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The statistics of natural catastrophes contains very counter-intuitive results. Using earthquakes as a working example, we show that the energy radiated by such events follows a power-law or Pareto distribution. This means, in theory, that…
Based on differences of generalized R\'enyi entropies nontrivial constraints on the shape of the distribution function of broadly distributed observables are derived introducing a new parameter in order to quantify the deviation from…
The notion of scale-invariant dynamics is well established at late times in quantum chaotic systems, as illustrated by the emergence of a ramp in the spectral form factor (SFF). Building on the results of the preceding Letter [Phys. Rev.…
We study the density of states (DOS) for disordered systems whose spectral statistics can be described by a Gaussian ensemble of almost diagonal Hermitian random matrices. The matrices have independent random entries $ H_{i \geq j} $ with…
Statistical inferences for sample correlation matrices are important in high dimensional data analysis. Motivated by this, this paper establishes a new central limit theorem (CLT) for a linear spectral statistic (LSS) of high dimensional…
We present a new large-deviation approach to investigate the critical properties of the Anderson model on the Bethe lattice close to the localization transition in the thermodynamic limit. Our method allows us to study accurately the…
We analyze gene co-expression network under the random matrix theory framework. The nearest neighbor spacing distribution of the adjacency matrix of this network follows Gaussian orthogonal statistics of random matrix theory (RMT). Spectral…
We study complex networks under random matrix theory (RMT) framework. Using nearest-neighbor and next-nearest-neighbor spacing distributions we analyze the eigenvalues of adjacency matrix of various model networks, namely, random,…
Scattering of electromagnetic waves in billiard-like systems has become a standard experimental tool of studying properties associated with Quantum Chaos. Random Matrix Theory (RMT) describing statistics of eigenfrequencies and associated…
We introduce a family of rotationally invariant random matrix ensembles characterized by a parameter $\lambda$. While $\lambda=1$ corresponds to well-known critical ensembles, we show that $\lambda \ne 1$ describes "L\'evy like" ensembles,…
The level spacing distribution is numerically calculated at the disorder-induced metal--insulator transition for dimensionality d=4 by applying the Lanczos diagonalisation. The critical level statistics are shown to deviate stronger from…
The statistics of the energy eigenvalues at the metal-insulator-transition of a two-dimensional disordered system with spin-orbit interaction is investigated numerically. The critical exponent $\nu$ is obtained from the finite-size scaling…
We study CMV matrices (a discrete one-dimensional Dirac-type operator) with random decaying coefficients. Under mild assumptions we identify the local eigenvalue statistics in the natural scaling limit. For rapidly decreasing coefficients,…
We study spectral densities for systems on lattices, which, at a phase transition display, power-law spatial correlations. Constructing the spatial correlation matrix we prove that its eigenvalue density shows a power law that can be…
Consider $N\times N$ Hermitian or symmetric random matrices $H$ where the distribution of the $(i,j)$ matrix element is given by a probability measure $\nu_{ij}$ with a subexponential decay. Let $\sigma_{ij}^2$ be the variance for the…
A finite dimensional quantum system for which the quantum chaos conjecture applies has eigenstates, which show the same statistical properties than the column vectors of random orthogonal or unitary matrices. Here, we consider the different…
This paper is concerned with the limiting spectral behaviors of large dimensional Kendall's rank correlation matrices generated by samples with independent and continuous components. We do not require the components to be identically…
Consider an $ N \times N$ Hermitian one-dimensional random band matrix with band width $W > N^{1 / 2 + \frak c} $ for any $ {\frak c} > 0$. In the bulk of the spectrum and in the large $ N $ limit, we obtain the following results: (i) The…
Estimating eigenvectors and low-dimensional subspaces is of central importance for numerous problems in statistics, computer science, and applied mathematics. This paper characterizes the behavior of perturbed eigenvectors for a range of…
In this paper we calculate, in the large N limit, the eigenvalue density of an infinite product of random unitary matrices, each of them generated by a random hermitian matrix. This is equivalent to solving unitary diffusion generated by a…