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Related papers: L\'evy Sachdev-Ye-Kitaev Model

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We study distributions of eigenvalue curvatures for a block diagonal random matrix perturbed by a full random matrix. The most natural physical realization of this model is a quantum chaotic system with some inherent symmetry, such that its…

Statistical Mechanics · Physics 2009-11-10 Guler Ergun , Yan V. Fyodorov

We study the complex Sachdev-Ye-Kitaev (cSYK) numerically and investigate thermodynamic behavior of cSYK model across varying chemical potentials. We discover that the cSYK model remarkably mirrors the first-order phase transition seen in…

High Energy Physics - Theory · Physics 2025-01-03 Sizheng Cao , Xian-Hui Ge , Yi-Cheng Rui

Financial returns are known to exhibit heavy tails, volatility clustering and abrupt jumps that are poorly captured by classical diffusion models. Advances in machine learning have enabled highly flexible functional forms for conditional…

Risk Management · Quantitative Finance 2025-09-03 Ziyao Wang , Svetlozar T Rachev

In this work, we study the information scrambling and the entanglement dynamics in the complex Brownian Sachdev-Ye-Kitaev (cBSYK) models, focusing on their dependence on the charge density $n$. We first derive the effective theory for…

Strongly Correlated Electrons · Physics 2023-05-15 Pengfei Zhang

Many-body chaos has emerged as a powerful framework for understanding thermalization in strongly interacting quantum systems. While recent analytic advances have sharpened our intuition for many-body chaos in certain large $N$ theories, it…

We study a class of long-range solvable models in IR limit which corresponds to a one-dimensional long-range conformal manifold. This class of long-range model can be interpreted as the non-unitary interpolation between the…

High Energy Physics - Theory · Physics 2023-10-25 Xiao-Yang Shen

Since the times of Holtsmark (1911), statistics of fields in random environments have been widely studied, for example in astrophysics, active matter, and line-shape broadening. The power-law decay of the two-body interaction, of the form…

Statistical Mechanics · Physics 2023-06-29 Avraham Samama , Eli Barkai

We study a version of the 2-body Sachdev-Ye-Kitaev (SYK$_{2}$) model whose complex fermions exhibit twisted boundary conditions on the thermal circle. As we show, this is physically equivalent to coupling the fermions to a 1-dimensional…

High Energy Physics - Theory · Physics 2024-01-25 Jeff Murugan , Ruach Pillay Slayen , Hendrik J. R. Van Zyl

We introduce a method for describing eigenvalue distributions of correlation matrices from multidimensional time series. Using our newly developed matrix H theory, we improve the description of eigenvalue spectra for empirical correlation…

Statistical Finance · Quantitative Finance 2025-12-01 Luan M. T. de Moraes , Antônio M. S. Macêdo , Giovani L. Vasconcelos , Raydonal Ospina

The transport of platelets in blood is commonly assumed to obey an advection-diffusion equation. Here we propose a disruptive view, by showing that the random part of their velocity is governed by a fat-tailed probability distribution,…

Computational Physics · Physics 2021-09-17 Christos Kotsalos , Karim Zouaoui Boudjeltia , Ritabrata Dutta , Jonas Latt , Bastien Chopard

Entanglement is one of the most important concepts in quantum physics. We review recent progress in understanding the quantum entanglement in many-body systems using large-$N$ solvable models: the Sachdev-Ye-Kitaev (SYK) model and its…

Strongly Correlated Electrons · Physics 2022-03-04 Pengfei Zhang

The extreme-value statistics of the entanglement spectrum in disordered spin chains possessing a many-body localization transition is examined. It is expected that eigenstates in the metallic or ergodic phase, behave as random states and…

Disordered Systems and Neural Networks · Physics 2020-02-04 Rajarshi Pal , Arul Lakshminarayan

The Sachdev-Ye-Kitaev (SYK) model is a system of $N$ Majorana fermions with random interactions and strongly chaotic dynamics, which at low energy admits a holographically dual description as two-dimensional Jackiw-Teitelboim gravity. Hence…

High Energy Physics - Theory · Physics 2024-10-01 Patrick Orman , Hrant Gharibyan , John Preskill

The search for a quantum theory of gravity has led to the discovery of quantum many-body systems that are dual to gravitational models with quantum properties. The perhaps most famous of these systems is the Sachdev-Ye-Kitaev (SYK) model.…

We analyze the left-tail asymptotics of deformed Tracy-Widom distribution functions describing the fluctuations of the largest eigenvalue in invariant random matrix ensembles after removing each soft edge eigenvalue independently with…

Mathematical Physics · Physics 2022-10-19 Thomas Bothner , Robert Buckingham

Modelling extreme events and heavy-tailed phenomena is central to building reliable predictive systems in domains such as finance, climate science, and safety-critical AI. While L\'evy processes provide a natural mathematical framework for…

Machine Learning · Computer Science 2026-05-12 Yaman Kindap , Manfred Opper , Benjamin Dupuis , Umut Simsekli , Tolga Birdal

A phase-type distribution is the distribution of the time until absorption in a finite state-space time-homogeneous Markov jump process, with one absorbing state and the rest being transient. These distributions are mathematically tractable…

Statistics Theory · Mathematics 2021-12-08 Martin Bladt , Jorge Yslas

We show that a single-fermion quantum dot acquires odd-frequency Gor'kov anomalous averages in proximity to strongly correlated Majorana zero modes, described by the Sachdev-Ye-Kitaev (SYK) model. Despite the presence of finite anomalous…

Mesoscale and Nanoscale Physics · Physics 2019-01-15 Nikolay V. Gnezdilov

We study the Lindbladian dynamics of the Sachdev-Ye-Kitaev (SYK) model, where the SYK model is coupled to Markovian reservoirs with jump operators that are either linear or quadratic in the Majorana fermion operators. Here, the linear jump…

Statistical Mechanics · Physics 2022-12-16 Anish Kulkarni , Tokiro Numasawa , Shinsei Ryu

The $\alpha$-stable distributions introduced by L\'evy play an important role in probabilistic theoretical studies and their various applications, e.g., in statistical physics, life sciences, and economics. In the present paper we study…

Statistical Mechanics · Physics 2015-05-14 Sabir Umarov , Constantino Tsallis , Murray Gell-Mann , Stanly Steinberg