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Real-world road networks have an approximate scale-invariance property; can one devise mathematical models of random networks whose distributions are {\em exactly} invariant under Euclidean scaling? This requires working in the continuum…

Probability · Mathematics 2015-06-04 David J. Aldous

We place ourselves in the setting of high-dimensional statistical inference where the number of variables $p$ in a dataset of interest is of the same order of magnitude as the number of observations $n$. We consider the spectrum of certain…

Statistics Theory · Mathematics 2010-01-05 Noureddine El Karoui

We study probability distributions of eigenvalues of Hermitian and non-Hermitian Euclidean random matrices that are typically encountered in the problems of wave propagation in random media.

Disordered Systems and Neural Networks · Physics 2011-01-14 S. E. Skipetrov , A. Goetschy

In an earlier work we had considered a Gaussian ensemble of random matrices in the presence of a given external matrix source. The measure is no longer unitary invariant and the usual techniques based on orthogonal polynomials, or on the…

Statistical Mechanics · Physics 2009-10-31 E. Brezin , S. Hikami

We present a random matrix model suitable for the quantum mechanical description of a particle confined to move inside a two-dimensional domain. Here, the ensemble average corresponds to an average over domain shapes. Although this approach…

chao-dyn · Physics 2008-02-03 Henrik J. Pedersen , A. D. Jackson

We construct a point set in the Euclidean plane that elucidates the relationship between the fine-scale statistics of the fractional parts of $\sqrt n$ and directional statistics for a shifted lattice. We show that the randomly rotated, and…

Number Theory · Mathematics 2024-12-17 Jens Marklof

We exhibit an explicit formula for the spectral density of a (large) random matrix which is a diagonal matrix whose spectral density converges, perturbated by the addition of a symmetric matrix with Gaussian entries and a given (small)…

Probability · Mathematics 2011-04-28 Florent Benaych-Georges , Nathanaël Enriquez

We consider temperate distributions on Euclidean spaces with uniformly discrete support and locally finite spectrum. We find conditions on coefficients of distributions under which they are finite sum of derivatives of generalized lattice…

Functional Analysis · Mathematics 2022-12-01 Sergii Favorov

Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…

Chaotic Dynamics · Physics 2009-10-31 Yan V. Fyodorov , H. -J. Sommmers

A formalism for study of spectral correlations in non-Gaussian, unitary invariant ensembles of large random matrices with strong level confinement is reviewed. It is based on the Shohat method in the theory of orthogonal polynomials. The…

Statistical Mechanics · Physics 2016-08-31 E. Kanzieper , V. Freilikher

A set of points $S$ in $d$-dimensional Euclidean space $\mathbb{R}^d$ is called a 2-distance set if the set of pairwise distances between the points has cardinality two. The 2-distance set is called spherical if its points lie on the unit…

Combinatorics · Mathematics 2026-02-04 Iliyas Noman , Yuan Yao

For a large class of quantum systems the statistical properties of their spectrum show remarkable agreement with random matrix predictions. Recent advances show that the scope of random matrix theory is much wider. In this work, we show…

Data Analysis, Statistics and Probability · Physics 2009-11-07 M. S. Santhanam , Prabir K. Patra

The paper discusses progress in understanding statistical properties of complex eigenvalues (and corresponding eigenvectors) of weakly non-unitary and non-Hermitian random matrices. Ensembles of this type emerge in various physical…

Chaotic Dynamics · Physics 2009-11-07 Yan V Fyodorov , H. -J Sommers

We report on the development of a systematic variational perturbation theory for the euclidean path integral representation of the density matrix based on new smearing formulas for harmonic correlation functions. As a first application, we…

Statistical Mechanics · Physics 2011-07-04 Michael Bachmann , Hagen Kleinert , Axel Pelster

We calculate the probability to find exactly $n$ eigenvalues in a spectral interval of a large random $N \times N$ matrix when this interval contains $s \ll N$ eigenvalues on average. The calculations exploit an analogy to the problem of…

Condensed Matter · Physics 2009-10-22 M. M. Fogler , B. I. Shklovskii

Systems of ordinary differential equations (or dynamical forms in Lagrangian mechanics), induced by embeddings of smooth fibered manifolds over one-dimensional basis, are considered in the class of variational equations. For a given…

Differential Geometry · Mathematics 2018-12-07 Demeter Krupka , Zbyněk Urban , Jana Volná

Let a finite set of points $\{\xi_1,...,\xi_k\}$ be chosen in a metric space $(X,d)$, and let the squared distance matrix $\mathfrak{D}=(\mathfrak{D}(\xi_i,\xi_j)^2)_{i,j=1}^{k}$ be constructed from them. We propose a geometric approach to…

Metric Geometry · Mathematics 2025-09-23 Alexander Plakhotnikov

A random phase property establishing a link between quasi-one-dimensional random Schroedinger operators and full random matrix theory is advocated. Briefly summarized it states that the random transfer matrices placed into a normal system…

Mathematical Physics · Physics 2010-06-04 Rudolf A Roemer , Hermann Schulz-Baldes

The barriers between metastable states near the glass transition of a random heteropolymer are studied using replicas by describing inhomogeneous states. The instanton solution for a replica space free energy functional is found numerically…

Disordered Systems and Neural Networks · Physics 2008-02-03 Shoji Takada , Peter G. Wolynes

We consider random stochastic matrices $M$ with elements given by $M_{ij}=|U_{ij}|^2$, with $U$ being uniformly distributed on one of the classical compact Lie groups or associated symmetric spaces. We observe numerically that, for large…

Mathematical Physics · Physics 2020-03-03 Lucas H. Oliveira , Marcel Novaes