相关论文: Fractal Structure of Random Matrices
Based on heuristic arguments we conjecture that an intimate relation exists between the eigenfunction multifractal dimensions $D_q$ of the eigenstates of critical random matrix ensembles $D_{q'} \approx qD_q[q'+(q-q')D_q]^{-1}$, $1\le q \le…
The four moment theorem asserts, roughly speaking, that the joint distribution of a small number of eigenvalues of a Wigner random matrix (when measured at the scale of the mean eigenvalue spacing) depends only on the first four moments of…
The winding number is a concept in complex analysis which has, in the presence of chiral symmetry, a physics interpretation as the topological index belonging to gapped phases of fermions. We study statistical properties of this topological…
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…
This paper provides a framework for investigations in fluctuation theory for L\'evy processes with matrix-exponential jumps. We present a matrix form of the components of the infinitely divisible factorization. Using this representation we…
Universality properties of the distribution of the generalized eigenvalues of a pencil of random Hankel matrices, arising in the solution of the exponential interpolation problem of a complex discrete stationary process, are proved under…
We study eigenvectors in the deformed Gaussian unitary ensemble of random matrices $H=W\tilde{H}W$, where $\tilde{H}$ is a random matrix from Gaussian unitary ensemble and $W$ is a deterministic diagonal matrix with positive entries. Using…
We develop a general method to quantify the uncertainties of parton distribution functions and their physical predictions, with emphasis on incorporating all relevant experimental constraints. The method uses the Hessian formalism to study…
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…
Random matrix ensembles are introduced that respect the local tensor structure of Hamiltonians describing a chain of $n$ distinguishable spin-half particles with nearest-neighbour interactions. We prove a central limit theorem for the…
In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (non-fractional) Poisson processes. In some cases we also…
This paper is devoted to a fractional generalization of the Dirichlet distribution. The form of the multivariate distribution is derived assuming that the $n$ partitions of the interval $[0,W_n]$ are independent and identically distributed…
We study the fluctuation properties of transition intensities applying a recently proposed generalization of the random matrix theory, which is based on Beck and Cohen's superstatistics. We obtain an analytic expression for the distribution…
Multifractal dimensions allow for characterizing the localization properties of states in complex quantum systems. For ergodic states the finite-size versions of fractal dimensions converge to unity in the limit of large system size.…
Composed ensembles of random unitary matrices are defined via products of matrices, each pertaining to a given canonical circular ensemble of Dyson. We investigate statistical properties of spectra of some composed ensembles and demonstrate…
The spectral density of random matrices is studied through a quaternionic generalisation of the Green's function, which precisely describes the mean spectral density of a given matrix under a particular type of random perturbation. Exact…
This note shows that the matrix forms of several one-parameter distribution families satisfy a hierarchical low-rank structure. Such families of distributions include binomial, Poisson, and $\chi^2$ distributions. The proof is based on a…
We construct a very general family of characteristic functions describing Random Matrix Ensembles (RME) having a global unitary invariance, and containing an arbitrary, one-variable probability measure which we characterize by a `spread…
This is an expository account of the edge eigenvalue distributions in random matrix theory and their application in multivariate statistics. The emphasis is on the Painlev\'e representations of these distributions.
We compute the limit distribution of partial transposes (when both the number and the size of blocks tends to infinity) for a large class of ensembles of unitarily invariant random matrices. Furthermore, it is shown the asymptotic freeness…