Related papers: Random Matrix approach to collective behavior and …
The density of vibrational states for glasses and jammed solids exhibits universal features, including an excess of modes above the Debye prediction known as the boson peak located at a frequency $\omega^*$ . We show that the eigenvector…
We introduce a random matrix framework for studying statistical-mechanical lattice systems through spectral observables. Equilibrium configurations sampled from a Boltzmann measure are mapped to matrix ensembles whose covariance structure…
Synchronized measurements of a large power grid enable an unprecedented opportunity to study the spatialtemporal correlations. Statistical analytics for those massive datasets start with high-dimensional data matrices. Uncertainty is…
We consider the adjacency matrix of the ensemble of Erd\H{o}s-R\'enyi random graphs which consists of graphs on $N$ vertices in which each edge occurs independently with probability $p$. We prove that in the regime $pN \gg 1$ these matrices…
Random-matrix theory is applied to transition-rate matrices in the Pauli master equation. We study the distribution and correlations of eigenvalues, which govern the dynamics of complex stochastic systems. Both the cases of identical and of…
Random matrix theory of the transition strengths is applied to transport in the strongly localized regime. The crossover distribution function between the different ensembles is derived and used to predict quantitatively the {\sl universal}…
We apply random matrix theory to study the impact of measurement uncertainty on dynamic mode decomposition. Specifically, when the measurements follow a normal probability density function, we show how the moments of that density propagate…
We analyze statistical properties of the complex system with conditions which manifests through specific constraints on the column/row sum of the matrix elements. The presence of additional constraints besides symmetry leads to new…
Recent theoretical studies of chaotic scattering have encounted ensembles of random matrices in which the eigenvalue probability density function contains a one-body factor with an exponent proportional to the number of eigenvalues. Two…
We demonstrate that the update of weight matrices in learning algorithms can be described in the framework of Dyson Brownian motion, thereby inheriting many features of random matrix theory. We relate the level of stochasticity to the ratio…
Random matrix theory (RMT) provides a successful model for quantum systems, whose classical counterpart has a chaotic dynamics. It is based on two assumptions: (1) matrix-element independence, and (2) base invariance. Last decade witnessed…
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…
We introduce the concept of Randomly Modulated Gaussian Processes as a unifying framework for modeling, analyzing and classifying anomalous diffusion models in heterogeneous media. This formulation incorporates correlations in the…
We study universal traits which emerge both in real-world complex datasets, as well as in artificially generated ones. Our approach is to analogize data to a physical system and employ tools from statistical physics and Random Matrix Theory…
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…
We study time evolution of a subsystem's density matrix under unitary evolution, generated by a sufficiently complex, say quantum chaotic, Hamiltonian, modeled by a random matrix. We exactly calculate all coherences, purity and…
We derive a simple formula for the transformation of an arbitrary covariance matrix of (n+2) bosonic modes under general Bell-like detections, where the last two modes are combined in an arbitrary beam splitter (i.e., with arbitrary…
We discuss analytical results for a run-and-tumble particle (RTP) in one dimension in presence of boundary reservoirs. It exhibits `kinetic boundary layers', nonmonotonous distribution, current without density gradient, diffusion…
A quantum finite multi-barrier system, with a periodic potential, is considered and exact expressions for its plane wave amplitudes are obtained using the Transfer Matrix method [10]. This quantum model is then associated with a stochastic…
The apparent randomness of chaotic eigenstates in interacting quantum systems hides subtle correlations dynamically imposed by their finite energy per particle. These correlations are revealed when Berrys approach for chaotic eigenfunctions…