Related papers: Random matrices associated with general barrier bi…
We show that the spectral radius of an $N\times N$ random symmetric matrix with i.i.d. bounded centered but non-symmetrically distributed entries is bounded from above by $ 2 \*\sigma + o(N^{-6/11+\epsilon}), $ where $\sigma^2 $ is the…
We derive contributions to the trace formula for the spectral density accounting for the role of diffractive orbits in two-dimensional billiard systems with corners. This is achieved by using the exact Sommerfeld solution for the Green…
A spectral average which generalises the local spacing distribution of the eigenvalues of random $ N\times N $ hermitian matrices in the bulk of their spectrum as $ N\to\infty $ is known to be a $\tau$-function of the fifth Painlev\'e…
Statistical properties of energy levels and eigenfunctions in a ballistic system with diffusive surface scattering are investigated. The two-level correlation function, the level number variance, the correlation function of wavefunction…
Polygonal billiards exhibit a rich and complex dynamical behavior. In recent years polygonal billiards have attracted great attention due to their application in the understanding of anomalous transport, but also at the fundamental level,…
We discuss consequences of a recent observation that the sequence of periodic orbits in a chaotic billiard behaves like a poissonian stochastic process on small scales. This enables the semiclassical form factor $K_{sc}(\tau)$ to agree with…
An effective random matrix theory description is developed for the universal gap fluctuations and the ensemble averaged density of states of chaotic Andreev billiards for finite Ehrenfest time. It yields a very good agreement with the…
We present a generalization of the method of the local relaxation flow to establish the universality of local spectral statistics of a broad class of large random matrices. We show that the local distribution of the eigenvalues coincides…
This paper is concerned with stochastic processes that model multiple (or iterated) scattering in classical mechanical systems of billiard type, defined below. From a given (deterministic) system of billiard type, a random process with…
It is a classical result of Wigner that for an hermitian matrix with independent entries on and above the diagonal, the mean empirical eigenvalue distribution converges weakly to the semicircle law as matrix size tends to infinity. In this…
An ensemble of random unistochastic (orthostochastic) matrices is defined by taking squared moduli of elements of random unitary (orthogonal) matrices distributed according to the Haar measure on U(N) (or O(N), respectively). An ensemble of…
We introduce and study Maker/Breaker-type positional games on random graphs. Our main concern is to determine the threshold probability $p_{F}$ for the existence of Maker's strategy to claim a member of $F$ in the unbiased game played on…
We compute spectra of large stochastic matrices $W$, defined on sparse random graphs, where edges $(i,j)$ of the graph are given positive random weights $W_{ij}>0$ in such a fashion that column sums are normalized to one. We compute spectra…
We study the behaviour of the normal derivative of eigenfunctions of the Helmholtz equation inside billiards with Dirichlet boundary condition. These boundary functions are of particular importance because they uniquely determine the…
We propose a plasma model for spectral statistics displaying level repulsion without long-range spectral rigidity, i.e. statistics intermediate between random matrix and Poisson statistics similar to the ones found numerically at 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 provide necessary and sufficient conditions for stochastic invariance of finite dimensional submanifolds with boundary in Hilbert spaces for stochastic partial differential equations driven by Wiener processes and Poisson random…
In this article, we derive Stein's method for approximating a spatial random graph by a generalised random geometric graph, which has vertices given by a finite Gibbs point process and edges based on a general connection function. Our main…
We analyze the spectral distribution of symmetric random matrices with correlated entries. While we assume that the diagonals of these random matrices are stochastically independent, the elements of the diagonals are taken to be correlated.…
I present here some results on the statistical behaviour of large random matrices in an ensemble where the probability distribution is not a function of the eigenvalues only. The perturbative expansion can be cast in a closed form and the…