相关论文: Eigenvalue instantons in the spectral form factor …

Non-stationary approximations of the final value of a converging sequence are discussed, and we show that extremal eigenvalues can be reasonably estimated from the CG iterates without much computation at all. We introduce estimators of…

Random matrices whose entries come from a stationary Gaussian process are studied. The limiting behavior of the eigenvalues as the size of the matrix goes to infinity is the main subject of interest in this work. It is shown that the…

We propose an iterative method to find pointwise growth exponential growth rates in linear problems posed on essentially one-dimensional domains. Such pointwise growth rates capture pointwise stability and instability in extended systems…

We study the eigenvalues and the eigenvectors of $N\times N$ structured random matrices of the form $H = W\tilde{H}W+D$ with diagonal matrices $D$ and $W$ and $\tilde{H}$ from the Gaussian Unitary Ensemble. Using the supersymmetry technique…

This paper gives a rigorous proof of a conjectured statistical self-similarity property of the eigenvalues random matrices from the Circular Unitary Ensemble. We consider on the one hand the eigenvalues of an $n \times n$ CUE matrix, and on…

We examine the recently proposed imaginary-time formulation for strongly correlated steady-state nonequilibrium for its range of validity and discuss significant improvements in the analytic continuation of the Matsubara voltage as well as…

The pion form factors of the QCD energy-momentum tensor (EMT) are studied in the instanton liquid model (ILM) of the QCD vacuum. In this approach the breaking of conformal symmetry is encoded in the form of stronger-than-Poisson…

Spectral correlations in unitary invariant, non-Gaussian ensembles of large random matrices possessing an eigenvalue gap are studied within the framework of the orthogonal polynomial technique. Both local and global characteristics of…

We discuss the distribution of the largest eigenvalue of a random N x N Hermitian matrix. Utilising results from the quantum gravity and string theory literature it is seen that the orthogonal polynomials approach, first introduced by…

We study integrable models solvable by the nested algebraic Bethe ansatz and possessing $GL(3)$-invariant $R$-matrix. Assuming that the monodromy matrix of the model can be expanded into series with respect to the inverse spectral…

The spectral form factor (SFF) is an important diagnostic of energy level repulsion in random matrix theory (RMT) and quantum chaos. The short-time behavior of the SFF as it approaches the RMT result acts as a diagnostic of the ergodicity…

We study the effects of instantons on the charged pion electro-magnetic formfactor at intermediate momenta. In the Single Instanton Approximation (SIA), we predict the pion formfactor in the kinematic region Q^2=2-15 GeV^2. By developing…

The partition function of the ABJM theory receives non-perturbative corrections due to instanton effects. We study these non-perturbative corrections, including bound states of worldsheet instantons and membrane instantons, in the Fermi-gas…

We compute the normalisation factor for the large order asymptotics of perturbation theory for the self-avoiding manifold (SAM) model describing flexible tethered (D-dimensional) membranes in d-dimensional space, and the epsilon-expansion…

Discrimination between non-stationarity and long-range dependency is a difficult and long-standing issue in modelling financial time series. This paper uses an adaptive spectral technique which jointly models the non-stationarity and…

We analyze the extreme value dependence of independent, not necessarily identically distributed multivariate regularly varying random vectors. More specifically, we propose estimators of the spectral measure locally at some time point and…

The renormalization group and operator product expansion are applied to the model of a passive scalar quantity advected by the Gaussian self-similar velocity field with finite, and not small, correlation time. The inertial-range energy…

This paper considers fixed effects estimation and inference in linear and nonlinear panel data models with random coefficients and endogenous regressors. The quantities of interest -- means, variances, and other moments of the random…

We consider the single eigenvalue fluctuations of random matrices of general Wigner-type, under a one-cut assumption on the density of states. For eigenvalues in the bulk, we prove that the asymptotic fluctuations of a single eigenvalue…

These notes provide an introduction to the theory of random matrices. The central quantity studied is $\tau(a)= det(1-K)$ where $K$ is the integral operator with kernel $1/\pi} {\sin\pi(x-y)\over x-y} \chi_I(y)$. Here…