Related papers: Dynamical Universality for Random Matrices
We construct a very general family of characteristic functions describing Random Matrix Ensembles (RME) having a global unitary invariance, and containing an arbitrary, one-variable probability measure which we characterize by a `spread…
A sequence of large invertible matrices given by a small random perturbation around a fixed diagonal and positive matrix induces a random dynamics on a high-dimensional sphere. For a certain class of rotationally invariant random…
We prove multi-dimensional central limit theorems for the spectral moments (of arbitrary degrees) associated with random matrices with real-valued i.i.d. entries, satisfying some appropriate moment conditions. Our techniques rely on a…
Diffusion models have emerged as powerful generative tools with applications in computer vision and scientific machine learning (SciML), where they have been used to solve large-scale probabilistic inverse problems. Traditionally, these…
Random matrix models consisting of normal matrices, defined by the sole constraint $[N^{\dag},N]=0$, will be explored. It is shown that cubic eigenvalue repulsion in the complex plane is universal with respect to the probability…
The distribution of eigenvalues of N times N random matrices in the limit N to infinity is the solution to a variational principle that determines the ground state energy of a confined fluid of classical unit charges. This fact is a…
We consider a random diffusion dynamics for an infinite system of hard spheres of two different sizes evolving in $\mathbb{R}^d$, its reversible probability measure, and its projection on the subset of the large spheres. The main feature is…
An equation describing the irreversible evolution of the local density of a continuous medium without involving any statistical hypotheses and assumptions is derived. The derivation is based on the smoothing of the microscopic dynamic…
Motivated by the phenomenologies of dynamic roughening of strings in random media and magnetohydrodynamics, we examine the universal properties of driven diffusive system with coupled fields. We demonstrate that cross-correlations between…
We show that a noncommutative dynamical system of the type that occurs in quantum theory can often be associated with a dynamical principle; that is, an infinitesimal structure that completely determines the dynamics. The nature of these…
The high complexity of many-body quantum dynamics means that essentially all approaches either exploit special structure or are approximate in nature. One such approach--the memory function formalism--involves a carefully chosen split into…
The universality of small scales, a cornerstone of turbulence, has been nominally confirmed for low-order mean-field statistics, such as the energy spectrum. However, small scales exhibit strong intermittency, exemplified by formation of…
Universality in unitary invariant random matrix ensembles with complex matrix elements is considered. We treat two general ensembles which have a determinant factor in the weight. These ensembles are relevant, e.g., for spectra of the Dirac…
Irreversible aggregation is an archetypal example of a system driven far from equilibrium by sources and sinks of a conserved quantity (mass). The source is a steady input of monomers and the evaporation of colliding particles with a small…
Sampling viable 3D structures (e.g., molecules and point clouds) with SE(3)-invariance using diffusion-based models proved promising in a variety of real-world applications, wherein SE(3)-invariant properties can be naturally characterized…
It is argued that the world is a dissipative dynamic system, a phase flow of which is formed by conformally-symplectic mapping. The key assumption is that the concept of energy in microcosm makes sense only for the steady motions…
The aforementioned celebrated model, though a breakthrough in Stochastic processes and a great step toward the construction of the Brownian motion leads to a paradox: infinite propagation speed and violation of the 2nd law of…
Universal approximation theorems establish the expressive capacity of neural network architectures. For dynamical systems, existing results are limited to finite time horizons or systems with a globally stable equilibrium, leaving…
The phenomenon of superconvergence is proved for all freely infinitely divisible distributions. Precisely, suppose that the partial sums of a sequence of free identically distributed, infinitesimal random variables converge in distribution…
Dyson's model is a one-dimensional system of Brownian motions with long-range repulsive forces acting between any pair of particles with strength proportional to the inverse of distances with proportionality constant $\beta/2$. We give…