相关论文: A critical phenomenon in the two-matrix model in t…

Given a large, high-dimensional sample from a spiked population, the top sample covariance eigenvalue is known to exhibit a phase transition. We show that the largest eigenvalues have asymptotic distributions near the phase transition in…

We study the asymptotic behavior of the principal eigenvalue of a weakly coupled, cooperative linear elliptic system in a stationary ergodic heterogeneous medium. The system arises as the so-called multigroup diffusion model for neutron…

The Pearcey kernel is a classical and universal kernel arising from random matrix theory, which describes the local statistics of eigenvalues when the limiting mean eigenvalue density exhibits a cusp-like singularity. It appears in a…

We show that the distribution of (a suitable rescaling of) a single eigenvalue gap $\lambda_{i+1}(M_n)-\lambda_i(M_n)$ of a random Wigner matrix ensemble in the bulk is asymptotically given by the Gaudin-Mehta distribution, if the Wigner…

We use asymptotic analysis and numerical simulations to study peak-type singular solutions of the supercritical biharmonic NLS. These solutions have a quartic-root blowup rate, and collapse with a quasi self-similar universal profile, which…

Using recently developed methods of character expansions we solve exactly in the large N limit a new two-matrix model of hermitean matrices A and B with the action S={1\over 2}(\tr A^2+\tr B^2)-{\alpha\over 4}(\tr A^4+\tr B^4) -{\beta\over…

Many critical properties of the Hintermann-Merlini model are known exactly through the mapping to the eight-vertex model. Wu [J. Phys. C {\bf 8}, 2262 (1975)] calculated the spontaneous magnetizations of the model on two sublattices by…

In this work we studied the critical behavior of the critical point as function of the number of nearest neighbors on two dimensional regular lattices. We performed numerical simulations on triangular, hexagonal and bilayer square lattices.…

We study causal self-attention dynamics -- a toy model for decoder Transformers -- which we interpret as a non-exchangeable interacting particle system. Adapting cumulant expansions to the triangular causal dependency structure of the…

Random matrix theory, particularly using matrices akin to the Wishart ensemble, has proven successful in elucidating the thermodynamic characteristics of critical behavior in spin systems across varying interaction ranges. This paper…

We consider the hermitian matrix model with an external field entering the quadratic term $\tr(\Lambda X\Lambda X)$ and Penner--like interaction term $\alpha N(\log(1+X)-X)$. An explicit solution in the leading order in $N$ is presented.…

We consider the fate of $1/N$ expansions in unstable many-body quantum systems, as realized by a quench across criticality, and show the emergence of ${\rm e}^{2\lambda t}/N$ as a renormalized parameter ruling the quantum-classical…

The aim of this note is to provide a pedagogical survey of the recent works by the authors ( arXiv:1409.7548 and arXiv:1507.06013) concerning the local behavior of the eigenvalues of large complex correlated Wishart matrices at the edges…

Universality, encompassing critical exponents, scaling functions, and dimensionless quantities, is fundamental to phase transition theory. In finite systems, universal behaviors are also expected to emerge at the pseudocritical point.…

We consider a family of random normal matrix models whose eigenvalues tend to occupy lemniscate type droplets as the size of the matrix increases. Under the insertion of a point charge, we derive the scaling limit at the singular boundary…

We consider the random matrix ensemble with an external source \[ \frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM \] defined on $n\times n$ Hermitian matrices, where $A$ is a diagonal matrix with only two eigenvalues $\pm a$ of equal…

This paper studies the asymptotic spectral properties of the sample covariance matrix for high dimensional compositional data, including the limiting spectral distribution, the limit of extreme eigenvalues, and the central limit theorem for…

The almost periodic eigenvalue problem described by the Harper equation is connected to other classes of quasiperiodic behaviour: the dissipative dynamics on critical invariant tori and quasiperiodically driven maps. Firstly, the strong…

In lattice Hamiltonian systems with a quartic coupling $\gamma$, a critical value $\gamma^*$ may exist such that, when $\gamma=\gamma^*$, the leading irrelevant operator decouples from the Hamiltonian and the leading nonscaling contribution…

We derive the double scaling limit of eigenvalue correlations in the random matrix model at critical points and we relate the limiting correlation functions to a nonlinear hierarchy of ordinary differential equations.