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Large random matrices appear in different fields of mathematics and physics such as combinatorics, probability theory, statistics, operator theory, number theory, quantum field theory, string theory etc... In the last ten years, they…

Probability · Mathematics 2007-05-23 Alice Guionnet

We describe an elementary method to get non-asymptotic estimates for the moments of Hermitian random matrices whose elements are Gaussian independent random variables. As the basic example, we consider the GUE matrices. Immediate…

Mathematical Physics · Physics 2007-05-23 O. Khorunzhiy

The Spectral Form Factor (SFF) is defined as the modulus squared of the partition function in complex temperature for hermitian matrices and a suitable generalisation has been given in the non hermitian case. In this work we compute the…

Statistical Mechanics · Physics 2026-02-02 Dimitrios Charamis , Manas Kulkarni , Jorge Kurchan , Laura Foini

Seemingly unrelated linear regression models are introduced in which the distribution of the errors is a finite mixture of Gaussian components. Identifiability conditions are provided. The score vector and the Hessian matrix are derived.…

Methodology · Statistics 2014-03-18 Giuliano Galimberti , Elena Scardovi , Gabriele Soffritti

The $R$-ratio is a phenomenological observable of great relevance, both in itself and in applications such as the dispersive approach to the muon anomalous magnetic moment. It can be investigated from first-principles with controlled…

We present the first lattice-QCD calculation of the unpolarized strange and charm parton distribution functions using large-momentum effective theory (LaMET). We use a lattice ensemble with 2+1+1 flavors of highly improved staggered quarks…

High Energy Physics - Lattice · Physics 2021-12-01 Rui Zhang , Huey-Wen Lin , Boram Yoon

Lattice networks are indispensable to study heterogeneous materials such as concrete or rock as well as textiles and woven fabrics. Due to the discrete character of lattices, they quickly become computationally intensive. The QuasiContinuum…

Materials Science · Physics 2023-09-07 Benjamin Werner , Ondřej Rokoš , Jan Zeman

This work highlights an approach for incorporating realistic uncertainties into scientific computing workflows based on finite elements, focusing on applications in computational mechanics and design optimization. We leverage Mat\'ern-type…

Computational Engineering, Finance, and Science · Computer Science 2024-08-09 Tobias Duswald , Brendan Keith , Boyan Lazarov , Socratis Petrides , Barbara Wohlmuth

We derive a density matrix (DM) theory for quantum cascade lasers (QCLs) that describes the influence of scattering on coherences through a generalized scattering superoperator. The theory enables quantitative modeling of QCLs, including…

Mesoscale and Nanoscale Physics · Physics 2017-08-28 Andrew Pan , Benjamin A. Burnett , Chi On Chui , Benjamin S. Williams

In traditional QCD sum rules, the simple hadron spectral density model of ``delta-function-type ground state + theta-function-type continuous spectrum" determines that there is no perfect parameter selection. In recent years, inverse…

High Energy Physics - Phenomenology · Physics 2024-07-16 Zhen-Xing Zhao , Yi-Peng Xing , Run-Hui Li

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

Random matrix theory is a well-developed area of probability theory that has numerous connections with other areas of mathematics and its applications. Much of the literature in this area is concerned with matrices that possess many exact…

Probability · Mathematics 2018-06-22 Ramon van Handel

The spectral density of random matrices is studied through a quaternionic generalisation of the Green's function, which precisely describes the mean spectral density of a given matrix under a particular type of random perturbation. Exact…

Mathematical Physics · Physics 2011-04-08 Tim Rogers

A perturbative technique, the low-temperature expansion, is developed for matrix models of random surfaces. It can be applied to models with arbitrary target spaces, including ones with c>1. As a simple illustration, the series is worked…

High Energy Physics - Theory · Physics 2007-05-23 Mark Wexler

First we survey generating function methods for obtaining useful probability estimates about random matrices in the finite classical groups. Then we describe a probabilistic picture of conjugacy classes which is coherent and beautiful.…

Group Theory · Mathematics 2007-05-23 Jason Fulman

Two-phase composites with non-overlapping inclusions randomly embedded in matrix are investigated. A straight forward approach is applied to estimate the effective properties of random 2D composites. First, deterministic boundary value…

Mathematical Physics · Physics 2015-01-12 Vladimir Mityushev

Shrinkage estimators of covariance are an important tool in modern applied and theoretical statistics. They play a key role in regularized estimation problems, such as ridge regression (aka Tykhonov regularization), regularized discriminant…

Statistics Theory · Mathematics 2011-05-10 Noureddine El Karoui , Holger Koesters

This paper is concerned with the modeling errors appeared in the numerical methods of inverse medium scattering problems (IMSP). Optimization based iterative methods are wildly employed to solve IMSP, which are computationally intensive due…

Numerical Analysis · Mathematics 2021-02-23 Junxiong Jia , Bangyu Wu , Jigen Peng , Jinghuai Gao

Quantifying convergence and sufficient sampling of macromolecular molecular dynamics simulations is more often than not a source of controversy (and of various ad hoc solutions) in the field. Clearly, the only reasonable, consistent and…

Quantitative Methods · Quantitative Biology 2013-12-23 Panagiotis I. Koukos , Nicholas M. Glykos

We propose a method for Monte Carlo simulations of systems with a complex action. The method has the advantages of being in principle applicable to any such system and provides a solution to the overlap problem. We apply it in random matrix…

High Energy Physics - Lattice · Physics 2017-08-23 Jan Ambjorn , Konstantinos N. Anagnostopoulos , Jun Nishimura , Jacobus J. M. Verbaarschot