Related papers: Level compressibility in a critical random matrix …
We continue the study of the Hermitian random matrix ensemble with external source $\frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM$ where $A$ has two distinct eigenvalues $\pm a$ of equal multiplicity. This model exhibits a phase transition for…
We study sample covariance matrices arising from multi-level components of variance. Thus, let $ B_n=\frac{1}{N}\sum_{j=1}^NT_{j}^{1/2}x_jx_j^TT_{j}^{1/2}$, where $x_j\in R^n$ are i.i.d. standard Gaussian, and…
Linear combinations of chi square random variables occur in a wide range of fields. Unfortunately, a closed, analytic expression for the pdf is not yet known. As a first result of this work, an explicit analytic expression for the density…
We study in detail the dynamics of unstable two-level quantum systems by adopting the Bloch-sphere formalism of qubits. By employing the Bloch-vector representation for such unstable qubit systems, we identify a novel class of critical…
Values of the fifth virial coefficient, compressibility factors, and fluid-fluid coexistence curves of binary asymmetric nonadditive mixtures of hard disks are reported. The former correspond to a wide range of size ratios and positive…
The ferromagnet-to-paramagnet transition of the four-dimensional random-field Ising model with Gaussian distribution of the random fields is studied. Exact ground states of systems with sizes up to 32^4 are obtained using graph theoretical…
We consider $m$ spinless Fermions in $l > m$ degenerate single-particle levels interacting via a $k$-body random interaction with Gaussian probability distribution and $k <= m$ in the limit $l$ to infinity (the embedded $k$-body random…
The main computational challenge in Bayesian inference is to compute integrals against a high-dimensional posterior distribution. In the past decades, variational inference (VI) has emerged as a tractable approximation to these integrals,…
Approximate Bayesian computation methods are useful for generative models with intractable likelihoods. These methods are however sensitive to the dimension of the parameter space, requiring exponentially increasing resources as this…
We study level statistics in ensembles of integrable $N\times N$ matrices linear in a real parameter $x$. The matrix $H(x)$ is considered integrable if it has a prescribed number $n>1$ of linearly independent commuting partners $H^i(x)$…
We introduce Random Matrix Models for the Hermitian Wilson-Dirac operator of QCD-like theories. We show that they are equivalent to the $\epsilon$-limit of the chiral Lagrangian for Wilson chiral perturbation theory. Results are obtained…
Approximating significance scans of searches for new particles in high-energy physics experiments as Gaussian fields is a well-established way to estimate the trials factors required to quantify global significances. We propose a novel,…
We consider a sparse linear regression model with unknown symmetric error under the high-dimensional setting. The true error distribution is assumed to belong to the locally $\beta$-H\"{o}lder class with an exponentially decreasing tail,…
In the last few years, the supersymmetry method was generalized to real-symmetric, Hermitean, and Hermitean self-dual random matrices drawn from ensembles invariant under the orthogonal, unitary, and unitary symplectic group, respectively.…
Distributed inference/estimation in Bayesian framework in the context of sensor networks has recently received much attention due to its broad applicability. The variational Bayesian (VB) algorithm is a technique for approximating…
We consider an auxiliary spectral problem originally introduced by Gerdjikov, Mikhailov and Valchev (GMV system) and its modification called pseudo-Hermitian reduction which is extensively studied here for the first time. We describe the…
We study the phase diagram of the zero-temperature, one-dimensional Bose-Fermi-Hubbard model for fixed fermion density in the limit of small fermionic hopping. This model can be regarded as an instance of a disordered Bose-Hubbard model…
This article is intended to provide a pedagogical introduction to the supersymmetry method for performing ensemble-averaging in Gaussian random-matrix theory. The method is illustrated by a detailed calculation of the simplest non-trivial…
The properties of plasmas in the low-density limit are described by virial expansions. Analytical expressions are known for the lowest virial coefficients from Green's function approaches.Recently, accurate path-integral Monte Carlo…
We derive an expression for the nearest-neighbor spacing distribution $P(s)$ of the energy levels of quantum systems with intermediate dynamics between regularity and chaos and missing levels due to random experimental errors. The…