Phase diagram of the mean field model of simplicial gravity

We discuss the phase diagram of the balls in boxes model, with a varying number of boxes. The model can be regarded as a mean-field model of simplicial gravity. We analyse in detail the case of weights of the form $p(q) = q^{-\beta}$, which correspond to the measure term introduced in the simplicial quantum gravity simulations. The system has two phases~: {\em elongated} ({\em fluid}) and {\em crumpled}. For $\beta\in (2,\infty)$ the transition between these two phases is first order, while for $\beta \in (1,2]$ it is continuous. The transition becomes softer when $\beta$ approaches unity and eventually disappears at $\beta=1$. We then generalise the discussion to an arbitrary set of weights. Finally, we show that if one introduces an additional kinematic bound on the average density of balls per box then a new {\em condensed} phase appears in the phase diagram. It bears some similarity to the {\em crinkled} phase of simplicial gravity discussed recently in models of gravity interacting with matter fields.Comment: 15 pages, 5 figure

Solution of the Dyson--Schwinger equation on de Sitter background in IR limit

We propose an ansatz which solves the Dyson-Schwinger equation for the real scalar fields in Poincare patch of de Sitter space in the IR limit. The Dyson-Schwinger equation for this ansatz reduces to the kinetic equation, if one considers scalar fields from the principal series. Solving the latter equation we show that under the adiabatic switching on and then off the coupling constant the Bunch-Davies vacuum relaxes in the future infinity to the state with the flat Gibbons-Hawking density of out-Jost harmonics on top of the corresponding de Sitter invariant out-vacuum.Comment: 20 pages, including 4 pages of Appendix. Acknowledgements correcte

A Random Matrix Approach to VARMA Processes

We apply random matrix theory to derive spectral density of large sample covariance matrices generated by multivariate VMA(q), VAR(q) and VARMA(q1,q2) processes. In particular, we consider a limit where the number of random variables N and the number of consecutive time measurements T are large but the ratio N/T is fixed. In this regime the underlying random matrices are asymptotically equivalent to Free Random Variables (FRV). We apply the FRV calculus to calculate the eigenvalue density of the sample covariance for several VARMA-type processes. We explicitly solve the VARMA(1,1) case and demonstrate a perfect agreement between the analytical result and the spectra obtained by Monte Carlo simulations. The proposed method is purely algebraic and can be easily generalized to q1>1 and q2>1.Comment: 16 pages, 6 figures, submitted to New Journal of Physic

Network Transitivity and Matrix Models

This paper is a step towards a systematic theory of the transitivity (clustering) phenomenon in random networks. A static framework is used, with adjacency matrix playing the role of the dynamical variable. Hence, our model is a matrix model, where matrices are random, but their elements take values 0 and 1 only. Confusion present in some papers where earlier attempts to incorporate transitivity in a similar framework have been made is hopefully dissipated. Inspired by more conventional matrix models, new analytic techniques to develop a static model with non-trivial clustering are introduced. Computer simulations complete the analytic discussion.Comment: 11 pages, 7 eps figures, 2-column revtex format, print bug correcte

Network of inherent structures in spin glasses: scaling and scale-free distributions

The local minima (inherent structures) of a system and their associated transition links give rise to a network. Here we consider the topological and distance properties of such a network in the context of spin glasses. We use steepest descent dynamics, determining for each disorder sample the transition links appearing within a given barrier height. We find that differences between linked inherent structures are typically associated with local clusters of spins; we interpret this within a framework based on droplets in which the characteristic ``length scale'' grows with the barrier height. We also consider the network connectivity and the degrees of its nodes. Interestingly, for spin glasses based on random graphs, the degree distribution of the network of inherent structures exhibits a non-trivial scale-free tail.Comment: minor changes and references adde

Spectrum of the Product of Independent Random Gaussian Matrices

We show that the eigenvalue density of a product X=X_1 X_2 ... X_M of M independent NxN Gaussian random matrices in the large-N limit is rotationally symmetric in the complex plane and is given by a simple expression rho(z,\bar{z}) = 1/(M\pi\sigma^2} |z|^{-2+2/M} for |z|<\sigma, and is zero for |z|> \sigma. The parameter \sigma corresponds to the radius of the circular support and is related to the amplitude of the Gaussian fluctuations. This form of the eigenvalue density is highly universal. It is identical for products of Gaussian Hermitian, non-Hermitian, real or complex random matrices. It does not change even if the matrices in the product are taken from different Gaussian ensembles. We present a self-contained derivation of this result using a planar diagrammatic technique for Gaussian matrices. We also give a numerical evidence suggesting that this result applies also to matrices whose elements are independent, centered random variables with a finite variance.Comment: 16 pages, 6 figures, minor changes, some references adde

