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We introduce a random matrix model for the stationary covariance of multivariate Ornstein-Uhlenbeck processes with heterogeneous temperatures, where the covariance is constrained by the Sylvester-Lyapunov equation. Using the replica method,…
The statistics of energy levels of a rectangular billiard, that is perturbed by a strong localized potential, are studied analytically and numerically, when this perturbation is at the center or at a typical position. Different results are…
The paper establishes the property of splittability of billiard boundary sequences in n dimensional cube into subsequences of fractional parts. This reveals a new property of integrable and weak perturbated Hamilton systems: under a simple…
We consider the Grenander estimator that is the maximum likelihood estimator for non-increasing densities. We prove uniform central limit theorems for certain subclasses of bounded variation functions and for H\"older balls of smoothness…
We propose new classes of random matrix ensembles whose statistical properties are intermediate between statistics of Wigner-Dyson random matrices and Poisson statistics. The construction is based on integrable N-body classical systems with…
An exchangeable random matrix is a random matrix with distribution invariant under any permutation of the entries. For such random matrices, we show, as the dimension tends to infinity, that the empirical spectral distribution tends to the…
Umbrella sampling efficiently yields equilibrium averages that depend on exploring rare states of a model by biasing simulations to windows of coordinate values and then combining the resulting data with physical weighting. Here, we…
We study the quantum localization in the chaotic eigenstates of a billiard with mixed-type phase space, after separating the regular and chaotic eigenstates, in the regime of slightly distorted circle billiard where the classical transport…
We give an algorithm that generates a uniformly random contingency table with specified marginals, i.e. a matrix with non-negative integer values and specified row and column sums. Such algorithms are useful in statistics and combinatorics.…
Consider Ginibre's ensemble of $N \times N$ non-Hermitian random matrices in which all entries are independent complex Gaussians of mean zero and variance $\frac{1}{N}$. As $N \uparrow \infty$ the normalized counting measure of the…
Boundary integral equations lead to dense system matrices when discretized, yet they are data-sparse. Using the $\mathcal{H}$-matrix format, this sparsity is exploited to achieve $\mathcal{O}(N\log N)$ complexity for storage and…
We consider a class of random quantum circuits where at each step a gate from a universal set is applied to a random pair of qubits, and determine how quickly averages of arbitrary finite-degree polynomials in the matrix elements of the…
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…
Covariance matrix of heights measured relative to the average height of a growing self-affine surface in the steady state are investigated in the framework of random matrix theory. We show that the spectral density of the covariance matrix…
Integrable differential identities, together with ensemble-specific initial conditions, provide an effective approach for the characterisation of relevant observables and state functions in random matrix theory. We develop this approach for…
We present a simple solution to a question posed by Candes, Romberg and Tao on the uniform uncertainty principle for Bernoulli random matrices. More precisely, we show that a rectangular k*n random subgaussian matrix (with k < n) has the…
Economic and ecological models can be extremely complex, with a large number of agents/species each featuring multiple interacting dynamical quantities. In an attempt to understand the generic stability properties of such systems, we define…
In this paper we look at isometry properties of random matrices. During the last decade these properties gained a lot attention in a field called compressed sensing in first place due to their initial use in \cite{CRT,CT}. Namely, in…
The equivalent permeability of a randomly cracked porous material is studied using a finite element program in which a four-nodes zero-thickness element is implemented for modelling the cracks. The numerical simulations are performed for…
We develop an analytical framework and numerical approach to obtain the coefficient of self-diffusivity for the transport of a rarefied gas in channels in the limit of large Knudsen number. This framework provides a method for determining…