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Additivity of purity of random matrix products

Suppose $M$ is an $n\times n$ matrix with IID random entries drawn from $\mathcal{D}$ and $\sigma$ is the vector of its singular values. Define purity of $M$ as $$\rho(M)=\frac{n \sum_i \sigma_i^4}{\...
Yaroslav Bulatov's user avatar
1 vote
0 answers
91 views

A random process with conserved momentum: 'particle decay'?

Consider a particle $p_1$ moving at unit speed along a straight line in $\mathbf{R}^2$, directed by some vector $v_1 \in \mathbf{S}^1$. Equid this particle with a Poisson clock $\tau_1$, with ...
Leo Moos's user avatar
  • 5,048
1 vote
0 answers
90 views

Proving that a model exhibits either a first or second order phase transition

Motivating example: Take the (wired) random cluster model $\phi^1_{p,q}$ with parameter $q$ (see http://arxiv.org/abs/1707.00520 for an introduction). It is now known on $\mathbb{Z}^2$ that it has a ...
Frederik Ravn Klausen's user avatar
8 votes
0 answers
195 views

What are the tempered Gibbs measures of classical $\phi^4$-theory?

I consider classical $\phi^4$-theory on the lattice. The model is defined in finite volume with Hamiltonian \begin{align*} H(\phi) = - \sum_{x \sim y} J_{x,y} \phi_x \phi_y \end{align*} and a-priori ...
Frederik Ravn Klausen's user avatar
9 votes
1 answer
966 views

A necessary condition for differential entropy to be finite

An ensemble corresponding to a probability distribution usually has finite free energy so it is not a great loss of generality to assume that the ensemble also has finite energy in following ...
Henry.L's user avatar
  • 8,071
4 votes
2 answers
2k views

Advanced reference and roadmap about random matrices theory

There is few posts on MO that asked about reference on this topic, and I found some difficulty during the process of getting myself into the subject so here is the question. I really want to hear ...
11 votes
1 answer
626 views

Formula for $U(N)$ integration wanted

Before you jump on the "duplicate" buttom, let me say that I do not want to hear about Weingarten calculus and I do not want to see a character of the symmetric group. What I would like is a formula ...
Abdelmalek Abdesselam's user avatar
11 votes
2 answers
1k views

How should a mathematician approach the physics literature concerning percolation?

I would like to read some of the physics literature on two-dimensional percolation, however in attempting this I have run into two problems. (1) Physics papers on percolation are (relatively) hard ...
John Pardon's user avatar
  • 18.7k
5 votes
1 answer
365 views

power laws emerging from the sandpile model

Is there a rigorous proof that the abelian sandpile model generates a power law distribution of avalanche lengths?
Felix Goldberg's user avatar
5 votes
1 answer
697 views

Harmonic Crystal using Random Walk

Me and my advisor were looking for a specific proof of the disorder in $2d$ harmonic crystals. We could not find a paper or a textbook with it, so I thought trying my luck here. Basically, it is a ...
Amir Sagiv's user avatar
  • 3,574
1 vote
1 answer
143 views

Minimum of Random Energy Model (REM) with logarithmically correlated potential

In the paper [FB] (ArXiv, J. Phys. A), the authors analyse a particular Random Energy Model (REM) with logarithmically correlated potential and conjecture in Eq. (2) that the distribution function of ...
Eckhard's user avatar
  • 656
8 votes
3 answers
2k views

References request: constructive quantum field theory

I am taking a course this semester on QFT, which deals much with constructive quantum field theory. Some of its topics so far involve relationships between non-Gaussian probability measures,Feynman ...
Xuxu's user avatar
  • 663
4 votes
2 answers
2k views

Eigenvalues of random Hamiltonian matrices

A real $2n\times 2n$ Hamiltonian matrix has the general form $$H=\begin{pmatrix} A & B \cr C & -A^T \end{pmatrix} $$ where $A$, $B$ and $C$ are $n\times n$ matrices, and $B$ and $C$ are ...
Austen's user avatar
  • 1,038
3 votes
0 answers
134 views

SOS model - height

Let $\Lambda_n = \{ -n,\ldots,n\}^2$ and let $\{X_i\}_{i\in \Lambda_n}$ be the family of $\mathbb{R}$-valued of random variables with the density proportional to $\exp(-\sum_{i\sim j} |X_i - X_j|),$ ...
Piotr Miłoś's user avatar
6 votes
3 answers
423 views

Infinite electrical networks and possible connections with LERW

I've been exposed to various problems involving infinite circuits but never seen an extensive treatment on the subject. The main problem I am referring to is Given a lattice L, we turn it into a ...
Gjergji Zaimi's user avatar