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Let $N(L)$ be the number of eigenvalues, in an interval of length $L$, of a matrix chosen at random from the Gaussian Orthogonal, Unitary or Symplectic ensembles of ${\cal N}$ by ${\cal N}$ matrices, in the limit ${\cal…

chao-dyn · 物理学 2009-10-22 Ovidiu Costin , Joel L. Lebowitz

We relate the distribution of eigenvalues of a random symmetric matrix in the Gaussian Orthogonal Ensemble to the distribution of critical values of a random linear combination of eigenfunctions of the Laplacian on a compact Riemann…

微分几何 · 数学 2014-03-18 Liviu I. Nicolaescu

A multifractal analysis is performed on the universality classes of random matrices and the transition ones.Our results indicate that the eigenvector probability distribution is a linear sum of two chi-squared distribution throughout the…

核理论 · 物理学 2009-10-31 M. S. Hussein , M. P. Pato

We studied universality of Wishart ensembles whose covariance matrix has 2 distinct eigenvalues and the number of each of these eigenvalue goes to infinity in the asymptotic limit. In this case, the limiting eigenvalue distribution can be…

概率论 · 数学 2008-12-16 M. Y. Mo

The geometry of multi-parameter families of quantum states is important in numerous contexts, including adiabatic or nonadiabatic quantum dynamics, quantum quenches, and the characterization of quantum critical points. Here, we discuss the…

无序系统与神经网络 · 物理学 2021-05-25 Alexander-Georg Penner , Felix von Oppen , Gergely Zarand , Martin R. Zirnbauer

We study a class of random matrices that appear in several communication and signal processing applications, and whose asymptotic eigenvalue distribution is closely related to the reconstruction error of an irregularly sampled bandlimited…

信息论 · 计算机科学 2008-06-24 Alessandro Nordio , Carla-Fabiana Chiasserini , Emanuele Viterbo

We analyse in a systematic way the occurrences of a remarkable structure in the theory of integrable probability that we call a ``max-independence structure'', when random variables are constructed as a maximum of a sequence of independent…

概率论 · 数学 2024-04-11 Yacine Barhoumi-Andréani

We introduce a variation of the classic ballistic deposition model in which vertically falling blocks can only stick to the top or the upper right corner of growing columns. We establish that fluctuations of the height function at points…

The distribution function of the free energy fluctuations in one-dimensional directed polymers with $\delta$-correlated random potential is studied by mapping the replicated problem to a many body quantum boson system with attractive…

无序系统与神经网络 · 物理学 2015-05-18 Victor Dotsenko

A vast literature over the past fifteen years has been devoted to the study of the geometric properties of Gaussian random waves. In this work, we investigate the geometric behavior of \emph{uniform random waves}, a much less studied…

Recently, the supersymmetry method was extended from Gaussian ensembles to arbitrary unitarily invariant matrix ensembles by generalizing the Hubbard-Stratonovich transformation. Here, we complete this extension by including arbitrary…

数学物理 · 物理学 2009-06-17 Mario Kieburg , Johan Grönqvist , Thomas Guhr

Random-matrix theory is used to study the mesoscopic fluctuations of the excitation gap in a metal grain or quantum dot induced by the proximity to a superconductor. We propose that the probability distribution of the gap is a universal…

介观与纳米尺度物理 · 物理学 2007-05-23 M. G. Vavilov , P. W. Brouwer , V. Ambegaokar , C. W. J. Beenakker

We consider the fragmentation process with mass loss and discuss self-similar properties of the arising structure both in time and space focusing on dimensional analysis. This exhibits a spectrum of mass exponents $\theta$, whose exact…

统计力学 · 物理学 2016-08-31 M. K. Hassan

We study the limiting behavior of the $k$-th eigenvalue $x_k$ of unitary invariant ensembles with Freud-type and uniform convex potentials. As both $k$ and $n-k$ tend to infinity, we obtain Gaussian fluctuations for $x_k$ in the bulk and…

概率论 · 数学 2019-09-04 Deng Zhang

We consider the asymptotic behaviour of a family of unidimensional lattice fermion models, which are in exact correspondence with certain probability laws on partitions and on unitary matrices. These models exhibit limit shapes, and in the…

数学物理 · 物理学 2024-02-09 Harriet Walsh

We investigate the statistical properties of translation invariant random fields (including point processes) on Euclidean spaces (or lattices) under constraints on their spectrum or structure function. An important class of models that…

概率论 · 数学 2022-02-07 Kartick Adhikari , Subhroshekhar Ghosh , Joel L. Lebowitz

The aim of this note is to prove that fluctuations of uniformly random alternating sign matrices (equivalently, configurations of the six-vertex model with domain wall boundary conditions) near the boundary are described by the Gaussian…

概率论 · 数学 2015-06-16 Vadim Gorin

Relying on random matrix theory (RMT), this paper studies asymmetric order-$d$ spiked tensor models with Gaussian noise. Using the variational definition of the singular vectors and values of (Lim, 2005), we show that the analysis of the…

概率论 · 数学 2022-11-22 Mohamed El Amine Seddik , Maxime Guillaud , Romain Couillet

We consider a class of sparse random matrices, which includes the adjacency matrix of Erd\H{o}s-R\'enyi graphs $\mathcal G(N,p)$ for $p \in [N^{\varepsilon-1},N^{-\varepsilon}]$. We identify the joint limiting distributions of the…

概率论 · 数学 2020-03-13 Yukun He

In recent studies of many-body localization in nonintegrable quantum systems, the distribution of the ratio of two consecutive energy level spacings, $r_n=(E_{n+1}-E_n)/(E_{n}-E_{n-1})$ or $\tilde{r}_n=\min(r_n,r_n^{-1})$, has been used as…

数学物理 · 物理学 2024-09-04 Shinsuke M. Nishigaki
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