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A new universality class distinct from the standard Wigner-Dyson ones is identified. This class is realized by putting a metallic quantum dot in contact with a superconductor, while applying a magnetic field so as to make the pairing field…

Condensed Matter · Physics 2009-10-28 Alexander Altland , Martin R. Zirnbauer

This article carries out a large dimensional analysis of standard regularized discriminant analysis classifiers designed on the assumption that data arise from a Gaussian mixture model with different means and covariances. The analysis…

Machine Learning · Statistics 2019-06-19 Khalil Elkhalil , Abla Kammoun , Romain Couillet , Tareq Y. Al-Naffouri , Mohamed-Slim Alouini

In this talk we go over several new developments regarding the techniques for a large class of non-hermitian matrix models with unitary randomness (complex random numbers). In particular, we discuss: (a) - A diagrammatic approach based on a…

High Energy Physics - Phenomenology · Physics 2008-02-03 Romuald A. Janik , Maciej A. Nowak , Gabor Papp , Ismail Zahed

Complex extension of quantum mechanics and the discovery of pseudo-unitarily invariant random matrix theory has set the stage for a number of applications of these concepts in physics. We briefly review the basic ideas and present…

Quantum Physics · Physics 2013-02-13 Shashi. C. L. Srivastava , S. R. Jain

This thesis addresses two persistent and closely related challenges in modern deep learning, reliability and efficiency, through a unified framework grounded in Spectral Geometry and Random Matrix Theory (RMT). As deep networks and large…

Machine Learning · Computer Science 2026-02-27 Davide Ettori

We employ the random matrix theory (RMT) framework to revisit the distribution of resonance widths in quantum chaotic systems weakly coupled to the continuum via a finite number M of open channels. In contrast to the standard first-order…

Mesoscale and Nanoscale Physics · Physics 2015-06-10 Yan V. Fyodorov , Dmitry V. Savin

We provide an overview of high dimensional dynamical systems driven by random matrices, focusing on applications to simple models of learning and generalization in machine learning theory. Using both cavity method arguments and path…

Disordered Systems and Neural Networks · Physics 2026-01-12 Blake Bordelon , Cengiz Pehlevan

A very elementary model of a single positive hermitian random matrix coupled to an external matrix is defined and studied. Expanding the exact effective action around its classical solution leads to the ``quantum Penner action'', from which…

High Energy Physics - Theory · Physics 2008-02-03 Camillo Imbimbo , Sunil Mukhi

The contact process is a non-equilibrium Hamiltonian model that, even in one dimension, lacks an exact solution and has been extensively studied via Monte Carlo simulations, both in steady-state and time-dependent scenarios. Although the…

Statistical Mechanics · Physics 2025-04-15 Roberto da Silva , Eliseu Venites Filho , Henrique Almeida Fernandes , Paulo F. Gomes

Model-based analysis tools, built on assumptions and simplifications, are difficult to handle smart grids with data characterized by 4Vs data. This paper, using random matrix theory (RMT), motivates data-driven tools to perceive the complex…

Methodology · Statistics 2017-07-20 X. He , Q. Ai , C. Qiu , W. Huang , L. Piao , H. Liu

The statistics of the resonance widths and the behavior of the survival probability is studied in a particular model of quantum chaotic scattering (a particle in a periodic potential subject to static and time-periodic forces) introduced…

Chaotic Dynamics · Physics 2009-10-31 M. Glueck , A. R. Kolovsky , H. J. Korsch

The leading correction to the smoothed connected energy density-density correlation function is obtained for the large energy difference, within the context of the Gaussian Random Matrix Theory. In order to achieve this result, the…

Condensed Matter · Physics 2015-06-25 Vladan Lucic

In this preface to the Journal of Physics A, Special Edition on Random Matrix Theory, we give a review of the main historical developments of random matrix theory. A short summary of the papers that appear in this special edition is also…

Disordered Systems and Neural Networks · Physics 2007-05-23 N. C. Snaith , P. J. Forrester , J. J. M. Verbaarschot

This work analyzes singular-value spectra of weight matrices in pretrained transformer models to understand how information is stored at both ends of the spectrum. Using Random Matrix Theory (RMT) as a zero information hypothesis, we…

Machine Learning · Computer Science 2025-11-07 Max Staats , Matthias Thamm , Bernd Rosenow

Earlier two of us (J.L. and L.P.) considered a matrix model for a two-level system interacting with a $n\times n$ reservoir and assuming that the interaction is modelled by a random matrix. We presented there a formula for the reduced…

Mathematical Physics · Physics 2007-11-16 J. L. Lebowitz , A. Lytova , L. Pastur

We analyze gene co-expression network under the random matrix theory framework. The nearest neighbor spacing distribution of the adjacency matrix of this network follows Gaussian orthogonal statistics of random matrix theory (RMT). Spectral…

Molecular Networks · Quantitative Biology 2015-05-18 Sarika Jalan , Norbert Solymosi , Gabör Vattay , Baowen Li

We compute analytically the joint probability density of eigenvalues and the level spacing statistics for an ensemble of random matrices with interesting features. It is invariant under the standard symmetry groups (orthogonal and unitary)…

Statistical Mechanics · Physics 2015-07-21 Zdzisław Burda , Giacomo Livan , Pierpaolo Vivo

Reduced density matrices are central to describing observables in many-body quantum systems. In electronic structure theory, the two-particle reduced density matrix (2-RDM) suffices to determine the energy and other key properties. Recent…

A density functional theory (DFT) of lattice fermion models is presented, which uses the single-particle density matrix gamma_{ij} as basic variable. A simple, explicit approximation to the interaction-energy functional W[gamma] of the…

Strongly Correlated Electrons · Physics 2009-11-07 R. Lopez-Sandoval , G. M. Pastor

Symmetric matrices with zero row sums occur in many theoretical settings and in real-life applications. When the offdiagonal elements of such matrices are i.i.d. random variables and the matrices are large, the eigenvalue distributions…

Disordered Systems and Neural Networks · Physics 2023-06-27 Pawat Akara-pipattana , Oleg Evnin