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In this set of five lectures the authors have presented techniques to analyze open classical and quantum systems using correlation matrices. For diverse reasons we shall see that random matrices play an important role to describe a null…

Mathematical Physics · Physics 2014-02-12 Vinayak , Thomas H. Seligman

In my lectures at the Les Houches Summer School 2008, I discussed central concepts of computational statistical physics, which I felt would be accessible to the very cross-cultural audience at the school. I started with a discussion of…

Statistical Mechanics · Physics 2009-01-19 Werner Krauth

In this thesis manuscript we explore different facets of random tensor models. These models have been introduced to mimic the incredible successes of random matrix models in physics, mathematics and combinatorics. After giving a very short…

Mathematical Physics · Physics 2015-12-07 Stephane Dartois

We adjust the classical random waypoint mobility model used in the study of telecommunication networks to a more realistic setting by allowing participants of the network to return to popular places and individual homes. We show that the…

Probability · Mathematics 2020-09-08 Carina Betken , Hanna Döring

The following is a short report about recent work on discrete physics/mathematics on the Planckscale and the use of the concept of ''random graphs'' in this business, appearing in the group21-proceedings (Gosslar 1996)

High Energy Physics - Theory · Physics 2007-05-23 Manfred Requardt

Random Matrix theory has become a field on its own with a breadth of new results, techniques, and ideas in the last thirty years. In these proceedings of the 8ECM 2021, I illustrate some of these advances by describing what is known about…

Probability · Mathematics 2021-12-13 Alice Guionnet

This document presents the material of two lectures on statistical physics and neural representations, delivered by one of us (R.M.) at the Fundamental Problems in Statistical Physics XIV summer school in July 2017. In a first part, we…

Data Analysis, Statistics and Probability · Physics 2018-06-13 Simona Cocco , Rémi Monasson , Lorenzo Posani , Sophie Rosay , Jérôme Tubiana

This in an introduction to random matrix theory, giving an impression of some of the most important aspects of this modern subject. In particular, it covers the basic combinatorial and analytic theory around Wigner's semicircle law,…

Probability · Mathematics 2020-09-14 Roland Speicher

These notes constitute the basis for the lectures given by the author at Centre de recherches math\'ematiques (CRM) at Universit\'e de Montreal, as part of the thematic semester on "Mathematical challenges in many-body physics and quantum…

Probability · Mathematics 2018-12-10 Raluca M. Balan

For a long time, detection and parameter estimation methods for signal processing have relied on asymptotic statistics as the number $n$ of observations of a population grows large comparatively to the population size $N$, i.e. $n/N\to…

Information Theory · Computer Science 2012-06-20 Romain Couillet , Merouane Debbah

The physics of randomness and regularities for languages (mother tongues) and their lifetimes and family trees and for the second languages are studied in terms of two opposite processes; random multiplicative noise [1], and fragmentation…

Physics and Society · Physics 2007-07-20 Caglar Tuncay

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

Courses in electromagnetism and related technical subjects are often dominated by lecture-heavy instruction and complex mathematical concepts, which can make it difficult for students to stay engaged. This is particularly problematic in…

Physics Education · Physics 2026-03-17 Ana S. Domenech , Antonio Alex-Amor

The wave propagation in random medium plays a critical role in optics and quantum physics. Multiple scattering of coherent wave in a random medium determines the transport procedure. Brownian motions of the scatterers perturb each…

Optics · Physics 2022-01-25 Peng Miao , Yifan Zhang , Cheng Wang , Shanbao Tong

This book collects the lectures about graph theory and its applications which were given to students of mathematical departments of Moscow State University and Peking University. Graph theory is a very wide field with a lot of applications…

Social and Information Networks · Computer Science 2024-10-15 Mikhail Tuzhilin , Dong Zhang

We present a brief overview of random matrix theory (RMT) with the objectives of highlighting the computational results and applications in financial markets as complex systems. An oft-encountered problem in computational finance is the…

Statistical Finance · Quantitative Finance 2018-09-27 Hirdesh K. Pharasi , Kiran Sharma , Anirban Chakraborti , Thomas H. Seligman

Non-asymptotic theory of random matrices strives to investigate the spectral properties of random matrices, which are valid with high probability for matrices of a large fixed size. Results obtained in this framework find their applications…

Probability · Mathematics 2013-08-02 Mark Rudelson

Efficient networking has a substantial economic and societal impact in a broad range of areas including transportation systems, wired and wireless communications and a range of Internet applications. As transportation and communication…

Physics and Society · Physics 2015-05-30 Chi Ho Yeung , David Saad

The aim of this note (as well as of the course itself) is to give a largely self-contained proof of two of the main results in the field of low-rank matrix recovery. This field aims for identification of low-rank matrices from only limited…

Functional Analysis · Mathematics 2016-09-27 Jan Vybiral

The present overview of interacting particle systems on random graphs collects the notes of a mini-course given by the authors at the Brazilian School of Probability, 5--9 August 2024, in Salvador, Bahia, Brazil. The content is a personal…

Probability · Mathematics 2024-10-24 F. Capannoli , F. den Hollander