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Related papers: Superstatistics in random matrix theory

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To describe the nonequilibrium states of a system we introduce a new thermodynamic parameter - the lifetime of a system. The statistical distributions which can be obtained out of the mesoscopic description characterizing the behaviour of a…

Statistical Mechanics · Physics 2007-05-23 V. V. Ryazanov

Some tools and ideas are interchanged between random matrix theory and multivariate statistics. In the context of the random matrix theory, classes of spherical and generalised Wishart random matrix ensemble, containing as particular cases…

Statistics Theory · Mathematics 2009-07-07 Jose A. Diaz-Garcia , Ramon Gutiérrez Jáimez

Matrix concentration inequalities and their recently discovered sharp counterparts provide powerful tools to bound the spectrum of random matrices whose entries are linear functions of independent random variables. However, in many…

Probability · Mathematics 2025-04-02 Afonso S. Bandeira , Kevin Lucca , Petar Nizić-Nikolac , Ramon van Handel

An exact analytical description of extreme intensity statistics in complex random states is derived. These states have the statistical properties of the Gaussian and Circular Unitary Ensemble eigenstates of random matrix theory. Although…

Quantum Physics · Physics 2011-08-02 Arul Lakshminarayan , Steven Tomsovic , Oriol Bohigas , Satya N. Majumdar

A thermodynamic-like formalism is developed for superstatistical systems based on conditional entropies. This theory takes into account large-scale variations of intensive variables of systems in nonequilibrium stationary states. Ordinary…

Statistical Mechanics · Physics 2009-11-13 Sumiyoshi Abe , Christian Beck , E. G. D. Cohen

The supersymmetric method is a powerful method for the evaluation of quenched averages in disordered systems. Among others, this method has been applied to the theory of S-matrix fluctuations, the theory of universal conductance…

High Energy Physics - Theory · Physics 2009-11-10 J. J. M. Verbaarschot

Assuming the validity of random matrices for describing the statistics of a closed chaotic quantum system, we study analytically some statistical properties of the S-matrix characterizing scattering in its open counterpart. In the first…

Mesoscale and Nanoscale Physics · Physics 2016-08-31 Yan. V. Fyodorov , H. -J. Sommers

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

Superstatistics is a widely employed tool of non-equilibrium statistical physics which plays an important role in analysis of hierarchical complex dynamical systems. Yet, its "canonical" formulation in terms of a single nuisance parameter…

Statistical Finance · Quantitative Finance 2017-11-10 Petr Jizba , Jan Korbel , Hynek Lavička , Martin Prokš , Václav Svoboda , Christian Beck

In many situations, the statistical properties of wave systems with chaotic classical limits are well-described by random matrix theory. However, applications of random matrix theory to scattering problems require introduction of system…

Statistical Mechanics · Physics 2013-05-29 James A. Hart , Thomas M. Antonsen , Edward Ott

We compare the statistical fluctuation properties of the baryon and meson experimental mass spectra with those obtained from theoretical models (quark models and lattice QCD). We find that for the experimental spectra the statistical…

High Energy Physics - Phenomenology · Physics 2025-01-31 L. Muñoz , A. Relaño

We consider nearest neighbor spacing distributions of composite ensembles of levels. These are obtained by combining independently unfolded sequences of levels containing only few levels each. Two problems arise in the spectral analysis of…

Data Analysis, Statistics and Probability · Physics 2009-11-07 A. Y. Abul-Magd , H. L. Harney , M. H. Simbel , H. A. Weidenmueller

We review the random matrix theory describing elastic scattering through zero-dimensional ballistic cavities (having chaotic classical dynamics) and quasi-one dimensional disordered systems. In zero dimension, general symmetry…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 Jean-Louis Pichard

There is a newly emerging understanding that in the chaotic domain of isolated finite interacting many particle systems smoothed densities define the statistical description of these systems and these densities follow from embedded…

Chaotic Dynamics · Physics 2007-05-23 V. K. B. Kota , R. Sahu

Complex quantum systems consisting of large numbers of strongly coupled states exhibit characteristic level repulsion, leading to a non-Poisson spacing distribution which can be described by Random Matrix Theory. Scattering resonances…

Quantum Physics · Physics 2015-09-30 Krzysztof Jachymski , Paul S. Julienne

Using the supersymmetry method we analytically calculate the local density of states, the localiztion length, the generalized inverse participation ratios, and the distribution function of eigenvector components for the superposition of a…

Condensed Matter · Physics 2009-10-28 Klaus Frahm , Axel Müller--Groeling

Generalized superstatistics, i.e., a "statistics of superstatistics," is proposed. A generalized superstatistical system comprises a set of superstatistical subsystems and represents a generalized hyperensemble. There exists a random…

Statistical Mechanics · Physics 2011-11-30 Denis Nikolaevich Sob'yanin

Random feature maps are ubiquitous in modern statistical machine learning, where they generalize random projections by means of powerful, yet often difficult to analyze nonlinear operators. In this paper, we leverage the "concentration"…

Machine Learning · Statistics 2021-03-18 Zhenyu Liao , Romain Couillet

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 describe a random matrix approach that can provide generic and readily soluble mean-field descriptions of the phase diagram for a variety of systems ranging from QCD to high-T_c materials. Instead of working from specific models, phase…

High Energy Physics - Phenomenology · Physics 2015-05-28 Benoit Vanderheyden , A D Jackson