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Non-asymptotic theory of random matrices strives to investigate the spectral properties of random matrices, which are valid with high probability for matrices of a large fixed size. Results obtained in this framework find their applications…

Probability · Mathematics 2013-08-02 Mark Rudelson

In the context of the Instantaneous Normal Mode approach, the spectrum of the Hessian of Hamiltonian is a key quantity to describe liquids behaviour. The determination of the spectrum represents a major task for theoretical studies, and has…

Statistical Mechanics · Physics 2009-10-31 Andrea Cavagna , Irene Giardina , Giorgio Parisi

The fluctuations of two-dimensional extended objects membranes is a rich and exciting field with many solid results and a wide range of open issues. We review the distinct universality classes of membranes, determined by the local order,…

Soft Condensed Matter · Physics 2014-10-13 Mark J. Bowick , Alex Travesset

Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…

Statistical Mechanics · Physics 2013-05-29 Carsten Timm

In this report, the explicit probability density functions of the random Euclidean distances associated with equilateral triangles are given, when the two endpoints of a link are randomly distributed in 1) the same triangle, 2) two adjacent…

General Mathematics · Mathematics 2013-07-04 Yanyan Zhuang , Jianping Pan

We study the spectral and scattering theory of light transmission in a system consisting of two asymptotically periodic waveguides, also known as one-dimensional photonic crystals, coupled by a junction. Using analyticity techniques and…

Mathematical Physics · Physics 2021-04-15 Giuseppe De Nittis , Massimo Moscolari , Serge Richard , Rafael Tiedra de Aldecoa

Scattering of electromagnetic waves lies at the heart of most experimental techniques over nearly the entire electromagnetic spectrum, ranging from radio waves to optics and X-rays. Hence, deep insight into the basics of scattering theory…

A new method to calculate the spectrum using cascaded open systems and master equations is presented. The method uses two state analyzer atoms which are coupled to the system of interest, whose spectrum of radiation is read from the…

Quantum Physics · Physics 2015-06-26 Martti Havukainen , Stig Stenholm

We derive a message passing method for computing the spectra of locally tree-like networks and an approximation to it that allows us to compute closed-form expressions or fast numerical approximates for the spectral density of random graphs…

Physics and Society · Physics 2019-04-19 M. E. J. Newman , Xiao Zhang , Raj Rao Nadakuditi

We develop a theory for the eigenvalue density of arbitrary non-Hermitian Euclidean matrices. Closed equations for the resolvent and the eigenvector correlator are derived. The theory is applied to the random Green's matrix relevant to wave…

Disordered Systems and Neural Networks · Physics 2011-08-26 A. Goetschy , S. E. Skipetrov

We quantize graphs (networks) which consist of a finite number of bonds and vertices. We show that the spectral statistics of fully connected graphs is well reproduced by random matrix theory. We also define a classical phase space for the…

chao-dyn · Physics 2009-10-31 Tsampikos Kottos , Uzy Smilansky

We establish recurrence criteria for sums of independent random variables which take values in Euclidean lattices of varying dimension. In particular, we describe transient inhomogenous random walks in the plane which interlace two…

Probability · Mathematics 2007-05-23 Itai Benjamini , Robin Pemantle , Yuval Peres

We develop a theoretical approach to compute the conditioned spectral density of $N \times N$ non-invariant random matrices in the limit $N \rightarrow \infty$. This large deviation observable, defined as the eigenvalue distribution…

Disordered Systems and Neural Networks · Physics 2018-08-15 Isaac Pérez Castillo , Fernando L. Metz

We consider Markov chains with random transition probabilities which, moreover, fluctuate randomly with time. We describe such a system by a product of stochastic matrices, $U(t)=M_t\cdots M_1$, with the factors $M_i$ drawn independently…

Mathematical Physics · Physics 2018-11-14 G. C. P. Innocentini , M. Novaes

The curse of dimensionality is a common phenomenon which affects analysis of datasets characterized by large numbers of variables associated with each point. Problematic scenarios of this type frequently arise in classification algorithms…

Probability · Mathematics 2015-08-11 Benjamin Thirey , Randal Hickman

Random-matrix theory is used to study the mesoscopic fluctuations of the excitation gap in a metal grain or quantum dot induced by the proximity to a superconductor. We propose that the probability distribution of the gap is a universal…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 M. G. Vavilov , P. W. Brouwer , V. Ambegaokar , C. W. J. Beenakker

Our goal is to discuss in detail the calculation of the mean number of stationary points and minima for random isotropic Gaussian fields on a sphere as well as for stationary Gaussian random fields in a background parabolic confinement.…

Mathematical Physics · Physics 2015-11-24 Yan V Fyodorov

The statistics of gaps between quantum energy levels is a hallmark criterion in quantum chaos and quantum integrability studies. The relevant distributions corresponding to exactly integrable vs. fully chaotic systems are universal and…

Statistical Mechanics · Physics 2026-04-27 Ben Craps , Marine De Clerck , Oleg Evnin , Maxim Pavlov

We develop a straightforward analytical framework for the propagation of spatial light modes through a turbulent atmosphere. Built upon the split-step approach with the mode-based optical field representation, it directly assesses how…

Quantum Physics · Physics 2026-05-29 Konstantin Kravtsov

The spectral form factor of random matrix theory plays a key role in the description of disordered and chaotic quantum systems. While its moments are known to be approximately Gaussian, corrections subleading in the matrix dimension, $D$,…

Quantum Physics · Physics 2026-01-06 Alex Altland , Francisco Divi , Tobias Micklitz , Silvia Pappalardi , Maedeh Rezaei
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