Related papers: Levy Diffusion and Classes of Universal Parametric…
The present note contains the text of lectures discussing the problem of universality in fully developed turbulence. After a brief description of Kolmogorov's 1941 scaling theory of turbulence and a comparison between the statistical…
The percolation, Ising, and O($n$) models constitute fundamental systems in statistical and condensed matter physics. For short-range-interacting cases, the nature of their phase transitions is well established by renormalization-group…
Our interest is in the scaled joint distribution associated with $k$-increasing subsequences for random involutions with a prescribed number of fixed points. We proceed by specifying in terms of correlation functions the same distribution…
We discuss diffusion properties of a dynamical system, which is characterised by long-tail distributions and finite correlations. The particle velocity has the stable L\'evy distribution; it is assumed as a jumping process (the kangaroo…
The relation between relaxation and diffusion is investigated in a Hamiltonian system of globally coupled rotators. Diffusion is anomalous if and only if the system is going towards equilibrium. The anomaly in diffusion is not anomalous…
We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…
Universal limits for the eigenvalue correlation functions in the bulk of the spectrum are shown for a class of nondeterminantal random matrices known as the fixed trace ensemble.
Universality, where microscopic details become irrelevant, takes place in thermodynamic phase transitions. The universality is captured by a singular scaling function of the thermodynamic variables, where the scaling exponents are…
We establish universality of local eigenvalue correlations in unitary random matrix ensembles (1/Z_n) |\det M|^{2\alpha} e^{-n\tr V(M)} dM near the origin of the spectrum. If V is even, and if the recurrence coefficients of the orthogonal…
The diffusion of hard-core particles subject to a global bias is described by a nonlinear, anisotropic generalization of the diffusion equation with conserved, local noise. Using renormalization group techniques, we analyze the effect of an…
We investigate Gaussian Universality for data distributions generated via diffusion models. By Gaussian Universality we mean that the test error of a generalized linear model $f(\mathbf{W})$ trained for a classification task on the…
The task of manipulating correlated random variables in a distributed setting has received attention in the fields of both Information Theory and Computer Science. Often shared correlations can be converted, using a little amount of…
We study the statistics of a system of N random levels with integer values, in the presence of a logarithmic repulsive potential of Dyson type. This probleme arises in sums over representations (Young tableaux) of GL(N) in various matrix…
We study the spreading of information in a wide class of quantum systems, with variable-range interactions. We show that, after a quench, it generally features a double structure, whose scaling laws are related to a set of universal…
The properties of a particle diffusing on a one-dimensional lattice where at each site a random barrier and a random trap act simultaneously on the particle are investigated by numerical and analytical techniques. The combined effect of…
We provide, in a general setting, explicit solutions for optimal stopping problems that involve diffusion process and its running maximum. Our approach is to use the excursion theory for Levy processes. Since general diffusions are, in…
Strong anomalous diffusion is {often} characterized by a piecewise-linear spectrum of the moments of displacement. The spectrum is characterized by slopes $\xi$ and $\zeta$ for small and large moments, respectively, and by the critical…
Interacting random matrix systems are fundamental to modern theoretical physics and data science, yet a unified framework for their analysis has been lacking. This work introduces such a universal framework, built upon two novel concepts:…
The transport properties of disordered systems are known to depend critically on dimensionality. We study the diffusion coefficient of a quantum particle confined to a lattice on the surface of a tube, where it scales between the 1D and 2D…
Universal hash functions map the output of a source to random strings over a finite alphabet, aiming to approximate the uniform distribution on the set of strings. A classic result on these functions, called the Leftover Hash Lemma, gives…