Related papers: Non-extensive RMT Approach to Mixed Regular-Chaoti…
This paper proposes a new method for estimating the joint probability mass function of a pair of discrete random variables. This estimator is used to construct joint Shannon R\'enyi-Tsallis entropies, and the mutual information estimates of…
We study the entanglement entropy of a random tensor network (RTN) using tools from free probability theory. Random tensor networks are simple toy models that help the understanding of the entanglement behavior of a boundary region in the…
We propose a new application of random tensor theory to studies of non-linear random flows in many variables. Our focus is on non-linear resonant systems which often emerge as weakly non-linear approximations to problems whose linearized…
Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…
We find the value of constants related to constraints in characterization of some known statistical distributions and then we proceed to use the idea behind maximum entropy principle to derive generalized version of this distributions using…
We describe in detail two numerical simulation methods valid to study systems whose thermostatistics is described by generalized entropies, such as Tsallis. The methods are useful for applications to non-trivial interacting systems with a…
We introduce the notion of multi-dimensional chaos that applies to processes described by erratic functions of several dynamical variables. We employ this concept in the interpretation of classical and quantum scattering off a pinball…
We present a brief overview of random matrix theory (RMT) with the objectives of highlighting the computational results and applications in financial markets as complex systems. An oft-encountered problem in computational finance is the…
High-energy phenomena presenting strong dynamical correlations, long-range interactions and microscopic memory effects are well described by nonextensive versions of the canonical Boltzmann-Gibbs statistical mechanics. After a brief…
Probability distributions which emerge from the formalism of nonextensive statistical mechanics have been applied to a variety of problems. In this paper we unite modeling of such distributions with the model of widespread 1/f noise. We…
We study an ensemble of random matrices (the Rosenzweig-Porter model) which, in contrast to the standard Gaussian ensemble, is not invariant under changes of basis. We show that a rather complete understanding of its level correlations can…
The framework of non-extensive statistical mechanics, proposed by Tsallis, has been used to describe a variety of systems. The non-extensive statistical mechanics is usually introduced in a formal way, using the maximization of entropy. In…
The random matrix ensembles (RME) of quantum statistical Hamiltonian operators, {\em e.g.} Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applied to following quantum statistical systems:…
The spectral properties of interacting strongly chaotic systems are investigated for growing interaction strength. A very sensitive transition from Poisson statistics to that of random matrix theory is found. We introduce a new random…
Relying on random matrix theory (RMT), this paper studies asymmetric order-$d$ spiked tensor models with Gaussian noise. Using the variational definition of the singular vectors and values of (Lim, 2005), we show that the analysis of the…
Starting with the average particle distribution function for bosons and fermions for non-extensive thermodynamics , as proposed in \cite{CMP}, we obtain the corresponding density matrix operators and hamiltonians. In particular, for the…
With the ever-increasing use of Reynolds-Averaged Navier--Stokes (RANS) simulations in mission-critical applications, the quantification of model-form uncertainty in RANS models has attracted attention in the turbulence modeling community.…
A universal and rigorous ensemble framework for nonequilibrium system remains lacking. Here, we provide a concise framework for the generalized ensemble theory of nonequilibrium discrete systems using matrix-based approach. By introducing…
We study the thermodynamical properties of the quantum kicked rotator, coarsened by an external fluctuation with a weak intensity D, by means of the Tsallis entropy with a changing entropic index q. The genuine entropic index, corresponding…
New insight into the correspondence between Quantum Chaos and Random Matrix Theory is gained by developing a semiclassical theory for the autocorrelation function of spectral determinants. We study in particular the unitary operators which…