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Since it was first applied to the study of nuclear interactions by Wigner and Dyson, almost 60 years ago, Random Matrix Theory (RMT) has developed into a field of its own within applied mathematics, and is now essential to many parts of…
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…
Around 1950, Wigner introduced the idea of modelling physical reality with an ensemble of random matrices while studying the energy levels of heavy atomic nuclei. Since then, the field of random-matrix theory has grown tremendously, with…
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…
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…
We review the development of random-matrix theory (RMT) during the last decade. We emphasize both the theoretical aspects, and the application of the theory to a number of fields. These comprise chaotic and disordered systems, the…
For systems whose classical dynamics is chaotic, it is generally believed that the local statistical properties of the quantum energy levels are well described by Random Matrix Theory. We present here two counterexamples - the hydrogen atom…
Quantum chaotic systems are conjectured to display a spectrum whose fine-grained features (gaps and correlations) are well described by Random Matrix Theory (RMT). We propose and develop a complementary version of this conjecture: quantum…
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…
Random Matrix Theory (RMT) has successfully modeled diverse systems, from energy levels of heavy nuclei to zeros of $L$-functions; this correspondence has allowed RMT to successfully predict many number theoretic behaviors. However there…
We present an analysis of the quantum adiabatic algorithm for solving hard instances of 3-SAT (an NP-complete problem) in terms of Random Matrix Theory (RMT). We determine the global regularity of the spectral fluctuations of the…
In this paper, we study the limiting distribution of the eigenvalues for random tridiagonal matrix models. The limiting distribution is well described by its moments. Here, an analytical approach allows us, as in the case of Wigner…
We consider a family of random matrix ensembles (RME) invariant under similarity transformations and described by the probability density $P({\bf H})= \exp[-{\rm Tr}V({\bf H})]$. Dyson's mean field theory (MFT) of the corresponding plasma…
Random matrix theory (RMT) provides a common mathematical formulation of distinct physical questions in three different areas: quantum chaos, the 1-d integrable model with the $1/r^2$ interaction (the Calogero-Sutherland-Moser system), and…
Random Matrix Theory (RMT) has successfully modeled diverse systems, from energy levels of heavy nuclei to zeros of $L$-functions. Many statistics in one can be interpreted in terms of quantities of the other; for example, zeros of…
Correlation functions involving products and ratios of half-integer powers of characteristic polynomials of random matrices from the Gaussian Orthogonal Ensemble (GOE) frequently arise in applications of Random Matrix Theory (RMT) to…
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…
We present a systematic construction of probes into the dynamics of isospectral ensembles of Hamiltonians by the notion of Isospectral twirling, expanding the scopes and methods of ref.[1]. The relevant ensembles of Hamiltonians are those…
Krylov space methods provide an efficient framework for analyzing the dynamical aspects of quantum systems, with tridiagonal matrices playing a key role. Despite their importance, the behavior of such matrices from chaotic to integrable…
The study of dissipation and decoherence in generic open quantum systems recently led to the investigation of spectral and steady-state properties of random Lindbladian dynamics. A natural question is then how realistic and universal those…