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Voiculescu's freeness emerges in computing the asymptotic of spectra of polynomials on $N\times N$ random matrices with eigenspaces in generic positions: they are randomly rotated with a uniform unitary random matrix $U_N$. In this article…

Probability · Mathematics 2022-07-14 Guillaume Cébron , Nicolas Gilliers

We apply random matrix theory to derive spectral density of large sample covariance matrices generated by multivariate VMA(q), VAR(q) and VARMA(q1,q2) processes. In particular, we consider a limit where the number of random variables N and…

Statistical Finance · Quantitative Finance 2015-05-18 Zdzisław Burda , Andrzej Jarosz , Maciej A. Nowak , Małgorzata Snarska

We introduce a variational method for simulating the dynamics of interacting open quantum spin systems. The method is based on the spin phase-space representation and variationally targets the Husimi-$Q$ function with an ansatz based on a…

Quantum Physics · Physics 2026-04-02 Jacopo Tosca , Zejian Li , Francesco Carnazza , Cristiano Ciuti

Quantum many-body systems realise many different phases of matter characterised by their exotic emergent phenomena. While some simple versions of these properties can occur in systems of free fermions, their occurrence generally implies…

Strongly Correlated Electrons · Physics 2019-10-04 Samuel Spillard , Christopher J. Turner , Konstantinos Meichanetzidis

Multi-agent systems exhibit complex behaviors that emanate from the interactions of multiple agents in a shared environment. In this work, we are interested in controlling one agent in a multi-agent system and successfully learn to interact…

Machine Learning · Computer Science 2020-01-30 Georgios Papoudakis , Stefano V. Albrecht

We extend the relation between random matrices and free probability theory from the level of expectations to the level of all correlation functions (which are classical cumulants of traces of products of the matrices). We introduce the…

Operator Algebras · Mathematics 2007-06-13 Benoit Collins , James A. Mingo , Piotr Sniady , Roland Speicher

Graphity models are characterized by configuration spaces in which states correspond to graphs and Hamiltonians that depend on local properties of graphs such as the degrees of vertices and numbers of short cycles. As statistical systems,…

High Energy Physics - Theory · Physics 2008-11-26 Tomasz Konopka

A framework is presented for fitting inverse problem models via variational Bayes approximations. This methodology guarantees flexibility to statistical model specification for a broad range of applications, good accuracy and reduced model…

Methodology · Statistics 2024-09-05 Luca Maestrini , Robert G. Aykroyd , Matt P. Wand

In many relevant cases -- e.g., in hamiltonian dynamics -- a given vector field can be characterized by means of a variational principle based on a one-form. We discuss how a vector field on a manifold can also be characterized in a similar…

Mathematical Physics · Physics 2015-06-26 G. Gaeta , P. Morando

We develop a supersymmetric field theoretical description of the Gaussian ensemble of the almost diagonal Hermitian Random Matrices. The matrices have independent random entries H_{ij} with parametrically small off-diagonal elements…

Disordered Systems and Neural Networks · Physics 2016-09-07 Oleg Yevtushenko , Alexander Ossipov

The complicated interactions in presence of disorder lead to a correlated randomization of states. The Hamiltonian as a result behaves like a multi-parametric random matrix with correlated elements. We show that the eigenvalue correlations…

Disordered Systems and Neural Networks · Physics 2009-11-10 Pragya Shukla

We study the large-N limit of a class of matrix models for dually weighted triangulated random surfaces using character expansion techniques. We show that for various choices of the weights of vertices of the dynamical triangulation the…

High Energy Physics - Theory · Physics 2009-10-30 Richard J. Szabo , John F. Wheater

A variational ansatz for momentum eigenstates of translation invariant quantum spin chains is formulated. The matrix product state ansatz works directly in the thermodynamic limit and allows for an efficient implementation (cubic scaling in…

We will derive here the relaxation behavior of a simple quantum random matrix model. The aim is to derive the effective equations which rise when a random matrix interaction is taken in the weak coupling limit. The physical situation this…

Mathematical Physics · Physics 2011-11-15 Pedro Vidal , Günter Mahler

A random graph evolution based on the interactions of N vertices is studied. During the evolution both the preferential attachment method and the uniform choice of vertices are allowed. The weight of a vertex means the number of its…

Probability · Mathematics 2014-05-07 István Fazekas , Bettina Porvázsnyik

This survey on stationary and evolutionary problems with gradient constraints is based on developments of monotonicity and compactness methods applied to large classes of scalar and vectorial solutions to variational and quasi-variational…

Analysis of PDEs · Mathematics 2018-09-07 José Francisco Rodrigues , Lisa Santos

A survey of the interrelationships between matrix models and field theories on the noncommutative torus is presented. The discretization of noncommutative gauge theory by twisted reduced models is described along with a rigorous definition…

High Energy Physics - Theory · Physics 2008-11-26 Richard J. Szabo

Unitary transformations can allow one to study open quantum systems in situations for which standard, weak-coupling type approximations are not valid. We develop here an extension of the variational (polaron) transformation approach to open…

I present here some results on the statistical behaviour of large random matrices in an ensemble where the probability distribution is not a function of the eigenvalues only. The perturbative expansion can be cast in a closed form and the…

Disordered Systems and Neural Networks · Physics 2008-02-03 Giorgio Parisi

We study fluctuation properties of embedded random matrix ensembles of non-interacting particles. For ensemble of two non-interacting particle systems, we find that unlike the spectra of classical random matrices, correlation functions are…

Mathematical Physics · Physics 2016-06-01 Ravi Prakash , Akhilesh Pandey
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