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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

Many models for chaotic systems consist of joining two integrable systems with incompatible constants of motion. The quantum counterparts of such models have a propagator which factorizes into two integrable parts. Each part can be…

Chaotic Dynamics · Physics 2009-10-31 Tomaz Prosen , Thomas H. Seligman , Hans A. Weidenmueller

Fading is the time-dependent variation in transmitted signal strength through a complex medium, due to interference or temporally evolving multipath scattering. In this paper we use random matrix theory (RMT) to establish a first-principles…

Chaotic Dynamics · Physics 2012-01-30 Jen-Hao Yeh , Thomas M. Antonsen , Edward Ott , Steven M. Anlage

We compute the limit distribution of partial transposes (when both the number and the size of blocks tends to infinity) for a large class of ensembles of unitarily invariant random matrices. Furthermore, it is shown the asymptotic freeness…

Probability · Mathematics 2024-05-28 James A. Mingo , Mihai Popa

Order statistics theory is applied in this paper to probabilistic robust control theory to compute the minimum sample size needed to come up with a reliable estimate of an uncertain quantity under continuity assumption of the related…

Optimization and Control · Mathematics 2008-05-13 Xinjia Chen , Kemin Zhou

In most data-scientific approaches, the principle of Maximum Entropy (MaxEnt) is used to a posteriori justify some parametric model which has been already chosen based on experience, prior knowledge or computational simplicity. In a…

Methodology · Statistics 2022-06-29 Orestis Loukas , Ho Ryun Chung

We propose a novel method for analysis of experimental data obtained at relativistic nucleus-nucleus collisions. The method, based on the ideas of Random Matrix Theory, is applied to detect systematic errors that occur at measurements of…

High Energy Physics - Experiment · Physics 2009-11-11 E. I. Shahaliev , R. G. Nazmitdinov , A. A. Kuznetsov , M. K. Suleymanov , O. V. Teryaev

We use ab initio electronic-structure methods to investigate random-matrix theory (RMT) universality in molecular electronic structure. Using single-reference electronic structure methods, including Hartree-Fock, configuration-interaction…

Strongly Correlated Electrons · Physics 2026-02-26 Zhen Tao , Victor Galitski

Generic rotationally invariant random matrix models satisfy a simple relation: the probability distribution of off-diagonal elements and the one of half the difference between any two diagonal elements coincide. In the spirit of the…

Statistical Mechanics · Physics 2020-01-15 Laura Foini , Jorge Kurchan

The Eigenstate Thermalization Hypothesis (ETH) was developed as a framework for understanding how the principles of statistical mechanics emerge in the long-time limit of isolated quantum many-body systems. Since then, ETH has shifted the…

Statistical Mechanics · Physics 2025-12-01 Elisa Vallini , Laura Foini , Silvia Pappalardi

In these lectures we discuss some elementary concepts in connection with the theory of symmetric spaces applied to ensembles of random matrices. We review how the relationship between random matrix theory and symmetric spaces can be used in…

Mathematical Physics · Physics 2007-05-23 Ulrika Magnea

Universality of local eigenvalue statistics is one of the most striking phenomena of Random Matrix Theory, that also accounts for a lot of the attention that the field has attracted over the past 15 years. In this paper we focus on the…

Probability · Mathematics 2015-10-29 Thomas Kriecherbauer , Kristina Schubert

Following the derivation of the trace formulae in the first paper in this series, we establish here a connection between the spectral statistics of random regular graphs and the predictions of Random Matrix Theory (RMT). This follows from…

Mathematical Physics · Physics 2010-04-28 Idan Oren , Uzy Smilansky

In this article the statistical properties of symmetrical random matrices whose elements are drawn from a q-parametrized non-extensive statistics power-law distribution are investigated. In the limit as q->1 the well known Gaussian…

Statistical Mechanics · Physics 2007-05-23 John Evans , Fredrick Michael

Entropy and relative or cross entropy measures are two very fundamental concepts in information theory and are also widely used for statistical inference across disciplines. The related optimization problems, in particular the maximization…

Statistics Theory · Mathematics 2021-06-18 Abhik Ghosh , Ayanendranath Basu

The intrinsic dynamical complexity of classically chaotic systems enforces a universal description of the transport properties of their wave-mechanical analogues. These universal rules have been established within the framework of linear…

Optics · Physics 2023-01-02 Cheng-Zhen Wang , Rodion Kononchuk , Ulrich Kuhl , Tsampikos Kottos

We perform a Random Matrix Theory (RMT) analysis of the quantum four-state chiral Potts chain for different sizes of the chain up to size L=8. Our analysis gives clear evidence of a Gaussian Orthogonal Ensemble statistics, suggesting the…

Statistical Mechanics · Physics 2008-11-26 J. -Ch. Angles d'Auriac , J. -M. Maillard , C. M. Viallet

Through simple analytical calculations and numerical simulations, we demonstrate the generic existence of a self-organized macroscopic state in any large multivariate system possessing non-vanishing average correlations between a finite…

Statistical Mechanics · Physics 2015-06-24 Y. Malevergne , D. Sornette

A general theory for computing information transfers in nonlinear stochastic systems driven by deterministic forcing and additive and/or multiplicative noises, is presented. It extends the Liang-Kleeman framework of causality inference to…

Chaotic Dynamics · Physics 2023-10-12 Carlos A. Pires , David Docquier , Stéphane Vannitsem

An underlying fundamental assumption in relativistic perturbation theory is the existence of a parametric family of spacetimes that can be Taylor expanded around a background. Since the choice of the latter is crucial, sometimes it is…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Carlos F. Sopuerta , Marco Bruni , Leonardo Gualtieri
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