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We place ourselves in the setting of high-dimensional statistical inference, where the number of variables $p$ in a data set of interest is of the same order of magnitude as the number of observations $n$. More formally, we study the…

Probability · Mathematics 2009-12-11 Noureddine El Karoui

Using a nonperturbative approach we examine the large frequency asymptotics of the two-point level density correlator in weakly disordered metallic grains. This allows us to study the behavior of the two-level structure factor close to the…

Condensed Matter · Physics 2016-08-31 A. V. Andreev , B. L. Altshuler

The present work is dedicated to a better understanding of the stability properties of regularized lattice Boltzmann (LB) schemes. To this extent, linear stability analyses of two-dimensional models are proposed: the standard…

Computational Physics · Physics 2020-11-18 Gauthier Wissocq , Christophe Coreixas , Jean-François Boussuge

We consider two random matrix ensembles which are relevant for describing critical spectral statistics in systems with multifractal eigenfunction statistics. One of them is the Gaussian non-invariant ensemble which eigenfunction statistics…

Disordered Systems and Neural Networks · Physics 2009-11-04 V. E. Kravtsov

Theoretical analysis of biological and artificial neural networks e.g. modelling of synaptic or weight matrices necessitate consideration of the generic real-asymmetric matrix ensembles, those with varying order of matrix elements e.g. a…

Disordered Systems and Neural Networks · Physics 2025-09-15 Ratul Dutta , Pragya Shukla

A fundamental concept in multivariate statistics, sample correlation matrix, is often used to infer the correlation/dependence structure among random variables, when the population mean and covariance are unknown. A natural block extension…

Statistics Theory · Mathematics 2022-09-09 Zhigang Bao , Jiang Hu , Xiaocong Xu , Xiaozhuo Zhang

Periodic band structures are a hallmark phenomenon of condensed matter physics. While often imposed by external potentials, periodicity can also arise through the interplay of couplings that are not necessarily spatially periodic on their…

The concept of equilibrium is a general tool to fill the gap between macroscopic and mesoscopic information, both within kinetic systems and kinetic schemes. This work explores the use of equilibria to devise numerical boundary conditions…

Numerical Analysis · Mathematics 2025-05-26 Denise Aregba-Driollet , Thomas Bellotti

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

Using the information current, we develop a Lorentz-covariant framework for modeling equilibrium fluctuations in relativistic kinetic theory in the grand-canonical ensemble. The resulting stochastic theory is proven to be causal and…

Nuclear Theory · Physics 2024-07-24 Gabriel Soares Rocha , Lorenzo Gavassino , Nicki Mullins

We present a lattice-based numerical method to describe the non equilibrium behavior of a simple fluid under non-uniform spatial conditions. The evolution equation for the one-particle phase-space distribution function is derived starting…

Statistical Mechanics · Physics 2009-11-13 S. Melchionna , U. Marini Bettolo Marconi

A statistical description of part of a many body system often requires a non-Hermitian random matrix ensemble with nature and strength of randomness sensitive to underlying system conditions. For the ensemble to be a good description of the…

Disordered Systems and Neural Networks · Physics 2024-12-17 Mohd. Gayas Ansari , Pragya Shukla

An original spectral study of the compressible hybrid lattice Boltzmann method (HLBM) on standard lattice is proposed. In this framework, the mass and momentum equations are addressed using the lattice Boltzmann method (LBM), while finite…

Computational Physics · Physics 2020-06-16 Florian Renard , Gauthier Wissocq , Jean-François Boussuge , Pierre Sagaut

The spectra of random feature matrices provide essential information on the conditioning of the linear system used in random feature regression problems and are thus connected to the consistency and generalization of random feature models.…

Machine Learning · Statistics 2022-12-13 Zhijun Chen , Hayden Schaeffer , Rachel Ward

We analyze statistical properties of the complex system with conditions which manifests through specific constraints on the column/row sum of the matrix elements. The presence of additional constraints besides symmetry leads to new…

Statistical Mechanics · Physics 2015-10-28 Pragya Shukla , Suchetana Sadhukhan

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

Scale invariance and the resulting power law behaviours are seen in diverse systems. In this work we consider translation, rotational and scale invariant systems defined on a lattice, such that the variables defining the state at every…

Statistical Mechanics · Physics 2025-05-19 Vaibhav Wasnik

We study spectral behavior of sparsely connected random networks under the random matrix framework. Sub-networks without any connection among them form a network having perfect community structure. As connections among the sub-networks are…

Statistical Mechanics · Physics 2015-05-13 Sarika Jalan

We present a lattice Boltzmann algorithm based on an underlying free energy that allows the simulation of the dynamics of a multicomponent system with an arbitrary number of components. The thermodynamic properties, such as the chemical…

Soft Condensed Matter · Physics 2009-11-13 Qun Li , A. J. Wagner

Recent advances in AdS/CFT holography have suggested that the near-horizon dynamics of black holes can be described by random matrix systems. We study how the energy spectrum of a system with a generic random Hamiltonian matrix affects its…

High Energy Physics - Theory · Physics 2022-04-12 Krishan Saraswat , Niayesh Afshordi