Large Deviations of Extreme Eigenvalues of Random Matrices
From MaRDI portal
Publication:3107842
DOI10.1103/PhysRevLett.97.160201zbMath1228.82035arXivcond-mat/0609651WikidataQ79417619 ScholiaQ79417619MaRDI QIDQ3107842
Satya N. Majumdar, David S. Dean
Publication date: 26 December 2011
Published in: Physical Review Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0609651
Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)
Related Items
Superposition of random plane waves in high spatial dimensions: Random matrix approach to landscape complexity ⋮ Large deviations for the largest eigenvalues and eigenvectors of spiked Gaussian random matrices ⋮ The mean field theory of spin glasses: the heuristic replica approach and recent rigorous results ⋮ Optimization landscape in the simplest constrained random least-square problem ⋮ General truncated linear statistics for the top eigenvalues of random matrices ⋮ Phase Transitions in the Distribution of Bipartite Entanglement of a Random Pure State ⋮ Extreme value statistics of ergodic Markov processes from first passage times in the large deviation limit ⋮ Tunneling in theories with many fields ⋮ Geometrical optics of constrained Brownian motion: three short stories ⋮ Exact lower-tail large deviations of the KPZ equation ⋮ Edge fluctuations and third-order phase transition in harmonically confined long-range systems ⋮ Lower tail of the KPZ equation ⋮ Truncated linear statistics associated with the top eigenvalues of random matrices ⋮ Truncated linear statistics associated with the eigenvalues of random matrices. II: Partial sums over proper time delays for chaotic quantum dots ⋮ Right large deviation principle for the top eigenvalue of the sum or product of invariant random matrices ⋮ A smooth transition towards a Tracy–Widom distribution for the largest eigenvalue of interacting k-body fermionic embedded Gaussian ensembles ⋮ Extreme value statistics of correlated random variables: a pedagogical review ⋮ Upper Tails for Edge Eigenvalues of Random Graphs ⋮ Rare events in random matrix theory ⋮ Inflation with a graceful exit in a random landscape ⋮ Exact minimum eigenvalue distribution of an entangled random pure state ⋮ Revisiting classical and quantum disordered systems from the unifying perspective of large deviations ⋮ Statistical distribution of quantum entanglement for a random bipartite state ⋮ Reunion probability of \(N\) vicious walkers: typical and large fluctuations for large \(N\) ⋮ Replica-symmetry breaking transitions in the large deviations of the ground-state of a spherical spin-glass ⋮ Non-intersecting Brownian walkers and Yang-Mills theory on the sphere ⋮ Asymptotic forms for hard and soft edge general \(\beta \) conditional gap probabilities ⋮ Asymmetric scaling in large deviations for rare values bigger or smaller than the typical value ⋮ Maximal distance travelled by \(N\) vicious walkers till their survival ⋮ Matching between typical fluctuations and large deviations in disordered systems: application to the statistics of the ground state energy in the SK spin-glass model ⋮ Large deviations of the maximal eigenvalue of random matrices ⋮ A simple derivation of the Tracy–Widom distribution of the maximal eigenvalue of a Gaussian unitary random matrix ⋮ Top eigenvalue of a random matrix: large deviations and third order phase transition ⋮ Large deviations for correlated random variables described by a matrix product ansatz ⋮ Statistics of stationary points of random finite polynomial potentials ⋮ Large deviations of spread measures for Gaussian matrices ⋮ Large deviations of the shifted index number in the Gaussian ensemble ⋮ Universality of the third-order phase transition in the constrained Coulomb gas ⋮ First-order condensation transition in the position distribution of a run-and-tumble particle in one dimension ⋮ Particle hopping on a ladder: exact solution using multibalance ⋮ Replica symmetry breaking condition exposed by random matrix calculation of landscape complexity ⋮ Hessian eigenvalue distribution in a random Gaussian landscape ⋮ Cleaning large correlation matrices: tools from random matrix theory ⋮ On the number of minima of a random polynomial ⋮ Asymptotics of k dimensional spherical integrals and applications ⋮ Random convex hulls and extreme value statistics ⋮ Topology trivialization and large deviations for the minimum in the simplest random optimization ⋮ Extreme statistics and index distribution in the classical 1dCoulomb gas ⋮ Large deviations of the maximum of independent and identically distributed random variables ⋮ Universality of the weak pushed-to-pulled transition in systems with repulsive interactions ⋮ Spectral edge in sparse random graphs: upper and lower tail large deviations ⋮ Simultaneous large deviations for the shape of Young diagrams associated with random words ⋮ Probability of vacuum stability in type IIB multi-Kähler moduli models ⋮ Supersymmetric vacua in random supergravity ⋮ Extremes of 2d Coulomb gas: universal intermediate deviation regime ⋮ Simple derivation of the (– λ H)5/2 tail for the 1D KPZ equation ⋮ Third-order phase transition: random matrices and screened Coulomb gas with hard walls ⋮ Phase transition in a random minima model: mean field theory and exact solution on the Bethe lattice ⋮ Large deviations for the largest eigenvalue of Rademacher matrices ⋮ Real-space renormalization for disordered systems at the level of large deviations ⋮ The wasteland of random supergravities ⋮ Harmonically confined long-ranged interacting gas in the presence of a hard wall ⋮ Stability of large complex systems with heterogeneous relaxation dynamics ⋮ Seven lessons from manyfield inflation in random potentials ⋮ Inflation in multi-field random Gaussian landscapes ⋮ Manyfield inflation in random potentials ⋮ Distribution of the Wigner–Smith time-delay matrix for chaotic cavities with absorption and coupled Coulomb gases ⋮ Complex (super)-matrix models with external sources and q-ensembles of Chern–Simons and ABJ(M) type ⋮ Statistical properties of inflationary saddles in Gaussian random landscapes
Cites Work
- Unnamed Item
- Critical points and supersymmetric vacua. I
- Fluctuations of the one-dimensional polynuclear growth model with external sources
- Level-spacing distributions and the Airy kernel
- Limiting distributions for a polynuclear growth model with external sources
- On orthogonal and symplectic matrix ensembles
- Shape fluctuations and random matrices
- Complexity of Random Energy Landscapes, Glass Transition, and Absolute Value of the Spectral Determinant of Random Matrices
- On the distribution of the length of the longest increasing subsequence of random permutations
- Can we predict Λ for the non-SUSY sector of the landscape?
- Limit theorems for height fluctuations in a class of discrete space and time growth models