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The transition mechanism of jump processes between two different subsets in state space reveals important dynamical information of the processes and therefore has attracted considerable attention in the past years. In this paper, we study…

Probability · Mathematics 2018-03-28 Max von Kleist , Christof Schütte , Wei Zhang

The ability to tailor the spectral response of photonic devices is paramount to the advancement of a broad range of applications. The vast design space offered by disordered optical media provide enhanced functionality for spectral…

A random matrix ensemble incorporating both GUE and Poisson level statistics while respecting $U(N)$ invariance is proposed and shown to be equivalent to a system of noninteracting, confined, one dimensional fermions at finite temperature.

Condensed Matter · Physics 2009-10-22 Moshe Moshe , Herbert Neuberger , Boris Shapiro

Typical eigenstates of quantum systems, whose classical limit is chaotic, are well approximated as random states. Corresponding eigenvalue spectra is modeled through appropriate ensemble of random matrix theory. However, a small subset of…

Quantum Physics · Physics 2018-06-21 S. Harshini Tekur , Santosh Kumar , M. S. Santhanam

We study irreducible time-homogenous Markov chains with finite state space in discrete time. We obtain results on the sensitivity of the stationary distribution and other statistical quantities with respect to perturbations of the…

Probability · Mathematics 2007-05-23 Eilon Solan , Nicolas Vieille

Consider the basic algorithm to perform the transformation n--> n+1 changing digits of the d-adic expansion of n one by one. We obtain a family of Markov chains on the non-negative integers through sucessive and independent applications of…

Dynamical Systems · Mathematics 2013-04-11 Ali Messaoudi , Olivier Sester , Glauco Valle

We study the overlaps between right and left eigenvectors for random matrices of the spherical and truncated unitary ensembles. Conditionally on all eigenvalues, diagonal overlaps are shown to be distributed as a product of independent…

Probability · Mathematics 2021-11-17 Guillaume Dubach

A one-parameter random matrix model is proposed for describing the statistics of the local amplitudes and phases of electron eigenfunctions in a mesoscopic quantum dot in an arbitrary magnetic field. Comparison of the statistics obtained…

Condensed Matter · Physics 2009-10-28 E. Kanzieper , V. Freilikher

The paper considers the spectral determinant of quantum graph families with chaotic classical limit and no symmetries. The secular coefficients of the spectral determinant are found to follow distributions with zero mean and variance…

Chaotic Dynamics · Physics 2009-11-07 Gregor Tanner

This paper is devoted to the spectral properties of a class of unitary operators with a matrix representation displaying a band structure. Such band matrices appear as monodromy operators in the study of certain quantum dynamical systems.…

Mathematical Physics · Physics 2009-11-07 Olivier Bourget , James S. Howland , Alain Joye

It is well established numerically that spectral statistics of pseudo-integrable models differs considerably from the reference statistics of integrable and chaotic systems. In [PRL,93 (2004) 254102] statistical properties of a certain…

Chaotic Dynamics · Physics 2015-05-13 E. Bogomolny , R. Dubertrand , C. Schmit

Spectra of ordered eigenvalues of finite Random Matrices are interpreted as a time series. Dataadaptive techniques from signal analysis are applied to decompose the spectrum in clearly differentiated trend and fluctuation modes, avoiding…

Chaotic Dynamics · Physics 2013-12-12 Ruben Fossion , Gamaliel Torres Vargas , Juan Carlos López Vieyra

A time-dependent finite-state Markov chain that uses doubly stochastic transition matrices, is considered. Entropic quantities that describe the randomness of the probability vectors, and also the randomness of the discrete paths, are…

Quantum Physics · Physics 2022-03-18 A. Vourdas

We study spectral behavior of sparsely connected random networks under the random matrix framework. Sub-networks without any connection among them form a network having perfect community structure. As connections among the sub-networks are…

Statistical Mechanics · Physics 2015-05-13 Sarika Jalan

For a broad class of unitary ensembles of random matrices we demonstrate the universal nature of the Janossy densities of eigenvalues near the spectral edge, providing a different formulation of the probability distributions of the limiting…

Probability · Mathematics 2008-04-08 Brian Rider , Xin Zhou

In this paper, we consider the empirical spectral distribution of the sample correlation matrix and investigate its asymptotic behavior under mild assumptions on the data's distribution, when dimension and sample size increase at the same…

Probability · Mathematics 2022-09-01 Nina Dörnemann , Johannes Heiny

The aim of this note is to prove that fluctuations of uniformly random alternating sign matrices (equivalently, configurations of the six-vertex model with domain wall boundary conditions) near the boundary are described by the Gaussian…

Probability · Mathematics 2015-06-16 Vadim Gorin

Understanding the limiting behavior of eigenvalues of random matrices is the central problem of random matrix theory. Classical limit results are known for many models, and there has been significant recent progress in obtaining more…

Probability · Mathematics 2017-09-05 Elizabeth S. Meckes , Mark W. Meckes

We propose generalizations of a number of standard network models, including the classic random graph, the configuration model, and the stochastic block model, to the case of time-varying networks. We assume that the presence and absence of…

Social and Information Networks · Computer Science 2018-05-02 Xiao Zhang , Cristopher Moore , M. E. J. Newman

From the underlying Master equations we derive one-dimensional stochastic processes that describe generalized ensemble simulations as well as tempering (simulated and parallel) simulations. The representations obtained are either in the…

Statistical Mechanics · Physics 2008-11-26 Walter Nadler , Ulrich H. E. Hansmann
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