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We introduce the Frustrated Distance Matrix (FDM) model, a dynamic extension of the static distance-matrix ensemble on S^2 analyzed by Bogomolny, Bohigas, and Schmit (BBS). Its entries are pairwise geodesic distances between N Brownian…
Finite dimensional matrices having more columns than rows have no left inverses while those having more rows than columns have no right inverses. We give generalizations of these simple facts to bi--infinite matrices and use those to obtain…
This thesis reviews recent progress on products of random matrices from the perspective of exactly solved Gaussian random matrix models. We derive exact formulae for the correlation functions for the eigen- and singular values at arbitrary…
In a recent paper [Phys. Rev. E \textbf{76}, 031202 (2007)], Schmidt has proposed a Fundamental Measure Density Functional Theory for one-dimensional nonadditive hard-rod fluid mixtures and has compared its predictions for the bulk…
We study the average density of resonances (DOR) for a semi-infinite disordered chain, coupled to the outside world by a (semi-infinite) perfect lead. A set of equations is derived, which provides the general framework for calculating the…
This paper presents a graph bundling algorithm that agglomerates edges taking into account both spatial proximity as well as user-defined criteria in order to reveal patterns that were not perceivable with previous bundling techniques. Each…
We build on the work in Fackler and King 1990, and propose a more general calibration model for implied risk neutral densities. Our model allows for the joint calibration of a set of densities at different maturities and dates through a…
In this paper, we derive limit laws for the empirical spectral distributions of random band and block matrices with correlated entries. In the first part of the paper, we study band matrices with approximately uncorrelated entries. We…
We propose a convex variational approach to compute localized density matrices for both zero temperature and finite temperature cases, by adding an entry-wise $\ell_1$ regularization to the free energy of the quantum system. Based on the…
Since it was first applied to the study of nuclear interactions by Wigner and Dyson, almost 60 years ago, Random Matrix Theory (RMT) has developed into a field of its own within applied mathematics, and is now essential to many parts of…
We describe a numerical algorithm for approximating the equilibrium-reduced density matrix and the effective (mean force) Hamiltonian for a set of system spins coupled strongly to a set of bath spins when the total system (system+bath) is…
Convenient Cutkosky-like diagrammatic rules for computing the spectral densities of arbitrary two-point correlation functions in finite temperature field theory are derived. The approach is based on an explicit analytic continuation of…
We study long-range correlations of equilibrium current densities in a two-dimensional mesoscopic system with the time reversal invariance broken by a random or homogeneous magnetic field. Our result is universal, i.e. it does not depend on…
To address the impact of electron correlations in the linear and non-linear response regimes of interacting many-electron systems exposed to time-dependent external fields, we study one-dimensional (1D) systems where the interacting problem…
We present 2-4 GHz observations of polarized radio galaxies towards eight fast radio bursts (FRBs), producing grids of Faraday rotation measure (RM) sources with sky densities of 9-28 polarized sources per square degree. Using a Bayesian…
The density of states of disordered systems in the Wigner-Dyson classes approaches some finite non-zero value at the mobility edge, whereas the density of states in systems of the chiral and Bogolubov-de Gennes classes shows a divergent or…
We investigate the spectral properties of a random matrix model, which in the large $N$ limit, embodies the essentials of the QCD partition function at low energy. The exact spectral density and its pair correlation function are derived for…
In the framework of the minimal cosmological standard model, the $\Lambda$CDM model, the Dark Matter density is now known with an error of a few percent; this error is expected to shrink even further once PLANCK data are analyzed. Matching…
Statistical properties of ensembles of random density matrices are investigated. We compute traces and von Neumann entropies averaged over ensembles of random density matrices distributed according to the Bures measure. The eigenvalues of…
Polymer rings in solution are either permanently entangled or not. Permanent topological restrictions give rise to additional entropic interactions apart from the ones arising due to mere chain flexibility or excluded volume. Conversely,…