相关论文: Superstatistics in random matrix theory
Recently there has been some progress in modeling the statistical properties of turbulent flows using simple superstatistical models. Here we briefly review the concept of superstatistics in turbulence. In particular, we discuss a…
Spectral variability in hyperspectral images can result from factors including environmental, illumination, atmospheric and temporal changes. Its occurrence may lead to the propagation of significant estimation errors in the unmixing…
We propose to study unitary matrix ensembles defined in terms of unitary stochastic transition matrices associated with Markov processes on graphs. We argue that the spectral statistics of such an ensemble (after ensemble averaging) depends…
A family of non-equilibrium statistical operators is introduced which differ by the system age distribution over which the quasi-equilibrium (relevant) distribution is averaged. To describe the nonequilibrium states of a system we introduce…
The superstatistics approach recently introduced by Beck [C. Beck and E.G.D. Cohen, Physica A 322, 267 (2003)] is a formalism that aims to deal in a unifying way with a large variety of complex nonequilibrium systems, for which…
We introduce a complex-plane generalization of the consecutive level-spacing distribution, used to distinguish regular from chaotic quantum spectra. Our approach features the distribution of complex-valued ratios between nearest- and…
The theory of complex networks and of disordered systems is used to study the stability and dynamical properties of a simple model of material flow networks defined on random graphs. In particular we address instabilities that are…
The spectral properties of interacting strongly chaotic systems are investigated for growing interaction strength. A very sensitive transition from Poisson statistics to that of random matrix theory is found. We introduce a new random…
We use random matrix theory to explore late-time chaos in supersymmetric quantum mechanical systems. Motivated by the recent study of supersymmetric SYK models and their random matrix classification, we consider the Wishart-Laguerre unitary…
We study time evolution of a subsystem's density matrix under unitary evolution, generated by a sufficiently complex, say quantum chaotic, Hamiltonian, modeled by a random matrix. We exactly calculate all coherences, purity and…
Superstatistics is a superposition of two different statistics relevant for driven nonequilibrium systems with a stationary state and intensive parameter fluctuations. It contains Tsallis statistics as a special case. After briefly…
We study the statistical and dynamic properties of the systems characterized by an ultrametric space of states and translationary non-invariant symmetric transition matrices of the Parisi type subjected to "locally constant" randomization.…
Random metastability occurs when an externally forced or noisy system possesses more than one state of apparent equilibrium. This work investigates a class of random dynamical systems, arising from perturbing a one-dimensional piecewise…
We study the effects of an arbitrary external perturbation in the statistical properties of the S-matrix of quantum chaotic scattering systems in the limit of isolated resonances. We derive, using supersymmetry, an exact non-perturbative…
We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…
The multivariate version of the Mixed Tempered Stable is proposed. It is a generalization of the Normal Variance Mean Mixtures. Characteristics of this new distribution and its capacity in fitting tails and capturing dependence structure…
Seemingly unrelated linear regression models are introduced in which the distribution of the errors is a finite mixture of Gaussian components. Identifiability conditions are provided. The score vector and the Hessian matrix are derived.…
Cognitive processes undergo various fluctuations and transient states across different temporal scales. Superstatistics are emerging as a flexible framework for incorporating such non-stationary dynamics into existing cognitive model…
It is described how one comes to the Wigner-Dyson random matrix theory (RMT) starting from a model of a disordered metal. The lectures start with a historical introduction where basic ideas of the RMT and theory of disordered metals are…
We assume that the level spectra of quantum systems in the initial phase of transition from integrability to chaos are approximated by superpositions of independent sequences. Each individual sequence is modeled by a random matrix ensemble.…