相关论文: Random matrix ensemble for the covariance matrix o…

We propose a modeling framework for time-varying covariance matrices based on the assumption that the logarithm of a realized covariance matrix follows a matrix-variate oNrmal distribution. By operating in the space of symmetric matrices,…

We employ Statistical Field Theory techniques for coarse-graining the steady-state properties of Active Ornstein-Uhlenbeck particles. The computation is carried on in the framework of the Unified Colored Noise approximation that allows an…

We discuss the limiting spectral density of real symmetric random matrices. Other than in standard random matrix theory the upper diagonal entries are not assumed to be independent, but we will fill them with the entries of a stochastic…

We study the time evolution of the reduced density matrix of a system of spin-1/2 particles interacting with an environment of spin-1/2 particles. The initial state of the composite system is taken to be a product state of a pure state of…

While short-range dependence is widely assumed in the literature for its simplicity, long-range dependence is a feature that has been observed in data from finance, hydrology, geophysics and economics. In this paper, we extend a…

A stochastic process with self-interaction as a model of quantum field theory is studied. We consider an Ornstein-Uhlenbeck stochastic process x(t) with interaction of the form x^{(\alpha)}(t)^4, where $\alpha$ indicates the fractional…

We model thermostatic devices using a stochastic hybrid description, and introduce an external actuation mechanism that creates random switch events in the discrete dynamics. We then conjecture the form of the Fokker-Planck equation and…

A stochastic process is at thermodynamic equilibrium if it obeys time-reversal symmetry; forward and reverse time are statistically indistinguishable at steady state. Non-equilibrium processes break time-reversal symmetry by maintaining…

In this paper hyperbolic partial differential equations with random coefficients are discussed. Such random partial differential equations appear for instance in traffic flow problems as well as in many physical processes in random media.…

We analyze the thermalization properties and the validity of the Eigenstate Thermalization Hypothesis in a generic class of quantum Hamiltonians where the quench parameter explicitly breaks a Z_2 symmetry. Natural realizations of such…

We propose a plasma model for spectral statistics displaying level repulsion without long-range spectral rigidity, i.e. statistics intermediate between random matrix and Poisson statistics similar to the ones found numerically at the…

We explore the dynamics of active elements performing persistent random motion with fluctuating active speed and in the presence of translational noise in a $d$-dimensional harmonic trap, modeling active speed generation through an…

We consider the linear Wigner-Fokker-Planck equation subject to confining potentials which are smooth perturbations of the harmonic oscillator potential. For a certain class of perturbations we prove that the equation admits a unique…

In the case of quantum systems interacting with multiple environments, the time-evolution of the reduced density matrix is described by the Liouvillian. For a variety of physical observables, the long-time limit or steady state solution is…

In statistics, assuming samples are independent is reasonable. However, this property can fail to hold for the features, a distinction that has led to several lines of work aiming to remove the latter assumption of independence present in…

We consider a one-dimensional harmonic crystal with conservative noise, in contact with two stochastic Langevin heat baths at different temperatures. The noise term consists of collisions between neighbouring oscillators that exchange their…

We describe how to implement the time-dependent variational principle for matrix product states in the thermodynamic limit for nonuniform lattice systems. This is achieved by confining the nonuniformity to a (dynamically growable) finite…

Motivated by the problem of Many-Body Localization and the recent numerical results for the level and eigenfunction statistics on the random regular graphs, a generalization of the Rosenzweig-Porter random matrix model is suggested that…

We investigate the asymptotics of eigenvalues of sample covariance matrices associated with a class of non-independent Gaussian processes (separable and temporally stationary) under the Kolmogorov asymptotic regime. The limiting spectral…

The evolution of a continuous time Markov process with a finite number of states is usually calculated by the Master equation - a linear differential equations with a singular generator matrix. We derive a general method for reducing the…