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Recently, the singular value decomposition (SVD) was applied to standard Gaussian ensembles of Random Matrix Theory (RMT) to determine the scale invariance in the spectral fluctuations without performing any unfolding procedure. Here, SVD…

Chaotic Dynamics · Physics 2018-08-10 G. Torres Vargas , R. Fossion , J. A. Méndez-Bermúdez , J. C. López Vieyra

The statistics of random-matrix spectra can be very sensitive to the unfolding procedure that separates global from local properties. In order to avoid the introduction of possible artifacts, recently it has been applied to ergodic…

Chaotic Dynamics · Physics 2019-11-05 R. Fossion , G. Torres-Vargas

Random matrix theory (RMT) provides a framework to study the spectral fluctuations in physical systems. RMT is capable of making predictions for the fluctuations only after the removal of the secular properties of the spectrum. Spectral…

Statistical Mechanics · Physics 2018-03-02 Sherif M. Abuelenin

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

Disordered quantum systems feature an energy scale know as the Thouless energy. For energy ranges below this scale, the properties of the energy spectrum can be described by random matrix theory. Above this scale a different behavior sets…

Mesoscale and Nanoscale Physics · Physics 2021-09-01 Richard Berkovits

In approximate ground states obtained from imaginary-time evolution, the spectrum of the state -- its decomposition into exact energy eigenstates -- falls off exponentially with the energy. Here we consider the energy spectra of approximate…

Strongly Correlated Electrons · Physics 2025-01-22 J. Maxwell Silvester , Giuseppe Carleo , Steven R. White

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

Matrix inversion problems are often encountered in experimental physics, and in particular in high-energy particle physics, under the name of unfolding. The true spectrum of a physical quantity is deformed by the presence of a detector,…

Machine Learning · Statistics 2020-09-08 Pietro Vischia

Analyzing complex experimental data with multiple parameters is challenging. We propose using Singular Value Decomposition (SVD) as an effective solution. This method, demonstrated through real experimental data analysis, surpasses…

Data Analysis, Statistics and Probability · Physics 2024-07-24 Judith F. Stein , Aviad Frydman , Richard Berkovits

We consider nearest neighbor spacing distributions of composite ensembles of levels. These are obtained by combining independently unfolded sequences of levels containing only few levels each. Two problems arise in the spectral analysis of…

Data Analysis, Statistics and Probability · Physics 2009-11-07 A. Y. Abul-Magd , H. L. Harney , M. H. Simbel , H. A. Weidenmueller

We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…

Probability · Mathematics 2015-11-11 Kristina Schubert , Martin Venker

Concatenating matrices is a common technique for uncovering shared structures in data through singular value decomposition (SVD) and low-rank approximations. The fundamental question arises: How does the singular value spectrum of the…

Machine Learning · Computer Science 2025-07-01 Maksym Shamrai

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

Singular Value Decomposition (SVD) is a powerful tool for multivariate analysis. However, independent computation of the SVD for each sample taken from a bandlimited matrix random process will result in singular value sample paths whose…

Statistics Theory · Mathematics 2007-06-13 D. W. Browne , M. W. Browne , M. P. Fitz

We show that when an isolated doublet of unbound states of a physical system becomes degenerate for some values of the control parameters of the system, the energy hypersurfaces representing the complex resonance energy eigenvalues as…

Quantum Physics · Physics 2007-05-23 E. Hernandez , A. Jauregui , A. Mondragon , L. Nellen

We solve the random energy model when the energies of the configurations take only integer values. In the thermodynamic limit, the average overlaps remain size dependent and oscillate as the system size increases. While the extensive part…

Disordered Systems and Neural Networks · Physics 2022-06-22 Bernard Derrida , Peter Mottishaw

Unfolding, in the context of high-energy particle physics, refers to the process of removing detector distortions in experimental data. The resulting unfolded measurements are straightforward to use for direct comparisons between…

Several spectral fluctuation measures of random matrix theory (RMT) have been applied in the study of spectral properties of networks. However, the calculation of those statistics requires performing an unfolding procedure, which may not be…

Disordered Systems and Neural Networks · Physics 2019-11-14 G. Torres-Vargas , R. Fossion , J. A. Méndez-Bermúdez

Unfolding is a well-established tool in particle physics. However, a naive application of the standard regularization techniques to unfold the momentum spectrum of protons ejected in the process of negative muon nuclear capture led to a…

Data Analysis, Statistics and Probability · Physics 2020-03-18 Andrei Gaponenko
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