Related papers: Superstatistics in random matrix theory
Superstatistics and Tsallis statistics in statistical mechanics is given an interpretation in terms of Bayesian statistical analysis. Subsequently superstatistics is extended by replacing each component of the conditional and marginal…
In this paper, we consider robust control using randomized algorithms. We extend the existing order statistics distribution theory to the general case in which the distribution of population is not assumed to be continuous and the order…
The regular variation model for multivariate extremes decomposes the joint distribution of the extremes in polar coordinates in terms of the angles and the norm of the random vector as the product of two independent densities: the angular…
Mixed state ensembles such as the Bures-Hall and Hilbert-Schmidt measure are probability distributions that characterise the statistical properties of random density matrices and can be used to determine the typical features of mixed…
We study the spectrum of a random matrix, whose elements depend on the Euclidean distance between points randomly distributed in space. This problem is widely studied in the context of the Instantaneous Normal Modes of fluids and is…
The aim of this article is to establish asymptotic distributions and consistency of subsampling for spectral density and for magnitude of coherence for non-stationary, almost periodically correlated time series. We show the asymptotic…
We discuss the limiting spectral density of real symmetric random matrices. Other than in standard random matrix theory the upper diagonal entries are not assumed to be independent, but we will fill them with the entries of a stochastic…
In order to analyze the effect of chaos or order on the rate of decoherence in a subsystem we aim to distinguish effects of the two types of dynamics from those depending on the choice of the wave packet. To isolate the former we introduce…
We develop a statistical theory of waveform shaping of incident waves that aim to efficiently deliver energy at weakly lossy targets which are embedded inside chaotic enclosures. Our approach utilizes the universal features of chaotic…
We study the RPA equations in their most general form by taking the matrix elements appearing in the RPA equations as random. This yields either a unitarily or an orthogonally invariant random-matrix model which is not of the Cartan type.…
We analyze statistical properties of the complex system with conditions which manifests through specific constraints on the column/row sum of the matrix elements. The presence of additional constraints besides symmetry leads to new…
We have computed the spectral number variances of an extended random matrix ensemble predicted by Guhr's supersymmetry formula, showing a non-monotone increase of the curves that arises from an "overshoot" of the two-level correlation…
We address the question as to why, in the semiclassical limit, classically chaotic systems generically exhibit universal quantum spectral statistics coincident with those of Random Matrix Theory. To do so, we use a semiclassical resummation…
We consider the joint density distribution of the elements of certain random matrix models which are example of globally correlated and asymptotically scale-invariant distributions. It is shown that in their cases, the nonadditive entropy…
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…
Using a nonperturbative approach we examine the large frequency asymptotics of the two-point level density correlator in weakly disordered metallic grains. This allows us to study the behavior of the two-level structure factor close to the…
The MIXANDMIX (mixtures by Anderson mixing) tool for the computation of the empirical spectral distribution of random matrices generated by mixtures of populations is described. Within the population mixture model the mapping between the…
Random matrix theory (RMT) successfully predicts universal statistical properties of complicated wave scattering systems in the semiclassical limit, while the random coupling model offers a complete statistical model with a simple additive…
This paper over-approximates the reachable sets of a continuous-time uncertain system using the sensitivity of its trajectories with respect to initial conditions and uncertain parameters. We first prove the equivalence between an existing…
The emergent dynamics of complex systems often arise from the internal dynamical interactions among different elements and hence is to be modeled using multiple variables that represent the different dynamical processes. When such systems…