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The scaled standard Wigner matrix (symmetric with mean zero, variance one i.i.d. entries), and its limiting eigenvalue distribution, namely the semi-circular distribution, has attracted much attention. The $2k$th moment of the limit equals…

Probability · Mathematics 2021-03-18 Arup Bose , Koushik Saha , Arusharka Sen , Priyanka Sen

We consider the single eigenvalue fluctuations of random matrices of general Wigner-type, under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove that the asymptotic fluctuations of a single eigenvalue…

Mathematical Physics · Physics 2022-12-07 Benjamin Landon , Patrick Lopatto , Philippe Sosoe

There is currently a gap in theory for point patterns that lie on the surface of objects, with researchers focusing on patterns that lie in a Euclidean space, typically planar and spatial data. Methodology for planar and spatial data thus…

Statistics Theory · Mathematics 2020-02-11 Scott Ward , Edward A. K. Cohen , Niall Adams

Changing time of simple continuous-time Markov counting processes by independent unit-rate Poisson processes results in Markov counting processes for which we provide closed-form transition rates via composition of trajectories and with…

Probability · Mathematics 2014-03-25 Carles Bretó

We study the phenomena at the overlap of quantum chaos and nonclassical statistics for the time-dependent model of nonlinear oscillator. It is shown in the framework of Mandel Q-parameter and Wigner function that the statistics of…

Quantum Physics · Physics 2009-11-10 Gagik Yu. Kryuchkyan , Suren B. Manvelyan

We study the Anderson-type transition previously found in the spectrum of the QCD quark Dirac operator in the high temperature, quark-gluon plasma phase. Using finite size scaling for the unfolded level spacing distribution, we show that in…

High Energy Physics - Lattice · Physics 2014-04-02 Matteo Giordano , Tamas G. Kovacs , Ferenc Pittler

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

We propose a generalization of the random matrix theory following the basic prescription of the recently suggested concept of superstatistics. Spectral characteristics of systems with mixed regular-chaotic dynamics are expressed as weighted…

Statistical Mechanics · Physics 2007-05-23 A. Y. Abul-Magd

We present a procedure for averaging one-parameter random unitary groups and random self-adjoint groups. Central to this is a generalization of the notion of weak convergence of a sequence of measures and the corresponding generalization of…

Mathematical Physics · Physics 2021-07-13 John E. Gough , Yurii N. Orlov , Vsevolod Zh. Sakbaev , Oleg G. Smolyanov

We suggest an extension of the standard concept of statistical ensembles. Namely, we introduce a class of ensembles with extensive quantities fluctuating according to an externally given distribution. As an example the influence of energy…

Nuclear Theory · Physics 2008-11-26 M. I. Gorenstein , M. Hauer

In this paper, we introduce the Wigner parametrization of unitary matrices and then apply it to the full description of canonical seesaw models, which extend the Standard Model with three right-handed neutrino singlets and account…

High Energy Physics - Phenomenology · Physics 2025-02-12 Shun Zhou

We discuss an application of the transfer operator approach to the analysis of the different spectral characteristics of 1d random band matrices (correlation functions of characteristic polynomials, density of states, spectral correlation…

Mathematical Physics · Physics 2019-05-22 Mariya Shcherbina , Tatyana Shcherbina

One of the major themes of random matrix theory is that many asymptotic properties of traditionally studied distributions of random matrices are universal. We probe the edges of universality by studying the spectral properties of random…

Probability · Mathematics 2014-06-30 Tobias Johnson

When dealing with non-stationary systems, for which many time series are available, it is common to divide time in epochs, i.e. smaller time intervals and deal with short time series in the hope to have some form of approximate stationarity…

Data Analysis, Statistics and Probability · Physics 2021-11-17 Manan Vyas , T. Guhr , T. H. Seligman

We consider a rectangular grid induced by the south-west records from the planar Poisson point process in $R^2_+$. A random symmetry property of the matrix whose entries are the areas of tiles of the grid implies cute multivariate…

Probability · Mathematics 2012-06-07 Alexander Gnedin , Alexander Marynych

We study the asymptotic behavior of short cycles of random permutations with cycle weights. More specifically, on a specially constructed metric space whose elements encode all possible cycles, we consider a point process containing all…

Probability · Mathematics 2025-02-11 Oleksii Galganov , Andrii Ilienko

Using techniques from Poisson approximation, we prove explicit error bounds on the number of permutations that avoid any pattern. Most generally, we bound the total variation distance between the joint distribution of pattern occurrences…

Combinatorics · Mathematics 2023-06-22 Harry Crane , Stephen DeSalvo

The pair correlation statistic is an important concept in real uniform distribution theory. Therefore, sequences in the unit interval with (weak) Poissonian pair correlations have attracted a lot of attention in recent time. The aim of this…

Number Theory · Mathematics 2023-08-30 Christian Weiss

We investigate the spectra of adjacency matrices of multiplex networks under random matrix theory (RMT) framework. Through extensive numerical experiments, we demonstrate that upon multiplexing two random networks, the spectra of the…

Statistical Mechanics · Physics 2021-11-10 Tanu Raghav , Sarika Jalan

We develop an algorithm for sampling from the unitary invariant random matrix ensembles. The algorithm is based on the representation of their eigenvalues as a determinantal point process whose kernel is given in terms of orthogonal…

Mathematical Physics · Physics 2014-04-02 Sheehan Olver , Raj Rao Nadakuditi , Thomas Trogdon