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Random Matrix Theory is a powerful tool in applied mathematics. Three canonical models of random matrix distributions are the Gaussian Orthogonal, Unitary and Symplectic Ensembles. For matrix ensembles defined on k-fold tensor products of…
We demonstrate the convergence of the characteristic polynomial of several random matrix ensembles to a limiting universal function, at the microscopic scale. The random matrix ensembles we treat are classical compact groups and the…
We introduce a random interaction matrix model (RIMM) for finite-size strongly interacting fermionic systems whose single-particle dynamics is chaotic. The model is applied to Coulomb blockade quantum dots with irregular shape to describe…
We investigate the distribution of roots of polynomials of high degree with random coefficients which, among others, appear naturally in the context of "quantum chaotic dynamics". It is shown that under quite general conditions their roots…
We semiclassically derive the leading off-diagonal correction to the spectral form factor of quantum systems with a chaotic classical counterpart. To this end we present a phase space generalization of a recent approach for uniformly…
We consider symmetric and Hermitian random matrices whose entries are independent and symmetric random variables with an arbitrary variance pattern. Under a novel Short-to-Long Mixing condition, which is sharp in the sense that it precludes…
We present a random matrix model suitable for the quantum mechanical description of a particle confined to move inside a two-dimensional domain. Here, the ensemble average corresponds to an average over domain shapes. Although this approach…
The curious connection between the spacings of the eigenvalues of random matrices and the corresponding spacings of the non trivial zeros of the Riemann zeta function is analyzed on the basis of the geometric dynamical global program of…
We consider real symmetric and complex Hermitian random matrices with the additional symmetry $h_{xy}=h_{N-x,N-y}$. The matrix elements are independent (up to the fourfold symmetry) and not necessarily identically distributed. This ensemble…
The ratio of two consecutive level spacings has emerged as a very useful metric in investigating universal features exhibited by complex spectra. It does not require the knowledge of density of states and is therefore quite convenient to…
In classical systems, our recent theoretical study provides new insight into how spatial constraint on the system connects with macroscopic properties, which lead to universal representation of equilibrium macroscopic physical property and…
We investigate the spectral properties of a generalized GOE (Gaussian Orthogonal Ensemble) capable of describing critical statistics. The joint distribution of eigenvalues of this model is expressed as the diagonal element of the density…
The generalized Rosenzweig-Porter model with real (GOE) off-diagonal entries arguably constitutes the simplest random matrix ensemble displaying a phase with fractal eigenstates, which we characterize here by using replica methods. We first…
This thesis deals with the geometric and integrable aspects associated with random matrix models. Its purpose is to provide various applications of random matrix theory, from algebraic geometry to partial differential equations of…
We consider an ensemble of $2\times 2$ normal matrices with complex entries representing operators in the quantum mechanics of 2 - level parity-time reversal (PT) symmetric systems. The randomness of the ensemble is endowed by obtaining…
The random matrix ensembles (RME) of quantum statistical Hamiltonian operators, e.g. Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applied to following quantum statistical systems: nuclear…
We consider random Hermitian matrices made of complex or real $M\times N$ rectangular blocks, where the blocks are drawn from various ensembles. These matrices have $N$ pairs of opposite real nonvanishing eigenvalues, as well as $M-N$ zero…
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…
The paper discusses progress in understanding statistical properties of complex eigenvalues (and corresponding eigenvectors) of weakly non-unitary and non-Hermitian random matrices. Ensembles of this type emerge in various physical…
Spectral statistics of quantum chaotic systems are governed by random matrix universality. In many cases of interest, time-reversal symmetry selects the Gaussian Orthogonal Ensemble (GOE) as the relevant universality class. In holographic…