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We investigate a random normal matrix model with eigenvalues forced to be in the droplet, the support of the equilibrium measure associated with an external field. For radially symmetric external fields, we show that the fluctuations of the…

Probability · Mathematics 2020-09-18 Seong-Mi Seo

Three recently suggested random matrix ensembles (RME) are linked together by an exact mapping and plausible conjections. Since it is known that in one of these ensembles the eigenvector statistics is multifractal, we argue that all three…

Condensed Matter · Physics 2009-10-30 V. E. Kravtsov , K. A. Muttalib

We consider general Exponential Random Graph Models (ERGMs) where the sufficient statistics are functions of homomorphism counts for a fixed collection of simple graphs $F_k$. Whereas previous work has shown a degeneracy phenomenon in dense…

Probability · Mathematics 2024-04-04 Nicholas A. Cook , Amir Dembo

Band structure analysis is central to understanding wave propagation in periodic media; however, it becomes challenging in open systems owing to energy leakage. Photonic crystal (PhC) slabs exemplify such systems, featuring periodicity in…

Optics · Physics 2026-03-20 Jie Liu , Ziyun Peng , Qianju Song , Ang Chen , Liping Yang , Chunxiong Zheng , Dezhuan Han

The distribution function of local amplitudes of eigenstates of a two-dimensional disordered metal is calculated. Although the distribution of comparatively small amplitudes is governed by laws similar to those known from the random matrix…

Condensed Matter · Physics 2016-08-31 Vladimir I. Fal'ko , K. B. Efetov

Level curvature is a measure of sensitivity of energy levels of a disordered/chaotic system to perturbations. In the bulk of the spectrum Random Matrix Theory predicts the probability distributions of level curvatures to be given by…

Mathematical Physics · Physics 2012-02-23 Yan V Fyodorov

Motivated by current interest in understanding statistical properties of random landscapes in high-dimensional spaces, we consider a model of the landscape in $\mathbb{R}^N$ obtained by superimposing $M>N$ plane waves of random wavevectors…

Statistical Mechanics · Physics 2022-09-14 Bertrand Lacroix-A-Chez-Toine , Sirio Belga Fedeli , Yan V. Fyodorov

Circular Brownian motion models of random matrices were introduced by Dyson and describe the parametric eigenparameter correlations of unitary random matrices. For symmetric unitary, self-dual quaternion unitary and an analogue of…

Statistical Mechanics · Physics 2015-06-24 Taro Nagao , Peter J. Forrester

Under sufficient permanent random covalent bonding, a fluid of atoms or small molecules is transformed into an amorphous solid network. Being amorphous, local structural properties in such networks vary across the sample. A natural order…

Disordered Systems and Neural Networks · Physics 2009-10-31 Konstantin A. Shakhnovich , Paul M. Goldbart

We consider real symmetric and complex Hermitian random matrices with the additional symmetry $h_{xy}=h_{N-x,N-y}$. The matrix elements are independent (up to the fourfold symmetry) and not necessarily identically distributed. This ensemble…

Mathematical Physics · Physics 2015-10-28 Johannes Alt

This contribution describes a statistical model for decaying quantum systems (e.g. photo-dissociation or -ionization). It takes the interference between direct and indirect decay processes explicitely into account. The resulting expressions…

Chaotic Dynamics · Physics 2009-11-11 T. Gorin

We use a new eigenvalue concentration bound for the fluctuation of the sample mean of the random extternal potential in the multi-particle Anderson model and prove the spectral exponential and the strong dynamical localization. The results…

Mathematical Physics · Physics 2020-04-07 Trésor Ekanga

Products of random $2\times 2$ matrices exhibit Gaussian fluctuations around almost surely convergent Lyapunov exponents. In this paper, the distribution of the random matrices is supported by a small neighborhood of order $\lambda>0$ of…

Mathematical Physics · Physics 2016-10-27 Maxim Drabkin , Hermann Schulz-Baldes

The scaled Brownian motion (SBM) is regarded as one of the paradigmatic random processes, featuring the anomalous diffusion property characterized by the diffusion exponent. It is a Gaussian, self-similar process with independent…

Probability · Mathematics 2024-04-29 Hubert Woszczek , Aleksei Chechkin , Agnieszka Wylomanska

We study the multifractal analysis of self-similar measures arising from random homogeneous iterated function systems. Under the assumption of the uniform strong separation condition, we see that this analysis parallels that of the…

Dynamical Systems · Mathematics 2019-12-23 Kathryn E. Hare , Kevin G. Hare , Sascha Troscheit

We theoretically study propagating correlation fronts in non-interacting fermions on a one-dimensional lattice starting from an alternating state, where the fermions occupy every other site. We find that, in the long-time asymptotic regime,…

Quantum Physics · Physics 2024-03-26 Kazuya Fujimoto , Tomohiro Sasamoto

We introduce the Frustrated Distance Matrix (FDM) model, a dynamic extension of the static distance-matrix ensemble on S^2 analyzed by Bogomolny, Bohigas, and Schmit (BBS). Its entries are pairwise geodesic distances between N Brownian…

Pattern Formation and Solitons · Physics 2026-05-08 Igor Halperin

Random feature maps are ubiquitous in modern statistical machine learning, where they generalize random projections by means of powerful, yet often difficult to analyze nonlinear operators. In this paper, we leverage the "concentration"…

Machine Learning · Statistics 2021-03-18 Zhenyu Liao , Romain Couillet

We study two types of random matrix ensembles that emerge when considering the same probability measure on partitions. One is the Meixner ensemble with a hard wall and the other are two families of unitary matrix models, with weight…

Mathematical Physics · Physics 2020-09-09 Leonardo Santilli , Miguel Tierz

We prove that the local eigenvalue statistics for $d=1$ random band matrices with fixed bandwidth and, for example, Gaussian entries, is given by a Poisson point process and we identify the intensity of the process. The proof relies on an…

Mathematical Physics · Physics 2020-09-01 Benjamin Brodie , Peter D. Hislop