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We introduce a random matrix model for the stationary covariance of multivariate Ornstein-Uhlenbeck processes with heterogeneous temperatures, where the covariance is constrained by the Sylvester-Lyapunov equation. Using the replica method,…

Disordered Systems and Neural Networks · Physics 2025-01-30 Leonardo Ferreira , Fernando Metz , Paolo Barucca

This paper considers non-cooperative and fully-distributed power-allocation for selfish transmitter-receiver pairs in shared unlicensed spectrum when normalized-interference to each receiver is uncertain. We model each uncertain parameter…

Information Theory · Computer Science 2015-03-19 Saeideh Parsaei fard , Ahmad R. Sharafat

Correlation functions involving products and ratios of half-integer powers of characteristic polynomials of random matrices from the Gaussian Orthogonal Ensemble (GOE) frequently arise in applications of Random Matrix Theory (RMT) to…

Mathematical Physics · Physics 2015-04-23 Yan V. Fyodorov , André Nock

We consider the ensemble of adjacency matrices of Erd{\H o}s-R\'enyi random graphs, i.e.\ graphs on $N$ vertices where every edge is chosen independently and with probability $p \equiv p(N)$. We rescale the matrix so that its bulk…

Probability · Mathematics 2015-05-27 Laszlo Erdos , Antti Knowles , Horng-Tzer Yau , Jun Yin

We study the statistical distribution of components in the non-perturbative parts of energy eigenfunctions (EFs), in which main bodies of the EFs lie. Our numerical simulations in five models show that deviation of the distribution from the…

Quantum Physics · Physics 2016-08-24 Jiaozi Wang , Wen-ge Wang

Motivated by the statistical fluctuation of Dirac spectrum of QCD-like theories subjected to (pseudo)reality-violating perturbations and in the epsilon-regime, we compute the smallest eigenvalue distribution and the level spacing…

High Energy Physics - Lattice · Physics 2013-12-18 Shinsuke M. Nishigaki

Misinformation is pervasive in natural, biological, social, and engineered systems, yet its quantitative characterization remains challenging. We develop a general mathematical framework for quantifying information distortion in distributed…

Physics and Society · Physics 2026-03-03 Saikat Sur , Rohitashwa Chattopadhyay , Jens Christian Claussen , Archan Mukhopadhyay

We apply Tsallis's q-indexed nonextensive entropy to formulate a random matrix theory (RMT), which may be suitable for systems with mixed regular-chaotic dynamics. We consider the super-extensive regime of q < 1. We obtain analytical…

Mathematical Physics · Physics 2011-12-06 A. Abd El-Hady , A. Y. Abul-Magd

This article extends a strong averaging principle for L\'evy diffusions which live on the leaves of a foliated manifold subject to small transversal L\'evy type perturbation to the case of non-compact leaves. The main result states that the…

Dynamical Systems · Mathematics 2018-04-11 Paulo-Henrique da Costa , Michael A. Högele , Paulo R. Ruffino

In classical systems, our recent theoretical study provides new insight into how spatial constraint on the system connects with macroscopic properties, which lead to universal representation of equilibrium macroscopic physical property and…

Disordered Systems and Neural Networks · Physics 2016-11-10 Koretaka Yuge , Kazuhito Takeuchi , Tetuya Kishimoto

In this paper we study the component structure of random graphs with independence between the edges. Under mild assumptions, we determine whether there is a giant component, and find its asymptotic size when it exists. We assume that the…

Probability · Mathematics 2010-06-29 Bela Bollobas , Svante Janson , Oliver Riordan

We compute spectra of symmetric random matrices describing graphs with general modular structure and arbitrary inter- and intra-module degree distributions, subject only to the constraint of finite mean connectivities. We also evaluate…

Disordered Systems and Neural Networks · Physics 2015-05-20 R. Kuehn , J. M. van Mourik

A weak-coupling scaling diagram for the Lyapunov exponent and the integrated density of states near a band edge of a random Jacobi matrix is obtained. The analysis is based on the use of a Fokker-Planck operator describing the…

Mathematical Physics · Physics 2009-11-13 Christian Sadel , Hermann Schulz-Baldes

The increasing availability of multiple network data has highlighted the need for statistical models for heterogeneous populations of networks. A convenient framework makes use of metrics to measure similarity between networks. In this…

Methodology · Statistics 2026-03-09 Francesco Barile , Simón Lunagómez , Bernardo Nipoti

Models with correlated disorders are rather common in physics. In some of them, like the Aubry-Andr\'e (AA) model, the localization phase diagram can be found from the (self)duality with respect to the Fourier transform. In the others, like…

Disordered Systems and Neural Networks · Physics 2025-03-11 Shilpi Roy , Saurabh Basu , Ivan M. Khaymovich

We propose a one-dimensional nonintegrable spin model with local interactions that covers Dyson's three symmetry classes (classes A, AI, and AII) depending on the values of parameters. We show that the nearest-neighbor spacing distribution…

Statistical Mechanics · Physics 2019-04-17 Ryusuke Hamazaki , Masahito Ueda

We study the asymptotic distribution of the eigenvalues of random Hermitian periodic band matrices, focusing on the spectral edges. The eigenvalues close to the edges converge in distribution to the Airy point process if (and only if) the…

Mathematical Physics · Physics 2011-01-25 Sasha Sodin

We analyze the spectral properties of the high-dimensional random geometric graph $G(n, d, p)$, formed by sampling $n$ i.i.d vectors $\{v_i\}_{i=1}^{n}$ uniformly on a $d$-dimensional unit sphere and connecting each pair $\{i,j\}$ whenever…

Probability · Mathematics 2026-02-11 Yifan Cao , Yizhe Zhu

We consider ensembles of real symmetric band matrices with entries drawn from an infinite sequence of exchangeable random variables, as far as the symmetry of the matrices permits. In general the entries of the upper triangular parts of…

Probability · Mathematics 2020-01-22 Werner Kirsch , Thomas Kriecherbauer

In many real-world scenarios, the underlying random fluctuations are non-Gaussian, particularly in contexts where heavy-tailed data distributions arise. A typical example of such non-Gaussian phenomena calls for L\'evy noise, which…

Numerical Analysis · Mathematics 2025-11-27 Jian-Guo Liu , Yuliang Wang
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