Related papers: The L\'evy-Rosenzweig-Porter random matrix ensembl…
A one-parameter random matrix model is proposed for describing the statistics of the local amplitudes and phases of electron eigenfunctions in a mesoscopic quantum dot in an arbitrary magnetic field. Comparison of the statistics obtained…
The Aubry-Andre model is a one-dimensional lattice model for quasicrystals with localized and delocalized phases. At the localization transition point, the system displays fractal spectrum, which relates to the Hofstadter butterfly. In this…
An invariant ensemble of $N\times N$ random matrices can be characterised by a joint distribution for eigenvalues $P(\lambda_1,\cdots,\lambda_N)$. The study of the distribution of linear statistics, i.e. of quantities of the form…
In a previous paper [Phys. Rev. A 105, 042205 (2022)], the distribution of resonance poles in the complex plane of the wavenumber $k$ associated to the multiple scattering of a quantum particle in a random point field was numerically…
The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…
The long-range spectral density correlations (spectral rigidities $\bar{\Delta}_3(\bar n)$ and related spectral compressibilities) of the $E\otimes (b_1+b_2)$ Jahn-Teller model are found strongly nonuniversal with respect to the Hamiltonian…
Using the Generalized Maximium Entropy Principle based on the nonextensive q entropy a new family of random matrix ensembles is generated. This family unifies previous extensions of Random Matrix Theory and gives rise to an orthogonal…
We analyze the distribution of eigenvectors for mesoscopic, mean-field perturbations of diagonal matrices in the bulk of the spectrum. Our results apply to a generalized $N\times N$ Rosenzweig-Porter model. We prove that the eigenvectors…
We consider the joint density distribution of the elements of certain random matrix models which are example of globally correlated and asymptotically scale-invariant distributions. It is shown that in their cases, the nonadditive entropy…
In this article a fractional cross-diffusion system is derived as the rigorous many-particle limit of a multi-species system of moderately interacting particles that is driven by L\'{e}vy noise. The form of the mutual interaction is…
The nonperturbative parton distribution and wave functions are directly related to matrix elements of light-ray (nonlocal) operators. These operators are generalizations of the standard local operators known from the operator product…
We consider nonparametric statistical inference for L\'evy processes sampled irregularly, at low frequency. The estimation of the jump dynamics as well as the estimation of the distributional density are investigated. Non-asymptotic risk…
Based on the concept of self-decomposability, we extend some recent multivariate L\'evy models built using multivariate subordination with the aim of capturing situations in which a sudden event in one market is propagated onto related…
We consider rectangular random matrices of size $p\times n$ belonging to the real Wishart-Laguerre ensemble also known as the chiral Gaussian orthogonal ensemble. This ensemble appears in many applications like QCD, mesoscopic physics, and…
Level curvature is a measure of sensitivity of energy levels of a disordered/chaotic system to perturbations. In the bulk of the spectrum Random Matrix Theory predicts the probability distributions of level curvatures to be given by…
This paper is concerned with the asymptotic empirical eigenvalue distribution of a non linear random matrix ensemble. More precisely we consider $M= \frac{1}{m} YY^*$ with $Y=f(WX)$ where $W$ and $X$ are random rectangular matrices with…
We consider an evolution model with nonlinear diffusion of porous medium type in competition with a nonlocal drift term favoring mass aggregation. The distinguishing trait of the model is the choice of a nonlinear $(s,p)$ Riesz potential…
Particle dynamics in Earth's outer radiation belt can be modelled using a diffusion framework, where large-scale electron movements are captured by a diffusion equation across a single adiabatic invariant, $L^{*}$ $``(L)"$. While ensemble…
A family of random matrix ensembles interpolating between the GUE and the Ginibre ensemble of $n\times n$ matrices with iid centered complex Gaussian entries is considered. The asymptotic spectral distribution in these models is uniform in…
We provide real-space and Fock-space (FS) characterizations of ergodic, nonergodic extended (NEE) and many-body localized (MBL) phases in an interacting quasiperiodic system, namely generalized Aubry-Andr\'e-Harper model, which possesses a…