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Related papers: Weak and strong confinement in the Freud random ma…

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We study Gauss quadrature for Freud weights and derive worst case error estimates for functions in a family of associated Sobolev spaces. For the Gaussian weight $e^{-\pi x^2}$ these spaces coincide with a class of modulation spaces which…

Numerical Analysis · Mathematics 2022-08-03 Martin Ehler , Karlheinz Gröchenig

Invariant tensors are states in the (local) SU(2) tensor product representation but invariant under global SU(2) action. They are of importance in the study of loop quantum gravity. A random tensor is an ensemble of tensor states. An…

Quantum Physics · Physics 2018-05-29 Youning Li , Muxin Han , Dong Ruan , Bei Zeng

Let $\mathcal{P}_{\beta}^{(V)} (N_{\cal I})$ be the probability that a $N\times N$ $\beta$-ensemble of random matrices with confining potential $V(x)$ has $N_{\cal I}$ eigenvalues inside an interval ${\cal I}=[a,b]$ of the real line. We…

Statistical Mechanics · Physics 2016-09-15 Ricardo Marino , Satya N. Majumdar , Gregory Schehr , Pierpaolo Vivo

This paper explores the effect of strong-to-weak fragmentation transition, namely freezing transition, and its rich characteristics in a family of one-dimensional spinless fermionic models involving short-to-long-range facilitated hoppings…

Statistical Mechanics · Physics 2025-12-10 Sreemayee Aditya

We develop techniques to compute the k-th Moment of the Eigenvalue-statistic for a random Matrix M the entries of which do not have to be necessarily Independent. The dependence is controlled via an equivalence relation on the pairs of the…

Mathematical Physics · Physics 2016-05-12 Riccardo Catalano

Recent work of Bornemann has uncovered hitherto hidden integrable structures relating to the asymptotic expansion of quantities at the soft edge of Gaussian and Laguerre random matrix ensembles. These quantities are spacing distributions…

Mathematical Physics · Physics 2026-04-10 Peter J. Forrester , Anas A. Rahman , Bo-Jian Shen

We introduce the first random matrix model of a complex $\beta$-ensemble. The matrices are tridiagonal and can be thought of as the non-Hermitian analogue of the Hermite $\beta$-ensembles discovered by Dumitriu and Edelman (J. Math. Phys.,…

Mathematical Physics · Physics 2025-04-21 Francesco Mezzadri , Henry Taylor

The two-level correlation function $R_{d,\beta}(s)$ of $d$-dimensional disordered models ($d=1$, 2, and 3) with long-range random-hopping amplitudes is investigated numerically at criticality. We focus on models with orthogonal ($\beta=1$)…

Disordered Systems and Neural Networks · Physics 2007-05-23 E. Cuevas

In systems with weak ergodicity breaking, the equivalence of time averages and ensemble averages is known to be broken. We study here the computation of the power spectrum from realizations of a specific process exhibiting 1/f^beta noise,…

Statistical Mechanics · Physics 2010-10-19 Markus Niemann , Ivan G. Szendro , Holger Kantz

A Wishart matrix is said to be spiked when the underlying covariance matrix has a single eigenvalue $b$ different from unity. As $b$ increases through $b=2$, a gap forms from the largest eigenvalue to the rest of the spectrum, and with…

Mathematical Physics · Physics 2014-07-01 Peter J. Forrester

Given $n$ independent random vectors with common density $f$ on $\mathbb{R}^d$, we study the weak convergence of three empirical-measure based estimators of the convex $\lambda$-level set $L_\lambda$ of $f$, namely the excess mass set, the…

Statistics Theory · Mathematics 2020-06-04 Philippe Berthet , John H. J. Einmahl

Recent theoretical studies of chaotic scattering have encounted ensembles of random matrices in which the eigenvalue probability density function contains a one-body factor with an exponent proportional to the number of eigenvalues. Two…

Statistical Mechanics · Physics 2009-10-31 T. H. Baker , P. J. Forrester , P. A. Pearce

In this paper we give an example of uniform convergence of the sequence of column vectors $\displaystyle{A_1\dots A_nV\over\left\Vert A_1\dots A_nV\right\Vert}$, $A_i\in\{A,B,C\}$, $A,B,C$ being some $(0,1)$-matrices of order $7$ with much…

Dynamical Systems · Mathematics 2014-12-31 Éric Olivier , Alain Thomas

A functional limit theorem for the partial maxima of a long memory stable sequence produces a limiting process that can be described as a $\beta$-power time change in the classical Fr\'echet extremal process, for $\beta$ in a subinterval of…

Probability · Mathematics 2016-06-07 Céline Lacaux , Gennady Samorodnitsky

Power spectral density scaling with frequency $f$ as $1/f^\beta$ and $\beta \approx 1$ is widely found in natural and socio-economic systems. Consequently, it has been suggested that such self-similar spectra reflect the universal dynamics…

Data Analysis, Statistics and Probability · Physics 2023-07-04 M. A. Korzeniowska , A. Theodorsen , M. Rypdal , O. E. Garcia

The singular values of a product of $M$ independent Ginibre matrices of size $N\times N$ form a determinantal point process. Near the soft edge, as both $M$ and $N$ go to infinity in such a way that $M/N\to \alpha$, $\alpha>0$, a scaling…

Probability · Mathematics 2021-12-21 Sergey Berezin , Eugene Strahov

Quantum entanglement plays a crucial role in quantum information, quantum teleportation and quantum computation. The information about the entanglement content between subsystems of the composite system is encoded in the Schmidt…

Statistical Mechanics · Physics 2013-05-07 Santosh Kumar , Akhilesh Pandey

Our interest is in the cumulative probabilities Pr(L(t) \le l) for the maximum length of increasing subsequences in Poissonized ensembles of random permutations, random fixed point free involutions and reversed random fixed point free…

Mathematical Physics · Physics 2009-11-07 Alexei Borodin , Peter J. Forrester

The random variable $1+z_1+z_1z_2+\dots$ appears in many contexts and was shown by Kesten to exhibit a heavy tail distribution. We consider natural extensions of this variable and its associated recursion to $N \times N$ matrices either…

Statistical Mechanics · Physics 2021-08-03 Tristan Gautié , Jean-Philippe Bouchaud , Pierre Le Doussal

Rank 1 inhomogeneous random graphs are a natural generalization of Erd\H{o}s R\'enyi random graphs. In this generalization each node is given a weight. Then the probability that an edge is present depends on the product of the weights of…

Probability · Mathematics 2021-07-28 Othmane Safsafi