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We introduce an estimation method of covariance matrices in a high-dimensional setting, i.e., when the dimension of the matrix, , is larger than the sample size . Specifically, we propose an orthogonally equivariant estimator. The…

Statistics Theory · Mathematics 2020-12-04 Samprit Banerjee , Stefano Monni

A multifractal analysis is performed on the universality classes of random matrices and the transition ones.Our results indicate that the eigenvector probability distribution is a linear sum of two chi-squared distribution throughout the…

Nuclear Theory · Physics 2009-10-31 M. S. Hussein , M. P. Pato

Recently, the supersymmetry method was extended from Gaussian ensembles to arbitrary unitarily invariant matrix ensembles by generalizing the Hubbard-Stratonovich transformation. Here, we complete this extension by including arbitrary…

Mathematical Physics · Physics 2009-06-17 Mario Kieburg , Johan Grönqvist , Thomas Guhr

Many real-world complex systems have small-world topology characterized by the high clustering of nodes and short path lengths.It is well-known that higher clustering drives localization while shorter path length supports delocalization of…

Disordered Systems and Neural Networks · Physics 2021-02-24 Ankit Mishra , Jayendra N. Bandyopadhyay , Sarika Jalan

Multifractals arise in various systems across nature whose scaling behavior is characterized by a continuous spectrum of multifractal exponents $\Delta_q$. In the context of Anderson transitions, the multifractality of critical wave…

Disordered Systems and Neural Networks · Physics 2024-01-03 Jaychandran Padayasi , Ilya A. Gruzberg

We study the multifractal analysis of dimension spectrum for almost additive potential in a class of one dimensional non-uniformly hyperbolic dynamic systems and prove that the irregular set has full Hausdroff dimension.

Dynamical Systems · Mathematics 2014-01-10 Ma Guan-Zhong , Yao Xiao

Motivated by the problem of Many-Body Localization and the recent numerical results for the level and eigenfunction statistics on the random regular graphs, a generalization of the Rosenzweig-Porter random matrix model is suggested that…

Disordered Systems and Neural Networks · Physics 2015-12-29 V. E. Kravtsov , I. M. Khaymovich , E. Cuevas , M. Amini

Let $f$ be a holomorphic endomorphism of $\mathbb{C}\mathbb{P}^k$ of algebraic degree at least $2$ and let $X \subseteq \mathbb{C}\mathbb{P}^k$ be an uniformly expanding set. In this paper, we study multifractal analysis of equilibrium…

Dynamical Systems · Mathematics 2025-12-10 Nathan Dalaklis , Yan Mary He

Random unimodular lattice triangulations have been recently used as an embedded random graph model, which exhibit a crossover behaviour between an ordered, large-world and a disordered, small-world behaviour. Using the ergodic Pachner flips…

Disordered Systems and Neural Networks · Physics 2016-06-22 Benedikt Krüger , Ella M. Schmidt , Klaus Mecke

The distribution function of local amplitudes of eigenstates of a two-dimensional disordered metal is calculated. Although the distribution of comparatively small amplitudes is governed by laws similar to those known from the random matrix…

Condensed Matter · Physics 2016-08-31 Vladimir I. Fal'ko , K. B. Efetov

Orthogonal - unitary and symplectic - unitary crossover ensembles of random matrices are relevant in many contexts, especially in the study of time reversal symmetry breaking in quantum chaotic systems. Using skew-orthogonal polynomials we…

Mathematical Physics · Physics 2011-05-30 Santosh Kumar , Akhilesh Pandey

In contrast with Anderson localization where a genuine localization is observed in real space, the many-body localization (MBL) problem is much less understood in the Hilbert space, support of the eigenstates. In this work, using exact…

Disordered Systems and Neural Networks · Physics 2019-11-06 Nicolas Macé , Fabien Alet , Nicolas Laflorencie

Complex networks have recently attracted much attention in diverse areas of science and technology. Many networks such as the WWW and biological networks are known to display spatial heterogeneity which can be characterized by their fractal…

Biological Physics · Physics 2015-05-30 Dan-Ling Wang , Zu-Guo Yu , Vo Anh

Multifractal systems usually have singularity spectra defined on bounded sets of H\"older exponents. As a consequence, their associated multifractal scaling exponents are expected to depend linearly upon statistical moment orders at high…

Fluid Dynamics · Physics 2021-06-30 L. Moriconi

We consider highly heterogeneous random networks with symmetric interactions in the limit of high connectivity. A key feature of this system is that the spectral density of the corresponding ensemble exhibits a divergence within the bulk.…

Disordered Systems and Neural Networks · Physics 2023-11-29 Diego Tapias , Peter Sollich

We study the eigenvalues and the eigenvectors of $N\times N$ structured random matrices of the form $H = W\tilde{H}W+D$ with diagonal matrices $D$ and $W$ and $\tilde{H}$ from the Gaussian Unitary Ensemble. Using the supersymmetry technique…

Mathematical Physics · Physics 2018-08-20 Kevin Truong , Alexander Ossipov

We study the overlaps between right and left eigenvectors for random matrices of the spherical and truncated unitary ensembles. Conditionally on all eigenvalues, diagonal overlaps are shown to be distributed as a product of independent…

Probability · Mathematics 2021-11-17 Guillaume Dubach

We propose a random matrix modeling for the parametric evolution of eigenstates. The model is inspired by a large class of quantized chaotic systems. Its unique feature is having parametric invariance while still possessing the…

Mesoscale and Nanoscale Physics · Physics 2009-11-11 J. A. Mendez-Bermudez , Tsampikos Kottos , Doron Cohen

Johansson, Jordan, \"Oberg and Pollicott ( Israel J. Math.(2010)) has studied the multifractal analysis of a class of one-dimensional non-uniformly hyperbolic systems, by introducing some new techniques, we extend the results to the case of…

Dynamical Systems · Mathematics 2013-11-21 Ma Guan-Zhong , Yao Xiao

Processes occurring in real open systems are far from equilibrium state and they can lead to synergetic effects, which are caused by coordinated behavior of system units. Traditional methods of analysis often just establish such behavior,…

Computational Physics · Physics 2007-05-23 E. N. Vertyagina