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At non-zero temperature classical systems exhibit statistical fluctuations of thermodynamic quantities arising from the variation of the system's initial conditions and its interaction with the environment. The fluctuating work, for…

Quantum Physics · Physics 2018-02-07 Rui Sampaio , Samu Suomela , Tapio Ala-Nissila , Janet Anders , Thomas Philbin

Since the seminal work of Keating and Snaith, the characteristic polynomial of a random Haar-distributed unitary matrix has seen several of its functional studied or turned into a conjecture; for instance: $ \bullet $ its value in $1$…

Probability · Mathematics 2020-11-05 Yacine Barhoumi-Andréani

Probability distributions which emerge from the formalism of nonextensive statistical mechanics have been applied to a variety of problems. In this paper we unite modeling of such distributions with the model of widespread 1/f noise. We…

Statistical Mechanics · Physics 2015-06-03 J. Ruseckas , B. Kaulakys

Some eigenvalue matrix models possess an interesting property: one can manifestly define the basis where all averages can be explicitly calculated. For example, in the Gaussian Hermitian and rectangular complex models, averages of the Schur…

High Energy Physics - Theory · Physics 2025-07-04 A. Mironov , A. Morozov , Z. Zakirova

We have implemented quantum modeling mainly based on Bohmian Mechanics to study time series that contain strong coupling between their events. We firstly propose how compared to normal densities, our target time series seem to be associated…

Mathematical Finance · Quantitative Finance 2023-07-26 Reza Hosseini , Samin Tajik , Zahra Koohi Lai , Tayeb Jamali , Emmanuel Haven , G. Reza Jafari

We consider powers of the absolute value of the characteristic polynomial of Haar distributed random orthogonal or symplectic matrices, as well as powers of the exponential of its argument, as a random measure on the unit circle minus small…

Mathematical Physics · Physics 2022-09-15 Johannes Forkel , Jonathan P. Keating

In this work we investigate the equilibration dynamics after a sudden Hamiltonian quench of a quantum spin system initially prepared in a thermal state. To characterize the equilibration we evaluate the Loschmidt echo, a global measure for…

Quantum Physics · Physics 2011-09-13 N. Tobias Jacobson , Lorenzo Campos Venuti , Paolo Zanardi

In spite of its simplicity, the central limit theorem captures one of the most outstanding phenomena in mathematical physics, that of universality. While this classical result is well understood it is still not very clear what happens to…

Disordered Systems and Neural Networks · Physics 2023-04-19 Ernesto Carro , Luis Benet , Isaac Pérez Castillo

Power-law distributions are typical macroscopic features occurring in almost all complex systems observable in nature. As a result, researchers in quantitative analyses must often generate random synthetic variates obeying power-law…

Physics and Society · Physics 2014-11-11 Filippo Radicchi

The ratio of two consecutive level spacings has emerged as a very useful metric in investigating universal features exhibited by complex spectra. It does not require the knowledge of density of states and is therefore quite convenient to…

Mathematical Physics · Physics 2020-02-04 Ayana Sarkar , Manuja Kothiyal , Santosh Kumar

The transition from arbitrary to chaotic fluctuation properties in quantum systems is studied in a random matrix model. It is assumed that the Hamiltonian can be written as the sum of an arbitrary and a chaos producing part. The Gaussian…

Condensed Matter · Physics 2009-10-28 T. Guhr

We apply a Gaussian variational approximation to model reduction in large biochemical networks of unary and binary reactions. We focus on a small subset of variables (subnetwork) of interest, e.g. because they are accessible experimentally,…

Chemical Physics · Physics 2017-08-02 Barbara Bravi , Peter Sollich

The ensemble $\CUE^{(q)}$ of truncated random unitary matrices is a deformation of the usual Circular Unitary Ensemble depending on a discrete non-negative parameter $q.$ $\CUE^{(q)}$ is an exactly solved model of random contraction…

Combinatorics · Mathematics 2008-12-01 Jonathan Novak

The fermionic Gaussian operator basis provides a representation for treating strongly correlated fermion systems, as well as playing an important role in random matrix theory. We prove that a resolution of unity exists for any even…

Mathematical Physics · Physics 2015-06-11 Laura E. C. Rosales-Zárate , P. D. Drummond

We discuss different quench protocols for Ising and XY spin chains in a transverse magnetic field. With a sudden local magnetic field quench as a starting point, we generalize our approach to a large class of local non-sudden quenches.…

Statistical Mechanics · Physics 2025-07-28 Domagoj Kuić , Alemka Knapp , Diana Šaponja-Milutinović

We present a Gaussian ensemble of random cyclic matrices on the real field and study their spectral fluctuations. These cyclic matrices are shown to be pseudo-symmetric with respect to generalized parity. We calculate the joint probability…

Mathematical Physics · Physics 2013-02-13 Sudhir R. Jain , Shashi C. L. Srivastava

Non-Hermitean operators may appear during the calculation of a partition function in various models of statistical mechanics. The tail eigen-states, having anomalously small real part of energy $Re(\eps)$, became naturally important in this…

Statistical Mechanics · Physics 2007-05-23 P. G. Silvestrov

This paper considers the posterior contraction of non-parametric Bayesian inference on non-homogeneous Poisson processes. We consider the quality of inference on a rate function $\lambda$, given non-identically distributed realisations,…

Statistics Theory · Mathematics 2019-06-26 James A. Grant , David S. Leslie

The present work provides an original framework for random matrix analysis based on revisiting the concentration of measure theory from a probabilistic point of view. By providing various notions of vector concentration ($q$-exponential,…

Probability · Mathematics 2021-01-19 Cosme Louart , Romain Couillet

The stochastic properties of variables whose addition leads to $q$-Gaussian distributions $G_q(x)=[1+(q-1)x^2]_+^{1/(1-q)}$ (with $q\in\mathbb{R}$ and where $[f(x)]_+=max\{f(x),0\}$) as limit law for a large number of terms are…

Statistical Mechanics · Physics 2009-11-10 C. Anteneodo
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