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Ergodic properties and asymptotic stationarity are investigated in this paper for the pseudo-covariance matrix (PCM) of a recursive state estimator which is robust against parametric uncertainties and is based on plant output measurements…

Systems and Control · Computer Science 2016-10-12 Tong Zhou

We consider a classic two-state switching diffusion model from a single-particle tracking perspective. The mean and the variance of the time-averaged mean square displacement (TAMSD) are computed exactly. When the measurement time (i.e.,…

Statistical Mechanics · Physics 2019-11-05 Denis S. Grebenkov

The operating status of power systems is influenced by growing varieties of factors, resulting from the developing sizes and complexity of power systems; in this situation, the modelbased methods need be revisited. A data-driven method, as…

Methodology · Statistics 2016-07-07 Xinyi Xu , Xing He , Qian Ai , Robert C. Qiu

The study of dissipation and decoherence in generic open quantum systems recently led to the investigation of spectral and steady-state properties of random Lindbladian dynamics. A natural question is then how realistic and universal those…

Statistical Mechanics · Physics 2020-10-22 Lucas Sá , Pedro Ribeiro , Tankut Can , Tomaž Prosen

Generic rotationally invariant random matrix models satisfy a simple relation: the probability distribution of off-diagonal elements and the one of half the difference between any two diagonal elements coincide. In the spirit of the…

Statistical Mechanics · Physics 2020-01-15 Laura Foini , Jorge Kurchan

With the growth of wireless networks, security has become a fundamental issue in wireless communications due to the broadcast nature of these networks. In this work, we consider MIMO wiretap channels in a fast fading environment, for which…

Information Theory · Computer Science 2014-11-04 Maksym A. Girnyk , Frédéric Gabry , Mikko Vehkaperä , Lars K. Rasmussen , Mikael Skoglund

In this paper, a deterministic equivalent of ergodic sum rate and an algorithm for evaluating the capacity-achieving input covariance matrices for the uplink large-scale multiple-input multiple-output (MIMO) antenna channels are proposed.…

Information Theory · Computer Science 2016-11-18 Jun Zhang , Chao-Kai Wen , Shi Jin , Xiqi Gao , Kai-Kit Wong

We study complex networks under random matrix theory (RMT) framework. Using nearest-neighbor and next-nearest-neighbor spacing distributions we analyze the eigenvalues of adjacency matrix of various model networks, namely, random,…

Statistical Mechanics · Physics 2009-11-13 Sarika Jalan , Jayendra N. Bandyopadhyay

We consider the efficiency of multiplexing spatially encoded information across random configurations of a metasurface-programmable chaotic cavity in the microwave domain. The distribution of the effective rank of the channel matrix is…

Applied Physics · Physics 2020-08-05 Philipp del Hougne , Dmitry V. Savin , Olivier Legrand , Ulrich Kuhl

Electromagnetic (EM) wave scattering in electrically large, irregularly shaped, environments is a common phenomenon. The deterministic, or first principles, study of this process is usually computationally expensive and the results exhibit…

Adaptation and Self-Organizing Systems · Physics 2023-06-21 Shukai Ma , Thomas M. Antonsen , Steven M. Anlage

The Random Coupling Model (RCM) is a statistical approach for studying the scattering properties of linear wave chaotic systems in the semi-classical regime. Its success has been experimentally verified in various over-moded wave settings,…

Classical Physics · Physics 2019-03-11 Min Zhou , Edward Ott , Thomas M. Antonsen, , Steven M. Anlage

Wave propagation in time-varying media enables unique control of energy transport by breaking energy conservation through temporal modulation. Among the resulting phenomena, temporal disorder-random fluctuations in material parameters-can…

Optics · Physics 2025-10-17 Seulong Kim , Kihong Kim

We study the dissipation of diffuse ultrasonic energy in a reverberant body coupled to a waveguide, an analog for a mesoscopic electron in a quantum dot. A simple model predicts a Porter-Thomas like distribution of level widths and…

Mesoscale and Nanoscale Physics · Physics 2009-11-10 Oleg I. Lobkis , Igor S. Rozhkov , Richard L. Weaver

The wave propagation in random medium plays a critical role in optics and quantum physics. Multiple scattering of coherent wave in a random medium determines the transport procedure. Brownian motions of the scatterers perturb each…

Optics · Physics 2022-01-25 Peng Miao , Yifan Zhang , Cheng Wang , Shanbao Tong

Using the supersymmetric method of random matrix theory within the Heidelberg approach framework we provide statistical description of stationary intensity sampled in locations inside an open wave-chaotic cavity, assuming that the…

Disordered Systems and Neural Networks · Physics 2023-10-16 Yan V. Fyodorov , Elizaveta Safonova

The effective Hamiltonian formalism is extended to vectorial electromagnetic waves in order to describe statistical properties of the field in reverberation chambers. The latter are commonly used in electromagnetic compatibility tests. As a…

Mesoscale and Nanoscale Physics · Physics 2016-03-09 J. -B. Gros , U. Kuhl , O. Legrand , F. Mortessagne

We introduce a new technique for the simulation of dissipative quantum systems. This method is composed of an approximate decomposition of the Lindblad equation into a Kraus map, from which one can define an ensemble of wavefunctions. Using…

Quantum Physics · Physics 2021-01-13 Gerard McCaul , Kurt Jacobs , Denys I. Bondar

Diffusion models trained on different, non-overlapping subsets of a dataset often produce strikingly similar outputs when given the same noise seed. We trace this consistency to a simple linear effect: the shared Gaussian statistics across…

Machine Learning · Computer Science 2026-02-04 Binxu Wang , Jacob Zavatone-Veth , Cengiz Pehlevan

Some recent publications by authors from the University of Maryland analyse the fluctuations of multi-port model parameters in stochastic environments. These authors use random matrix theory (RMT) for estimates concerning eigenfunction…

Mathematical Physics · Physics 2011-11-10 Bastiaan Michielsen , Francois Issac , Isabelle Junqua , Cecile Fiachetti

Quantum systems with discrete symmetries can usually be desymmetrized, but this strategy fails when considering transport in open systems with a symmetry that maps different openings onto each other. We investigate the joint probability…

Mesoscale and Nanoscale Physics · Physics 2008-08-14 Marten Kopp , Henning Schomerus , Stefan Rotter