is known that if $\Sigma$ is deterministic, then…
We have considered three different "one-body" statistical systems involving Brownian excursions, which possess for fluctuations Kardar-Parisi-Zhang scaling with the critical exponent $\nu=\frac{1}{3}$. In all models imposed external…
We describe some numerical experiments which determine the degree of spectral instability of medium size randomly generated matrices which are far from self-adjoint. The conclusion is that the eigenvalues are likely to be intrinsically…
We study the Anderson transition on a generic model of random graphs with a tunable branching parameter $1<K\le 2$, through large scale numerical simulations and finite-size scaling analysis. We find that a single transition separates a…
Random critical points are generically characterized by multifractal properties. In the field of Anderson localization, Mirlin, Fyodorov, Mildenberger and Evers [Phys. Rev. Lett 97, 046803 (2006)] have proposed that the singularity spectrum…
We establish central and non-central limit theorems for sequences of functionals of the Gaussian output of an infinitely-wide random neural network on the d-dimensional sphere . We show that the asymptotic behaviour of these functionals as…
The three-dimensional Anderson model with a rectangular distribution of site disorder displays two distinct localization-delocalization transitions, against varying disorder intensity, for a relatively narrow range of Fermi energies. Such…
Global equilibrium fragmentation inside a freeze out constraining volume is a working hypothesis widely used in nuclear fragmentation statistical models. In the framework of classical Lennard Jones molecular dynamics, we study how the…
We study random normal matrix models whose eigenvalues tend to be distributed within a narrow "band" around the unit circle of width proportional to $\frac1n$, where $n$ is the size of matrices. For general radially symmetric potentials…
We establish the second-order moment asymptotics for a parabolic Anderson model $\partial_{t}u=(\Delta+\xi)u$ in the hyperbolic space with a regular, stationary Gaussian potential $\xi$. It turns out that the growth and fluctuation…
We study the scaling of fluctuations with the mean of traffic in complex networks using a model where the arrival and departure of "packets" follow exponential distributions, and the processing capability of nodes is either unlimited or…
It is shown that the Truncated Euler Equations, i.e. a finite set of ordinary differential equations for the amplitude of the large-scale modes, can correctly describe the complex transitional dynamics that occur within the turbulent regime…
In this paper, we calculate the spectrum of scalar field fluctuations in a bouncing, asymptotically flat Universe, and investigate the dependence of the result on changes in the physics on length scales shorter than the Planck length which…
We study the fluctuation behavior of individual eigenvalues of kernel matrices arising from dense graphon-based random graphs. Under minimal integrability and boundedness assumptions on the graphon, we establish distributional limits for…
The scaling theory of Anderson localization is based on a global conductance $g_L$ that remains a random variable of order O(1) at criticality. One realization of such a conductance is the Landauer transmission for many transverse channels.…
We analyse the spectral phase diagram of Schr\"odinger operators $ T +\lambda V$ on regular tree graphs, with $T$ the graph adjacency operator and $V$ a random potential given by iid random variables. The main result is a criterion for the…
We provide in this paper simulation algorithms for one-sided and two-sided truncated normal distributions. These algorithms are then used to simulate multivariate normal variables with restricted parameter space for any covariance…
Some probabilistic aspects of the number variance statistic are investigated. Infinite systems of independent Brownian motions and symmetric alpha-stable processes are used to construct new examples of processes which exhibit both divergent…
To understand the sample-to-sample fluctuations in disorder-generated multifractal patterns we investigate analytically as well as numerically the statistics of high values of the simplest model - the ideal periodic $1/f$ Gaussian noise. By…