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相关论文: Fractal Structure of Random Matrices

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We study the eigenvectors and eigenvalues of random matrices with iid entries. Let $N$ be a random matrix with iid entries which have symmetric distribution. For each unit eigenvector $\mathbf{v}$ of $N$ our main results provide a small…

概率论 · 数学 2020-04-23 Kyle Luh , Sean O'Rourke

This paper presents likelihood-based inference methods for the family of univariate gamma-normal distributions GN({\alpha}, r, {\mu}, {\sigma}^2 ) that result from summing independent gamma({\alpha}, r) and N({\mu}, {\sigma}^2 ) random…

应用统计 · 统计学 2024-12-03 Massimiliano Bonamente , Dale Zimmerman

We consider two random matrix ensembles which are relevant for describing critical spectral statistics in systems with multifractal eigenfunction statistics. One of them is the Gaussian non-invariant ensemble which eigenfunction statistics…

无序系统与神经网络 · 物理学 2009-11-04 V. E. Kravtsov

This paper proposes a unified approach to enable the study of diverse distributions in the real, complex, quaternion and octonion cases, simultaneously. In particular, the central, nonsingular matricvariate and matrix multivariate Pearson…

统计理论 · 数学 2010-11-24 Jose A. Diaz-Garcia , Ramon Gutierrez-Jaimez

We study the fluctuations of eigenvalues from a class of Wigner random matrices that generalize the Gaussian orthogonal ensemble. We begin by considering an $n \times n$ matrix from the Gaussian orthogonal ensemble (GOE) or Gaussian…

概率论 · 数学 2011-03-03 Sean O'Rourke

A new universality class distinct from the standard Wigner-Dyson ones is identified. This class is realized by putting a metallic quantum dot in contact with a superconductor, while applying a magnetic field so as to make the pairing field…

凝聚态物理 · 物理学 2009-10-28 Alexander Altland , Martin R. Zirnbauer

Properties of universality have essential relevance for the theory of random matrices usually called the Wigner ensemble. The issue was analysed up to recent years with detailed and relevant results. We present a slightly different view and…

数学物理 · 物理学 2025-05-07 Giovanni M. Cicuta , Mario Pernici

We consider Gaussian ensembles of m N x N complex matrices. We identify an enhanced symmetry in the system and the resultant closed subsector, which is naturally associated with the radial sector of the theory. The density of radial…

高能物理 - 理论 · 物理学 2015-05-28 Mthokozisi Masuku , João P. Rodrigues

Smooth linear statistics of random permutation matrices, sampled under a general Ewens distribution, exhibit an interesting non-universality phenomenon. Though they have bounded variance, their fluctuations are asymptotically non-Gaussian…

概率论 · 数学 2011-06-13 Gérard Ben Arous , Kim Dang

The full distribution of the conductance $P(G)$ in quasi-one-dimensional wires with rough surfaces is analyzed from the diffusive to the localization regime. In the crossover region, where the statistics is dominated by only one or two…

无序系统与神经网络 · 物理学 2009-11-07 A. Garcia-Martin , J. J. Saenz

It has recently been demonstrated in quenched lattice simulations that the distribution of the low-lying eigenvalues of the QCD Dirac operator is universal and described by random-matrix theory. We present first evidence that this…

高能物理 - 格点 · 物理学 2009-12-30 M. E. Berbenni-Bitsch , S. Meyer , T. Wettig

We propose a random matrix modeling for the parametric evolution of eigenstates. The model is inspired by a large class of quantized chaotic systems. Its unique feature is having parametric invariance while still possessing the…

介观与纳米尺度物理 · 物理学 2009-11-11 J. A. Mendez-Bermudez , Tsampikos Kottos , Doron Cohen

We investigate the typical cycle lengths, the total number of cycles, and the number of finite cycles in random permutations whose probability involves cycle weights. Typical cycle lengths and total number of cycles depend strongly on the…

概率论 · 数学 2013-11-28 Nicholas M. Ercolani , Daniel Ueltschi

We introduce a special class of random matrices (DUE) whose spectral statistics corresponds to statistics of microscopical quantities detected in vehicular flows. Comparing the level spacing distribution (for ordered eigenvalues in unfolded…

适应与自组织系统 · 物理学 2016-05-04 Milan Krbalek , Tomas Hobza

We study two types of random matrix ensembles that emerge when considering the same probability measure on partitions. One is the Meixner ensemble with a hard wall and the other are two families of unitary matrix models, with weight…

数学物理 · 物理学 2020-09-09 Leonardo Santilli , Miguel Tierz

Within framework of the quantum calculus, we represent the partition function and the mass exponent of a multifractal, as well as the average of random variables distributed over self-similar set, on the basis of the deformed expansion in…

统计力学 · 物理学 2009-07-24 Alexander Olemskoi , Irina Shuda

The probability that an interval $I$ is free of eigenvalues in a matrix ensemble with unitary symmetry is given by a Fredholm determinant. When the weight function in the matrix ensemble is a classical weight function, and the interval $I$…

数学物理 · 物理学 2007-05-23 N. S. Witte , P. J. Forrester , Christopher M. Cosgrove

In this paper we develop a very general class of bivariate discrete distributions. The basic idea is very simple. The marginals are obtained by taking the random geometric sum of a baseline distribution function. The proposed class of…

统计方法学 · 统计学 2018-05-22 Debasis Kundu

We investigate the distribution of eigenvalues of weighted adjacency matrices from a specific ensemble of random graphs. We distribute $N$ vertices across a fixed number $\kappa$ of components, with asymptotically $\alpha_j \dot N$ vertices…

数学物理 · 物理学 2024-09-30 Valentin Vengerovsky

We compute the survival probability of an initial state, with an energy in a certain window, by means of random matrix theory. We determine its probability distribution and show that is is universal, i.e. caracterised only by the symmetry…

混沌动力学 · 物理学 2009-11-07 Herve Kunz