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The detection of the top eigenvalue and its corresponding eigenvector in ensembles of random matrices has significant applications across various fields. An existing method, based on the linear stability of a complementary set of cavity…

Disordered Systems and Neural Networks · Physics 2025-07-11 Diego Tapias , Benedikt Grüger , Reimer Kühn , Peter Sollich

We study the effect of highly oscillatory potentials to the eigenvalues of a random matrix. Consider the circular unitary ensembles with an external potential which is periodic with the period comparable to the average spacing of the…

Probability · Mathematics 2013-06-06 Jinho Baik

Maxima of the linear density field form a point process that can be used to understand the spatial distribution of virialized halos that collapsed from initially overdense regions. However, owing to the peak constraint, clustering…

Cosmology and Nongalactic Astrophysics · Physics 2013-05-30 Vincent Desjacques

This paper is concerned with generalizations of the notion of principal eigenvalue in the context of space-time periodic cooperative systems. When the spatial domain is the whole space, the Krein-Rutman theorem cannot be applied and this…

Analysis of PDEs · Mathematics 2024-06-11 Léo Girardin , Idriss Mazari

Embedded random matrix ensembles with $k$-body interactions are well established to be appropriate for many quantum systems. For these ensemble the two point correlation function is not yet derived though these ensembles are introduced 50…

Quantum Physics · Physics 2023-06-07 V. K. B. Kota

In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the prop- erties are (approximately) constant for some time and then slowly…

Methodology · Statistics 2014-03-18 Michael Vogt , Holger Dette

In this paper we examine isotropic Gaussian random fields defined on $\mathbb R^N$ satisfying certain conditions. Specifically, we investigate the type of a critical point situated within a small vicinity of another critical point, with…

Probability · Mathematics 2023-10-20 Paul Marriott , Weinan Qi , Yi Shen

High dimensional superposition models characterize observations using parameters which can be written as a sum of multiple component parameters, each with its own structure, e.g., sum of low rank and sparse matrices, sum of sparse and…

Machine Learning · Computer Science 2017-06-01 Qilong Gu , Arindam Banerjee

Two types of parameter dependent generalizations of classical matrix ensembles are defined by their probability density functions (PDFs). As the parameter is varied, one interpolates between the eigenvalue PDF for the superposition of two…

Mathematical Physics · Physics 2007-05-23 Peter J. Forrester , Eric M. Rains

A one-parameter random matrix model is proposed for describing the statistics of the local amplitudes and phases of electron eigenfunctions in a mesoscopic quantum dot in an arbitrary magnetic field. Comparison of the statistics obtained…

Condensed Matter · Physics 2009-10-28 E. Kanzieper , V. Freilikher

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

The eigenvalue probability density functions of the classical random matrix ensembles have a well known analogy with the one component log-gas at the special couplings \beta = 1,2 and 4. It has been known for some time that there is an…

Mathematical Physics · Physics 2015-05-20 Peter J. Forrester , Christopher D. Sinclair

Two-phase composites with non-overlapping inclusions randomly embedded in matrix are investigated. A straight forward approach is applied to estimate the effective properties of random 2D composites. First, deterministic boundary value…

Mathematical Physics · Physics 2015-01-12 Vladimir Mityushev

This paper investigates the existence conditions of cusp points in the design parameter space of the R\underline{P}R-2P\underline{R}R parallel manipulators. Cusp points make possible non-singular assembly-mode changing motion, which can…

Robotics · Computer Science 2010-12-14 Guillaume Inria Moroz , Damien Chablat , Philippe Wenger , Fabrice Rouiller

We evaluate averages involving characteristic polynomials, inverse characteristic polynomials and ratios of characteristic polynomials for a $N\times N$ random matrix taken from a $L$-deformed Chiral Gaussian Unitary Ensemble with an…

Mathematical Physics · Physics 2018-03-19 Yan V Fyodorov , Jacek Grela , Eugene Strahov

This work aims to extend the existing results on the Hausdorff dimension of the classical thick point sets of a Gaussian free field (GFF) to a more general class of exceptional sets. We adopt the circle or sphere averaging regularization to…

Probability · Mathematics 2018-02-12 Linan Chen

We study the generalized finite element methods (GFEMs) for the second-order elliptic eigenvalue problem with an interface in 1D. The linear stable generalized finite element methods (SGFEM) were recently developed for the elliptic source…

Numerical Analysis · Mathematics 2018-10-25 Quanling Deng , Victor Calo

Parameter estimation connects mathematical models to real-world data and decision making across many scientific and industrial applications. Standard approaches such as maximum likelihood estimation and Markov chain Monte Carlo estimate…

Methodology · Statistics 2026-02-06 Matthew J Simpson , James S Bennett , Alexander Johnston , Ruth E Baker

Exceptional points (EPs) are singular points on a parameter space at which some eigenvalues (scattering poles) and their corresponding eigenmodes coalesce. This study shows the existence of second- and third-order EPs in cylindrical elastic…

Classical Physics · Physics 2023-04-26 Kei Matsushima , Yuki Noguchi , Takayuki Yamada

The averages of ratios of characteristic polynomials det(lambda - X) of N x N random matrices X, are investigated in the large N limit for the GUE, GOE and GSE ensemble. The density of states and the two-point correlation function are…

Mathematical Physics · Physics 2009-11-07 E. Brezin , S. Hikami