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The entanglement spectrum, i.e., the full distribution of Schmidt eigenvalues of the reduced density matrix, contains more information than the conventional entanglement entropy and has been studied recently in several many-particle…

Strongly Correlated Electrons · Physics 2011-02-02 Maurizio Fagotti , Pasquale Calabrese , Joel E. Moore

A notorious problem in mathematics and physics is to create a solvable model for random sequential adsorption of non-overlapping congruent spheres in the $d$-dimensional Euclidean space with $d\geq 2$. Spheres arrive sequentially at…

Probability · Mathematics 2019-01-25 Souvik Dhara , Johan S. H. van Leeuwaarden , Debankur Mukherjee

We briefly review the random matrix theory for large N by N matrices viewed as free random variables in a context of stochastic diffusion. We establish a surprising link between the spectral properties of matrix-valued multiplicative…

Statistical Mechanics · Physics 2007-05-23 Ewa Gudowska-Nowak , Romuald J. Janik , Jerzy Jurkiewicz , Maciej A. Nowak , Waldemar Wieczorek

Spectra of ordered eigenvalues of finite Random Matrices are interpreted as a time series. Dataadaptive techniques from signal analysis are applied to decompose the spectrum in clearly differentiated trend and fluctuation modes, avoiding…

Chaotic Dynamics · Physics 2013-12-12 Ruben Fossion , Gamaliel Torres Vargas , Juan Carlos López Vieyra

This article is dedicated to the following class of problems. Start with an $N\times N$ Hermitian matrix randomly picked from a matrix ensemble - the reference matrix. Applying a rank-$t$ perturbation to it, with $t$ taking the values $1\le…

Statistical Mechanics · Physics 2020-12-30 Barbara Dietz , Holger Schanz , Uzy Smilansky , Hans Weidenmüller

These notes offer a unified introduction to spectral methods for the study of complex systems. They are intended as an operative manual rather than a theorem-proof textbook: the emphasis is on tools, identities, and perspectives that can be…

Statistical Mechanics · Physics 2025-09-10 Francesco Caravelli

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

In wireless networks, the knowledge of nodal distances is essential for several areas such as system configuration, performance analysis and protocol design. In order to evaluate distance distributions in random networks, the underlying…

Information Theory · Computer Science 2012-01-24 Sunil Srinivasa , Martin Haenggi

A new methodology is proposed for generating realizations of a random vector with values in a finite-dimensional Euclidean space that are statistically consistent with a data set of observations of this vector. The probability distribution…

Probability · Mathematics 2016-08-24 Christian Soize , Roger Ghanem

The eigenvalue spectra of the transition probability matrix for random walks traversing critically disordered clusters in three different types of percolation problems show that the random walker sees a developing Euclidean signature for…

Statistical Mechanics · Physics 2009-11-07 E. Cuansing , H. Nakanishi

We investigate the statistical properties of translation invariant random fields (including point processes) on Euclidean spaces (or lattices) under constraints on their spectrum or structure function. An important class of models that…

Probability · Mathematics 2022-02-07 Kartick Adhikari , Subhroshekhar Ghosh , Joel L. Lebowitz

We study a simple one-dimensional quantum system on a circle with n scale free point interactions. The spectrum of this system is discrete and expressible as a solution of an explicit secular equation. However, its statistical properties…

Quantum Physics · Physics 2009-11-13 Petr Seba , Daniel Vasata

The proof of the theorem, which states that the Euclidean metric on the set of random points in an $n$-dimensional Euclidean space with the distribution of a special class, converges in probability in the limit $n\rightarrow\infty$ to the…

Mathematical Physics · Physics 2014-04-22 Alexander P. Zubarev

We provide a perturbative expansion for the empirical spectral distribution of a Hermitian matrix with large size perturbed by a random matrix with small operator norm whose entries in the eigenvector basis of the first one are independent…

Probability · Mathematics 2017-10-03 Florent Benaych-Georges , Nathanaël Enriquez , Alkéos Michaïl

Random matrices whose entries come from a stationary Gaussian process are studied. The limiting behavior of the eigenvalues as the size of the matrix goes to infinity is the main subject of interest in this work. It is shown that the…

Probability · Mathematics 2016-04-22 Arijit Chakrabarty , Rajat Subhra Hazra , Deepayan Sarkar

We analyze the spectral distribution of symmetric random matrices with correlated entries. While we assume that the diagonals of these random matrices are stochastically independent, the elements of the diagonals are taken to be correlated.…

Probability · Mathematics 2012-05-31 Olga Friesen , Matthias Löwe

Minimizing the Euclidean distance to a set arises frequently in applications. When the set is algebraic, a measure of complexity of this optimization problem is its number of critical points. In this paper we provide a general framework to…

Optimization and Control · Mathematics 2015-06-17 Dmitriy Drusvyatskiy , Hon-Leung Lee , Rekha R. Thomas

The spectral properties of interacting strongly chaotic systems are investigated for growing interaction strength. A very sensitive transition from Poisson statistics to that of random matrix theory is found. We introduce a new random…

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

Using the superstatistics method, we propose an extension of the random matrix theory to cover systems with mixed regular-chaotic dynamics. Unlike most of the other works in this direction, the ensembles of the proposed approach are basis…

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