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Nonlinear Analogue of the May-Wigner Instability Transition
(PNAS, 2016-01)
We study a system of $N\gg 1$ degrees of freedom coupled via a smooth homogeneous Gaussian vector field with both gradient and divergence-free components. In the absence of coupling, the system is exponentially relaxing ...
On the distribution of maximum value of the characteristic polynomial of GUE random matrices
Motivated by recently discovered relations between logarithmically correlated Gaussian processes and characteristic polynomials of large random $N \times N$ matrices $H$ from the Gaussian Unitary Ensemble (GUE), we consider ...