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Random Matrix Theory (RMT) is capable of making predictions for the spectral fluctuations of a physical system only after removing the influence of the level density by unfolding the spectra. When the level density is known, unfolding is…

Statistical Mechanics · Physics 2013-12-16 Ashraf A. Abul-Magd , Adel Y. Abul-Magd

Random matrix theory is finding an increasing number of applications in the context of information theory and communication systems, especially in studying the properties of complex networks. Such properties include short-term and long-term…

Mathematical Physics · Physics 2015-01-13 Sherif M. Abuelenin , Adel Y. Abul-Magd

Scattering of electromagnetic waves in billiard-like systems has become a standard experimental tool of studying properties associated with Quantum Chaos. Random Matrix Theory (RMT) describing statistics of eigenfrequencies and associated…

Disordered Systems and Neural Networks · Physics 2021-05-11 Yan V Fyodorov

We review the ideas of how random matrix theory has to be properly applied to quantum physics; particularly we focus on how the spectrum has to be properly prepared and the random matrix correctly identified before the random matrix and the…

Quantum Physics · Physics 2026-04-28 Mario Kieburg

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…

Chaotic Dynamics · Physics 2011-09-27 A. Y. Abul-Magd

Spectra of ordered eigenvalues of finite Random Matrices are interpreted as a time series. Dataadaptive techniques from signal analysis are applied to decompose the spectrum in clearly differentiated trend and fluctuation modes, avoiding…

Chaotic Dynamics · Physics 2013-12-12 Ruben Fossion , Gamaliel Torres Vargas , Juan Carlos López Vieyra

This article is an introductory review of random matrix theory (RMT) and its applications, with special focus on quantum chaos. Random matrices were first used by Wigner to understand the spectra of complex nuclei from a statistical…

Statistical Mechanics · Physics 2019-05-28 Akhilesh Pandey , Avanish Kumar , Sanjay Puri

In comparing the behavior of an energy spectrum to the predictions of random matrix theory one must transform the spectrum such that the averaged level spacing is constant, a procedure known as unfolding. Once energy spectrums belong to an…

Disordered Systems and Neural Networks · Physics 2023-06-14 Richard Berkovits

We apply Tsallis's q-indexed nonextensive entropy to formulate a random matrix theory (RMT), which may be suitable for systems with mixed regular-chaotic dynamics. We consider the super-extensive regime of q < 1. We obtain analytical…

Mathematical Physics · Physics 2011-12-06 A. Abd El-Hady , A. Y. Abul-Magd

A recently developed wavelet based approach is employed to characterize the scaling behavior of spectral fluctuations of random matrix ensembles, as well as complex atomic systems. Our study clearly reveals anti-persistent behavior and…

Chaotic Dynamics · Physics 2009-11-11 P. Manimaran , Prasanta K. Panigrahi , P. Anantha Lakshmi

We present experimental and theoretical results for the fluctuation properties in the incomplete spectra of quantum systems with symplectic symmetry and a chaotic dynamics in the classical limit. To obtain theoretical predictions, we extend…

Quantum Physics · Physics 2021-05-11 Jiongning Che , Junjie Lu , 2 Xiaodong Zhang , 1 Barbara Dietz , Guozhi Chai

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

We investigate spectral fluctuations in multilayer networks within the random matrix theory (RMT) framework to characterize universal and non-universal features. The adjacency matrix of a multilayer network exhibits a block structure, with…

Mathematical Physics · Physics 2025-08-19 Himanshu Shekhar , Ashutosh Dheer , Santosh Kumar , N. Sukumar

Random Matrix Theory (RMT) is a powerful statistical tool to model spectral fluctuations. This approach has also found fruitful application in Quantum Chromodynamics (QCD). Importantly, RMT provides very efficient means to separate…

High Energy Physics - Lattice · Physics 2016-08-25 T. Guhr , J. -Z. Ma , S. Meyer , T. Wilke

It recently has been found that methods of the statistical theories of spectra can be a useful tool in the analysis of spectra far from levels of Hamiltonian systems. Several examples originate from areas, such as quantitative linguistics…

Statistical Mechanics · Physics 2020-05-26 Rongrong Xie , Weibing Deng , Mauricio P. Pato

Random matrix theory (RMT) is based on two assumptions: (1) matrix-element independence, and (2) base invariance. Most of the proposed generalizations keep the first assumption and violate the second. Recently, several authors presented…

Statistical Mechanics · Physics 2009-07-14 A. Y. Abul-Magd

The application of random-matrix theory (RMT) to compound-nucleus (CN) reactions is reviewed. An introduction into the basic concepts of nuclear scattering theory is followed by a survey of phenomenological approaches to CN scattering. The…

Nuclear Theory · Physics 2015-05-18 G. E. Mitchell , A. Richter , H. A. Weidenmueller

In this paper, we consider the singular values and singular vectors of low rank perturbations of large rectangular random matrices, in the regime the matrix is "long": we allow the number of rows (columns) to grow polynomially in the number…

Probability · Mathematics 2021-10-22 Gérard Ben Arous , Daniel Zhengyu Huang , Jiaoyang Huang

The statistical properties of the quantum chaotic spectra have been studied, so far, only up to the second order correlation effects. The numerical as well as the analytical evidence that random matrix theory can successfully model the…

Condensed Matter · Physics 2009-10-28 Pragya Shukla

Problems in applying random-matrix theory (RMT) to nuclear reactions arise in two domains. To justify the approach, statistical properties of isolated resonances observed experimentally must agree with RMT predictions. That agreement is…

Nuclear Theory · Physics 2015-06-18 H. A. Weidenmueller
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