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Related papers: Circular Rosenzweig-Porter random matrix ensemble

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The circular Dyson Brownian motion model refers to the stochastic dynamics of the log-gas on a circle. It also specifies the eigenvalues of certain parameter-dependent ensembles of unitary random matrices. This model is considered with the…

Statistical Mechanics · Physics 2016-08-31 P. J. Forrester , T. Nagao

We study many-body quantum dynamics using Floquet quantum circuits in one space dimension as simple examples of systems with local interactions that support ergodic phases. Physical properties can be expressed in terms of multiple sums over…

Statistical Mechanics · Physics 2021-06-25 S. J. Garratt , J. T. Chalker

This work deals with the stationary analysis of two-dimensional partially homogeneous nearest-neighbour random walks. Such type of random walks in the quarter plane are characterized by the fact that the one-step transition probabilities…

Networking and Internet Architecture · Computer Science 2019-07-11 Ioannis Dimitriou

Theory of Random Matrix Ensembles have proven to be a useful tool in the study of the statistical distribution of energy or transmission levels of a wide variety of physical systems. We give an overview of certain q-generalizations of the…

Disordered Systems and Neural Networks · Physics 2007-05-23 K. A. Muttalib , Y. Chen , M. E. H. Ismail

We consider the Rosenzweig-Porter model $H = V + \sqrt{T}\, \Phi$, where $V$ is a $N \times N$ diagonal matrix, $\Phi$ is drawn from the $N \times N$ Gaussian Orthogonal Ensemble, and $N^{-1} \ll T \ll 1$. We prove that the eigenfunctions…

Mathematical Physics · Physics 2019-03-13 Per von Soosten , Simone Warzel

We analyze a class of parametrized Random Matrix models, introduced by Rosenzweig and Porter, which is expected to describe the energy level statistics of quantum systems whose classical dynamics varies from regular to chaotic as a function…

Condensed Matter · Physics 2007-05-23 Nilanjana Datta , Herve Kunz

The random matrix ensembles (RME) of quantum statistical Hamiltonian operators, {\em e.g.} Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applied to following quantum statistical systems:…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

The wave propagation in random medium plays a critical role in optics and quantum physics. Multiple scattering of coherent wave in a random medium determines the transport procedure. Brownian motions of the scatterers perturb each…

Optics · Physics 2022-01-25 Peng Miao , Yifan Zhang , Cheng Wang , Shanbao Tong

The question of the local stability of the (replica-symmetric) amorphous solid state is addressed for a class of systems undergoing a continuous liquid to amorphous-solid phase transition driven by the effect of random constraints. The…

Disordered Systems and Neural Networks · Physics 2009-10-31 Horacio E. Castillo , Paul M. Goldbart , Annette Zippelius

Whether the many-body mobility edges can exist in a one-dimensional interacting quantum system is a controversial problem, mainly hampered by the limited system sizes amenable to numerical simulations. We investigate the transition from…

Disordered Systems and Neural Networks · Physics 2020-01-14 Xingbo Wei , Rubem Mondaini , Gao Xianlong

Embedded random matrix ensembles are generic models for describing statistical properties of finite isolated interacting quantum many-particle systems. For the simplest spinless systems, with say $m$ particles in $N$ single particle states…

Quantum Physics · Physics 2015-04-06 V. K. B. Kota , Manan Vyas

We study the fluctuations of linear statistics with polynomial test functions for Multiple Orthogonal Polynomial Ensembles. Multiple Orthogonal Polynomial Ensembles form an important class of determinantal point processes that include…

Probability · Mathematics 2021-04-20 Maurice Duits , Benjamin Fahs , Rostyslav Kozhan

We study the motion of a Brownian particle subjected to Lorentz force due to an external magnetic field. Each spatial degree of freedom of the particle is coupled to a different thermostat. We show that the magnetic field results in…

Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…

Soft Condensed Matter · Physics 2025-10-30 Agniva Datta , Carsten Beta , Robert Großmann

We define a new matrix-valued stochastic process with independent stationary increments from the Laguerre Unitary Ensemble, which in a certain sense may be considered a matrix generalisation of the gamma process. We show that eigenvalues of…

Mathematical Physics · Physics 2019-03-04 J. R. Ipsen

We study the dynamics of quantum statistical ensembles at first-order phase transition points of finite macroscopic systems. First, we show that at the first-order phase transition point of systems with an order parameter that does not…

Statistical Mechanics · Physics 2023-10-10 Yasushi Yoneta

We employ the power-law random band matrix (PRBM) ensemble with single tuning parameter $\mu $ as the effective model for many-body localization (MBL) transition in random spin systems. We show the PRBM accurately reproduce the eigenvalue…

Disordered Systems and Neural Networks · Physics 2022-03-30 Wen-Jia Rao

Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…

Statistical Mechanics · Physics 2013-05-29 Carsten Timm

A new class of Random Matrix Ensembles is introduced. The Gaussian orthogonal, unitary, and symplectic ensembles GOE, GUE, and GSE, of random matrices are analogous to the classical Gibbs ensemble governed by Boltzmann's distribution in the…

Statistical Mechanics · Physics 2019-07-03 Maciej M. Duras

We define a random-matrix ensemble given by the infinite-time covariance matrices of Ornstein-Uhlenbeck processes at different temperatures coupled by a Gaussian symmetric matrix. The spectral properties of this ensemble are shown to be in…

Statistical Finance · Quantitative Finance 2015-06-22 Paolo Barucca
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