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We describe a random matrix approach that can provide generic and readily soluble mean-field descriptions of the phase diagram for a variety of systems ranging from QCD to high-T_c materials. Instead of working from specific models, phase…
We use random matrix theory to study the spectrum of random geometric graphs, a fundamental model of spatial networks. Considering ensembles of random geometric graphs we look at short range correlations in the level spacings of the…
We discuss the phenomenon of universal fluctuations in mesoscopic systems and nuclei. For this purpose we use Random Matrix Theory (RMT). The statistical $S$-matrix is used to obtain the physical observables in the case of Quantum Dots,…
This report summarizes some of the material that was presented by the author during the 2015 Les Houches Summerschool on "Random Matrices and Stochastic Processes". In these Lectures, various applications of Random Matrix Theory in modern…
The different facets of the $R$-matrix method are presented pedagogically in a general framework. Two variants have been developed over the years: $(i)$ The "calculable" $R$-matrix method is a calculational tool to derive scattering…
Quantum chaotic systems exhibit certain universal statistical properties that closely resemble predictions from random matrix theory (RMT). With respect to observables, it has recently been conjectured that, when truncated to a sufficiently…
The link between a particular class of growth processes and random matrices was established in the now famous 1999 article of Baik, Deift, and Johansson on the length of the longest increasing subsequence of a random permutation. During the…
The random matrix ensembles are applied to the quantum statistical two-dimensional systems of electrons. The quantum systems are studied using the finite dimensional real, complex and quaternion Hilbert spaces of the eigenfunctions. The…
Previous results indicate that while chaos can lead to substantial entropy production, thereby maximizing dynamical entanglement, this still falls short of maximality. Random Matrix Theory (RMT) modeling of composite quantum systems,…
We study the response to an external perturbation of the energy levels of a disordered metallic particle, by means of the Brownian-motion model introduced by Dyson in the theory of random matrices, and reproduce the results of a recent…
Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex…
Various ensembles of random matrices with independent entries are analyzed by the replica formalism in the large-N limit. A result on the Laplacian random matrix with Wigner-rescaling is generalized to arbitrary probability distribution.
In these notes we explain how the CFT description of random matrix models can be used to perform actual calculations. Our basic example is the hermitian matrix model, reformulated as a conformal invariant theory of free fermions. We give an…
This is a course on Random Matrix Theory which includes traditional as well as advanced topics presented with an extensive use of classical logarithmic plasma analogy and that of the quantum systems of one-dimensional interacting fermions…
We analyze the spectral properties of large, time-lagged correlation matrices using the tools of random matrix theory. We compare predictions of the one-dimensional spectra, based on approaches already proposed in the literature. Employing…
Linear response theory for the density matrix renormalization group (DMRG-LRT) was first presented in terms of the DMRG renormalization projectors [Dorando et al., J. Chem. Phys. 130, 184111 (2009)]. Later, with an understanding of the…
This paper is a brief review of recent developments in random matrix theory. Two aspects are emphasized: the underlying role of integrable systems and the occurrence of the distribution functions of random matrix theory in diverse areas of…
Theory of Random Matrix Ensembles have proven to be a useful tool in the study of the statistical distribution of energy or transmission levels of a wide variety of physical systems. We give an overview of certain q-generalizations of the…
Random Matrix Theory (RMT) is capable of making predictions for the spectral fluctuations of a physical system only after removing the influence of the level density by unfolding the spectra. When the level density is known, unfolding is…
The random matrix ensembles are applied to the quantum chaotic systems. The quantum systems are studied using the finite dimensional real, complex and quaternion Hilbert spaces of the eigenfunctions. The linear operators describing the…