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Based on the form invariance of the structures given by Khinchin's axiomatic foundations of information theory and the pseudoadditivity of the Tsallis entropy indexed by q, the concept of conditional entropy is generalized to the case of…

Quantum Physics · Physics 2009-11-06 Sumiyoshi Abe , A. K. Rajagopal

We adapt the Kolmogorov-Sinai entropy to the non-extensive perspective recently advocated by Tsallis. The resulting expression is an average on the invariant distribution, which should be used to detect the genuine entropic index Q. We…

Condensed Matter · Physics 2009-10-31 Jin Yang , Paolo Grigolini

We define an entropy based on a chosen governing probability distribution. If a certain kind of measurements follow such a distribution it also gives us a suitable scale to study it with. This scale will appear as a link function that is…

Data Analysis, Statistics and Probability · Physics 2007-10-24 Peter Sunehag

We review recent developments on quantum scattering from mesoscopic systems. Various spatial geometries whose closed analogs shows diffusive, localized or critical behavior are considered. These are features that cannot be described by the…

Disordered Systems and Neural Networks · Physics 2009-11-11 Tsampikos Kottos

Systems with a long-term stationary state that possess as a spatio-temporally fluctuation quantity $\beta$ can be described by a superposition of several statistics, a "super statistics". We consider first, the Gamma, log-normal and…

Statistical Mechanics · Physics 2015-06-05 O. Obregón , A. Gil-Villegas

We describe a new regularization of quantum field theory on the noncommutative torus by means of one-dimensional matrix models. The construction is based on the Elliott-Evans inductive limit decomposition of the noncommutative torus…

High Energy Physics - Theory · Physics 2010-04-05 Giovanni Landi , Fedele Lizzi , Richard J. Szabo

A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…

Classical Analysis and ODEs · Mathematics 2009-11-11 P. J. Forrester , N. S. Witte

The application of random matrix theory to scattering requires introduction of system-specific information. This paper shows that the average impedance matrix, which characterizes such system-specific properties, can be semiclassically…

Statistical Mechanics · Physics 2010-02-03 Jen-Hao Yeh , James A. Hart , Elliott Bradshaw , Thomas M. Antonsen , Edward Ott , Steven M. Anlage

Random Matrix Theory is a powerful tool in applied mathematics. Three canonical models of random matrix distributions are the Gaussian Orthogonal, Unitary and Symplectic Ensembles. For matrix ensembles defined on k-fold tensor products of…

Mathematical Physics · Physics 2024-05-06 Michael Brodskiy , Owen L. Howell

These lecture notes provide a comprehensive, self-contained introduction to the analysis of Wishart matrix moments. This study may act as an introduction to some particular aspects of random matrix theory, or as a self-contained exposition…

Probability · Mathematics 2019-02-12 Adrian N. Bishop , Pierre Del Moral , Angele Niclas

Alternative definitions are given of basic concepts of generalized thermostatistics. In particular, generalizations of Shannon's entropy, of the Boltzmann-Gibbs distribution, and of relative entropy are considered. Particular choices made…

Statistical Mechanics · Physics 2007-05-23 Jan Naudts

We describe Generalized Hermitian matrices ensemble sometimes called Chiral ensemble. We give global asymptotic of the density of eigenvalues or the statistical density. We will calculate a Laplace transform of such a density for finite…

Probability · Mathematics 2014-09-02 Mohamed Bouali

The universality for the eigenvalue spacing statistics of generalized Wigner matrices was established in our previous work \cite{EYY} under certain conditions on the probability distributions of the matrix elements. A major class of…

Mathematical Physics · Physics 2011-09-27 László Erdos , Horng-Tzer Yau , Jun Yin

Consider $(X_{i}(t))$ solving a system of $N$ stochastic differential equations interacting through a random matrix $\mathbf J = (J_{ij})$ with independent (not necessarily identically distributed) random coefficients. We show that the…

Probability · Mathematics 2021-02-03 Amir Dembo , Reza Gheissari

Correlation functions involving products and ratios of half-integer powers of characteristic polynomials of random matrices from the Gaussian Orthogonal Ensemble (GOE) frequently arise in applications of Random Matrix Theory (RMT) to…

Mathematical Physics · Physics 2015-04-23 Yan V. Fyodorov , André Nock

This paper is a brief review of recent developments in random matrix theory. Two aspects are emphasized: the underlying role of integrable systems and the occurrence of the distribution functions of random matrix theory in diverse areas of…

Mathematical Physics · Physics 2007-05-23 Craig A. Tracy , Harold Widom

The paper introduces nonadditivity parameter transformation group induced by Tsallis entropy. We discuss simple physical applications of a system in the contact with finite heat bath or with temperature fluctuations. With help of the…

Mathematical Physics · Physics 2017-11-13 Jan Korbel

Tsallis' non-extensive entropy $S_q$ enables us to treat both a power and exponential evolutions of underlying microscopic dynamics on equal footing by adjusting the variable entropic index $q$ to proper one $q^*$. We propose an alternative…

Statistical Mechanics · Physics 2009-11-07 Wada Tatsuaki , Saito Takeshi

We introduce a generalization of Glimm's random choice method, which provides us with an approximation of entropy solutions to quasilinear hyperbolic system of balance laws. The flux-function and the source term of the equations may depend…

Analysis of PDEs · Mathematics 2007-05-23 John M. Hong , Philippe G. LeFloch

We show that if the non Gaussian part of the cumulants of a random matrix model obey some scaling bounds in the size of the matrix, then Wigner's semicircle law holds. This result is derived using the replica technique and an analogue of…

Mathematical Physics · Physics 2017-10-17 Thomas Krajewski