相关论文: Fluctuation moments induced by conjugation with as…
Covariances and variances of linear statistics of a point process can be written as integrals over the truncated two-point correlation function. When the point process consists of the eigenvalues of a random matrix ensemble, there are often…
Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…
We look into the fluctuations caused by disturbances in power systems. In the linearized system of the power systems, the disturbance is modeled by a Brownian motion process, and the fluctuations are described by the covariance matrix of…
We analyse the effect of quenched uncorrelated randomness coupling to the local energy density of a model consisting of N coupled two-dimensional Ising models. For N>2 the pure model exhibits a fluctuation-driven first order transition,…
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…
We use the non-statistical fluctuation instead of the full one to explore the higher moment singularities of net proton event distributions in the relativistic Au+Au collisions at $\sqrt{s_{NN}}$ from 11.5 to 200 GeV calculated by the…
We discuss a method of the asymptotic computation of moments of the normalized eigenvalue counting measure of random matrices of large order. The method is based on the resolvent identity and on some formulas relating expectations of…
Isometric fluctuation relations are deduced for the fluctuations of the order parameter in equilibrium systems of condensed-matter physics with broken discrete or continuous symmetries. These relations are similar to their analogues…
Starting from Montgomery's conjecture, there has been a substantial interest on the connections of random matrix theory and the theory of L-functions. In particular, moments of characteristic polynomials of random matrices have been…
The influence of external fluctuations in phase separation processes is analysed. These fluctuations arise from random variations of an external control parameter. A linear stability analysis of the homogeneous state shows that phase…
In a description of physical systems with Langevin equations, interacting degrees of freedom are usually coupled through symmetric parameter matrices. This coupling symmetry is a consequence of time-reversal symmetry of the involved…
The joint moments of the derivatives of the characteristic polynomial of a random unitary matrix, and also a variant of the characteristic polynomial that is real on the unit circle, in the large matrix size limit, have been studied…
We prove nonasymptotic matrix concentration inequalities for the spectral norm of (sub)gaussian random matrices with centered independent entries that capture fluctuations at the Tracy-Widom scale. This considerably improves previous bounds…
Let $U_n$ be an $n \times n$ Haar unitary matrix. In this paper, the asymptotic normality and independence of $\Tr U_n, \Tr U_n^2, ..., \Tr U_n^k$ are shown by using elementary methods. More generally, it is shown that the renormalized…
We discuss fluctuation-induced forces in a system described by a continuous Landau-Ginzburg model with a quenched disorder field, defined in a $d$-dimensional slab geometry $\mathbb R^{d-1}\times[0,L]$. A series representation for the…
We study moments of characteristic polynomials of truncated Haar distributed matrices from the three classical compact groups O(N), U(N) and Sp(2N). For finite matrix size we calculate the moments in terms of hypergeometric functions of…
Convergence properties of model-free two-timescale asymptotic simulations of singularly perturbed hybrid inclusions are developed. A hybrid inclusion combines constrained differential and difference inclusions to capture continuous (flow)…
The Floquet spectra of a class of driven SU(2) systems have been shown to display butterfly patterns with multifractal properties. The implication of such critical spectral behavior for the Floquet eigenstate statistics is studied in this…
We study the dynamics of the fluctuations of the variance $s$ of the order parameter of the Gaussian model, following a temperature quench of the thermal bath. At each time $t$, there is a critical value $s_c(t)$ of $s$ such that…
Communal pairing in superconductors introduces variational freedom for Cooper pairs to share fermions. Temporal oscillations of the superconducting gap entropically drive communal pairing through the order by disorder phenomenology,…