Maximal-entropy random walk unifies centrality measures

In this paper analogies between different (dis)similarity matrices are derived. These matrices, which are connected to path enumeration and random walks, are used in community detection methods or in computation of centrality measures for complex networks. The focus is on a number of known centrality measures, which inherit the connections established for similarity matrices. These measures are based on the principal eigenvector of the adjacency matrix, path enumeration, as well as on the stationary state, stochastic matrix or mean first-passage times of a random walk. Particular attention is paid to the maximal-entropy random walk, which serves as a very distinct alternative to the ordinary random walk used in network analysis. The various importance measures, defined both with the use of ordinary random walk and the maximal-entropy random walk, are compared numerically on a set of benchmark graphs. It is shown that groups of centrality measures defined with the two random walks cluster into two separate families. In particular, the group of centralities for the maximal-entropy random walk, connected to the eigenvector centrality and path enumeration, is strongly distinct from all the other measures and produces largely equivalent results.Comment: 7 pages, 2 figure

Evolution of scale-free random graphs: Potts model formulation

We study the bond percolation problem in random graphs of $N$ weighted vertices, where each vertex $i$ has a prescribed weight $P_i$ and an edge can connect vertices $i$ and $j$ with rate $P_iP_j$. The problem is solved by the $q\to 1$ limit of the $q$-state Potts model with inhomogeneous interactions for all pairs of spins. We apply this approach to the static model having $P_i\propto i^{-\mu} (0<\mu<1)$ so that the resulting graph is scale-free with the degree exponent $\lambda=1+1/\mu$. The number of loops as well as the giant cluster size and the mean cluster size are obtained in the thermodynamic limit as a function of the edge density, and their associated critical exponents are also obtained. Finite-size scaling behaviors are derived using the largest cluster size in the critical regime, which is calculated from the cluster size distribution, and checked against numerical simulation results. We find that the process of forming the giant cluster is qualitatively different between the cases of $\lambda >3$ and $2 < \lambda <3$. While for the former, the giant cluster forms abruptly at the percolation transition, for the latter, however, the formation of the giant cluster is gradual and the mean cluster size for finite $N$ shows double peaks.Comment: 34 pages, 9 figures, elsart.cls, final version appeared in NP

Levy targeting and the principle of detailed balance

We investigate confined L\'{e}vy flights under premises of the principle of detailed balance. The master equation admits a transformation to L\'{e}vy - Schr\"{o}dinger semigroup dynamics (akin to a mapping of the Fokker-Planck equation into the generalized diffusion equation). We solve a stochastic targeting problem for arbitrary stability index $0<\mu <2$ of L\'{e}vy drivers: given an invariant probability density function (pdf), specify the jump - type dynamics for which this pdf is a long-time asymptotic target. Our ("$\mu$-targeting") method is exemplified by Cauchy family and Gaussian target pdfs. We solve the reverse engineering problem for so-called L\'{e}vy oscillators: given a quadratic semigroup potential, find an asymptotic pdf for the associated master equation for arbitrary $\mu$

On the top eigenvalue of heavy-tailed random matrices

We study the statistics of the largest eigenvalue lambda_max of N x N random matrices with unit variance, but power-law distributed entries, P(M_{ij})~ |M_{ij}|^{-1-mu}. When mu > 4, lambda_max converges to 2 with Tracy-Widom fluctuations of order N^{-2/3}. When mu < 4, lambda_max is of order N^{2/mu-1/2} and is governed by Fr\'echet statistics. The marginal case mu=4 provides a new class of limiting distribution that we compute explicitely. We extend these results to sample covariance matrices, and show that extreme events may cause the largest eigenvalue to significantly exceed the Marcenko-Pastur edge. Connections with Directed Polymers are briefly discussed.Comment: 4 pages, 2 figure