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The problem of parameter estimation by i.i.d. observations of an inhomogeneous Poisson process is considered in situation of misspecification. The model is that of a Poissonian signal observed in presence of a homogeneous Poissonian noise.…

Statistics Theory · Mathematics 2022-11-21 O V Chernoyarov , S Dachian , Yu A Kutoyants

We present a few combinatorial identities which were encountered in our work on the spectral theory of quantum graphs. They establish a new connection between the theory of random matrix ensembles and combinatorics.

Mathematical Physics · Physics 2007-05-23 Holger Schanz , Uzy Smilansky

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…

Mathematical Physics · Physics 2017-06-19 J. P. Keating , N. Linden , H. J. Wells

We study time evolution of a subsystem's density matrix under unitary evolution, generated by a sufficiently complex, say quantum chaotic, Hamiltonian, modeled by a random matrix. We exactly calculate all coherences, purity and…

Quantum Physics · Physics 2012-03-15 Vinayak , Marko Znidaric

The Rosenzweig-Porter model is a single-parameter random matrix ensemble that supports an ergodic, fractal, and localized phase. The names of these phases refer to the properties of the (midspectrum) eigenstates. This work focuses on the…

Disordered Systems and Neural Networks · Physics 2024-06-11 Wouter Buijsman

Certain monotonicity properties of the Poisson approximation to the binomial distribution are established. As a natural application of these results, exact (rather than approximate) tests of hypotheses on an unknown value of the parameter…

Probability · Mathematics 2020-08-05 Iosif Pinelis

The paper discusses progress in understanding statistical properties of complex eigenvalues (and corresponding eigenvectors) of weakly non-unitary and non-Hermitian random matrices. Ensembles of this type emerge in various physical…

Chaotic Dynamics · Physics 2009-11-07 Yan V Fyodorov , H. -J Sommers

The spectrum and coherency are useful quantities for characterizing the temporal correlations and functional relations within and between point processes. This paper begins with a review of these quantities, their interpretation and how…

Biological Physics · Physics 2007-05-23 M. R. Jarvis , P. P. Mitra

In this work we analyze the spectral level statistics of the one-dimensional ionic Hubbard model, the Hubbard model with an alternating on-site potential. In particular, we focus on the statistics of the gap ratios between consecutive…

The evolution of the discrete Wigner function is formally similar to a probabilistic process, but the transition probabilities, like the discrete Wigner function itself, can be negative. We investigate these transition probabilities, as…

Quantum Physics · Physics 2020-11-11 William F. Braasch , William K. Wootters

We analyze the eigenvalue statistics of the staggered Dirac operator above $T_{c}$ in QCD with 2+1 flavors of dynamical quarks. We use physical quark masses in our simulations. We compare the eigenvalue statistics from several parts of the…

High Energy Physics - Lattice · Physics 2011-11-16 Tamás G. Kovács , Ferenc Pittler

In a recent lattice investigation of Ginsparg-Wilson-type Dirac operators in the Schwinger model, it was found that the symmetry class of the random matrix theory describing the small Dirac eigenvalues appeared to change from the unitary to…

High Energy Physics - Lattice · Physics 2009-10-31 M. Schnabel , T. Wettig

We explore the asymptotic distributions of sequences of integer-valued additive functions defined on the symmetric group endowed with the Ewens probability measure as the order of the group increases. Applying the method of factorial…

Combinatorics · Mathematics 2013-04-10 Tatjana Bakšajeva , Eugenijus Manstavičius

Tensor products of M random unitary matrices of size N from the circular unitary ensemble are investigated. We show that the spectral statistics of the tensor product of random matrices becomes Poissonian if M=2, N become large or M become…

Probability · Mathematics 2013-02-19 Tomasz Tkocz , Marek Smaczynski , Marek Kus , Ofer Zeitouni , Karol Zyczkowski

We consider random transformations $T_\omega^n:=T_{\sigma^{n-1}\omega}\circ\cdots\circ T_{\sigma\omega}\circ T_\omega,$ where each map $T_{\omega}$ acts on a complete metrizable space $M$. The randomness comes from an invertible ergodic…

Dynamical Systems · Mathematics 2024-02-21 Jason Atnip , Gary Froyland , Cecilia González-Tokman , Sandro Vaienti

We investigate the eigenvalues statistics of ensembles of normal random matrices when their order N tends to infinite. In the model the eigenvalues have uniform density within a region determined by a simple analytic polynomial curve. We…

Probability · Mathematics 2009-09-08 Alexei M. Veneziani , Tiago Pereira , Domingos H. U. Marchetti

In this paper, we propose a discrete circular distribution obtained by extending the wrapped Poisson distribution. This new distribution, the Invariant Wrapped Poisson (IWP), enjoys numerous advantages: simple tractable density,…

We study a one-dimensional model of disordered electrons (also relevant for random spin chains), which exhibits a delocalisation transition at half-filling. Exact probability distribution functions for the Wigner time and transmission…

Disordered Systems and Neural Networks · Physics 2009-10-31 M. Steiner , Yang Chen , M. Fabrizio , Alexander O. Gogolin

The paper is devoted to the derivation of random unitary matrices whose spectral statistics is the same as statistics of quantum eigenvalues of certain deterministic two-dimensional barrier billiards. These random matrices are extracted…

Chaotic Dynamics · Physics 2022-06-08 Eugene Bogomolny

This text presents an unified approach of probability and statistics in the pursuit of understanding and computation of randomness in engineering or physical or social system with prediction with generalizability. Starting from elementary…

History and Overview · Mathematics 2024-01-19 Lakshman Mahto
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