Related papers: The Stable Random Matrix ensembles
We construct a family of chaotic dynamical systems with explicit broad distributions, which always violate the central limit theorem. In particular, we show that the superposition of many statistically independent, identically distributed…
Stochastic approximation is a framework unifying many random iterative algorithms occurring in a diverse range of applications. The stability of the process is often difficult to verify in practical applications and the process may even be…
Most population models assume that individuals within a given population are identical, that is, the fundamental role of variation is ignored. Inhomogeneous models of populations and communities allow for birth and death rates to vary among…
We analyze a class of stochastically stable quenched measures. We prove that stochastic stability is fully characterized by an infinite family of zero average polynomials in the covariance matrix entries.
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,…
Given a finitely generated amenable group we consider ergodic random Schr\"odinger operators on a Cayley graph with random potentials and random boundary conditions. We show that the normalised eigenvalue counting functions of finite volume…
We study the spectrum of a system of coupled disordered harmonic oscillators in the thermodynamic limit. This Euclidean random matrix ensemble has been suggested as model for the low-temperature vibrational properties of glass. Exact…
Stable distributions is an interesting and important class of probability distributions. They were discovered explicitly by Paul L\'{e}vy in 1925 \cite{lk}. They possess many interesting properties, most importantly they are by definiton…
We define a new class of sets -- stable sets -- of primes in number fields. For example, Chebotarev sets $P_{M/K}(\sigma)$, with $M/K$ Galois and $\sigma \in \Gal(M/K)$, are very often stable. These sets have positive (but arbitrary small)…
We develop a theoretical approach to compute the conditioned spectral density of $N \times N$ non-invariant random matrices in the limit $N \rightarrow \infty$. This large deviation observable, defined as the eigenvalue distribution…
We analyze a specific class of random systems that are driven by a symmetric L\'{e}vy stable noise. In view of the L\'{e}vy noise sensitivity to the confining "potential landscape" where jumps take place (in other words, to environmental…
We study the stability of topological structures in generalized models with a single real scalar field. We show that it is driven by a Sturm-Liouville equation and investigate the conditions that lead to the existence of explicit…
We introduce a special class of random matrices (DUE) whose spectral statistics corresponds to statistics of microscopical quantities detected in vehicular flows. Comparing the level spacing distribution (for ordered eigenvalues in unfolded…
We consider random stochastic matrices $M$ with elements given by $M_{ij}=|U_{ij}|^2$, with $U$ being uniformly distributed on one of the classical compact Lie groups or associated symmetric spaces. We observe numerically that, for large…
In this article we consider the Levy processes and the corresponding semigroup. We represent the generator of this semigroup in a convolution form. Using the obtained convolution form and the theory of integral equations we investigate the…
In this paper we introduce a new class of L\'evy processes which we call hypergeometric-stable L\'evy processes, because they are obtained from symmetric stable processes through several transformations and where the Gauss hypergeometric…
The purpose of this paper is to adapt the empirical characteristic function (ECF) method to stable, but possibly not inverse stable linear stochastic system driven by the increments of a Levy-process. A remarkable property of the ECF method…
We study sums of independent and identically distributed random velocities in special relativity. We show that the resulting one-dimensional velocity distributions are not only stable under relativistic velocity addition but define a…
We present a null model for single- and multi-layered complex systems constructed using homogeneous and isotropic random Gaussian maps. By means of a Kac-Rice formalism, we show that the mean number of fixed points can be calculated as the…
In this paper, we study some aspects on random analysis on the L\'eevy stochastic processes with margins following generalized hyperbolic distributions generated by gamma laws. In particular we study the boundedness of its total variations…