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We study the eigenvector mass distribution of an $N\times N$ Wigner matrix on a set of coordinates $I$ satisfying $| I | \ge c N$ for some constant $c >0$. For eigenvectors corresponding to eigenvalues at the spectral edge, we show that the…

Probability · Mathematics 2025-10-14 Lucas Benigni , Nixia Chen , Patrick Lopatto , Xiaoyu Xie

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

The Porter-Thomas (PT) distribution of resonance widths is one of the oldest and simplest applications of statistical ideas in nuclear physics. Previous experimental data confirmed it quite well but recent and more careful investigations…

Mathematical Physics · Physics 2017-01-18 E. Bogomolny

Higher-order tensor datasets arise commonly in recommendation systems, neuroimaging, and social networks. Here we develop probable methods for estimating a possibly high rank signal tensor from noisy observations. We consider a generative…

Methodology · Statistics 2023-04-11 Chanwoo Lee , Miaoyan Wang

We compute the statistical distribution of index-1 saddles surrounding a given local minimum of the $p$-spin energy landscape, as a function of their distance to the minimum in configuration space and of the energy of the latter. We…

Disordered Systems and Neural Networks · Physics 2020-04-22 Valentina Ros

We establish a comprehensive probability theory for coherent transport of random waves through arbitrary linear media. The transmissivity distribution for random coherent waves is a fundamental B-spline with knots at the transmission…

Optics · Physics 2025-11-07 Yunrui Wang , Cheng Guo

In this article we study in detail a family of random matrix ensembles which are obtained from random permutations matrices (chosen at random according to the Ewens measure of parameter $\theta>0$) by replacing the entries equal to one by…

Probability · Mathematics 2010-05-05 Joseph Najnudel , Ashkan Nikeghbali

The tensor power method generalizes the matrix power method to higher order arrays, or tensors. Like in the matrix case, the fixed points of the tensor power method are the eigenvectors of the tensor. While every real symmetric matrix has…

Numerical Analysis · Mathematics 2025-03-28 Tommi Muller , Elina Robeva , Konstantin Usevich

Scattering of electromagnetic waves in billiard-like systems has become a standard experimental tool of studying properties associated with Quantum Chaos. Random Matrix Theory (RMT) describing statistics of eigenfrequencies and associated…

Disordered Systems and Neural Networks · Physics 2021-05-11 Yan V Fyodorov

We propose a theory of eigenvalues, eigenvectors, singular values, and singular vectors for tensors based on a constrained variational approach much like the Rayleigh quotient for symmetric matrix eigenvalues. These notions are particularly…

Spectral Theory · Mathematics 2007-05-23 Lek-Heng Lim

In this paper, we consider the problem of deriving new eigenvalue distributions of real-valued Wishart matrices that arises in many scientific and engineering applications. The distributions are derived using the tools from the theory of…

Information Theory · Computer Science 2015-07-29 Oliver James , Heung-No Lee

Using numerical exact diagonalization, we study matrix elements of a local spin operator in the eigenbasis of two different nonintegrable quantum spin chains. Our emphasis is on the question to what extent local operators can be represented…

Statistical Mechanics · Physics 2020-10-27 Jonas Richter , Anatoly Dymarsky , Robin Steinigeweg , Jochen Gemmer

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

An important consideration for variable selection in interaction models is to design an appropriate penalty that respects hierarchy of the importance of the variables. A common theme is to include an interaction term only after the…

Statistics Theory · Mathematics 2016-03-31 Junlong Zhao , Chenlei Leng

This work is focused on the local eigenvalue statistics for the Anderson tight binding model with non-rank-one perturbations over the canopy tree, at large disorder. On the Hilbert space $\ell^2(\mathcal{C})$, where $ \mathcal{C} $ is the…

Spectral Theory · Mathematics 2017-06-09 Narayanan P. A.

Motivated by a problem in learning theory, we are led to study the dominant eigenvalue of a class of random matrices. This turns out to be related to the roots of the derivative of random polynomials (generated by picking their roots…

Probability · Mathematics 2007-05-23 Natalia Komarova , Igor Rivin

This paper is concerned with the interplay between statistical asymmetry and spectral methods. Suppose we are interested in estimating a rank-1 and symmetric matrix $\mathbf{M}^{\star}\in \mathbb{R}^{n\times n}$, yet only a randomly…

Statistics Theory · Mathematics 2023-01-10 Yuxin Chen , Chen Cheng , Jianqing Fan

It is known that large deviations of sums of subexponential random variables are most likely realised by deviations of a single random variable. In this article we give a detailed picture of how subexponential random variables are…

Probability · Mathematics 2013-06-25 Inés Armendáriz , Michail Loulakis

We study the entanglement entropy of a random tensor network (RTN) using tools from free probability theory. Random tensor networks are simple toy models that help the understanding of the entanglement behavior of a boundary region in the…

Quantum Physics · Physics 2024-07-04 Khurshed Fitter , Faedi Loulidi , Ion Nechita

It is shown that certain ensembles of random matrices with entries that vanish outside a band around the diagonal satisfy a localization condition on the resolvent which guarantees that eigenvectors have strong overlap with a vanishing…

Mathematical Physics · Physics 2010-06-29 Jeffrey Schenker