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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

Parametric fluctuations or stochastic signals are introduced into the control pulse sequence to investigate the feasibility of random control over quantum open systems. In a large parameter error region, the out-of-order control pulses work…

Quantum Physics · Physics 2014-09-19 Jun Jing , C. Allen Bishop , Lian-Ao Wu

We employ the random matrix theory (RMT) framework to revisit the distribution of resonance widths in quantum chaotic systems weakly coupled to the continuum via a finite number M of open channels. In contrast to the standard first-order…

Mesoscale and Nanoscale Physics · Physics 2015-06-10 Yan V. Fyodorov , Dmitry V. Savin

We consider an open (scattering) quantum system under the action of a perturbation of its closed counterpart. It is demonstrated that the resulting shift of resonance widths is a sensitive indicator of the non-orthogonality of resonance…

Mesoscale and Nanoscale Physics · Physics 2012-05-04 Y. V. Fyodorov , D. V. Savin

New fluctuation properties arise in problems where both spatial integration and energy summation are necessary ingredients. The quintessential example is given by the short-range approximation to the first order ground state contribution of…

Mesoscale and Nanoscale Physics · Physics 2009-11-13 Steven Tomsovic , Denis Ullmo , Arnd Baecker

The spectral form factor of quantum chaotic systems has the familiar `ramp $+$ plateau' form. Techniques to determine its form in the semiclassical or the thermodynamic limit have been devised, in both cases based on the average over an…

Statistical Mechanics · Physics 2024-10-16 Guy Bunin , Laura Foini , Jorge Kurchan

Given a quantum semitoric system composed of pseudodifferential operators, Berezin-Toeplitz operators, or a combination of both, we obtain explicit formulas for recovering, from the semiclassical asymptotics of the joint spectrum, all…

Mathematical Physics · Physics 2024-05-24 Yohann Le Floch , San Vũ Ngoc

Some recent publications by authors from the University of Maryland analyse the fluctuations of multi-port model parameters in stochastic environments. These authors use random matrix theory (RMT) for estimates concerning eigenfunction…

Mathematical Physics · Physics 2011-11-10 Bastiaan Michielsen , Francois Issac , Isabelle Junqua , Cecile Fiachetti

The Hungarian physicist Eugene Wigner introduced random matrix models in physics to describe the energy spectra of atomic nuclei. As such, the main goal of Random Matrix Theory (RMT) has been to derive the eigenvalue statistics of matrices…

High Energy Physics - Theory · Physics 2022-10-03 Vijay Balasubramanian , Javier M. Magan , Qingyue Wu

It is described how one comes to the Wigner-Dyson random matrix theory (RMT) starting from a model of a disordered metal. The lectures start with a historical introduction where basic ideas of the RMT and theory of disordered metals are…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 K. B. Efetov

The performance analysis of random vector channels, particularly multiple-input-multiple-output (MIMO) channels, has largely been established in the asymptotic regime of large channel dimensions, due to the analytical intractability of…

Information Theory · Computer Science 2015-01-05 Yuxin Chen , Andrea J. Goldsmith , Yonina C. Eldar

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

Assuming the validity of random matrices for describing the statistics of a closed chaotic quantum system, we study analytically some statistical properties of the S-matrix characterizing scattering in its open counterpart. In the first…

Mesoscale and Nanoscale Physics · Physics 2016-08-31 Yan. V. Fyodorov , H. -J. Sommers

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

We use random matrix theory to study the spectrum of random geometric graphs, a fundamental model of spatial networks. Considering ensembles of random geometric graphs we look at short range correlations in the level spacings of the…

Physics and Society · Physics 2017-06-08 Carl P. Dettmann , Orestis Georgiou , Georgie Knight

Quantum many-body systems are commonly considered as quantum chaotic if their spectral statistics, such as the level spacing distribution, agree with those of random matrix theory. Using the example of the kicked Ising chain we demonstrate…

Quantum Physics · Physics 2023-10-16 Tabea Herrmann , Maximilian F. I. Kieler , Arnd Bäcker

It has been observed that an interesting class of non-Gaussian stationary processes is obtained when in the harmonics of a signal with random amplitudes and phases, frequencies can also vary randomly. In the resulting models, the…

Probability · Mathematics 2019-11-19 Anastassia Baxevani , Krzysztof Podgórski

We define a class of quantum systems called regular quantum graphs. Although their dynamics is chaotic in the classical limit with positive topological entropy, the spectrum of regular quantum graphs is explicitly computable analytically…

Quantum Physics · Physics 2007-05-23 R. Blümel , Yu. Dabaghian , R. V. Jensen

The symmetry of chaotic systems plays a pivotal role in determining the universality class of spectral statistics and dynamical behaviors, which can be described within the framework of random matrix theory. Understanding the influence of…

Statistical Mechanics · Physics 2024-10-08 Fuxing Chen , Ping Fang

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