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A law of large numbers and a central limit theorem are derived for linear statistics of random symmetric matrices whose on-or-above diagonal entries are independent, but neither necessarily identically distributed, nor necessarily all of…

Probability · Mathematics 2007-05-23 Greg Anderson , Ofer Zeitouni

The population model of Busenberg and Travis is a paradigmatic model in ecology and tumour modelling due to its ability to capture interesting phenomena like the segregation of populations. Its singular mathematical structure enforces the…

Analysis of PDEs · Mathematics 2024-01-29 Gonzalo Galiano , Víctor González-Tabernero

We prove nonasymptotic matrix concentration inequalities for the spectral norm of (sub)gaussian random matrices with centered independent entries that capture fluctuations at the Tracy-Widom scale. This considerably improves previous bounds…

Probability · Mathematics 2025-03-21 Tatiana Brailovskaya , Ramon van Handel

The phenomenom of emerging regular spectral features from random interactions is addressed in the context of the vibron model. A mean-field analysis links different regions of the parameter space with definite geometric shapes. The results…

Nuclear Theory · Physics 2009-11-07 R. Bijker , A. Frank

Dynamical typicality refers to the property that two pure states, which initially exhibit (almost) the same expectation value for some given observable $A$, are very likely to exhibit also very similar expectation values when evolving in…

Statistical Mechanics · Physics 2018-06-19 Peter Reimann

Using the superstatistics method, we propose an extension of the random matrix theory to cover systems with mixed regular-chaotic dynamics. Unlike most of the other works in this direction, the ensembles of the proposed approach are basis…

Statistical Mechanics · Physics 2007-05-23 A. Y. Abul-Magd

We study normal approximations for a class of discrete-time occupancy processes, namely, Markov chains with transition kernels of product Bernoulli form. This class encompasses numerous models which appear in the complex networks…

Probability · Mathematics 2018-11-13 Liam Hodgkinson , Ross McVinish , Philip K. Pollett

We show that the Dyson Brownian Motion exhibits local universality after a very short time assuming that local rigidity and level repulsion hold. These conditions are verified, hence bulk spectral universality is proven, for a large class…

Probability · Mathematics 2015-04-16 Laszlo Erdos , Kevin Schnelli

By applying the supersymmetric approach we rigorously prove smoothness of the averaged density of states for a three dimensional random band matrix ensemble, in the limit of infinite volume and fixed band width. We also prove that the…

Mathematical Physics · Physics 2009-11-07 M. Disertori , H. Pinson , T. Spencer

This paper deals with the exponential stabilization of a time-delay system with an average of the state as the output. A general stability theorem with a guaranteed exponential decay-rate based on a Wirtinger-based inequality is provided.…

Optimization and Control · Mathematics 2017-11-27 Matthieu Barreau , Alexandre Seuret , Frederic Gouaisbaut

This paper adapts the recently developed rigorous application of the supersymmetric transfer matrix approach for the 1d band matrices to the case of the orthogonal symmetry. We consider $N\times N$ block band matrices consisting of $W\times…

Mathematical Physics · Physics 2020-11-30 Tatyana Shcherbina

We propose a modeling framework for time-varying covariance matrices based on the assumption that the logarithm of a realized covariance matrix follows a matrix-variate oNrmal distribution. By operating in the space of symmetric matrices,…

Methodology · Statistics 2026-01-30 Edoardo Otranto

The paper presents several approaches to generalized blockmodeling of valued networks, where values of the ties are assumed to be measured on at least interval scale. The first approach is a straightforward generalization of the generalized…

Methodology · Statistics 2013-12-05 Aleš Žiberna

Characterizing the in uence of network properties on the global emerging behavior of interacting elements constitutes a central question in many areas, from physical to social sciences. In this article we study a primary model of disordered…

Disordered Systems and Neural Networks · Physics 2013-10-08 Luis Carlos Garcidel Molino , Khashayar Pakdaman , Jonathan Touboul , Gilles Wainrib

This paper explores the fundamental limits of a simple system, inspired by the intermittent Kalman filtering model, where the actuation direction is drawn uniformly from the unit hypersphere. The model allows us to focus on a fundamental…

Optimization and Control · Mathematics 2021-05-18 Rahul Arya , Chih-Yuan Chiu , Gireeja Ranade

We propose a Bayesian test of normality for univariate or multivariate data against alternative nonparametric models characterized by Dirichlet process mixture distributions. The alternative models are based on the principles of embedding…

Statistics Theory · Mathematics 2023-04-12 Surya T. Tokdar , Ryan Martin

This paper gives new concentration inequalities for the spectral norm of a wide class of matrix martingales in continuous time. These results extend previously established Freedman and Bernstein inequalities for series of random matrices to…

Probability · Mathematics 2016-10-28 Emmanuel Bacry , Stéphane Gaïffas , Jean-François Muzy

Two commonly used methods for improving precision and power in clinical trials are stratified randomization and covariate adjustment. However, many trials do not fully capitalize on the combined precision gains from these two methods, which…

In this note, a Wegner estimate for random divergence-type operators that are monotone in the randomness is proven. The proof is based on a recently shown unique continuation estimate for the gradient and the ensuing eigenvalue liftings.…

Mathematical Physics · Physics 2021-06-22 Alexander Dicke

We prove edge universality for a general class of correlated real symmetric or complex Hermitian Wigner matrices with arbitrary expectation. Our theorem also applies to internal edges of the self-consistent density of states. In particular,…

Probability · Mathematics 2023-01-11 Johannes Alt , László Erdős , Torben Krüger , Dominik Schröder