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Finding eigenvalue distributions for a number of sparse random matrix ensembles can be reduced to solving nonlinear integral equations of the Hammerstein type. While a systematic mathematical theory of such equations exists, it has not been…

Disordered Systems and Neural Networks · Physics 2025-01-24 Pawat Akara-pipattana , Oleg Evnin

Networks are often studied using the eigenvalues of their adjacency matrix, a powerful mathematical tool with a wide range of applications. Since in real systems the exact graph structure is not known, researchers resort to random graphs to…

Spectral Theory · Mathematics 2020-01-30 Pau Vilimelis Aceituno

Gaps (or spacings) between consecutive eigenvalues are a central topic in random matrix theory. The goal of this paper is to study the tail distribution of these gaps in various random matrix models. We give the first repulsion bound for…

Probability · Mathematics 2015-05-05 Hoi Nguyen , Terence Tao , Van Vu

Instantons are tunneling solutions that connect two vacua, and under a small change in the potential, instantons sometimes disappear. We classify these disappearances as smooth (decay rate goes to 0 at disappearance) or abrupt (decay rate…

High Energy Physics - Theory · Physics 2013-05-29 Adam R. Brown , Alex Dahlen

Eigensolvers involving complex moments can determine all the eigenvalues in a given region in the complex plane and the corresponding eigenvectors of a regular linear matrix pencil. The complex moment acts as a filter for extracting…

Numerical Analysis · Mathematics 2021-09-22 Keiichi Morikuni

Sample covariance matrices from multi-population typically exhibit several large spiked eigenvalues, which stem from differences between population means and are crucial for inference on the underlying data structure. This paper…

Statistics Theory · Mathematics 2024-09-16 Weiming Li , Zeng Li , Junpeng Zhu

We analyze the fixed-angle high-energy ($\alpha' \to \infty$) structure of $n$-point tree-level string amplitudes from complementary perspectives: locally via saddle-point expansions, algebraically via difference equations and their…

High Energy Physics - Theory · Physics 2026-04-10 Xavier Kervyn , Stephan Stieberger

In many applications, data are observed as matrices with temporal dependence. Matrix-variate time series modeling is a new branch of econometrics. Although stylized facts in several fields, the existing models do not account for regime…

Methodology · Statistics 2022-12-19 Andrea Bucci

We discuss the Matrix Model aspect of configurations saturating a fixed number of fermionic zero modes. This number is independent of the rank of the gauge group and the instanton number. This will allow us to define a large-$N_c$ limit of…

High Energy Physics - Theory · Physics 2009-10-31 Pierre Vanhove

This paper focuses on investigating Stein's invariant shrinkage estimators for large sample covariance matrices and precision matrices in high-dimensional settings. We consider models that have nearly arbitrary population covariance…

Statistics Theory · Mathematics 2024-04-24 Xiucai Ding , Yun Li , Fan Yang

The study of generic properties of quantum states has led to an abundance of insightful results. A meaningful set of states that can be efficiently prepared in experiments are ground states of gapped local Hamiltonians, which are well…

Quantum Physics · Physics 2022-05-03 Jonas Haferkamp , Christian Bertoni , Ingo Roth , Jens Eisert

We compute analytically the joint probability density of eigenvalues and the level spacing statistics for an ensemble of random matrices with interesting features. It is invariant under the standard symmetry groups (orthogonal and unitary)…

Statistical Mechanics · Physics 2015-07-21 Zdzisław Burda , Giacomo Livan , Pierpaolo Vivo

Spectra of ordered eigenvalues of finite Random Matrices are interpreted as a time series. Dataadaptive techniques from signal analysis are applied to decompose the spectrum in clearly differentiated trend and fluctuation modes, avoiding…

Chaotic Dynamics · Physics 2013-12-12 Ruben Fossion , Gamaliel Torres Vargas , Juan Carlos López Vieyra

For the system with one-dimensional spatially periodic potential we demonstrate that small periodic in time perturbation results in appearance of chaotic instanton solutions. We estimate parameter of local instability, width of stochastic…

Chaotic Dynamics · Physics 2009-11-10 V. I. Kuvshinov , A. V. Kuzmin , R. G. Shulyakovsky

We study the Harper-Hofstadter Hamiltonian and its corresponding non-perturbative butterfly spectrum. The problem is algebraically solvable whenever the magnetic flux is a rational multiple of $2\pi$. For such values of the magnetic flux,…

High Energy Physics - Theory · Physics 2019-01-30 Zhihao Duan , Jie Gu , Yasuyuki Hatsuda , Tin Sulejmanpasic

We study a class of random matrices that appear in several communication and signal processing applications, and whose asymptotic eigenvalue distribution is closely related to the reconstruction error of an irregularly sampled bandlimited…

Information Theory · Computer Science 2008-06-24 Alessandro Nordio , Carla-Fabiana Chiasserini , Emanuele Viterbo

Resurgence theory implies that the non-perturbative (NP) and perturbative (P) data in a QFT are quantitatively related, and that detailed information about non-perturbative saddle point field configurations of path integrals can be…

High Energy Physics - Theory · Physics 2015-03-24 Aleksey Cherman , Daniele Dorigoni , Mithat Unsal

Recently, matrix-valued time series data have attracted significant attention in the literature with the recognition of threshold nonlinearity representing a significant advance. However, given the fact that a matrix is a two-array…

Methodology · Statistics 2025-01-22 Cheng Yu , Dong Li , Xinyu Zhang , Howell Tong

Open chaotic systems are expected to possess universal transport statistics and recently there have been many advances in understanding and obtaining expressions for their transport moments. However when tunnel barriers are added, which…

Chaotic Dynamics · Physics 2017-08-23 Jack Kuipers , Klaus Richter

We explore the asymptotic convergence and nonasymptotic maximal inequalities of supermartingales and backward submartingales in the space of positive semidefinite matrices. These are natural matrix analogs of scalar nonnegative…

Probability · Mathematics 2025-10-21 Hongjian Wang , Aaditya Ramdas
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