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The cross correlation matrix between equities comprises multiple interactions between traders with varying strategies and time horizons. In this paper, we use the Maximum Overlap Discrete Wavelet Transform to calculate correlation matrices…

Statistical Finance · Quantitative Finance 2010-01-05 Thomas Conlon , Heather J. Ruskin , Martin Crane

The random matrix ensembles (RME) of Hamiltonian matrices, e.g. Gaussian random matrix ensembles (GRME) and Ginibre random matrix ensembles (Ginibre RME), are applicable to following quantum statistical systems: nuclear systems, molecular…

Statistical Mechanics · Physics 2007-05-23 Maciej M. Duras

The Eigenstate Thermalization Hypothesis (ETH) was developed as a framework for understanding how the principles of statistical mechanics emerge in the long-time limit of isolated quantum many-body systems. Since then, ETH has shifted the…

Statistical Mechanics · Physics 2025-12-01 Elisa Vallini , Laura Foini , Silvia Pappalardi

Understanding how out-of-equilibrium states thermalize under quantum unitary dynamics is an important problem in many-body physics. In this work, we propose a statistical ansatz for the matrix elements of non-equilibrium initial states in…

Statistical Mechanics · Physics 2025-04-30 Laura Foini , Anatoly Dymarsky , Silvia Pappalardi

The Eigenstate Thermalization Hypothesis(ETH) is a standard tool to understand the thermalization properties of an isolated quantum system. Its generalization to higher order correlations of matrix elements of local operators, dubbed the…

Statistical Mechanics · Physics 2025-10-08 Tanay Pathak

We add the magnetic degrees of freedom to the widely used Gaussian Approximation Potential of machine learning (ML) and present a model that describes the potential energy surface of a crystal based on the atomic coordinates as well as…

Materials Science · Physics 2026-04-13 Yuqiang Gao , Menno Bokdam , Paul J. Kelly

We introduce the cut averaged entanglement entropy in disordered periodic spin chains and prove it to be a concave function of subsystem size for individual eigenstates. This allows us to identify the entanglement scaling as a function of…

Strongly Correlated Electrons · Physics 2016-11-21 Xiongjie Yu , David J. Luitz , Bryan K. Clark

The search for novel entangled phases of matter has lead to the recent discovery of a new class of ``entanglement transitions'', exemplified by random tensor networks and monitored quantum circuits. Most known examples can be understood as…

Disordered Systems and Neural Networks · Physics 2021-10-04 Raimel Medina , Romain Vasseur , Maksym Serbyn

Although random matrix theory provides a fundamental framework for characterizing quantum chaos, encompassing both ergodic and localized phases, a comprehensive understanding of the universal features governing the critical transition…

Quantum Physics · Physics 2026-04-30 S. Mal , D. K. Nandy , B. K. Sahoo

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…

Quantum Physics · Physics 2012-03-15 Vinayak , Marko Znidaric

Restricted Boltzmann Machines (RBMs) offer a versatile architecture for unsupervised machine learning that can in principle approximate any target probability distribution with arbitrary accuracy. However, the RBM model is usually not…

Machine Learning · Computer Science 2022-09-27 Lennart Dabelow , Masahito Ueda

The eigenstates of many-body localized (MBL) Hamiltonians exhibit low entanglement. We adapt the highly successful density-matrix renormalization group method, which is usually used to find modestly entangled ground states of local…

Disordered Systems and Neural Networks · Physics 2016-08-23 Vedika Khemani , Frank Pollmann , S. L. Sondhi

We study the transitions between ergodic and many-body localized phases in spin systems, subject to quenched disorder, including the Heisenberg chain and the central spin model. In both cases systems with common spin lengths $1/2$ and $1$…

Disordered Systems and Neural Networks · Physics 2021-05-19 John Schliemann , Joao Vitor I. Costa , Paul Wenk , J. Carlos Egues

We study the distribution of the Schmidt coefficients of the reduced density matrix of a quantum system in a pure state. By applying general methods of statistical mechanics, we introduce a fictitious temperature and a partition function…

Quantum Physics · Physics 2010-07-05 A. De Pasquale , P. Facchi , G. Parisi , S. Pascazio , A. Scardicchio

Direct simulation of biomolecular dynamics in thermal equilibrium is challenging due to the metastable nature of conformation dynamics and the computational cost of molecular dynamics. Biased or enhanced sampling methods may improve the…

Chemical Physics · Physics 2015-06-12 Benjamin Trendelkamp-Schroer , Frank Noe

We use the Random Matrix Theory (RMT) to study the probability distribution function and moments of the wave power transmitted inside systems with ergodic wave motion. The results describe either open multichannel systems or their closed…

Mesoscale and Nanoscale Physics · Physics 2009-11-07 Igor Rozhkov , Yan V. Fyodorov , Richard L. Weaver

We propose a thermodynamic multi-state spin model in order to describe equilibrial behavior of a society. Our model is inspired by the Axelrod model used in social network studies. In the framework of the statistical mechanics language, we…

Physics and Society · Physics 2015-01-09 Jozef Genzor , Vladimir Buzek , Andrej Gendiar

A method of the self-consistent calculation of the thermodynamical and correlation functions is presented. This approach is based on the GRPA (generalized random phase approximation) scheme with the inclusion of the mean field corrections.…

Superconductivity · Physics 2016-08-31 I. V. Stasyuk , A. M. Shvaika , K. V. Tabunshchyk

We review some recent developments in the statistical mechanics of isolated quantum systems. We provide a brief introduction to quantum thermalization, paying particular attention to the `Eigenstate Thermalization Hypothesis' (ETH), and the…

Statistical Mechanics · Physics 2015-04-07 Rahul Nandkishore , David A. Huse

We derive rates of convergence for limit theorems that reveal the intricate structure of the phase transitions in a mean-field version of the Blume-Emery-Griffith model. The theorems consist of scaling limits for the total spin. The model…

Probability · Mathematics 2015-06-15 Peter Eichelsbacher , Bastian Martschink