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We study a new ensemble of random correlation matrices related to multivariate Student (or more generally elliptic) random variables. We establish the exact density of states of empirical correlation matrices that generalizes the…

Statistical Finance · Quantitative Finance 2008-12-02 Giulio Biroli , Jean-Philippe Bouchaud , Marc Potters

Spectral correlations in unitary invariant, non-Gaussian ensembles of large random matrices possessing an eigenvalue gap are studied within the framework of the orthogonal polynomial technique. Both local and global characteristics of…

Statistical Mechanics · Physics 2009-10-30 E. Kanzieper , V. Freilikher

Intertwining relations for $N$-particle Calogero-like models with internal degrees of freedom are investigated. Starting from the well known Dunkl-Polychronakos operators, we construct new kind of local (without exchange operation)…

High Energy Physics - Theory · Physics 2008-11-26 M. V. Ioffe , A. I. Neelov

Using a generalized T-matrix description which, in principle, exactly includes Coulomb correlations and potential scattering events, resonant and bound impurity states are discussed. Like in the non-interacting case, the effects of the…

Condensed Matter · Physics 2009-10-28 W. Ziegler , D. Poilblanc , R. Preuss , W. Hanke , D. J. Scalapino

We construct a new many-body Hamiltonian with two- and three-body interactions in two space dimensions and obtain its exact many-body ground state for an arbitrary number of particles. This ground state has a novel pairwise correlation. A…

Condensed Matter · Physics 2009-10-28 M. V. N. Murthy , R. K. Bhaduri , Diptiman Sen

The conformal invariant character of $\nu$-multicomponent integrable systems (with $\nu$ branches of gapless excitations) is described from the point of view of the response to curvature of the two-dimensional space. The $\nu\times\nu$…

Condensed Matter · Physics 2009-10-22 J. M. P. Carmelo , A. H. Castro Neto

We calculate the ground-state energy, pair correlation function, static structure factor, and momentum density of the one-dimensional electron fluid at high density using variational quantum Monte Carlo simulation. For an infinitely thin…

Strongly Correlated Electrons · Physics 2018-10-03 Vinod Ashokan , N. D. Drummond , K. N. Pathak

The characteristic multi-dimensional integrals that represent physical quantities in random-matrix models, when calculated within the supersymmetry method, can be related to a class of integrals introduced in the context of two-dimensional…

Condensed Matter · Physics 2009-10-28 Peter J. Forrester , Josef A. Zuk

We show that eigenvalue correlations in unitary-invariant ensembles of large random matrices adhere to novel universal laws that only depend on a multicriticality of the bulk density of states near the soft edge of the spectrum. Our…

chao-dyn · Physics 2009-10-30 E. Kanzieper , V. Freilikher

We investigate the effects of randomness in a strongly correlated electron model in one-dimension at half-filling. The ground state correlation functions are exactly written by products of 3$\times$3 transfer matrices and are evaluated…

Strongly Correlated Electrons · Physics 2009-10-28 Masanori Yamanaka , Mahito Kohmoto

We study a 3-band extended Hubbard model on a CuO_3 system by the density matrix renormalization group (DMRG) method. Our system has geometry similar to that of a section of the CuO_2 plane of the copper-oxide superconductors. We have…

Strongly Correlated Electrons · Physics 2009-11-07 Bhargavi Srinivasan , Marie-Bernadette Lepetit

We analyze statistical properties of complex eigenvalues of random matrices $\hat{A}$ close to unitary. Such matrices appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with…

Chaotic Dynamics · Physics 2009-10-31 Yan V. Fyodorov

In a complex system, the interactions between individual agents often lead to emergent collective behavior like spontaneous synchronization, swarming, and pattern formation. The topology of the network of interactions can have a dramatic…

Adaptation and Self-Organizing Systems · Physics 2022-07-25 Mark J Panaggio , Maria-Veronica Ciocanel , Lauren Lazarus , Chad M Topaz , Bin Xu

This paper investigates limiting spectral distribution of a high-dimensional Kendall's rank correlation matrix. The underlying population is allowed to have general dependence structure. The result no longer follows the generalized…

Statistics Theory · Mathematics 2022-09-01 Zeng Li , Cheng Wang , Qinwen Wang

We study constraints imposed by the Galilean invariance on linear electromagnetic and elastic responses of two-dimensional gapped systems in background magnetic field. Exact relations between response functions following from the Ward…

Strongly Correlated Electrons · Physics 2015-02-16 Andrey Gromov , Alexander G. Abanov

The theory of matrix models is reviewed from the point of view of its relation to integrable hierarchies. Discrete 1-matrix, 2-matrix, ``conformal'' (multicomponent) and Kontsevich models are considered in some detail, together with the…

High Energy Physics - Theory · Physics 2010-12-17 A. Morozov

A method of resummation of infinite series of perturbation theory diagrams is applied for studying the properties of random band matrices. The topological classification of Feynman diagrams, which was actively used in last years for matrix…

Statistical Mechanics · Physics 2016-08-31 P. G. Silvestrov

We investigate the spatio-temporal dynamics of coupled chaotic systems with nonlocal interactions, where each element is coupled to its nearest neighbors within a finite range. Depending upon the coupling strength and coupling radius, we…

Using the diagrammatic method, we derive a set of self-consistent equations that describe eigenvalue distributions of large correlated asymmetric random matrices. The matrix elements can have different variances and be correlated with each…

Disordered Systems and Neural Networks · Physics 2016-12-21 Alexander Kuczala , Tatyana O. Sharpee

We show that the dynamical behavior of a coupled map lattice where the individual maps are Bernoulli shift maps can be solved analytically for integer couplings. We calculate the invariant density of the system and show that it displays a…

chao-dyn · Physics 2009-10-30 R. O. Grigoriev , H. G. Schuster