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I present here some results on the statistical behaviour of large random matrices in an ensemble where the probability distribution is not a function of the eigenvalues only. The perturbative expansion can be cast in a closed form and the…

Disordered Systems and Neural Networks · Physics 2008-02-03 Giorgio Parisi

We study two spiked models of random matrices under general frameworks corresponding respectively to additive deformation of random symmetric matrices and multiplicative perturbation of random covariance matrices. In both cases, the…

Probability · Mathematics 2020-10-14 Nathan Noiry

An extended interference pattern close to surface may result in both a transmissive or evanescent surface fields for large area manipulation of trapped particles. The affinity of differing particle sizes to a moving standing wave light…

In Hamiltonian systems subjected to periodic perturbations the stable and unstable manifolds of the unstable periodic orbits provide the dynamical "skeleton" that drives the mixing process and bounds the chaotic regions of the phase space.…

Plasma Physics · Physics 2016-10-05 David Ciro Taborda , Todd Edwin Evans , Iberê Luiz Caldas

We consider polynomial transforms (polyspectra) of Berry's model -- the Euclidean Random Wave model -- and of Random Hyperspherical Harmonics. We determine the asymptotic behavior of variance for polyspectra of any order in the…

Probability · Mathematics 2023-03-17 Francesco Grotto , Leonardo Maini , Anna Paola Todino

An overview is presented of recent work on some statistical problems on multiparticle random walks. We consider a Euclidean, deterministic fractal or disordered lattice and N >> 1 independent random walkers initially (t=0) placed onto the…

Statistical Mechanics · Physics 2007-05-23 Luis Acedo , Santos B. Yuste

Linear problems appear in a variety of disciplines and their application for the transmission matrix recovery is one of the most stimulating challenges in biomedical imaging. Its knowledge turns any random media into an optical tool that…

Machine Learning · Statistics 2019-02-05 Daniele Ancora , Luca Leuzzi

Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…

Chaotic Dynamics · Physics 2009-10-31 Yan V. Fyodorov , H. -J. Sommmers

We describe a method for analyzing the phase space structures of Hamiltonian systems. This method is based on a time-frequency decomposition of a trajectory using wavelets. The ridges of the time-frequency landscape of a trajectory, also…

Chaotic Dynamics · Physics 2009-11-07 C. Chandre , S. Wiggins , T. Uzer

Several applications of the moment method in random matrix theory, especially, to local eigenvalue statistics at the spectral edges, are surveyed, with emphasis on a modification of the method involving orthogonal polynomials.

Classical Analysis and ODEs · Mathematics 2014-06-16 Sasha Sodin

Given a random walk a method is presented to produce a matrix of transition probabilities that is consistent with that random walk. The method is a kind of reverse application of the usual ergodicity and is tested by using a transition…

General Physics · Physics 2017-08-02 Lawrence S. Schulman

The spectral density of random graphs with topological constraints is analysed using the replica method. We consider graph ensembles featuring generalised degree-degree correlations, as well as those with a community structure. In each case…

Disordered Systems and Neural Networks · Physics 2011-04-08 Tim Rogers , Conrad Pérez Vicente , Koujin Takeda , Isaac Pérez Castillo

We create a framework to analyse the timing and frequency of instantaneous interactions between pairs of entities. This type of interaction data is especially common nowadays, and easily available. Examples of instantaneous interactions…

Methodology · Statistics 2021-04-01 Riccardo Rastelli , Marco Corneli

It recently has been found that methods of the statistical theories of spectra can be a useful tool in the analysis of spectra far from levels of Hamiltonian systems. Several examples originate from areas, such as quantitative linguistics…

Statistical Mechanics · Physics 2020-05-26 Rongrong Xie , Weibing Deng , Mauricio P. Pato

We study numerically and analytically the spectrum of incidence matrices of random labeled graphs on N vertices : any pair of vertices is connected by an edge with probability p. We give two algorithms to compute the moments of the…

Statistical Mechanics · Physics 2015-06-24 M. Bauer , O. Golinelli

We consider the inverse elastic scattering problems using the far field data due to one incident plane wave. A simple method is proposed to reconstruct the location and size of the obstacle using different components of the far field…

Analysis of PDEs · Mathematics 2019-04-09 J Liu , X. Liu , J. Sun

We take on a Random Matrix theory viewpoint to study the spectrum of certain reversible Markov chains in random environment. As the number of states tends to infinity, we consider the global behavior of the spectrum, and the local behavior…

Probability · Mathematics 2010-06-15 Charles Bordenave , Pietro Caputo , Djalil Chafai

In this paper, we review the history, current state-of-art, and physical applications of the spectral theory of two classes of random functions. One class consists of homogeneous and isotropic random fields defined on a Euclidean space and…

Probability · Mathematics 2021-12-10 Anatoliy Malyarenko , Martin Ostoja-Starzewski

Speckle patterns are inherent features of coherent light propagation through complex media. As a result of interference, they are sensitive to multiple experimental parameters such as the configuration of disorder or the propagating…

Instantonic theories are quantum field theories where all correlators are determined by integrals over the finite-dimensional space (space of generalized instantons). We consider novel geometrical observables in instantonic topological…

High Energy Physics - Theory · Physics 2011-08-11 Andrei Losev , Sergey Slizovskiy