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In this paper we establish eigenvector delocalization and bulk universality for L\'{e}vy matrices, which are real, symmetric, $N \times N$ random matrices $\textbf{H}$ whose upper triangular entries are independent, identically distributed…

Probability · Mathematics 2019-11-13 Amol Aggarwal , Patrick Lopatto , Horng-Tzer Yau

This work provide a thorough study of L\'evy or heavy-tailed random matrices (LM). By analysing the self-consistent equation on the probability distribution of the diagonal elements of the resolvent we establish the equation determining the…

Disordered Systems and Neural Networks · Physics 2016-01-26 Elena Tarquini , Giulio Biroli , Marco Tarzia

For random L\'evy matrices of size $N \times N$, where matrix elements are drawn with some heavy-tailed distribution $P(H_{ij}) \propto N^{-1} |H_{ij} |^{-1-\mu}$ with $0<\mu<2$ (infinite variance), there exists an extensive number of…

Disordered Systems and Neural Networks · Physics 2016-09-16 Cecile Monthus

Consider a random block matrix model consisting of $D$ random systems arranged along a circle, where each system is modeled by an independent $N\times N$ complex Hermitian Wigner matrix. Neighboring systems interact via an arbitrary…

Probability · Mathematics 2025-07-14 Jiaqi Fan , Bertrand Stone , Fan Yang , Jun Yin

We introduce a family of rotationally invariant random matrix ensembles characterized by a parameter $\lambda$. While $\lambda=1$ corresponds to well-known critical ensembles, we show that $\lambda \ne 1$ describes "L\'evy like" ensembles,…

Statistical Mechanics · Physics 2009-03-31 Jinmyung Choi , K. A. Muttalib

We analyse the eigenvectors of the adjacency matrix of the Erd\H{o}s-R\'enyi graph $\mathbb G(N,d/N)$ for $\sqrt{\log N} \ll d \lesssim \log N$. We show the existence of a localized phase, where each eigenvector is exponentially localized…

Probability · Mathematics 2023-12-21 Johannes Alt , Raphael Ducatez , Antti Knowles

We analyze statistics for eigenvector entries of heavy-tailed random symmetric matrices (also called L\'{e}vy matrices) whose associated eigenvalues are sufficiently small. We show that the limiting law of any such entry is non-Gaussian,…

Probability · Mathematics 2020-11-13 Amol Aggarwal , Patrick Lopatto , Jake Marcinek

We consider $N\times N$ Hermitian random band matrices $H=(H_{xy})$, whose entries are centered complex Gaussian random variables. The indices $x,y$ range over the $d$-dimensional discrete torus $(\mathbb Z/L\mathbb Z)^d$ with $d\in…

Probability · Mathematics 2025-06-25 Fan Yang , Jun Yin

We propose a family of one-dimensional mosaic models inlaid with a slowly varying potential $V_n=\lambda\cos(\pi\alpha n^\nu)$, where $n$ is the lattice site index and $0<\nu<1$. Combinating the asymptotic heuristic argument with the theory…

Disordered Systems and Neural Networks · Physics 2020-12-14 Longyan Gong

L\'evy walks are continuous time random walks with spatio-temporal coupling of jump lengths and waiting times, often used to model superdiffusive spreading processes such as animals searching for food, tracer motion in weakly chaotic…

Statistical Mechanics · Physics 2019-03-27 Bartłomiej Dybiec , Karol Capała , Aleksei Chechkin , Ralf Metzler

We investigate delocalization phenomena for eigenvectors of real random matrices that are invariant by orthogonal transformations. A specific phenomenon with these ensembles is that an eigenvector is typically more localized when its…

Probability · Mathematics 2026-02-12 Lucas Benigni , Simon Coste , Guillaume Dubach

We explore the spectral properties of the $4$-fermion Sachdev-Ye-Kitaev model with interaction sourced from a L\'evy Stable (fat-tailed) distribution. L\'evy random matrices are known to demonstrate non-ergodic behaviour through the…

Quantum Physics · Physics 2025-06-06 Budhaditya Bhattacharjee , William E. Salazar , Dario Rosa , Alexei Andreanov

L\'evy walks (LWs) are spatiotemporally coupled random-walk processes describing superdiffusive heat conduction in solids, propagation of light in disordered optical materials, motion of molecular motors in living cells, or motion of…

Statistical Mechanics · Physics 2020-07-01 Pengbo Xu , Tian Zhou , Ralf Metzler , Weihua Deng

We show that alpha stable L\'evy motions can be simulated by any ergodic and aperiodic probability preserving transformation. Namely we show: - for $0<\alpha<1$ and every $\alpha$ stable L\'evy motion $\mathbb{W}$, there exists a function f…

Dynamical Systems · Mathematics 2023-09-13 Zemer Kosloff , Dalibor Volný

Almost all the media the particles move in are non-static. Depending on the expected resolution of the studied dynamics and the amplitude of the displacement of the media, sometimes the non-static behaviours of the media can not be ignored.…

Statistical Mechanics · Physics 2022-01-05 Tian Zhou , Pengbo Xu , Weihua Deng

L\'evy walk process is one of the most effective models to describe superdiffusion, which underlies some important movement patterns and has been widely observed in the micro and macro dynamics. From the perspective of random walk theory,…

Statistical Mechanics · Physics 2021-04-07 Tian Zhou , Pengbo Xu , Weihua Deng

We study the behaviour of the inverse participation ratio and the localization transition in infinitely large random matrices through the cavity method. Results are shown for two ensembles of random matrices: Laplacian matrices on sparse…

Disordered Systems and Neural Networks · Physics 2010-10-01 F. L. Metz , I. Neri , D. Bollé

Recent fluctuation identities for $\alpha$-stable L\'evy processes have decomposed paths using generalised spherical polar coordinates revealing an underlying Markov Additive Process (MAP) for which a more advanced form of excursion theory…

Probability · Mathematics 2024-07-31 Andreas E. Kyprianou , Sonny Medina , Juan Carlos Pardo

Consider an n x n Hermitian random matrix with, above the diagonal, independent entries with alpha-stable symmetric distribution and 0 < alpha < 2. We establish new bounds on the rate of convergence of the empirical spectral distribution of…

Probability · Mathematics 2012-02-01 Charles Bordenave , Alice Guionnet

We study the hierarchical analogue of power-law random band matrices, a symmetric ensemble of random matrices with independent entries whose variances decay exponentially in the metric induced by the tree topology on $\mathbb{N}$. We map…

Mathematical Physics · Physics 2018-01-19 Per von Soosten , Simone Warzel
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