Related papers: L\'evy Sachdev-Ye-Kitaev Model
We study a class of many body chaotic models related to the Brownian Sachdev-Ye-Kitaev model. An emergent symmetry maps the quantum dynamics into a classical stochastic process. Thus we are able to study many dynamical properties at finite…
Several condensed-matter platforms have been proposed recently to realize the Sachdev-Ye-Kitaev (SYK) model in their low-energy limit. In these proposed realizations, the characteristic SYK behavior is expected to occur under certain…
Quantum chaos is one of the distinctive features of the Sachdev-Ye-Kitaev (SYK) model, $N$ Majorana fermions in $0+1$ dimensions with infinite-range two-body interactions, which is attracting a lot of interest as a toy model for holography.…
We study the non-stabilizerness or quantum magic of the Sachdev-Ye-Kitaev ($\rm SYK$) model, a prototype example of maximally chaotic quantum matter. We show that the Majorana spectrum of its ground state, encoding the spreading of the…
Heavy-tailed fluctuations and power law statistics pervade physics, finance, and economics, yet their origin is often ascribed to systems poised near criticality. Here we show that such behavior can emerge far from instability through a…
The out of equilibrium dynamics of the Sachdev-Ye-Kitaev model (SYK), comprising $N$ Majoranas with random all-to-all four-body interactions, minimally coupled to a Markovian bath modeled by the Lindblad formalism, displays intriguing…
Understanding how quantum systems transition from integrable to fully chaotic behavior remains a central open problem in physics. The Sachdev--Ye--Kitaev (SYK) model provides a paradigmatic framework for studying many-body chaos and…
Inspired by recent developments in the study of the model of double scaled SYK (DSSYK), as elucidated in a recent paper, we embark on a re-evaluation of the Sachdev-Ye-Kitaev (SYK) model. Our motivation stems from the insights gained from…
Many solutions for scientific problems rely on finding the first (largest) eigenvalue and eigenvector of a particular matrix. We explore the distribution of the first eigenvector of a symmetric random sparse matrix. To analyze the…
We investigate the infinite temperature dynamics of the complex Sachdev-Ye-Kitaev model (SYK$_4$) complimented with a single particle hopping term (SYK$_2$), leading to the chaos-to-integrable crossover of the many-body eigenstates. Due to…
In this paper, we study the smallest non-zero eigenvalue of the sample covariance matrices $\mathcal{S}(Y)=YY^*$, where $Y=(y_{ij})$ is an $M\times N$ matrix with iid mean $0$ variance $N^{-1}$ entries. We prove a phase transition for its…
We study the statistical distribution of components in the non-perturbative parts of energy eigenfunctions (EFs), in which main bodies of the EFs lie. Our numerical simulations in five models show that deviation of the distribution from the…
The Sachdev-Ye-Kitaev (SYK) model is a model of $q$ interacting fermions whose large N limit is dominated by melonic graphs. In this review we first present a diagrammatic proof of that result by direct, combinatorial analysis of its…
This paper aims to more effectively manage and mitigate stock market risks by accurately characterizing financial market returns and volatility. We enhance the Stochastic Volatility (SV) model by incorporating fat-tailed distributions and…
We study the spread of R\'enyi entropy between two halves of a Sachdev-Ye-Kitaev (SYK) chain of Majorana fermions, prepared in a thermofield double (TFD) state. The SYK chain model is a model of chaotic many-body systems, which describes a…
In this paper, we investigate the effect of supersymmetry on the symmetry classification of random matrix theory ensembles. We mainly consider the random matrix behaviors in the $\mathcal{N}=1$ supersymmetric generalization of the…
Supersymmetry is a powerful concept in quantum many-body physics. It helps to illuminate ground state properties of complex quantum systems and gives relations between correlation functions. In this work, we show that the Sachdev-Ye-Kitaev…
In this paper we study an ensemble of random matrices called Elliptic Volatility Model, which arises in finance as models of stock returns. This model consists of a product of independent matrices $X = \Sigma Z $ where $Z$ is a $T$ by $S$…
Let Y be an Ornstein-Uhlenbeck diffusion governed by a stationary and ergodic Markov jump process X: dY_t=a(X_t)Y_t dt+\sigma(X_t) dW_t, Y_0=y_0. Ergodicity conditions for Y have been obtained. Here we investigate the tail propriety of the…
We present a detailed quantitative analysis of spectral correlations in the Sachdev-Ye-Kitaev (SYK) model. We find that the deviations from universal Random Matrix Theory (RMT) behavior are due to a small number of long-wavelength…