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In an earlier work we had considered a Gaussian ensemble of random matrices in the presence of a given external matrix source. The measure is no longer unitary invariant and the usual techniques based on orthogonal polynomials, or on the…

Statistical Mechanics · Physics 2009-10-31 E. Brezin , S. Hikami

In this paper, we analyze the asymptotic behavior of the main characteristics of the mean-variance efficient frontier employing random matrix theory. Our particular interest covers the case when the dimension $p$ and the sample size $n$…

Statistical Finance · Quantitative Finance 2024-09-24 Taras Bodnar , Nikolaus Hautsch , Yarema Okhrin , Nestor Parolya

Ising model with quenched random magnetic fields is examined for single Gaussian, bimodal and double Gaussian random field distributions by introducing an effective field approximation that takes into account the correlations between…

Statistical Mechanics · Physics 2016-08-14 Yusuf Yüksel , Ümit Akıncı , Hamza Polat

The search for local structures within a disordered medium has led to proposals of several methods for probing transient short-range symmetry in a homogeneous mono-atomic liquid. We offer a comparison of different characterizations of such…

Soft Condensed Matter · Physics 2020-05-04 Linsey Nowack , Stuart A. Rice

In several scale free graph models the asymptotic degree distribution and the characteristic exponent change when only a smaller set of vertices is considered. Looking at the common properties of these models, we present sufficient…

Probability · Mathematics 2010-07-27 Agnes Backhausz , Tamas F. Mori

We consider a family of random matrix ensembles (RME) invariant under similarity transformations and described by the probability density $P({\bf H})= \exp[-{\rm Tr}V({\bf H})]$. Dyson's mean field theory (MFT) of the corresponding plasma…

Condensed Matter · Physics 2009-10-28 C. M. Canali

Motivated by the search for best lattice sphere packings in Euclidean spaces of large dimensions we study randomly generated perfect lattices in moderately large dimensions (up to d=19 included). Perfect lattices are relevant in the…

Statistical Mechanics · Physics 2013-05-30 Alexei Andreanov , Antonello Scardicchio

Our understanding of topological insulators is based on an underlying crystalline lattice where the local electronic degrees of freedom at different sites hybridize with each other in ways that produce nontrivial band topology, and the…

Mesoscale and Nanoscale Physics · Physics 2017-10-03 Adhip Agarwala , Vijay B. Shenoy

Elastic properties of soft, three-dimensional dimers, interacting through site-site n-inverse-power potential, are determined by computer simulations at zero temperature. The degenerate crystal of dimers exhibiting (Gaussian) size…

Computational Physics · Physics 2015-04-14 J. W. Narojczyk , K. W. Wojciechowski

We address the phenomenon of statistical orthogonality catastrophe in insulating disordered systems. More in detail, we analyse the response of a system of non-interacting fermions to a local perturbation induced by an impurity. By…

We study Anderson localization of non-interacting random hopping fermions on bipartite lattices in two dimensions, focusing our attention to strong disorder features of the model. We concentrate ourselves on specific models with a linear…

Disordered Systems and Neural Networks · Physics 2009-11-10 H. Yamada , T. Fukui

The survival probability of immobile targets, annihilated by a population of random walkers on inhomogeneous discrete structures, such as disordered solids, glasses, fractals, polymer networks and gels, is analytically investigated. It is…

Statistical Mechanics · Physics 2009-09-18 Davide Cassi

Irreversible adsorption of objects of different shapes and sizes on Euclidean, fractal and random lattices is studied. The adsorption process is modeled by using random sequential adsorption (RSA) algorithm. Objects are adsorbed on one-,…

This paper develops an asymptotic likelihood theory for triangular arrays of stationary Gaussian time series depending on a multidimensional unknown parameter. We give sufficient conditions for the associated sequence of statistical models…

Statistics Theory · Mathematics 2025-11-14 Carsten H. Chong , Fabian Mies

The problem of channel coding with the erasure option is revisited for discrete memoryless channels. The interplay between the code rate, the undetected and total error probabilities is characterized. Using the information spectrum method,…

Information Theory · Computer Science 2015-10-22 Masahito Hayashi , Vincent Y. F. Tan

Model lattices such as the kagome and Lieb lattices have been widely investigated to elucidate the properties of interacting flat-band systems. While a quasicrystal does not have proper bands, the non-interacting density of states of…

Strongly Correlated Electrons · Physics 2025-08-28 Yuxi Zhang , Richard T. Scalettar , Rafael M. Fernandes

We study a model for itinerant, strongly interacting fermions where a judicious tuning of the interactions leads to a supersymmetric Hamiltonian. On the triangular lattice this model is known to exhibit a property called superfrustration,…

Strongly Correlated Electrons · Physics 2014-12-04 L. Huijse , D. Mehta , N. Moran , K. Schoutens , J. Vala

Three-dimensional icosahedral random tilings with rhombohedral cells are studied in the semi-entropic model. We introduce a global energy measure defined by the variance of the quasilattice points in the orthogonal space. The internal…

Condensed Matter · Physics 2007-05-23 W. Ebinger , J. Roth , H. -R. Trebin

The roundoff errors in computer simulations of continuous dynamical systems, caused by finiteness of machine arithmetic, can lead to qualitative discrepancies between phase portraits of the resulting spatially discretized systems and the…

Probability · Mathematics 2015-01-20 Igor G. Vladimirov

Random matrix theory (RMT) successfully predicts universal statistical properties of complicated wave scattering systems in the semiclassical limit, while the random coupling model offers a complete statistical model with a simple additive…

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