Related papers: Dynamical Universality for Random Matrices

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…

Universality, where microscopic details become irrelevant, takes place in thermodynamic phase transitions. The universality is captured by a singular scaling function of the thermodynamic variables, where the scaling exponents are…

We consider an infinite system of non overlapping globules undergoing Brownian motions in R^3. The term globules means that the objects we are dealing with are spherical, but with a radius which is random and time-dependent. The dynamics is…

We consider products of the matrices associated with the Szeg\H{o} recursion from the theory of orthogonal polynomials on the unit circle and show that under suitable assumptions, their norms grow exponentially in the number of factors. In…

This work extends previous 1D irreversible port-Hamiltonian system (IPHS) formulations to boundary-controlled ND distributed parameter systems describing conduction-diffusion fluid phenomena. Within a unified and thermodynamically…

Embedding techniques allow the approximations of finite dimensional attractors and manifolds of infinite dimensional dynamical systems via subdivision and continuation methods. These approximations give a topological one-to-one image of the…

This paper first surveys the connection of integrable systems of the Painleve type to various distribution functions appearing in Wigner-Dyson random matrix theory. A short discussion is then given of the appearance of these same…

We propose a solution to the puzzle of dimensional reduction in the random field Ising model, inverting the question and asking: to what random problem in $D=d+2$ dimensions does a pure system in $d$ dimensions correspond? We consider two…

We seek to establish qualitative convergence results to a general class of evolution PDEs described by gradient flows in optimal transportation distances. These qualitative convergence results come from dynamical systems under the general…

In this paper, we survey some recent progress on rigorously establishing the universality of various spectral statistics of Wigner Hermitian random matrix ensembles, focusing on the Four Moment Theorem and its refinements and applications,…

A stochastic dynamics $({\bf X}(t))_{t\ge0}$ of a classical continuous system is a stochastic process which takes values in the space $\Gamma$ of all locally finite subsets (configurations) in $\Bbb R$ and which has a Gibbs measure $\mu$ as…

We prove a scattering result near certain steady states for a Hartree equation for a random field. This equation describes the evolution of a system of infinitely many particles. It is an analogous formulation of the usual Hartree equation…

Normal and anomalous diffusion are ubiquitous in many complex systems [1] . Here, we define a time and space generalized diffusion equation (GDE), which uses fractional-time derivatives and transformed d-path Laplacian operators on…

Properties of universality have essential relevance for the theory of random matrices usually called the Wigner ensemble. The issue was analysed up to recent years with detailed and relevant results. We present a slightly different view and…

We establish universality of local eigenvalue correlations in unitary random matrix ensembles (1/Z_n) |\det M|^{2\alpha} e^{-n\tr V(M)} dM near the origin of the spectrum. If V is even, and if the recurrence coefficients of the orthogonal…

We establish the following universality property in high dimensions: Let $X$ be a random vector with density in $\mathbb{R}^n$. The density function can be arbitrary. We show that there exists a fixed unit vector $\theta \in \mathbb{R}^n$…

We consider large non-Hermitian real or complex random matrices $X$ with independent, identically distributed centred entries. We prove that their local eigenvalue statistics near the spectral edge, the unit circle, coincide with those of…

We prove that the spectral radius of a large random matrix $X$ with independent, identically distributed complex entries follows the Gumbel law irrespective of the distribution of the matrix elements. This solves a long-standing conjecture…

We study the singular values (and Lyapunov exponents) for products of $N$ independent $n\times n$ random matrices with i.i.d. entries. Such matrix products have been extensively analyzed using free probability, which applies when $n\to…

The percolation, Ising, and O($n$) models constitute fundamental systems in statistical and condensed matter physics. For short-range-interacting cases, the nature of their phase transitions is well established by renormalization-group…