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This paper presents some general formulas for random partitions of a finite set derived by Kingman's model of random sampling from an interval partition generated by subintervals whose lengths are the points of a Poisson point process.…

Probability · Mathematics 2007-05-23 Jim Pitman

We study the spectral properties of and spectral-crossovers between different random matrix ensembles (Poissonian, GOE, GUE) in correlated spin-chain systems, in the presence of random magnetic fields, and the scalar spin-chirality term,…

Statistical Mechanics · Physics 2023-09-26 Debojyoti Kundu , Santosh Kumar , Subhra Sen Gupta

This paper is devoted to establishing exponential bounds for the probabilities of deviation of a sample sum from its expectation, when the variables involved in the summation are obtained by sampling in a finite population according to a…

Statistics Theory · Mathematics 2016-10-13 Patrice Bertail , Stephan Clémençon

This thesis is devoted to the application of random matrix theory to the study of random surfaces, both discrete and continuous; special emphasis is placed on surface boundaries and the associated boundary conditions in this formalism. In…

Mathematical Physics · Physics 2016-03-04 Benjamin Niedner

PT-symmetric systems can have a real spectrum even when their Hamiltonian is non-hermitian, but develop a complex spectrum when the degree of non-hermiticity increases. Here we utilize random-matrix theory to show that this spontaneous…

Quantum Physics · Physics 2011-06-24 Henning Schomerus

Different change-point type models encountered in statistical inference for stochastic processes give rise to different limiting likelihood ratio processes. In a previous paper of one of the authors it was established that one of these…

Statistics Theory · Mathematics 2012-11-06 Serguei Dachian , Ilia Negri

A recent approach to the Beck-Fiala conjecture, a fundamental problem in combinatorics, has been to understand when random integer matrices have constant discrepancy. We give a complete answer to this question for two natural models:…

Probability · Mathematics 2021-08-17 Dylan J. Altschuler , Jonathan Niles-Weed

The value of spectral form factor at the origin, called level compressibility, is an important characteristic of random spectra. The paper is devoted to analytical calculations of this quantity for different random unitary matrices…

Chaotic Dynamics · Physics 2022-06-22 Eugene Bogomolny

We propose a plasma model for spectral statistics displaying level repulsion without long-range spectral rigidity, i.e. statistics intermediate between random matrix and Poisson statistics similar to the ones found numerically at the…

Chaotic Dynamics · Physics 2009-10-31 E. Bogomolny , U. Gerland , C. Schmit

We assume that the level spectra of quantum systems in the initial phase of transition from integrability to chaos are approximated by superpositions of independent sequences. Each individual sequence is modeled by a random matrix ensemble.…

Statistical Mechanics · Physics 2009-07-14 A. Y. Abul-Magd

We introduce the Poisson tensor completion (PTC) estimator that exploits inter-sample relationships to compute a low-rank Poisson tensor decomposition of the frequency histogram for samples of a multivariate distribution. Our crucial…

Statistics Theory · Mathematics 2026-03-10 Daniel M. Dunlavy , Richard B. Lehoucq , Carolyn D. Mayer , Arvind Prasadan

Certain spin chains, such as the quantum Ising chain, have free fermion spectra which can be expressed as the sum of decoupled two-level fermionic systems. Free parafermions are a simple generalisation of this idea to $Z(N)$-symmetric clock…

Statistical Mechanics · Physics 2023-07-21 Robert A. Henry , Murray T. Batchelor

We study phase transition and percolation at criticality for three random graph models on the plane, viz., the homogeneous and inhomogeneous enhanced random connection models (RCM) and the Poisson stick model. These models are built on a…

Probability · Mathematics 2020-04-03 Srikanth K. Iyer , Sanjoy Kr. Jhawar

The metriplectic formalism couples Poisson brackets of the Hamiltonian description with metric brackets for describing systems with both Hamiltonian and dissipative components. The construction builds in asymptotic convergence to a…

Classical Physics · Physics 2017-06-07 Massimo Materassi , Philip J. Morrison

We establish quadratic Poisson brackets for the generalized Camassa--Holm peakon structure introduced in \cite{AFR23}. The calculation is based on the halving of the spectral parameter dependent $r$-matrix used to define the linear Poisson…

Exactly Solvable and Integrable Systems · Physics 2025-12-15 J. Avan , L. Frappat , E. Ragoucy

In recent years the Rosenzweig--Porter (RP) ensemble, obtained by adding a diagonal matrix with independent and identically distributed elements to a Gaussian random matrix, has been widely used as a minimal model for the emergence of…

Statistical Mechanics · Physics 2026-01-19 Victor Delapalme , Leticia F. Cugliandolo , Grégory Schehr , Marco Tarzia , Davide Venturelli

Statistical inference on the mean of a Poisson distribution is a fundamentally important problem with modern applications in, e.g., particle physics. The discreteness of the Poisson distribution makes this problem surprisingly challenging,…

Methodology · Statistics 2012-07-03 Ryan Martin , Duncan Ermini Leaf , Chuanhai Liu

Inhomogeneous random matrices with non-trivial variance profiles determined by symmetric stochastic matrices and with independent sub-Gaussian entries up to Hermitian symmetry, encompass a wide range of important models, including sparse…

Probability · Mathematics 2026-02-24 Ruohan Geng , Dang-Zheng Liu , Guangyi Zou

This paper presents theory for Normalized Random Measures (NRMs), Normalized Generalized Gammas (NGGs), a particular kind of NRM, and Dependent Hierarchical NRMs which allow networks of dependent NRMs to be analysed. These have been used,…

Machine Learning · Computer Science 2012-05-28 Changyou Chen , Wray Buntine , Nan Ding

We consider scattering by an abstract compactly supported perturbation in R^n. To include the traditional cases of potential, obstacle and metric scattering without going into their particular nature we adopt the "black box" formalism…

Geometric Topology · Mathematics 2007-05-23 Maciej Zworski